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