Abstract
Myers developed a matrix form of the cokriging equations, but one that entails the solution of a large system of linear equations. Large systems are troublesome because of memory requirements and a general increase in the matrix condition number. We transform Myers’s system into a set of smaller systems, whose solution gives the classical kriging results, and provides simultaneously a nested set of lower dimensional cokriging results. In the course of developing the new formulation we make an interesting link to the Cauchy-Schwarz condition for the invertibility of a system, and another to a simple situation of coregionalization. In addition, we proceed from these new equations to a linear approximation to the cokriging results in the event that the crossvariograms are small, allowing one to take advantage of a recent results of Xie and others which proceeds by diagonalizing the variogram matrix function over the lag classes.
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Long, A.E., Myers, D.E. A new form of the cokriging equations. Math Geol 29, 685–703 (1997). https://doi.org/10.1007/BF02769651
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DOI: https://doi.org/10.1007/BF02769651