I am having time issues when using ordinary kriging. I have a spatial grid of 200x300 where I want to calculate the interpolated values. For that I am using ordinary kriging. Now for each point in the grid, I calculate the variogram based upon a certain window size. So, instead of creating a variogram from the whole available dataset I use a window. I do not intend to use the whole dataset since it is of size 10,000 and even for calculating distance pairs it will consume around 10,000*9999/2 location.
So, I intended to use the windowing method. After I create a variogram, I again use another window smaller in size to define the neighbors of the point where the data is to be interpolated. Then I calculate the weights for these neighboring points using the variogram of the larger window.
I have managed to get the interpolated value. However for each cell it takes around 0.04 second so for a grid of 200x300 it takes around 200x300x.04 i.e .67.hrs. I have around 400 sets of grids. So it will take me around 268 which is not acceptable. Is there any other efficient way to accomplish this?