3-D magnetic imaging using conjugate gradients

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3-D magnetic imaging using conjugate gradients

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Mark Pilkington

the data. However, this approach can be overly restrictive in

that it allows only a limited portion of parameter space admissible as possible solutions.

A pragmatic approach is to overparameterize the model and

solve for many more parameters than data. This way of formulating the problem mimics reality more closely since we are

trying to estimate a continuous function from a finite set of observations. A simple way of doing this is to divide the subsurface

into a regular array of blocks. Assuming this parameterization

is sufficiently fine to represent even the most complex of structures, reasonable qualities of the possible solutions that we

require can then be specified. For example, smoothness can be

imposed through damping or regularizing the inversion (Braile

et al., 1974; Bear et al., 1995). Based on physical arguments,

bounds can be placed on the variation of properties within the

blocks (Safon et al., 1977; Fisher and Howard, 1980; Mareschal,

1985). We may even wish to freeze some of the block values if

our a priori geological information is particularly strong (Braile

et al., 1975). Alternatively, the quality of compactness of the solution (possibly along a given axis) can be incorporated into the

inversion through the minimization of some norm of the model

(Green, 1975; Last and Kubik, 1983; Guillen and Menechetti,

1984; Barbosa and Silva, 1994). If required, the model norm

may also be modified to preferentially weight solutions as a

function of depth (Li and Oldenburg, 1993; 1996). Finally, a

priori information in the form of parameter covariances derived either from rock property measurements and geological

mapping (van de Meulebrouck et al., 1984) or previous inversions (Lee and Biehler, 1991) can be exploited when inverting

the data.

In the following, we restrict the inversion to the case of least

prior knowledge, that is, we assume no geological information, physical or structural, is available. We therefore solve the

3-D magnetic inversion problem using a block parameterization and a model norm that only includes terms to control the

smoothness of the solution in three orthogonal directions and

provide a weighting of the solution as a function of depth. The

effects of model parameterization are kept to a minimum by

solving for many more unknowns than data. Since 3-D problems commonly involve large numbers of parameters, we solve

ABSTRACT

a distribution of susceptibility that produces a given magnetic anomaly. The subsurface model consists of a 3-D

array of rectangular blocks, each with a constant susceptibility. The inversion incorporates a model norm that

allows smoothing and depth-weighting of the solution.

Since the number of parameters can be many thousands,

even for small problems, the linear system of equations is

inverted using a preconditioned conjugate gradient approach. This reduces memory requirements and avoids

large matrix multiplications. The method is used to determine the 3-D susceptibility distribution responsible for

the Temagami magnetic anomaly in southern Ontario,

Canada.

INTRODUCTION

of little practical use because of the ambiguity present between

the observations and the constructed solutions. Such nonuniqueness in potential-field problems arises from two sources.

The first is the inherent ambiguity caused by the physics of the

problem that permits an infinity of solutions to produce a given

potential-field anomaly. The second results from using a finite

number of data that are contaminated by error and which may

not contain sufficient information for a unique solution to the

problem. Strategies that deal with this nonuniqueness strive to

add enough a priori information to restrict the resulting solutions to a region of parameter space that is considered geologically reasonable. The definition of reasonable establishes

the approach to incorporating such prior information or data

in the interpretation. For example, when the geological structures modeled are known to have a simple form, the interpreted

model can be limited to elementary geometrical shapes with

few parameters (usually much less than the number of data).

Specifying the type of solution geometry in this fashion is a

practical way of ensuring that results can be found that satisfy

Manuscript received by the Editor January 29, 1996; revised manuscript received September 12, 1996.

Geological Survey of Canada, 1 Observatory Crescent, Ottawa, Ontario, Canada K1A 0Y3

1132

conjugate gradient method.

METHOD

Dividing the subsurface into a rectangular array of equidimensional blocks leads to a linear relationship between the

physical property of each block and the resulting potential field.

The forward problem relating the susceptibility (or magnetization) m to the magnetic field data f can therefore be written

in matrix form as

f = Gm,

(1)

where the elements of G, gi j , represent the effect of unit susceptibility in block j atdata location i. Determining the field

caused by each magnetized layer in the block model can be

achieved in a computationally efficient manner by using fast

Fourier transforms (e.g., Blakely, 1995, 285). If Jn (r) is the magnetization within the nth layer and z n is the distance from the

observation level to its top, then the Fourier transform of the

field caused by L layers is

B(k) = 2C(k)

L

X

[exp(|k|z n )

n=1

(2)

C(k) = j Kt K/|k|2 .

(3)

the Earths magnetic field, k is the wave vector, and F denotes

Fourier transformation. K is constructed from the wave vector

k, whose components in the (x, y, z) coordinate system are

(k x , k y , 0), by K = (ik x , ik y , |k|).

Assuming Gaussian a priori probability density functions for

the data and model with covariance matrices D and P, respec

tively, the maximum likely solution of equation(1) requires

the

minimization of the functional (Tarantola, 1987)

D commonly takes the form 2 I, where 2 is the estimated data

error

variance, and m0 is the a priori

P decreases

(we obtain better prior information), more weight

placed on the model norm term in equation (4), and the sois

lution is influenced less by the observations. Clearly, the results

are only meaningful to the degree that P conforms to reality.

so the simplest case

Unfortunately, P is difficult to estimate and

2

of P = I is often used (implying uncorrelated parameters).

we can abandon the statistical interpretation of

Alternatively,

P and construct it such that minimizing mt P1 m in equation (4)

For example, P

produces

desirable qualities in the solution.

be minimized. Solving for the solution with maximum smoothness is particularly useful for fully underdetermined problems

where an infinite number of models can fit the data to some

prescribed degree of accuracy. The smoothest solution then

contains only those features required by the data and hence

1133

al., 1987). The solution to equation (4) is

1

m = Gt D1 G + P1 Gt f,

(5)

to the number of parameters M. Equation (5) can also be written as

(6)

where N in our case is much less than M.

Substituting the simple form for the relation between susceptibility m and magnetic field, f [equation (2)] into equation (6)

was used in Cribb (1976) to derive an expression for the generalized inverse in the interpretation of gravity and magnetic field

data in the form of a layered block model. He used the simple

case of D = 0 and P = I. In this way, the susceptibility distri

for ineachlayer is expressed in terms of Fourier

bution solved

transforms and no matrix inversions are needed. However, as

Shuey and Wannamaker (1978) pointed out, the resulting solutions are of little practical value because the zero wavenumber component is undefined in the generalized inverse. The

density or susceptibility computed in each successively deeper

layer is equivalent to an upward continuation of the layer distribution at shallower depths. Apart from having most of the

solution concentrated near the surface, the generalized inverse

also leads to negative values which are physically unrealistic.

Pedersen (1991) derived similar expressions for the magnetization distribution in a layered model and noted that, for the

data set examined, solutions became smoother and larger in

amplitude with increasing depth. He also discussed weighting

the layers differently but did not outline ways of determining

the weighting factors.

Li and Oldenburg (1993; 1996) introduced a weighting term

into the model norm in equation (4) to balance the effects

of the exponential depth term in the forward problem [equation (2)]. By counteracting this decay in the computed solution, Li and Oldenburg attempted to give equal weight to all

blocks in the model, regardless of their depth. If this is not

done, more weight is given to the blocks close to the surface

and the final susceptibilities are distributed similarly. For a 3-D

geometry, Li and Oldenburg (1996) showed that a weighting

of the form 1/z 3 (where z is the average block depth) gave acceptable results, i.e., solutions were not overly concentrated at

the surface and synthetic models were recovered at the appropriate depths. The exponent in z results from the equivalence

in behavior between a block-like source and a simple dipole.

This kind of weighting function can be included easily in the

frequency domain expressions of Cribb (1978) and Pedersen

(1991) for the inversion of magnetic data in terms of layered

models. Equation (1) can be written

f = [E T1 E| |E Tn E| ]m,

(7)

verse Fourier

transformation and

i = 1, N . (8)

Each submatrix in equation (7) corresponds to one layer within

the model. Substituting this into equation (6) and setting D = 0

1134

Pilkington

given by

PL 3 2

E z 13 T1 E

n=1 E z n Tn E

..

m=

f,

.

PL 3 2

3

E z L TL E

n=1 E z n Tn E

(9)

and the

problem of large matrix inversion is avoided. Figures 1

and 2 show a comparison between the weighted [equation (9)]

and unweighted [Pedersen, 1991, equation (23)] solutions from

the frequency-domain inversion algorithms. Incorporating the

depth weighting leads to a substantial improvement over the

unweighted casethe solution is not restricted to shallow

a)

b)

FIG. 1. Susceptibility derived from inversion of synthetic model data shown in Figure 3 using the unweighted generalized inverse

[equivalent to equation (9) with z set to unity]. (a) Depth slices through the calculated model. Numbers on each slice indicate depth

from surface in arbitrary units. (b) Cross-sections through a calculated model. Numbers on each section indicate the y-coordinate

in Figure 1a. Contour interval is 0.01 cgs.

solution (Figure 3). However, the resulting distribution is too

smooth and not compact enough to reproduce the synthetic

input model. An unacceptable feature of the solution is the

large area of negative susceptibility that surround the recovered body (denoted by the highest values). This area results

1135

because of the zero wavenumber ambiguity and the lack of positivity constraints on the computed susceptibility. The negative

magnetic field values caused by the dip of the source body are

simply converted to negative susceptibilities by equation (9).

Consequently, the recovery of accurate dips in the computed

models is dependent on ensuring that the susceptibilities

a)

b)

FIG. 2. Susceptibility derived from inversion of synthetic model data shown in Figure 3 using the depth-weighted generalized inverse

of equation (9). (a) Depth slices. (b) Cross-sections. Contour interval is 0.01 cgs.

1136

Pilkington

logarithm of the susceptibilities although more complicated

transformations can be used (Li and Oldenburg, 1996).

Returning to the solution as given in equation (5), it can be

derived from solving the augmented system

"

#

"

#

D1/2 G

D1/2 f

1/2 [m] =

0

P

(10)

or, equivalently,

Am = b.

(11)

specified by P can be regarded as extra data. These data are

added to theproblem to provide enough auxiliary constraints

on model m to guarantee the existence of a unique solution

(Jackson, 1979).

a)

b)

FIG. 3. Synthetic model placed in a grid of 16 16 8 equidimensional blocks. Number of data N is 256. Susceptibility contrast is

1 cgs. (a) Depth slices. (b) Cross-sections. Contour interval is 0.01 cgs.

Model norm

The objective function of equation (4) allows for some latitude in the choice of qualities that we desire in the solution.

Seeking smooth solutions is advantageous in that the computed

susceptibility distribution should not reflect the type of parameterization and method of solution used. The resulting model

will only have a level of complexity that is required by the data.

Smoothing also improves the numerical stability of the inversion by preventing unlimited growth of a single parameter that

could lead to divergence. Smoothness constraints can be incorporated into the objective function as follows. Ignoring the

data misfit, the model norm to be minimized is given by the

roughness measure

2

(12)

1137

is equivalent

Van Loan, 1983). Hence the minimization of

to solving equation (1). In contrast to the method of steepest

descent, which relies on only gradient vectors, the CGA generates a succession of search directions pk such that each estimate

mk+1 minimizes over the whole vector space of directions already taken. Consequently, after M iterations, the algorithm

must converge since there are no more orthogonal directions

in parameter space that can be taken. In practice, the presence

of round-off errors and computational considerations requires

limiting the number of iterations to M.

The basic algorithm for rectangular A is (e.g., VanDecar and

Snieder, 1994):

while r0 6= 0,

k = k + 1,

(13)

to taking

trices represent the

finite-difference

model derivatives in each of the three orthogonal directions.

For example, the ith row of D y is {0i1 , 1, 0MX , 1, 0 Mi1M X }

vectors denote their length and

where subscripts on the zero

MX is the number of model blocks in the x-direction. Depth

weighting is then achieved by including the weighting matrix

W into the model norm as

(14)

3/2

and

layer depth.

So the forward problem of equation (10) now becomes a

system of dimensions (N + 3M) M. Fortunately, the ease of

premultiplication by the WD matrices, with only two multi

plications per row, does not significantly

increase computation

time when compared to multiplication involving the N M

matrix D1/2 G which is full.

(5), (6), and (10) suggest a number of different

Equations

ways for obtaining solutions. Computing the singular value decomposition (SVD) of the parenthesized quantities in equations (5) and (6) is a numerically stable way of solving these

systems of equations (Golub and Van Loan, 1983) and is a

standard tool for small geophysical inverse problems. When

N M, equation (6) is more efficiently solved than equation (5), although for large enough M, the matrix-matrix multiplications can consume more time than that needed for SVD

computations. Furthermore, as M increases, the storage requirements for the appropriate matrices quickly become prohibitive. For these reasons, an iterative solution of the augmented system of equation (10) is an attractive alternative. In

particular, the conjugate gradient algorithm combines the advantages of only matrix-vector products and minimal storage

requirements.

Conjugate gradients

The conjugate gradient algorithm (CGA) is an iterative

method for solving linear or linearized systems of equations

that converge faster than the related steepest descent method.

The algorithm minimizes the function (m) = 12 mt Am mt b

end.

if k = 1,

p1 = r0

else

k = rtk1 rk1 /rtk2 rk2 ,

pk = rk1 + k pk1 ,

end

qk = Apk ,

mk = mk1 + k pk ,

rk = rk1 k At qk ,

(15)

fact, A need

not be computed explicitly since only the result

of A or At acting on a vector is required. All other computa aresimple vector multiplications and additions. Storage

tions

requirements of the CGA are particularly spare since all vector quantities are computed recursively. These low computational requirements have led to the popularity of the CGA

for solving large-scale inverse problems, particularly those

in seismic tomography where the sparseness of A can also

and

Snieder, 1994). Recently, the CGA has found application in

electromagnetics (EM) (Ellis and Oldenburg, 1993), resistivity

(Zhang et al., 1995), magnetotelluric (MT) inverse problems

(Mackie and Madden, 1993), and magnetic susceptibility mapping (Nakatsuka, 1995).

When M is large, the number of iterations should, for practical reasons, be kept as small as possible. This may present

a difficulty since the rate of convergence of equation (15) is

controlled by the condition number of A, which for magnetic

is notoriously

large (e.g., Dittmer and Szymanski, 1995). Nolet (1993) and

VanDecar and Snieder (1994) also point out that including

smoothness constraints in P can inhibit the CGAs conver number of iterations, the congence. To avoid an excessive

ditioning of the system in equation (11) can be improved

(VanDecar and Snieder, 1994) by transforming the normal

equations At Am = At b and solving the system

SAt Am = SAt b,

(16)

1138

Pilkington

improved

com

I. The conditioning of equation (16) is much

SAt A are much closer to unity. The preconditioned CGA is

then:

TEMAGAMI ANOMALY

while r0 6= 0,

zk = Sr,

k = k + 1,

end,

if k = 1,

p1 = z0

else

k = rtk1 zk1 /rtk2 zk2 ,

pk = zk1 + k pk1

end

qk = Apk ,

mk = mk1 + k pk ,

rk = rk1 k At qk ,

(17)

search directions.

The best choice for S is (At A)1 which would provide the

oneiteration.

least-squares solution in

However, this matrix is

not available for the numerical reasons already discussed. A

simpler operator can be derived from examining the structure

of At A. For example, a common choice for S is diag{1/a t a j },

t A. From equa the a t a are the diagonal elements of A

where

j

for G from

t

t 1

1

tion (10) A A = G D G + P , so substituting

weighting through P = z 3 I (for a3-Dgeometry) yields

diag{(Gt D1 G + P)1 } =

1

diag z i3 E I + Ti2 z i3 E ,

within the CGA are necessary to reach a satisfactory solution.

Figure 5 shows that the major character of the dipping model

body has been recovered by the inversion.

the Cobalt Embayment area of the Southern Province, Ontario,

Canada. Overlying weakly magnetic, 2.52.2 Ga-old Huronian

Supergroup rocks tend to mask the magnetic response of the

basement although anomalous effects caused by iron formation

and west-northwesteast-southeasttrending mafic dykes are

apparent. The Huronian rocks consist of an upper section of

three sedimentary cycles overlying the volcanic Elliot Lake

Group. Their thickness is estimated to be <5 km in this region

(Card et al., 1984).

With an areal extent of 50 15 km, the Temagami anomaly

reaches a magnitude of 10 000 nT making it one of the largest

anomalies in North America. The relative positions of the positive and negative portions of the anomaly do not indicate a

source magnetization much different than the present day field.

The anomaly consists of three parts. In the east, short wavelength linear northeast-southwesttrending highs coincide with

outcropping Archean iron formation. The central section has

the greatest amplitude and an east-west strike. The western portion appears smoother in character than the eastern sections

with values <2500 nT and an east-northeastwest-southwest

trend. The transition from central to western sections of the

anomaly coincides with some of the mafic dykes in the area

(more easily seen on derivative maps).

Reflection seismic data acquired along north-south lines

over portions of the Temagami anomaly have imaged a 20-km

wide early Huronian rift basin bounded by north- and southerly

dipping faults (Milkereit and Wu, 1996). Prominent subhorizontal reflectors exist at depths of 36 km, coincident with the

i = 1, L , (18)

Tests with equation (18) show that the exponential

ith layer.

term within the Ti tends to overweight the deeper parts of the

solution leading to susceptibility distributions that are concentrated toward the bottom layers of the model. Removing the Ti

preconditioner that has proven to be successful on synthetic

and real data. Figure 4 shows the improvement in convergence

for a typical 3-D magnetic inversion problem using a preconditioner with the simple form S = z 3 I. Using preconditioning, the

to the 102 level requires

reduction in residual error,rtk rk /M,

<50 iterations compared to 100 for the nonpreconditioned case

using equation (15).

Synthetic data

Synthetic data from the model of Figure 3 were inverted using the preconditioned CGA to solve equation (10). The preconditioning matrix used was S = z 3 I. For a typical problem

FIG. 4. Residual error history for a typical 3-D magnetic inversion where M, the number of parameters is 256. Solid line

represents the case of no preconditioning using equation (15).

Dashed line shows the preconditioned case (S = z 3 I) using

equation (17).

volcanics of the Elliot Lake Group. However, modeling suggests that the limited depth extent of this unit precludes it as the

source of the observed anomalies (Milkereit and Wu, 1996).

The origin is more likely located within the basement. Card

et al. (1984) modeled two profiles crossing the western and

eastern portions of the anomaly. In the west, they determined

a source body of width <15 km, depth extent 5 to 20 km, and

1139

modeled the iron formation extending to a depth of 2.5 km and

an underlying larger body (related to the highest-amplitude

central portion of the anomaly) of width <5 km, depth extent

318 km and susceptibility 0.058 cgs.

The observed data of Figure 6 was modeled using the preconditioned CGA to solve equation (10). The preconditioning

matrix used was S = z 3 I, and data were sampled every 2 km

a)

b)

FIG. 5. Results of inversion of synthetic model data shown in Figure 3 using the conjugate gradient solution of equation (10).

(a) Depth slices. (b) Cross-sections. Contour interval 0.01 cgs.

1140

blocks. Assuming only induced magnetization, the appropriate values of inclination 74 , declination 10 , and magnitude

58 250 nT were used. Figure 7 shows the results of the inversion with positions of the cross-sections indicated in Figure 6.

Since the calculated susceptibility distribution is smooth, direct comparison with the results of 2-D modeling with discrete

bodies is tenuous. For example, the maximum susceptibilities

in the western and central parts of the body are 0.05 and

0.08 cgs, respectively, much larger than those from Card et al.

(1984). However, the relative shapes of the distribution shown

in Figure 7 provide insight into the 3-D character of the source

of the Temagami anomaly. The depth slices (Figure 7a) show a

slight widening of the body with depth and an accompanying

shift in the position of highest susceptibility from the center

to the west. The westward deepening of the source depth is

also clear in the cross-sections of Figures 7b and 7c. This corresponds to the depth increase found from profile modeling

in Card et al. (1984). The iron formation at the eastern end

of the anomaly can be seen as a small increased susceptibility region cropping out in the Y = 4434 section (Figure 7b).

North-south cross-sections (Figure 7c) indicate dips of <10 for

both the shallow and deep parts of the body. These estimated

dips are, however, valid only if any remanent magnetization

is in the inducing field direction. The possibility of a significant remanent component to the Temagami anomaly has been

raised in Milkereit and Wu (1996) who have constrained the

source body density by converting susceptibilities into equivalent volume percentages of magnetite. This approach leads to

predicted gravity anomalies twice as large as those observed.

If remanence is present, it would reduce the volume of magnetite required, and hence, density levels, or the source bodys

gravity effect is reduced by overlying low density formations.

Pilkington

is insufficient to resolve this question.

CONCLUSIONS

Solving the 3-D magnetic inversion problem using a preconditioned conjugate gradient algorithm has been shown to be

one way of keeping computations to a manageable level. Other

approaches such as using subspace approximations to the full

parameter space also offer advantages (Li and Oldenburg,

1993; 1996). Subspace methods reduce the dimensionality of

the problem by specifying a number (Q) of arbitrary vectors

(where Q M, the number of parameters) chosen to approximately span the whole parameter space. This results in the

inversion of matrices of size Q Q. However, some considerable effort must be expended in choosing the number and type

of vectors to be used in the inversion. On the other hand, the

major unknown in the CGA is the type of preconditioning to

use. A simple preconditioner based on the parameter depths

has been outlined above that allowed accelerated convergence

and has worked well on real data examples.

Using a model norm that allows only smoothing and depthweighting of the solution is not an overly restrictive approach to

determining acceptable models. Smoothing prevents the calculation of overly complex models, and depth weighting is crucial

in determining meaningful susceptibility distributions.

The 3-D susceptibility distribution responsible for the

Temagami anomaly shows a northerly, steeply dipping composite source consisting of a more magnetic region at depths

of 4 km corresponding to the central and highest amplitude

part of the anomaly and a deeper, less magnetic region occurring to the west. These results, which are in agreement with the

2-D profile modeling of Card et al. (1984), however, provide a

full 3-D susceptibility solution.

FIG. 6. Residual magnetic field intensity over the Lake Temagami region, Ontario. Axes distances are in kilometers. Arrowheads

along axes denote positions of the cross-sections shown in Figure 7b and 7c.

1141

a)

b)

FIG. 7. Results of conjugate gradient inversion of Lake Temagami data. Root-mean-square error between observed and calculated

data is 10.7 nT. (a) Depth slices. Z denotes depth to the center of each slice. (b) West-east cross-sections. Numbers on each

slice indicate y-coordinate in km (cf. Figure 6). (c) North-south cross-sections through calculated model. Numbers indicate the

x-coordinate in km. Contour interval is 0.002 cgs.

1142

Pilkington

c)

FIG. 7. (Continued.)

ACKNOWLEDGMENTS

I thank Pierre Keating and Walter Roest for helpful comments and suggestions. This is Geological Survey of Canada

contribution 38495.

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