Loading ...
Sorry, an error occurred while loading the content.
 

[ai-geostats] Positive Definite Problems

Expand Messages
  • Dean Monroe
    Group: I have a sub-set of data that does not appear to be anisotropic, nor does it contain bad outliers; however, my kriging of this data errors out the
    Message 1 of 2 , Oct 24, 2004

       

      Group:

       

                  I have a sub-set of data that does not appear to be anisotropic, nor does it contain “bad” outliers; however, my kriging of this data errors out the system by saying the covariance matrix is not positive definite.  How do you fix a problem such as this?  What might be some common causes of this problem?

       

      Thanks in advance,

       

       

       

      Best,

      Dean Monroe

      OSU Environmental Sciences

       

    • Isobel Clark
      Dean Couple of possible explanations. Try these for size: (1) you may have points which are very close together if not with identical co-ordinates. Bear in
      Message 2 of 2 , Oct 25, 2004
        Dean

        Couple of possible explanations. Try these for size:

        (1) you may have points which are very close together
        if not with identical co-ordinates. Bear in mind that
        'close together' depends on the precision of your
        software. Most software works to around 8 significant
        figures. If you co-ordinates are in the millions, the
        computer will not be able to see the difference
        between two samples at a distance less than (say) 1.
        First check your data for duplicate samples (most
        common occrrence!).

        (2) you may be using one of the semi-variogram models
        which is not terribly stable, like the 'hole effect'
        or the gaussian. The above problem intensifies if you
        use a gaussian, because 'too close' now means the
        whole of the initial curve on the model.

        (3) you may have an equation solving routine which
        loses precision very fast and be using too many
        samples.

        If none of these does it for you, I'll try to think of
        others!

        Isobel
        http://geoecosse.bizland.com/softwares
      Your message has been successfully submitted and would be delivered to recipients shortly.