Page 192 - MATLAB Recipes for Earth Sciences

7.9 Geostatistics (by R. Gebbers) 187

where

is the matrix of the coefficients, these are the modeled variogram values for
the pairs of observations. Note that on the diagonal of the matrix, where
separation distance is zero, the value of γ vanishes.

is the vector of the unknown weights and the Lagrange multiplier.

is the right-hand-side vector. To obtain the weights and the Lagrange multi-
plier the matrix G_mod is inverted:

The kriging variance is given by