Maybe it is worth pointing out that Ordinary Kriging
with a 'global neighbourhood' (using all the points in
simple speak) is the same as Simple Kriging with a
neighbourhood which extends to the range of influence
of the semi-variogram model (if any).
Given this fact, you would be computationally safer to
do Simple Kriging - otherwise known as "kriging with
known mean" and saving yourself the problems of
enormous and sparse matrix solutions.
The only overhead to Simple Kriging is producing a
reliable estimate of the global mean and, to be
realistic, a standard error associated with it.
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