kle_ex1 example

contains some examples of the construction of 1D and 2D Karhunen-Lo`eve (KL)
expansions of a Gaussian stochastic process, based on sample realizations
of this stochastic process.

To run the examples, run the commands ./run1D.sh or ./run2D.sh A help menu will display
the command line options. After you specify the proper options from the help menu, the
scripts will run the 1D or 2D examples and created subdirectories with results and plots

For more information, look in UQTk manual under
Karhunen-Loéve Expansion of a Stochastic Process