Geostatistical regularization

In this example we illustrate the use of geostatistical constraints on irregular meshes as presented by [JDGunther+18], compared to classical smoothness operators of first or second kind.

The elements of the covariance matrix \(\textbf{C}_{\text{M}}\) are defined by the distances H between the model cells i and j into the three directions

\[\textbf{C}_{\text{M},ij}=\sigma^{2}\exp{\left( -3\sqrt{\left(\frac{\textbf{H}_{x,ij}}{I_{x}}\right)^{2}+ \left(\frac{\textbf{H}_{y,ij}}{I_{y}}\right)^{2}+ \left(\frac{\textbf{H}_{z,ij}}{I_{z}}\right)^{2}}\right)}.\]

It defines the correlation between model cells as a function of correlation lenghts (ranges) \(I_x\), \(I_y\), and \(I_z\). Of course, the orientation of the coordinate axes is arbitrary and can be chosen by rotation. Let us illustrate this by a simple mesh:

import pygimli as pg
import pygimli.meshtools as mt
# We create a rectangular domain and mesh it with small triangles
rect = mt.createRectangle(start=[0, -10], end=[10, 0])
mesh = mt.createMesh(rect, quality=34.5, area=0.1)

We can compute this covariance matrix by calling

CM = pg.matrix.covarianceMatrix(mesh, I=5)
# We search for the cell where the midpoint (5, -5) is located in
ind = mesh.findCell([5, -5]).id()
# and plot the according column
# col = pg.log10(, CM[:, ind], cMap="magma_r");
plot 6 geostatConstraints


(<matplotlib.axes._subplots.AxesSubplot object at 0x7f291d6bca90>, <matplotlib.colorbar.Colorbar object at 0x7f28e5d3ce10>)

According to inverse theory, we use the square root of the covariance matrix as single-side regularization matrix C. It is computed by using an eigenvalue decomposition based on the numpy linalg procedure

\[\textbf{C}_\text{M}^{-0.5} = \textbf{Q}\textbf{D}^{-0.5}\textbf{Q}^{T}\]

In order to avoid a matrix inverse (square root), a special matrix is derived that does the decomposition and stores the eigenvectors and eigenvalues values. A multiplication is done by multiplying with Q and scaling with the diagonal D. This matrix is implemented in the pygimli.matrix module. the class pg.matrix.Cm05Matrix()

This matrix does not return a zero vector for a constant vector

out = Cm05 * pg.Vector(mesh.cellCount(), 1.0)
print(min(out), max(out))


0.021592434321538633 0.20503355104238002

as desired for a roughness operator. Therefore, an additional matrix called pg.matrix.GeostatisticalConstraintsMatrix() was implemented where this spur is corrected for. It is, like the correlation matrix, created by a mesh, a list of correlation lengths I, a dip angle# that distorts the x/y plane and a strike angle towards the third direction.

In order to extract a certain column, we generate a vector with a single 1

vec = pg.Vector(mesh.cellCount())
vec[ind] = 1.0, pg.log10(pg.abs(C*vec)), cMin=-6, cMax=0, cMap="magma_r");
plot 6 geostatConstraints


(<matplotlib.axes._subplots.AxesSubplot object at 0x7f291e730278>, <matplotlib.colorbar.Colorbar object at 0x7f291d8ea2b0>)

The constraints have a rather small footprint compared to the correlation (note the logarithmic scale) but still to the whole mesh unlike the classical constraint matrices that only include relations to neighboring cells.

Such a matrix can also be defined for different ranges and a dip angle

Cdip = pg.matrix.GeostatisticConstraintsMatrix(mesh=mesh, I=[10, 3], dip=-25), pg.log10(pg.abs(Cdip*vec)), cMin=-6, cMax=0, cMap="magma_r");
plot 6 geostatConstraints


(<matplotlib.axes._subplots.AxesSubplot object at 0x7f291e661f28>, <matplotlib.colorbar.Colorbar object at 0x7f291e7585c0>)

In order to illustrate the role of the constraints, we use a very simple mapping forward operator that retrieves the values in the mesh at some given positions. The constraints are therefore used as interpolation operators. Note that the mapping forward operator can also be used for defining prior knowledge if combined with another forward operator in a classical joint inversion framework. In the initialization, the indices are stored and a mapping matrix is created that projects the model vector to the forward response. This matrix is also the Jacobian matrix for the inversion.

class PriorFOP(pg.core.ModellingBase):
    """Forward operator for grabbing values."""

    def __init__(self, mesh, pos, verbose=False):
        """Init with mesh and some positions that are converted into ids."""
        super().__init__(self, verbose)
        self.ind = [mesh.findCell(po).id() for po in pos]
        self.J = pg.core.SparseMapMatrix()
        self.J.resize(len(self.ind), mesh.cellCount())
        for i, ii in enumerate(self.ind):
            self.J.setVal(i, ii, 1.0)


    def response(self, model):
        """Return values at the indexed cells."""
        return model[self.ind]

    def createJacobian(self, model):
        """Do nothing (linear)."""

We choose some positions and initialize the forward operator

pos = [[2, -2], [8, -2], [5, -5], [2, -8], [8, -8]]
fop = PriorFOP(mesh, pos)
# For plotting the results, we create a figure and define some plotting options
fig, ax = pg.plt.subplots(nrows=2, ncols=2, sharex=True, sharey=True)
kw = dict(
# We want to use a homogenenous starting model
startModel = pg.Vector(mesh.cellCount(), 30)
tLog = pg.core.TransLog()
vals = [30, 50, 300, 100, 200]
# vals = [10, 20, 50, 30, 40]
inv = pg.core.Inversion(vals, fop, tLog, tLog)
inv.setRelativeError(0.05)  # 5 % error
# first we use the second order (curvature) constraint type
res =
print(('{:.1f} ' * 5).format(*fop(res)), inv.chi2()), res, ax=ax[0, 1], **kw)
# Next, we use first-order constraints
res =
print(('{:.1f} ' * 5).format(*fop(res)), inv.chi2()), res, ax=ax[0, 0], **kw)
# Now we set the geostatistic isotropic operator with 5m correlation length
res =
print(('{:.1f} ' * 5).format(*fop(res)), inv.chi2()), res, ax=ax[1, 0], **kw)
ax[0, 0].set_title("1st order")
ax[0, 1].set_title("2nd order")
ax[1, 0].set_title("I=5")
# and finally we use the dipping constraint matrix
res =
print(('{:.1f} ' * 5).format(*fop(res)), inv.chi2()), res, ax=ax[1, 1], **kw)
ax[1, 1].set_title("I=[10/3], dip=25")
# plot the position of the priors
for ai in ax.flat:
    for po in pos:
        ai.plot(*po, marker='o', markersize=10, color='k', fillstyle='none')
1st order, 2nd order, I=5, I=[10/3], dip=25


30.4 49.7 277.4 95.1 189.5  0.9350031749175864
30.3 50.3 289.5 99.6 196.1  0.14302210741425034
31.5 52.0 266.3 102.4 201.5  1.4953001045621468
31.7 49.2 280.0 97.5 197.6  0.7072405908361259

Generating geostatistical media

For generating geostatistical media, one can use the function generateGeostatisticalModel. It computes a correlation matrix and multiplies it with a pseudo-random (randn) series. The arguments are the same as for the correlation or constraint matrices.

model = pg.utils.generateGeostatisticalModel(mesh, I=[20, 4]), model)
plot 6 geostatConstraints


(<matplotlib.axes._subplots.AxesSubplot object at 0x7f291e72fd30>, <matplotlib.colorbar.Colorbar object at 0x7f28eb1b9320>)

Total running time of the script: ( 1 minutes 57.655 seconds)

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