function c = correlation_exponential ( n, rho, rho0 ) %*****************************************************************************80 % %% CORRELATION_EXPONENTIAL evaluates the exponential correlation function. % % Licensing: % % This code is distributed under the GNU LGPL license. % % Modified: % % 22 March 2012 % % Author: % % John Burkardt % % Reference: % % Petter Abrahamsen, % A Review of Gaussian Random Fields and Correlation Functions, % Norwegian Computing Center, 1997. % % Parameters: % % Input, integer N, the number of arguments. % % Input, real RHO(N,1), the arguments. % % Input, real RHO0, the correlation length. % % Output, real C(N,1), the correlations. % rho = rho ( : ); rhohat = abs ( rho ) / rho0; c = exp ( - rhohat ); return end