Tensor train-Karhunen-Loève expansion for representing random fields

related article: Tensor train-Karhunen-Loève expansion: New theoretical and algorithmic frameworks for representing general non-Gaussian random fields, Computer Methods in Applied Mechanics and Engineering, 367, 113121.

DOI: 10.1016/j.cma.2020.113121

Prerequisites:

chebfun toolbox: https://github.com/chebfun/chebfun

export_fig toolbox for making figures: https://github.com/altmany/export_fig