Struct ColoredNoiseGenerator 

pub struct ColoredNoiseGenerator<S: Scalar> { /* private fields */ }

Spatially correlated Gaussian noise generator.

Generates samples of Gaussian random fields with exponential (squared) correlation function:

C(x, y) = exp(-|x - y|^2 / (2 * L^2))

where L is the correlation length. Uses Cholesky decomposition of the correlation matrix to transform independent standard normal samples into correlated samples.

Implementations

impl<S: Scalar> ColoredNoiseGenerator<S>

pub fn new(correlation_length: S, seed: u64) -> Self

Create a new colored noise generator.

Arguments

• correlation_length - The spatial correlation length L
• seed - Random seed for reproducibility

pub fn sample(&mut self, grid: &[S]) -> Result<Vec<S>, String>

Generate a sample of spatially correlated noise on the given grid.

Returns a vector of correlated Gaussian values, one per grid point. Adjacent grid points within the correlation length will have similar values.

Returns an error if the correlation matrix is not positive definite or is ill-conditioned for the given grid/correlation_length combination.