Matrix Form

Both kriging systems can be easier expressed in matrix form. Let denote $K$ the ``kriging matrix''

and $/boma{/lambda}$ and $/boma{c}$, two vectors,

then the kriging system gets the simple form

which, in the case of invertibility of the matrix $K$, immediately provides the solution for $/boma{/lambda}$:

The expression of the kriging variance becomes

where $/boma{/lambda}^{T}$ denotes the transposed vector of $/boma{/lambda}$.