Specification of variogram structures with

geometric anisotropy

Zhanjun Ying
Stanford Center for Reservoir Forecasting
Department of Petroleum Engineering
Stanford University, CA 94305

May 9, 2001
1 Introduction
A variogram structure with geometric anisotropy in a three dimensional space corresponds
to a rotated tri-axial ellipsoid. Six parameters are needed to specify the ellipsoid: three radii
(also called ranges) along the three principal axes to quantify the shape, and three rotation
angles to quantify orientation in a coordinate system. The specification of the three rotation
angles has long been a source of confusion. These six parameters are extensively used in
GSLIB (Deutsch and Journel, 1998), but not all users understand the real meaning of those
parameters. Some other geostatistical software and literature even take a short cut and use
only two angles (Isaaks and Srivastava, 1989). One possible reason for such confusion is
that the three angles are not unique: different sets of angles can be used to equivalently
specify the spatial orientation of a rigid body. For example, the following set of three
angles can be used: first rotate angle about Z axis, then rotate angle
about the rotated Y
axis, and finally rotate angle  about the rotated Z axis (Gendzwill and Stauffer, 1981). In
GSLIB, a different set of angles are used: rotation about Z axis, rotation about the rotated
Y axis, and rotation about the rotated X axis. If at this point you are confused by the
above presentation of the two set of angles, you are not alone: inadequate documentation is
another source of confusion. Sometimes readers are left to guess the meaning of rotations:
rotation of what, about which axis, in which direction. Even when the rotation direction is
specified as, say, “counter-clockwise”, readers may still wonder which direction you really
mean since a counter-clockwise rotation when one looks toward the positive direction of
the axis is a clockwise rotation when one looks toward the opposite direction. To further
complicate the problem, in some softwares the required input angles do not correspond
directly to the angles of rotation. For example, in GSLIB the first angle parameter   is
complementary (  minus) to the rotation angle about Z axis.
With the six parameters defined, one can transform an anisotropic variogram structure
into an isotropic one. This is done by rotating and rescaling the original coordinate system:
the original anisotropic variogram structure appears as an ellipsoid, after the change of
coordinates it becomes a unit sphere. The coordinates of the original system are first rotated
to identify the principal axes of the ellipsoid. Then the rotated coordinate system is rescaled
so that the ellipsoid becomes a unit sphere. The rotation (actually a sequence of up to three
rotations) can be expressed by a single rotation matrix. The rescaling can be expressed as
a diagonal scaling matrix. The multiplication of the rotation matrix and the scaling matrix
is called the transformation matrix.

1
 This note documents the six parameters used in GsTL. Our focus is to provide a clear
definition of the three rotation angles. The formulation of the transformation matrix is then
presented.

2 Rotations
A right-handed Cartesian coordinate system is used in GsTL: east direction is the posi-
tive X direction, north is the positive Y direction, and up toward the sky is the positive
Z direction. The goal is to rotate this coordinate system to identify the principal axes of
the ellipsoid variogram structure: final rotated X coordinate becomes the major axis of the
ellipsoid (i.e. the axis with maximum variogram range), Y coordinate becomes the second-
major axis of the ellipsoid, and Z coordinate becomes the minor axis of the ellipsoid. This
is accomplished by up to three consecutive rotations. Each rotation rotates a plane formed
by two coordinates about the third coordinate by an angle. The third coordinate is called
the rotation axis, and the angle is called rotation angle. The rotation angle is always mea-
sured counter-clockwise when looking from the positive side of the rotation axis toward the
origin. Consequently the rotation angle will have a negative value if measured clockwise.

2.1 The first rotation: rotate


plane about  axis
The first rotation rotates the 
plane (formed by the X and Y coordinates) about axis 

by an angle . The original coordinate system  
is transformed into coordinate system
   , see Figure 1.
Denote by 
the rotation matrix that transforms one coordinate system into  
another     
by rotating angle about axis , Foley et al. (1996, pp215) : 1

  "!  !$#&%  ,.--

  ' !(#)%  * +!  / (1)


2.2 The second rotation: rotate

0 
10 axis
plane about
The second rotation rotates the 23 plane about  axis by an angle 4 . The previous
coordinate system    is transformed into coordinate system    , see Figure 2.
1
The formula in this book is for rotation of a point, whereas our problem is rotation of the coordinate

2


0

0


 

  '  


Figure 1: The first rotation. The plane is rotated around axis by an angle . The 
 
original coordinate system is transformed into coordinate system .   

3
 
0
0




0

 

 

00

Figure 2: The second rotation. The   plane is rotated about  axis by an angle 4 . The
previous coordinate system    is transformed into coordinate system    . The
positive direction of  points toward inside the paper. The rotation appears clockwise
since the reader is looking from the opposite direction of  .

4
 After this rotation, the 
coordinate should identify the major axis of the ellipsoid
variogram structure.

  +! 4 ' !(#&% 4 ,.--

This second rotation matrix is written:

 
4  !(#&%   +! / (2)

4 4
2.3 The third rotation: rotate  plane about

0 0 0 0 axis
The third rotation rotates   plane about  axis by an angle
. The previous coordi-
nate system  3 3 is transformed into coordinate system    , see Figure 3. In the
coordinate system    , the  coordinate should identify the major axis of the ellip-
soid variogram structure, the  coordinate should identify the second-major axis of the
ellipsoid, and the  coordinate should identify the minor axis of the ellipsoid.

  ,.--
This third rotation matrix is written:

 


+   *!(+#)% !
*!$+#&% !
/


'
(3)

2.4 The combined rotation matrix

The above three rotation matrices can be combined into one rotation matrix as:

    


"
 4 "! * +! *+! 4 $! #&%  ' !$#&% 4 ., --

 4 
 ' *!$#&+ % !
!$!(#&#)% %    *!$+#&% !
!(!(#)#)%% 4 **++!!  ' (! #)+% !
 *++! !     $! +#&% !
!$!$#&#&%% 4 !$!$#&#&%%   (! "#)% !
 +! 4 /
 +! 4
(4)


4 

4 

Note that the sequence of matrix multiplications is important since matrix multiplication is
not commutative.
system. So we need to replace the angle  with  .

5
 0
 00

0 0


  

  
10

00

Figure 3: The third rotation. The   plane is rotated about 
axis by an angle
. The
previous coordinate system    is transformed into coordinate system    .

6
3 Rescaling
This step rescales the coordinate system


  
to reduce the ellipsoid into a unit sphere
in the final coordinate system . Lets define the radii of the ellipsoid variogram struc-
ture along major, second-major, and minor axes as  ,   ,  respectively. The rescaling is
simply done by multiplying the following scaling matrix:
 

, --
      

 / (5)
 

4 Transformation matrix
The transformation matrix that transforms the original coordinate system


  into the
final coordinate system is:

         (6)

5 Discussion
5.1 Determination of the shape and orientation of an ellipsoid vari-
ogram structure
4
From Figure 2 one can see that is the angle between the major principal axis of the
ellipsoid and the horizontal plane ( since    
is the result of rotating the horizontal
plane  
about the vertical axis, the plane  
is still horizontal). Coordinate is 
the projection of the major principal axis onto the horizontal plane. From Figure 1 one

can see that is the angle between the projection of the major principal axis onto the

horizontal plane and the coordinate. In Figure 3 the plane is a tilted plane ( is   
in the horizontal plane, but 2
is rotated away from the horizontal plane during the second

rotation). Angle
is the complementary angle between the minor principal axis and the
tilted plane  . In summary, if one know the orientation of an ellipsoid’s major axis

 4
and minor axis , angles , , and
can be determined as follows:
 Find a line 
that is perpendicular to the major axis and is in the horizontal plane.

is complementary to the angle between the plane  and the minor axis .


7
  The angle from the horizontal plane to the major axis is angle . 4
 The angle between the east direction and the projection of the major axis onto the

horizontal plane is .

The determination of the shape and orientation of an ellipsoid variogram structure from
actual data is not trivial. One solution is to calculate the experimental variograms along
three non-parallel planes, and then use techniques similar to those proposed in Gendzwill
and Stauffer (1981). Another solution is to calculate three dimensional variogram map and
use a 3D visualization tool to identify the shape and orientation of the ellipsoid. Both tech-
niques would suffer if several variogram structures with different anisotropies are nested
into a single experimental variogram.

and GSLIB program parameters 
 ,

5.2 Relations between , ,

 , 


In the GSLIB program source code, the rotation matrix is set up with the above three angles
 4
, , and
. However, in the program parameter files, the parameter   is defined as a
compass bearing (azimuth, or the angle measured in degrees clockwise from the North),
see Figure 1. The relation between   and is thus: 
  '   (7)

4
The GSLIB parameter   is defined the same as angle , except that   is measured

42 '
clockwise. Therefore
  (8)

The GSLIB parameter   is defined the same as angle
. However the angle should be
measured counter-clockwise, not clockwise as stated in Deutsch and Journel (1998, p27).
  and   correspond to the major axis’s trend and plunge respectively in struc-
tural geologist’s terminology (Ghosh, 1993, p.21). But we feel there is no other advantage
in using   ,    4 
  instead of using and . In fact the definitions of and make more 4
mathematical sense. Therefore in GsTL the three angles , , and
are used.  4
There is no theoretical constraint to require that the range values be ordered as  
    , as long as one maintains that
is the complement to of the angle between 
4
and the plane formed by   and its perpendicular line in the horizontal plane, is the angle

between   and the horizontal plane, and is the angle between the east direction and the

8
projection of   onto the horizontal plane. However to avoid confusion, it is best to identify
 ,   ,  as the major, second-major, and minor radii of the ellipsoid.

Nomenclature
  the original coordinate system.
   the coordinate system after the first rotation.
  3 the coordinate system after the second rotation.
   the coordinate system after the third rotation.


the final coordinate system after the three rotations and rescaling.


, , identify the major, second-major, and minor axis of the ellipsoid,
respectively.
 the first rotation angle that rotates the  plane about  axis.
4 the second rotation angle that rotates the   plane about  axis.

the third rotation angle that rotates the   plane about  axis.
   the radii of the ellipsoid along major, second-major, and minor axes, respec-
tively.
 the rotation matrix that rotates angle  
about axis .

References
Deutsch, C. V. and Journel, A. G.: 1998, GSLIB: Geostatistical Software Library and
User’s Guide, second edn, Oxford University Press, New York.

Foley, J. D., van Dam, A., Feiner, S. K. and hughes, J. F.: 1996, Computer graphics:
principles and practice, Addison-wesley publishing company.

Gendzwill, D. J. and Stauffer, M. R.: 1981, Analysis of triaxial ellipsoids: Their shapes,
plane sections, and plane projections, Mathematical Geology 13(2), 135–152.

Ghosh, S. K.: 1993, Structural geology: fundamentals and modern developments, Perga-
mon press.

9
Isaaks, E. H. and Srivastava, R. M.: 1989, An Introduction to Applied Geostatistics, Oxford
University Press, New York.

10