GEOPHYSICS, VOL. 76, NO. 3 (MAY-JUNE 2011); P. F173–F183, 11 FIGS., 3 TABLES.
10.1190=1.3569482
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A compressed implicit Jacobian scheme for 3D electromagnetic data
inversion
Maokun Li1, Aria Abubakar1, Jianguo Liu1, Guangdong Pan1, and Tarek M. Habashy1
ABSTRACT
We developed a compressed implicit Jacobian scheme for
the regularized Gauss-Newton inversion algorithm for recon-
structing 3D conductivity distributions from electromagnetic
data. In this algorithm, the Jacobian matrix, whose storage
usually requires a large amount of memory, is decomposed in
terms of electric fields excited by sources located and ori-
ented identically to the physical sources and receivers. As a
result, the memory usage for the Jacobian matrix reduces
from O(NFNSNRNP) to O[NF(NS þ NR)NP], where NF is the
number of frequencies, NS is the number of sources, NR is the
number of receivers, and NP is the number of conductivity
cells to be inverted. When solving the Gauss-Newton linear
INTRODUCTION
With the rapid developments in sensor technology and survey
design, many geophysical surveys acquire data in more compli-
cated patterns for the purpose of maximally illuminating the res-
ervoir. For example, in marine controlled-source electromagnetic
(CSEM) methods (Constable et al., 1986; MacGregor and Sinha,
2000; Johansen et al., 2005; Weiss and Constable, 2006), data
can be acquired with multiple tow lines together with broadside
firings. In crosswell electromagnetic surveys (Spies and Haba-
shy, 1995), data from multiple well pairs can be collected. To
reconstruct the conductivity models from these data sets, both
forward and inversion algorithms must be able to handle 3D
data and models. This leads to millions of unknowns, an order
of magnitude larger than that for 2D models. Moreover, the size
of the data set increases tremendously. Consequently, this in-
creases the demand for efficient algorithms from both aspects of
computation time and memory usage.
Manuscript received by the Editor 29 June 2010; revised manuscript received 3 November 2010; published online 28 April 2011.
1
Schlumberger-Doll Research, Cambridge, Massachusetts, U.S.A. E-mail: mli7@slb.com; aabubakar@slb.com; jliu17@slb.com; gpan@slb.com;
habashy1@slb.com.
C 2011 Society of Exploration Geophysicists. All rights reserved.
V
F173
system of equations using iterative solvers, the multiplication
of the Jacobian matrix with a vector is converted to matrix-
vector operations between the matrices of the electric fields
and the vector. In order to mitigate the additional computa-
tional overhead of this scheme, these fields are further com-
pressed using the adaptive cross approximation (ACA)
method. The compressed implicit Jacobian scheme provides
a good balance between memory usage and computational
time and renders the Gauss-Newton algorithm more efficient.
We demonstrated the benefits of this scheme using numerical
examples including both synthetic and field data for both
crosswell and controlled-source electromagnetic (CSEM)
applications.
In inverting data from electromagnetic surveys (Farquharson
and Oldenburg, 1998; Mackie et al., 2001; Commer and New-
man, 2006; Plessix and van der Sman, 2007; Zhdanov et al.,
2007), the Gauss-Newton algorithm is known to be robust
because of its rapid convergence (Chen et al., 2002; Abubakar
et al., 2005; Soleimani et al., 2007; Abubakar et al., 2008b). In
this approach, conductivity distributions in the inversion domain
are updated iteratively based on the difference between the
measured data and the simulated data computed for the recon-
structed model. In each iteration, the updates of the conductivity
are either derived from a steepest decent direction or from the
solution of the Gauss-Newton normal equation. The Gauss-New-
ton method relies on the computation of the Jacobian matrix
that contains information about the derivative of the simulated
data with respect to the conductivity. The size of the Jacobian
matrix is equal to the number of measured data points times the
number of conductivity cells to be inverted. In 3D inversions,
the sizes of the data set and the inversion domain are usually
 F174
very large. Hence, the storage of the Jacobian matrix requires a
huge amount of memory. This is one of the bottlenecks in using
the Gauss-Newton inversion approach for large-scale problems.
Moreover, because the Jacobian matrix is a dense matrix, the
arithmetic operations of a matrix-vector multiplication needed
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for solving the Gauss-Newton normal equation can become
more expensive as the size of the Jacobian matrix increases.
To make the inversion manageable for large-scale problems,
there exist several approaches to reduce the size of the Jacobian
matrix; however, at the expense of sacrificing some accuracy on
the inversion results. One approach, for example, is to use a sub-
set of the measured data. This procedure, however, relies heavily
on the geophysicist’s experience in picking the proper subset, and
if not done properly, important information may be missed. Alter-
natively, we can reduce the number of cells by using coarser
inversion grids, but this may result in degraded inversion results
if the model is not properly represented by the coarse grid. Other
approaches include the compression of the large Jacobian matrix,
which can either be based on truncated Fourier expansions (Bles-
zynski et al., 1996) and fast multipole expensions (Chao et al.,
2003) or can be based on a singular value decomposition (SVD)
method (Canning and Rogovin, 2003) and QR factorization
(Gope and Jandhyala, 2004). The physics-based methods such as
the Fourier transform or multipole expansions are efficient but
limited by the type of field and their operating environments. For
example, when the background medium changes from free-space
to lossy medium, we have to redefine the Green’s function and
rewrite expansion series. Although for numerical-based algo-
rithms, such as singular value decomposition or QR factorization,
the algorithm itself does not need to be changed from one type of
application to another. Hence, they are more flexible; however,
they can be computationally costly. The performances of both the
physics- and numerical-based algorithms are affected by the con-
dition number of the matrix. If the field is singular or very heter-
ogeneous, all these algorithms need more memory to accurately
describe the field. Another approach to reduce the memory usage
is to avoid storing the Jacobian matrix and only to compute it
when needed, such as in the Gauss-Newton-Krylov method
(Akcelik et al., 2002). However, this method requires the compu-
tation of forward model response for every matrix-vector multi-
plication needed to solve the Gauss-Newton normal equation
using iterative methods. Hence its computational overhead could
be prohibitive for a large number of sources and receivers. One
remedy is to arbitrarily limit the number of iterations, but this
may uncontrollably deteriorate the accuracy of the results.
To reduce the memory usage and the computation time while
preserving the quality of the inversion results, we introduce a
compressed implicit Jacobian scheme. This scheme utilizes the
Jacobian matrix construction using the adjoint field method
(Abubakar et al., 2008b), which computes the Jacobian through
an inner product between the fields radiated by sources and
those radiated by the receivers acting as sources. Instead of stor-
ing the computed Jacobian matrix elements, we store the fields
excited by sources located and oriented identically to those of
the physical sources and physical receivers. The multiplication
of the Jacobian matrix with a vector is therefore converted to
matrix-vector multiplications of the field matrices with this vec-
tor. This substantially reduces the memory usage from
O(NFNSNRNP) to O[NF(NS þ NR)NP], but at the cost of extra
computational time. Here NF is the number of frequencies, NS is
Li et al.
the number of sources, NR is the number of receivers, and NP is
the number of conductivity cells to be inverted. To mitigate the
computational overhead, we apply the adaptive cross approxima-
tion (ACA) method (Bebendorf, 2000) to compress the field
matrices. This technique provides an efficient and flexible way
to compress a dense matrix. It has been applied to sample elec-
tromagnetic fields (Hislop et al., 2007) and to solve boundary
integral equations (Zhao et al., 2005). We have also applied this
method to compress the Jacobian matrix (Li et al., 2009) in
2.5D Gauss-Newton inversion algorithms. The ACA method
takes advantage of the smoothness of the fields and transforms
the field matrices into smaller matrices that save both memory
and computational time required for the various matrix-vector
multiplications. Using both the implicit Jacobian and the ACA
techniques, the compressed implicit Jacobian scheme signifi-
cantly reduces the memory usage of the Jacobian matrix while
preserving its accuracy and at the same time minimizing the
computational overhead needed. In some cases, the overall com-
putational time can be further reduced over that of the explicit
full Jacobian matrix; hence, this approach may provide a prom-
ising approach for the inversion of large data sets or for 3D
models. To illustrate the capability of the compressed implicit
Jacobian calculation, we apply the scheme to synthetic and field
data sets. For crosswell electromagnetic measurements, we use a
synthetic field data. For CSEM measurements, we use data col-
lected in the Troll field, Norway (Johansen et al., 2005) and in
the west offshore Africa (Price et al., 2008; Price and Watts,
2009). This manuscript is organized as follows: first we briefly
review the inversion algorithm and notations, next we discuss
the compressed implicit Jacobian scheme, and finally we dem-
onstrate its performance using examples for both synthetic and
field data.
FORMULATION
The inversion algorithm
Following the same notations as in Abubakar et al. (2008a),
we write the cost function using the multiplicative regularization
as follows:
Un ðmÞ ¼ /d ðmÞ  /m
n ðmÞ; (1)
d
where / is the normalized data misfit cost function measuring
the difference between the measurement data d and the simu-
lated data sðmÞ generated from the pixel conductivity model m.
It is given by
P NR 
NS P   2

Wi;j;k di;j;k  si;j;k ðmÞ 
1 XNF
i¼1 j¼1
/ d ðmÞ ¼ NR 
2NF k¼1 P
NS P 
Wi;j;k di;j;k 2
i¼1 j¼1
1
¼ kWd ½d  sðmÞk2 ; (2)
2
where NF is the number of frequencies, NS is the number of
sources, and NR is the number of receivers. The diagonal matrix
Wi;j;k is a data weighting matrix. The simulated data sðmÞ are
computed using an efficient 3D finite difference scheme with a
divergence-free preconditioner (see Zaslavsky et al., 2006).
 Compressed implicit Jacobian for EM inversion F175

/mn ðmÞ is the regularization cost function at the nth iteration and where ei;j;k is the simulated field at the jth receiver, ith source,
is given by and kth frequency; Xp is the domain of the pth pixel whose con-
X ð n ductivity is rp ; and eSi;k and eRj;k are the electric fields excited by
/m
n ðmÞ ¼ aj b2j;n ðx; y; zÞ joj ln½mðx; y; zÞj2 sources located and oriented as the ith source and jth receiver,
j¼x;y;z D
o respectively, both at the kth frequency. The second part of the
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þd2j;n dxdydz; (3) above equation is a discrete approximation where eS;R i;k;p indicates
eS;R
i;k at cell p and Dp is the volume of the cell p.
where aj are the smoothing ratio factors and the weights The Hessian matrix is a dense square matrix. Its dimension is
bj;n ðx; y; zÞ are given by equal to the number of pixels to be reconstructed (Np),which
can readily exceed millions of pixels for 3D models. Conse-
1
b2j;n ðx; y; zÞ ¼ Ð n o (4) quently, equation 7 is usually solved using iterative methods.
D joj ln½mn ðx; y; zÞj2 þ d2j;n dxdydz Because the Hessian matrix in equation 8 is symmetric and
positive-definite, we use a conjugate gradient least-squares
for the L2 -norm regularizer and (CGLS) iterative scheme (Golub and Van Loan, 1996). The
ð computational complexity of this CGLS solver is OðMN P 2 Þ
1 1
b2j;n ðx; y; zÞ ¼ ; V¼ dxdydz where M is the number of CGLS iterations. Because the number
V joj ln½mn ðx; y; zÞj2 þ d2j;n D of measured data NFNSNR, is usually much less than the number
(5) of the unknown parameters NP, we do not explicitly construct
the Hessian matrix H. Instead, we store the Jacobian matrix J
for the weighted L2 -norm regularizer as introduced in Abubakar and compute the matrix-vector multiplications of the form Jv
et al.Ð (2002). The volume of the inversion domain is denoted by and JT u. The memory usage to store the Jacobian matrix is
V ¼ D dxdydz. The parameter d2j;n is a nonzero constant that is O(NFNSNRNP), and the computational complexity of the CGLS
chosen to be equal to solver using the Jacobian matrix-vector multiplication is
/d ðmn Þ O[2MNFNSNRNP]. Note that the operation that explicitly uses
d2j;n ¼ ; (6) the Jacobian matrix is much smaller computationally than the
ðDjÞ2 one using the Hessian matrix when N F N S N R  N P . Although it
where j ¼ x, y, z and Dx, Dy, and Dz are the widths of the dis- is usually more efficient to use J instead of H, the size of J can
cretization cells in the x, y, and z directions. More details on the still be large as the number of data points and=or the number of
data weighting matrix and the regularization cost function can unknowns becomes large. For example, in a CSEM survey,
be found in Abubakar et al. (2008a, 2009). We use a Gauss- there could be 50 receivers and 500 sources, and each receiver
Newton minimization approach (Habashy and Abubakar, 2004) would record all six components of the electromagnetic fields at
to solve equation 1). In each Gauss-Newton iteration n, a linear- three frequencies. The total number of measured data is, there-
ized equation is solved to obtain the step vector pn : fore, about 4.5 million. Gridding the inversion domain into
100  100  100 cells, and for double precision computation
Hn pn ¼ gn ; (7) (eight bytes per real number), the memory usage for J is about
where Hn is the Hessian matrix approximated as follows: 6.5 TB. This is beyond the capacity of most current computers.
To reduce memory usage, we propose to use the compressed
Hn  JTn WTd Wd Jn þ /d ðmn ÞLðmn Þ; (8) implicit Jacobian scheme described in the next section.
where the superscript T denotes matrix transposition. In equation
8, Jn is the Jacobian matrix and LðmÞ is the second derivative The implicit Jacobian calculation
of /mn ðmÞ with respect to the model m. The gradient vector gn This scheme is based on the adjoint field formulation to com-
in equation 7 is given by pute the Jacobian matrix of equation 11. For simplicity, we
gn ¼ JTn WTd Wd ½d  sðmn Þ þ /dn ðmn ÞLðmn Þmn : (9) assume the cell volumes Dp to be the same, i.e., Dp ¼ D. The
electric field is described in Cartesian coordinates, and its three
In each Gauss-Newton iteration, the unknown model m is up- components are along x, y, and z directions. Hence, the elements
dated as follows: of the Jacobian matrix are computed from
mnþ1 ¼ mn þ vn pn ; (10) X
3

where vn is a line search parameter constructed using a backtrack-

ji;j;k;p ¼ D ES‘;i;k;p ER‘;j;k;p ; (12)
‘¼1
ing procedure. A nonlinear transform is used to enforce constraints
on the model m to stay within its physical bounds (see Habashy
where ES‘;i;k;p is the ‘th component of the electric field located at
and Abubakar, 2004). The iterative process stops after one of the
the pth pixel due to a source located and oriented as the ith
error criteria in Habashy and Abubakar (2004) is satisfied.
source and ER‘;j;k;p is the ‘th component of the electric field
The Jacobian matrix J is computed using an adjoint approach
located at the pth pixel due to a source located and oriented as
in Abubakar et al. (2008a):
ð the jth receiver. They are both excited at the kth frequency.
oei;j;k For the CGLS solver, we must compute the matrix-vector
ji;j;k;p ¼ ðr R ; r S Þ ¼ dreSi;k ðr; rS Þ  eRj;k ðr; rR Þ
orp Xp product of the Jacobian matrix J by a vector a, also of JT by a
vector v. Let us first examine u ¼ Ja. For each element ui;j;k ,
 Dp eSi;k;p  eRj;k;p ; (11) we have
 F176 Li et al.

X
NP X
3 X
NP using the ACA method. The ACA method was first introduced
ui;j;k ¼ ji;j;k;p ap ¼ D ES‘;i;k;p v‘;j;k;p ; (13) by Bebendorf (2000) and was applied to solve integral equations
p¼1 ‘¼1 p¼1 (Bebendorf and Rjasanow, 2003). It has also been applied by Li
et al. (2009) to reduce the memory usage in the 2.5D Gauss-
where Newton inversion algorithm by compressing the Jacobian matrix
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v‘;j;k;p ¼ ER‘;j;k;p ap (14) J into the product of two smaller rectangular matrices, i.e.,
J ¼ UT V. In this work, we apply this scheme to compress ES‘;i;k;p
is independent of the source index i. We only need to compute and ER‘;j;k;p . In order to minimize the setup time of the ACA
v‘;j;k;p once for all receivers. The complexity for this intermedi- method, we represent first the field matrix ES as follows:
ate step is O(3NFNRNP). The computational complexity of 2 3
P3 PNP S ES1;1 ES1;2  ES1;NG
‘¼1 p¼1 E‘;i;k;p v‘;j;k;p is O(3NFNSNRNP). Therefore, the total 6 S 7
computational complexity is O[3NF(NSNR þ NR)NP]. With this 6 E2;1 ES2;2  ES2;NG 7
6 7
approach, we need only to store the field matrices ES‘;i;k;p and
ES ¼ 6 . .. .. .. 7 : (17)
6 . 7
4 . . . . 5
ER‘;j;k;p . Hence, the memory complexity of this storage is
O[3NF(2NR þ NS)NP]. This includes the additional memory
ESNF ;1 ESNF ;2  ESNF ;NG
usage O(3NFNRNP) for v‘;j;k;p . If NR  NS , we first compute
ES‘;i;k;p ap . In this case, the total computational complexity is In the above, ES is partitioned into submatrices based on the
O[3NF(NSNR þ NS)NP], and the memory complexity is number of frequencies and a decomposition of the inversion do-
O[3NF(NR þ 2NS)NP]. main into NG subdomains. Next, we apply the ACA scheme
Similarly, we can also write a ¼ JT v as follows: (see Appendix A) to each submatrices,
2 3
X
NF X
NS X
NR X
3 X
NF X
NR S
US1;1 T V1;1 US1;2 T V1;2
S
 US1;NG T V1;NG
S
ap ¼ ji;j;k;p vi;j;k ¼ D ER‘;j;k;p b‘;j;k;p ; 6 S T S S S 7
k¼1 i¼1 j¼1 ‘¼1 k¼1 j¼1 6 U2;1 V2;1 US2;2 T V2;2    US2;NG T
V2;NG 7
6
E ¼6S 7:
(15) .. .. .. .. 7
4 . . . . 5
S S T S
where X
NS USNF ;1 T VNF ;1 USNF ;2 T VNF ;2    USNF ;NG VNF ;NG
b‘;j;k;p ¼ ES‘;i;k;p vi;j;k : (16) (18)
i¼1

The computational complexity of equation 16 is O(3NFNSNRNP). The matrix-vector multiplication of ES with a vector a can
Equation 15 has a complexity of O(3NFNRNP). Hence, the total therefore be written as follows:
computational complexity is O[3NF(NSNR þ NR)NP]. Moreover, 2 PN 3
G S T S
because the computation of each row is not reused, we do not p¼1 U1;p V1;p ap
6 PNG S T S 7
need an additional intermediate storage array. The memory com- 6 7
E a¼6
S p¼1 U2;p V2;P ap 7: (19)
plexity is O[3NF(NS þ NR)NP]. If NR  NS , we first do the sum- 6 7
4 … 5
mation on NR. In this case the computational complexity will be PNG S
O[3NF(NSNR þ NS)NP]. Note that by using this implicit Jacobian p¼1 USNF ;p T VNF;P ap
scheme we significantly reduce the memory storage while
increasing the computational complexity by about threefold Compared with other compression methods, the ACA scheme has
(compare row 2 and row 4 in Table 1). several advantages. It only requires pure algebraic operations and
does not require a convolution of the Green’s function with the
ACA method
field. Moreover, in its construction it does not require the full
To mitigate the computational overhead of the computation in uncompressed matrix; hence it is not necessary to store the full
equations 13–16 and to further reduce the memory usage, we uncompressed matrix in memory. The underlying assumption of
compress the field matrices for each component and frequency by the ACA method is that the kernel of the matrix is smooth. This

Table 1. Comparison of the different schemes for the computation of the Hessian matrix-vector product.

Scheme Memory CPU time

Explicit Hessian matrix NP2 NP2

Explicit Jacobian matrix 2NFNSNRNP 4NFNSNRNP
Gauss-Newton-Krylov 6NF(NS þ NR)NP 8NFNSNRNP þ NF(NS þ NR)TFWD
Implicit Jacobian 6NF(NSNP þ NRNP) 6NFNSNRNP þ 6NFNRNP
Compressed Implicit Jacobian 6NF((NS þ NP)MS þ NRNP) 6NFNR(NS þ NP)MS þ 6NFNRNP
TFWD is the time to compute the forward response for one source.
 Compressed implicit Jacobian for EM inversion
is satisfied in the problem at hand because the survey environ-
ment is usually conductive and low-frequency electromagnetic
fields are used in the survey. In regions close to sources,
receivers, and extremely high contrast objects, some of the elec-
tromagnetic field components are discontinuous. These make the
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field discontinue in some of subdomains. Hence, in these domains
the ACA compression ratios (the ratio between the memory usage
to store the original matrix and that to store the compressed mat-
rices; see Appendix A) are slightly lower than the others. How-
ever, the total ACA compression ratio is still reasonable according
to our numerical test. The fields radiated by adjacent sources have
some similarities; thus, redundancy exists in the received signals.
As a result, the field matrices, ES and ER , are rank-deficient. After
applying the ACA compression, the size of the compressed matri-
ces US , UR , VS , and VR are smaller than ES and ER . Conse-
quently, the matrix-vector multiplication using the compressed
matrices will reduce both computation time and memory usage of
the implicit Jacobian scheme.
To further reduce the CPU time and stabilize the inversion,
we use an adaptive error criteria in the ACA compression proce-
dure. In each Gauss-Newton iteration, the ACA compression
error criteria is chosen to be proportional to the data misfit func-
tion; hence, the error criteria is large at the beginning iterations
and gradually decreases with iterations. Hence, we have large
compression ratio at the beginning iterations that may further
reduce the cost of Hessian matrix-vector multiplications. More-
over, because the ACA scheme tends to omit small matrix
F177
eigenvalues, the adaptive error criteria also help to further regu-
larize the Gauss-Newton inversion by only keeping large eigen-
values of the Hessian matrix. This also helps to reduce the num-
ber of iterations in the CGLS process.
A summary of the computational complexity of the different
schemes is given in Table 1. In this table, MS represents the av-
erage number of rows of the subdomain U and V matrices. We
observe that the compressed implicit Jacobian scheme provides
the least memory usage and the smallest computational over-
head. For the CSEM case, we usually have NS  NR , hence the
most efficient way is to compress ES and ER and to first com-
pute the summation over the receivers. For crosswell EM sur-
veys, usually NS  NR, in this case, the summation can be done
on either sources or receivers.
NUMERICAL EXAMPLES
Crosswell electromagnetic data inversion
In this example, we invert a synthetic data set for a 3D cross-
well survey. The survey domain is about 120 m along both x- and
y-directions and its depth ranges from 310 to 490 m. Inside the
domain of interest, there are two objects. Their conductivities are
0.01 and 2 S=m. The background conductivity is 0.4 S=m. The
forward modeling grid is 80  80  80. The total number of pixels
to invert is 46  46  70. The crosswell survey uses two well pairs
with interwell spacing of 80 m as shown in Figure 1a. There are
Figure 1. Reconstruction of a 3D crosswell model:
(a) true model; (b) initial model; (c) inversion using
explicit Jacobian (14 iterations); and (d) inversion
using compressed implicit Jacobian (14 iterations).
The colorbar corresponds to resistivity (ohm-m) in
a log-scale.
 F178
33 sources in one well and 33 receivers in the other well (NS ¼ 66
and NR ¼ 66); hence, the total number of complex-valued data
points is 2178. The operating frequency is 500 Hz. The initial
model is a homogeneous medium as shown in Figure 1b.
We inverted the 3D model using a weighted L2 -norm regu-
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larization scheme. Figure 1c shows the inversion results after
11 iterations by calculating the Jacobian matrix explicitly.
The memory usage in this case is 4.8 GB. Figure 1d shows
the inversion results using the compressed implicit Jacobian
scheme, also after 11 iterations. In this case, the memory
usage to store the field matrices is less than 350 MB. More-
over, the shapes of the two objects are better reconstructed
using the compressed implicit Jacobian scheme. This shows
that ACA scheme can further regularize the inversion process
by omitting small eigenvalues. Figure 2a shows the data mis-
fit of the two schemes, and Figure 2b shows the comparison
between the measured data and the reconstructed data. We
observe that the data for the compressed implicit Jacobian
scheme have the same level of match as that of the explicit
Jacobian scheme. The computational time for one Gauss-
Newton inversion reduces from 2052 to 269.5 s. A compari-
son of the memory usage and CPU time between the full
Table 2. Comparison of computational complexity of the
crosswell data inversion.
Full Compressed Ratio
Jacobian Jacobian (%)
Memory usage (MB) 4800 350 7.29
MVP CPU time (second) 2.9 1.79 61.7
GN CPU time (second) 2052 269.5 13.1
MVP CPU time, CPU time for one Hessian matrix-vector
multiplication; GN CPU time, CPU time for one Gauss-Newton
iteration. The inversion was computed on a Dell Precision 7500
workstation with dual Intel(R) Xeon(R) E5520 quad core CPUs at
2.27 GHz. Eight cores were used in the computation.
Figure 2. Plot of data misfit of the crosswell data inversion (a) and reconstructed model responses (b).
Li et al.
Jacobian and compressed implicit Jacobian scheme is shown
in Table 2. The memory reduction ratio is smaller than
NSNR=(NS þ NR). This is because the receivers do not record
data from every source. Overall, the memory savings is still
very good. The inversion is computed on a Dell Precision
7500 workstation with dual Intel(R) Xeon(R) E5520 quad
core CPUs at 2.27 GHz. Eight cores were used in the
computation.
For a comparison, we also plotted in Figure 3 the error crite-
ria of ACA compression, the memory usage, and the CPU time
of Hessian matrix-vector multiplication of the compressed
implicit Jacobian scheme using both the fixed and adaptive
ACA error criteria. We can clearly observe that the memory and
CPU time reductions of the scheme with adaptive ACA error
criteria are larger than the fixed one.
Troll field CSEM data inversion
Next, we test the inversion algorithm using field data
acquired from the Troll West Gas Province (TWGP) in the
North Sea. For the details of this data set, see Johansen et al.
(2005). The sea-water depth varies between 300 and 360 m.
The reservoir is embedded within Jurassic sandstones, where
water-bearing sands and overburden sediments have conduc-
tivities between 0.5 and 2 S=m. According to the resistivity
measurements in the exploration well, the average resistivity
in the hydrocarbon-bearing layer is about 200 to 500 ohm-m,
and the maximum thickness of the reservoir is 160 m. The cap
of the reservoir is at a depth of about 1.4 km below sea level
with a horizontal extent of 8 km along the survey line (in the
x-direction). The extent of the reservoir along the y-direction
is unknown. The survey uses 24 receivers on a single profile
12 km in length. The source is a horizontal electric dipole 230
m long towed 25 m above the receivers, covering a profile
length of more than 25 km across TWGP. The source funda-
mental frequency is 0.25 Hz. There is sufficient signal to
extract the third and fifth harmonics, so that two other fre-
quencies (0.75 and 1.25 Hz) were also acquired.
 Compressed implicit Jacobian for EM inversion
The modeling and inversion setup carried out here is the
same as in Abubakar et al. (2008b). We inverted the inline
electric field data at two frequencies (0.25 and 0.75 Hz). There
are 24 receivers, with 97 and 73 source locations at 0.25 and
0.75 Hz, respectively (NF ¼ 2, NS ¼ 97, and NR ¼ 24).
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Although the bathymetry is not completely flat, our study indi-
cated that the effect of bathymetry on this data set can be
neglected. Hence, we assumed a flat bathymetry at a seawater
depth of 320 m. The initial model consists of an air layer,
three water layers, and a sea-bottom layer. The water layer
conductivity varies from 3.3 to 4 S=m to account for the effect
of temperature and salinity as a function of depth. The sea-
bottom conductivity is 0.4 S=m. The initial models are gener-
ated by using a 1D inversion results. The 1D inversion results
are averaged to construct the homogeneous seabed initial
model.
Figure 4. Reconstructed model from the Troll field data. The colorbar corresponds to resistivity (ohm-m) in a log-scale.
F179
We inverted the data using a 3D inversion algorithm with
an L2 -norm regularization approach. The inversion domain is
26  10  4.5 km and is divided into 260  40  90 grids
with a cell size of 100  250  50 m. The total number of
complex-valued data points is 1,516, and the number of con-
ductivity cells to reconstruct is 942,080. The memory usage
of the explicit Jacobian scheme is 21.3 GB, whereas that of
the compressed implicit Jacobian scheme is reduced to 2.15
GB with an ACA error criterion of 103 . The inverted model
after 14 iterations is shown in Figure 4. This inversion result
is identical to the one computed using the explicit Jacobian
matrix. The CPU time of one Hessian matrix-vector multipli-
cation is 11.8 s using the compressed implicit Jacobian
scheme and 45 s using the explicit Jacobian matrix. Table 3
shows the comparison of computational complexity between
the full Jacobian and the compressed Jacobian scheme.
Figure 3. Comparison of ACA error criteria (a),
Jacobian memory usage (b), and CPU time (c)
for Hessian matrix-vector multiplication
  between
fixed ACA error criteria 104 and adaptive
ACA error criteria in the compressed implicit
Jacobian scheme at each Gauss-Newton iteration.
 F180 Li et al.

Figure 5 shows the normalized data misfit at every iteration.
Figure 6a and b compare the measured data with the recon-
structed model response. We note that the agreement is
excellent.
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Offshore West Africa CSEM data inversion
This example shows data inversion results of a deepwater oil
and gas field in the offshore west of Africa [see Price et al.
(2008) and Price and Watts (2009) for more details]. The survey
was carried out on one of the reservoir regions where the reser-

Table 3. Comparison of computational complexity of the

Troll field data inversion. voir is formed by anticlines and buried under the sea bottom.
The seawater depth is between 1.3 and 1.7 km in the y-direction
and nearly flat in the x-direction. The survey covers a region of
Full Compressed Ratio 35  35 km. Figure 7 shows the CSEM survey design in which
Jacobian Jacobian (%)
66 receivers are deployed and 11 tow-lines are used. The data
Memory usage (GB) 21.3 2.15 10 contain eight frequencies from 0.0625 to 1.75 Hz.
For inversion, we use all the tow-lines from LN01 to LN11.
MVP CPU time (second) 45 11.8 26.2
The operating frequency of sources are 0.25 and 0.75 Hz. There
GN CPU time (second) 28,148 16,470 58.5 are 937 sources and 56 receivers (NF ¼ 2, NS ¼ 937, and
MVP CPU time, CPU time for one Hessian matrix-vector mul- NR ¼ 56). We use only inline electric fields. The inversion do-
tiplication; GN CPU time, CPU time for one Gauss-Newton main is 32  28  6 km and is divided into 160  140  120
iteration. grids with a cell size of 200  200  50 m. The total number of

Figure 5. Plot of normalized data misfit at every Gauss-Newton

iteration for the Troll field data inversion. The legend Total data Figure 7. Offshore West Africa survey.
indicates the sum of the data misfit of 0.25- and 0.75-Hz data.

Figure 6. Plot of the reconstructed model responses at 0.25 (a) and at 0.75 Hz (b).
 Compressed implicit Jacobian for EM inversion
conductivity unknowns is 3.6 million, and the number of com-
plex data points is 3348. Figure 8 shows the initial model that
was used in the inversion consisting of an air layer, several
water layers, and a homogeneous sea-bottom with a conductivity
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Figure 8. Initial model for the offshore West Africa data inver-
sion. The colorbar corresponds to resistivity (ohm-m) in a log-
scale.
Figure 9. Inverted model after eight iterations.
Figure 10. Plot of the normalized model response for the offshore West Africa data inversion: 0.25 (a) and 0.75 (b) Hz. The receiver is on
LN04 along x-direction and is located at x ¼ 17:94 km, y ¼ 1:12 km.
F181
of 0.43 S=m. Figure 9 shows the inverted model after eight iter-
ations. The inverted location and size of the resistive anomaly
agree with the profile derived from seismic migration and well
log measurements. We also observe that the reconstructed data
match the measured data very well (see Figure 10). Figure 11
shows the normalized data misfit as a function of iteration.
With the compressed implicit Jacobian scheme, the memory
usage for the Jacobian matrix reduces from 181.07 to 40.77 GB.
The reduction is 77.5%. The inversion was performed on a 10-
node parallel computer with a distributed memory system. Each
node has two Intel(R) Xeon(R) E5410 quad-core CPUs and 64-
GB memory. The CPU time for one Hessian matrix-vector mul-
tiplication is about 33 s. We did not compare the CPU time
using the explicit Jacobian scheme on the same number of
CPUs due to the limit of our computing resources.
Figure 11. Plot of normalized data misfit at every Gauss-Newton
iteration for the offshore West Africa data inversion.
 F182 Li et al.

CONCLUSION where e is the error threshold that determines convergence. In the

We presented a compressed implicit Jacobian scheme for a
3D Gauss-Newton inversion algorithm. The implicit Jacobian
scheme reduces the memory complexity of the Jacobian matrix
from O(NFNSNRNP) to O[NF(NS þ NR)NP] at the expense of
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above algorithm, the vector i stores the indices of selected rows,
and the vector j stores the indices of selected columns; “maxloc”
is a function to search for the index of the largest element of a
vector. Here, we define the compression ratio c as follows:

some extra computational time for calculating the Gauss-New- c ¼ mn=½ðm þ nÞr: (A-1)
ton step. We also used the ACA method to further reduce the
memory usage and to mitigate the computational time overhead.
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