Geophysical Journal International

Geophys. J. Int. (2012) 189, 1626–1634 doi: 10.1111/j.1365-246X.2012.05439.x

Compressed implicit Jacobian scheme for elastic full-waveform

inversion

A. Abubakar, M. Li, Y. Lin and T. M. Habashy

Schlumberger-Doll Research, Cambridge, MA, USA. E-mail: aabubakar@slb.com

Accepted 2012 February 28. Received 2012 February 28; in original form 2011 December 16

SUMMARY
We present a regularized Gauss–Newton (GN) inversion method for solving the elastic full-
waveform inversion problem in the frequency domain. The main bottleneck of this method
is the Jacobian matrix storage and the computational cost of calculating the GN step (the
inner-loop calculation). In this work, we managed to reduce the memory usage by calculating
the Jacobian matrix on the fly in each inner-loop iteration. By doing so the computational cost
of calculating the GN step increases; however, this overhead is mitigated by compressing the
field matrices using the adaptive cross approximation scheme. For some cases, this compressed
implicit Jacobian scheme may even speed-up the GN step calculation and further regularizes
the GN method. As examples, we present inversion results of cross-well seismic and surface
seismic data.
Key words: Numerical solutions; Inverse theory; Wave scattering and diffraction.

example, Hu et al. (2009). The forward algorithm is a finite-

1 I N T RO D U C T I O N
The seismic full-waveform inversion (FWI) method has recently
gained increasing attention because of its potential ability to recover
GJI Seismology
difference frequency-domain (FDFD) method using a perfectly
matched layer (PML) absorbing boundary condition Bérenger
(1994). We choose to employ the GN method because its conver-

high-resolution images from seismic data, see Pratt et al. (1998),
Shipp & Singh (2002), Abubakar et al. (2003), Mulder & Plessix
(2008) and Virieux & Operto (2009). In this paper, we focus only on
frequency-domain approaches. There has been significant work re-
ported on the FWI method under the acoustic approximation. Some
work on acoustic FWI methods for 3-D geometries can be found
in Sirgue et al. (2008), Ben-Hadj-Ali et al. (2008), Vigh & Starr
(2008), Plessix (2009) and Abubakar et al. (2011). For seismology
applications, there are works on elastic FWI methods for 3-D ge-
ometries, see Chen et al. (2007), Fichtner et al. (2008) and Tape
et al. (2010). However, for geophysical exploration applications,
limited work has been reported on elastic FWI methods due to the
challenges associated with the higher computational cost because
of the huge number of sources and receivers, the larger sensitiv-
ity to the choice of the initial model used in the inversion and the
increased complexity for inverting elastic multi-parameter. The ad-
vantage of the elastic measurement is that it allows the extraction of
more information from seismic data as compared to what one can
get under the acoustic approximation, see Mora (1987), Brossier
et al. (2009) and Abubakar et al. (2010).
We present an FWI method in the frequency domain for elastic
data. The main goal is to estimate both Lamé parameters λ and μ
and the mass–density ρ distribution as accurate as possible within
a reasonable computation time. The measurement survey may be
carried out either in a cross-well, surface-to-borehole (borehole-to-
surface) or surface-to-surface setting. We employ the multiplica-
tive regularized Gauss–Newton (GN) inversion approach, see for
gence rate is faster than the non-linear conjugate gradient (NLCG)
method [see Nocedal & Wright (1999), and for seismic applications
see Pratt et al. (1998); Hu et al. (2011)]. The NLCG-based methods
are mainly used because they are more memory efficient than the
GN methods and do not require the inversion of the dense Hessian
matrix. However, their convergence rates may be slow, especially
for multi-parameter problems. In the GN method, Hessian matrix
inversion is usually done by employing a conjugate-gradient least-
squares (CGLS) iterative method, where the inverse of the Hessian
matrix is not explicitly calculated; see, for example, the implemen-
tation in Hu et al. (2009).
To have an absolutely matrix-free implementation of the GN
method, the so-called Gauss–Newton–Krylov (GNK) method was
proposed for global seismic problems, see Akcelik et al. (2002).
In the GNK method, at each CGLS iteration, one must solve the
forward problem for both state and adjoint fields. This overhead
calculation may become prohibitive when the number of the CGLS
iteration becomes large, which is likely to happen when we deal
with a large number of unknown parameters. The cost of solving
each forward problem is non-trivial. To balance the computational
speed and the memory usage, we calculate the Jacobian matrix of
the GN method on the fly (implicit Jacobian calculation) for each
of the CGLS iteration. However, we do not recalculate the state and
adjoint fields in each CGLS iteration; instead, we store these fields
in memory and reuse them to calculate the action of a Jacobian ma-
trix on a vector. For each frequency, the memory requirement of this
implementation is around O[3N(N R + N S )] instead of O(3NN R N S )

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 Compressed implicit Jacobian scheme 1627

(if we store the Jacobian matrix) or O(N 2 ) (if we store the Hessian where λ0 , μ0 and ρ 0 are the average values of the starting model in
matrix), where N is the number of the unknown parameters, N S the inversion. The data misfit cost function is defined as
is the number of sources, and N R is the number of receivers. As

N S R
N

 

a result, the computational time in each CGLS iteration increases

Wi j di j − si j (m)
2
from O(NN R N S ) to O(3NN R N S + 3NN R ). The additional compu- i=1 j=1
tational cost introduced by using the implicit Jacobian scheme is F(m) = = W d [d − s(m)]2 , (5)

N S R
N

recovered by compressing these state or adjoint fields using a com-

Wi j di j
2
pression technique such as the adaptive cross approximation (ACA;
for details see the Appendix) of Bebendorf (2000). For some cases,
this compressed implicit Jacobian scheme may even speed-up the
CGLS calculation and further regularizes the GN method. The same
technique has been successfully applied by Li et al. (2011) for 3-D
electromagnetic inverse problems for both synthetic and field data.
For demonstrations, we present some inversion results on an elastic
cross-well model and the elastic Marmousi-2 model (see Martin
et al. 2002).
2 METHOD
We consider the elastic-wave problem in the frequency domain with
angular frequency parameter ω. The main goal is to estimate both
the Lamé parameters, λ and μ, and the mass density, ρ, using the
full-waveform seismic data. These parameters vary as functions of
the spatial positions r = (x, y, z). The measurement survey may
be carried out in a cross-well, surface-to-borehole (borehole-to-
surface) or surface-to-surface setting. The sources can be either a
monopole or a dipole and the data can either be scalar pressure
field p or any component of the displacement field vector u. In
this work, without any particular reason, we choose to invert the
Lamé parameters λ and μ instead of the P-wave velocity V p and
the S-wave velocity V s . The relations between these two sets of
parameters are given by
 √
V p = (λ + 2μ) /ρ , and Vs = μ/ρ . (1)
The mass density, ρ, is also included in the unknown parameter set.
The elastic wave in an isotropic inhomogeneous medium satisfies
the following equation:
 
ω2 ρ(r)u(r, r S ) + ∇ λ(r)∇ · u(r, r S )
   T 
i=1 j=1
where d is the vector of measured data, s is the vector of the simu-
lated data obtained by solving eq. (2), and W d is the data weighting
matrix. We assume that we have N S number of sources and N R
number of receivers.
In eq. (3), ηn is a regularization parameter that is automatically
calculated using the multiplicative regularization technique intro-
duced by van den Berg et al. (1999). The regularization cost function
Rn (m) can be either an L2 norm or a weighted L2 norm as described
in Abubakar et al. (2008).
We minimize the cost function by using the GN framework de-
scribed in Habashy & Abubakar (2004). At the nth iteration in the
GN method, we obtain a set of linear equations for the search vector
mn :
H n mn = −gn , (6)
where the gradient gn and the Hessian matrix H n are given by
gn = − J nH W dT W d [d− s(mn )] + ηn L n mn (7)
and
H n = J nH W dT W d J n + ηn L n , (8)
in which the superscript H denotes the transpose conjugate of a
matrix and L n mn is the derivative of the regularization function
Rn (m) with respect to the model parameter m evaluated at nth
iteration. Its explicit expression may be found in Abubakar et al.
(2008). Note that since we are employing the GN method, the second
derivative of the simulated data with respect to the model parameter
is neglected.
The Jacobian matrix J has a size of N S N R × 3N x N y N z and
consists of three elements J λ , J μ and J ρ and given by

+∇ · μ(r) ∇u(r, r S ) + ∇u(r, r S ) = f (r, r S ) , (2)

λ si j (m)

∂λαβγ ∂u iRj (r Rj , r iS )

Ji j;αβγ = =
, (9)
where f is the source term, r S is the source position, ∇ is the spatial ∂m αβγ
mn ∂m αβγ ∂λαβγ

mn
differentiation operator with respect to r, · is the vector inner product
and T denotes a matrix transpose. Eq. (2) is solved using the FDFD

si j (m)

∂μαβγ ∂u iRj (r Rj , r iS )

approach with a fourth-order accuracy. This equation is discretized Jiμj;αβγ = =

, (10)
using staggered grids. The PML of Bérenger (1994) is employed ∂m αβγ
mn ∂m αβγ ∂μαβγ

mn
as its boundary condition. The details of our PML implementation

can be found in Pan et al. (2012). After discretization, for each si j (m)

∂ραβγ ∂u iRj (r Rj , r iS )

Jiρj;αβγ = =
. (11)
∂m αβγ
mn
frequency, the linear system of equations is solved using a multi-
∂m αβγ ∂ραβγ

frontal LU decomposition method of Davis & Duff (1997) for 2-D mn

problems. For 3-D geometries, an iterative solver such as employed
in Plessix (2009) may be used. The derivatives of the particular component of the displacement
The non-linear (full-waveform) inverse problem is posed as the fields u iRj (r Rj , r iS ) with respect to the Lamé parameters and the mass
minimization of the following cost function: density are calculated using the adjoint method. Following Mora
(1987), the derivatives of displacement fields oriented in the same
1 direction as the receivers, with respect to Lamé parameters and the
Cn (m) = [F(m) + ηn Rn (m)] , (3)
2 mass density, are given by
where m is the vector of the unknown model parameter defined as 
∂u iRj (r Rj , r iS )   
 λ(x , y , z ) μ(x , y , z ) ρ(x , y , z ) =− ∇ · u(r, r iS ) ∇ · u(r, r Rj ) dV
α β γ α β γ α β γ
m= , , ; ∂λαβγ ταβγ
λ0 μ0 ρ0  
 =c λ
∂κ u κS i;αβγ ∂ξ u ξR , (12)
α = 1, . . . , N x ; β = 1, . . . , N y ; γ = 1, . . . , Nz , (4) j;αβγ
κ=x,y,z ξ =x,y,z


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1628 A. Abubakar et al.


∂u iRj (r Rj , r iS ) 1
 T  Table 1. The memory usage and computational complexity of each CGLS
=−
∇u(r, r iS ) + ∇u(r, r iS ) iteration of the various GN method implementations.
∂μαβγ 2 ταβγ
  T 

Method Memory CGLS iteration complexity

· ∇u(r, r Rj ) + ∇u(r, r Rj )
dV
H N2 N2



J NN S N R 2NN S N R
= cμ ∂ξ u Sκ i;αβγ + ∂κ u Sξ i;αβγ
u 3N(N S + N R )  2(3NN S N R + 3NN R )
 S

κ,ξ =x,y,z
  GNK 3N 2 3N N N + 3N N R + Niter
S R for
N + NR N

× ∂ξ u Rκ j;αβγ
+ ∂κ u Rξ j;αβγ

∂u iRj (r Rj , r iS )
= ω2 u(r, r iS ) · u(r, r Rj )dV
∂ραβγ ταβγ
= cρ u Sκ;i;αβγ u Rκ; j;αβγ ,
κ=x,y,z
where τ αβγ is a domain of a grid-cell and cλ = − x y z,
cμ = − x y z/2 and cρ = ω2 x y z, in which x, y and
z are the size of the discretization cell in the x-, y- and z-direction.
In eqs (13) and (14), u Sκ;i;αβγ are displacement fields on the finite-
difference grids excited by a source located at r iS while u Rκ; j;αβγ are
the ones excited by a source located at r Rj .
The size of the linear system of equations in eq. (6) is large, so
we solve this linear system of equations using an iterative method.
The multi-frontal LU decomposition method is inefficient because
the Hessian matrix is dense. Since this regularized GN Hessian
matrix is positive definite, we use a conjugate gradient least-square
(CGLS) method (van der Vorst 2003). In this method, the inverse
of the Hessian matrix H n is never formed explicitly. This CGLS
, (13)
Jacobian matrix J is stored; (3) the fields u(r, r iS ) and u(r, r Rj ) are
stored and (4) GNK method where none of these arrays are stored.
The comparison of the memory usage and the cost of each CGLS
iteration of these implementations are given in Table 1. The number
(14) of unknowns N is equal to 3N x N y N z . Except for the implementation
that stores the Hessian matrix; all other implementations require two
matrix–vector multiplications in each CGLS iteration. However,
since in our applications N > N S N R , storing the Hessian matrix
is not efficient. The third term in the cost of the GNK method
represents the cost of solving the forward problem by using an
for
optimal frequency-domain iterative solver (Niter N for each source
for
excitation, where Niter is the number of iteration in the forward
solver). We choose to employ the third option (we only store the
fields) and denoted this approach as the implicit Jacobian scheme.
In this case, for each CGLS iteration, we calculate the Jacobian
matrix (as an example, we take the derivative that corresponds to
the mass density) and the conjugate transpose of the Jacobian matrix
multiply by a vector as follows:
Nx
N y Nz

iteration process stops if one of the following conditions occurs: ( J ρ vρ )i j = jiρj;αβγ vαβγ
ρ

α=1 β=1 γ =1
(i) The rms of the relative error reaches a prescribed value that
has to be provided by the user.
Nx
N y Nz

= cρ u Sκ;i;αβγ h κ; j;αβγ , (16)

(ii) The value of the L2 -norm of the residuals in two successive κ=x,y,z α=1 β=1 γ =1
CGLS iterations is smaller than a prescribed value that has to be
provided by the user. where
(iii) The total number of iterations exceeds a prescribed maxi- ρ
h κ; j;αβγ = u Rκ; j;αβγ vαβγ (17)
mum. In our implementation this number is set to be equal to the
total number of unknown model parameters. and

N
S R R
After the search vector mn is obtained, the unknown model  N
ρ
N
JρH s αβγ
= j i j;αβγ si j = cρ u Rκ; j;αβγ tκ;αβγ , (18)
parameter is updated as follows:
i=1 j=1 κ=x,y,z j=1

mn+1 = mn + νn mn , (15) where

where ν n is the line-search parameter that is obtained by using a
N S

backtracking scheme as described by Habashy & Abubakar (2004). tκ;αβγ = u Sκ;i;αβγ si j , (19)
Furthermore, to impose a priori information on the maximum and i=1

minimum values of the unknown model parameters, we constrain
these parameters using a non-linear transformation procedure as
also described by Habashy & Abubakar (2004). The GN iteration
process ends if (1) the data misfit F(m) is within a prescribed
tolerance factor, (2) the difference between the data misfit at two
successive iterates is within a prescribed tolerance factor, (3) the
difference between the model parameters m at two successive iter-
ates is within a prescribed tolerance factor or (4) the total number
of iterations exceeds a prescribed maximum.
2.1 Implicit Jacobian scheme
The calculation of the step mn (the CGLS iterative process) is the
most intensive part of the GN inversion. The efficiency and memory
storage of this CGLS method depends on its implementation. There
are several options: (1) the Hessian matrix H is stored; (2) the
in which the overbar denotes a complex conjugate of a scalar quan-
tity, v is a vector in the model domain and s is a vector in the data
domain. The computational complexity of obtaining hκ;j;αβγ or cal-
culating eq. (18) is 3NN R . Note that if N S < N R , we can switch
the order of calculations. The complexity of calculating eq. (16)
or obtaining tκ;αβγ is 3NN S N R . Thus, the additional calculation of
the implicit Jacobian scheme theoretically is increased by a factor
of three (since the displacement field is a three-component vector)
while the memory usage is significantly reduced comparing with
the GN implementation where the Jacobian or Hessian matrix is
stored.
2.2 Compressed implicit Jacobian scheme
To mitigate the computational overhead of the implicit Jacobian
scheme, we compress one of the field matrices u Sκ;i;αβγ or u Rκ; j;αβγ


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using the ACA scheme introduced by Bebendorf (2000). Note that
simultaneously compressing both field matrices will introduce a
significant computation overhead. We have also applied this scheme
for the 3-D electromagnetic inversion applications (see Li et al.
2011). The idea of the ACA scheme is to factorize a matrix into
a product of two rectangle matrices. If the original matrix is rank-
deficient, then only part of rectangle matrices that are needed to
reconstruct the original matrix.
To illustrate, how the scheme works, we assume that N S > N R .
Hence, we are going to compress the field matrix u Sκ;i;αβγ . To min-
imize the setup time for the ACA scheme and the necessity for
constructing the whole  field matrix, we decompose first the field
matrix U Sκ = u Sκ;i;αβγ as follows:
 
U Sκ = U Sκ;1 U Sκ;2 · · · U Sκ;N G −1 U Sκ;N G , (20)
G
where N is the number of submatrices. The partitioned is in both
source and inversion domain and is for each component κ = x,
y, z. Next, we apply the ACA scheme (see Bebendorf 2000) to each
submatrix. Then we obtain
Compressed implicit Jacobian scheme 1629
large at the beginning iterations and gradually decreases with it-
erations. Hence, we have large compression ratio at the beginning
iterations that may further reduce the cost of Hessian matrix–vector
multiplications. Moreover, because the ACA scheme tends to omit
small matrix eigenvalues, the adaptive error criteria also help to fur-
ther regularize the GN inversion by only keeping large eigenvalues
of the Hessian matrix.
We refer this implicit Jacobian scheme with the ACA compres-
sion as the implicit Jacobian calculation. The inversion without this
scheme is referred to as the full Jacobian scheme.
3 NUMERICAL EXAMPLES
3.1 Cross-well data inversion
As the first example, we consider the inversion of an elastic data set
collected using a cross-well measurement setup. The true P-wave
velocity V P (m s−1 ), S-wave velocity V S (m s−1 ) and mass density ρ
(kg m−3 ) distributions are given in Figs 1(a)–(c). The model consists

T 
T of several non-flat layers and a water injection region located be-
U Sκ = ASκ;1 B Sκ;1 ASκ;2 B Sκ;2 · · ·
 T  T 
ASκ;N G −1 B Sκ;N G −1 ASκ;N G B Sκ;N G . (21)
Hence, u Sκ;i;αβγ is compressed in both source and model domain.
The fields radiated by adjacent sources have some similarities, thus
redundancy exits. In addition on regions far away from the sources
the fields are vanishing. As a result the field matrix U Sκ (for each
component κ) is rank-deficient. Hence, the sizes of ASκ;l and B Sκ;l
can be quite small. Since N S > N R and we choose to compress
u Sκ;i;αβγ , the computational complexity of calculating eq. (16) or
(18) is reduced to 3N R (N S + N)M S + 3NN R , where M S is the
number of average rows of matrices ASκ;l and B Sκ;l . In addition the
memory storage will also be reduced to 3(N S + N)M S + 3NN R .
Hence, the reduction will be in the order of
NSN
. (22)
(N S + N ) M S
To further reduce the CPU time and stabilize the inversion, we
use an adaptive error criteria in the ACA iterative process. In each
GN iteration, the ACA compression error criteria is chosen to be
proportional to the data misfit function; hence, the error criteria is
Figure 1. The true elastic cross-well models: (a) P-wave velocity (m s−1 ); (b) S-wave velocity (m s−1 ) and (c) mass density (kg m−3 ).

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tween z = 38 and z = 50 m. The P-wave velocity distribution varies
between 3300 and 4250 m s−1 and the S-wave between 1600 m s−1
and 2150 m s−1 , while the mass density distribution varies between
2155 and 2290 kg m−3 . Since the variation in the mass density is
significantly lower than that of either the P- or S-wave velocity, we
expect the sensitivity of the data to the mass density to be lower
than other two parameters.
The survey uses two wells located at x = −20 and x = 20 m.
There are 30 x-directed dipole sources and 60 receivers. The data are
horizontal component of displacement fields (ux ). The sources well
is indicated by cross signs while the receivers well is indicated by
circle signs. The synthetic data are generated by solving the forward
problem numerically using a 2-D FDFD algorithm with fourth-order
spatial discretization grids and a direct solver. The finite-difference
cell size is 0.5 m × 0.5 m. In the inversion, we use data at 35, 50,
70, 100, 140, 200, 280 and 390 Hz. The generated synthetic data
are also corrupted by random noises.
In the inversion, we employ a domain of 65 m × 120 m. This
inversion domain is discretized into 65 × 120 grid cells. Note
that in the inversion the discretization grids are coarser than that
in the forward modelling to generate the synthetic data. As the
initial models, we employed homogeneous models of 3950 m s−1 for
1630 A. Abubakar et al.

Figure 2. The inverted elastic cross-well models from data with 2 per cent noise using the compressed implicit Jacobian scheme: (a) P-wave velocity; (b)
S-wave velocity and (c) mass density.

P-wave velocity, 2000 m s−1 for S-wave velocity and 2250 kg m−3 Table 3. Cross-well data misfit values of initial
for mass density. In this example, we use a simultaneous multi- models and after inversions from data with 10 per
frequency approach. To that end the data misfit cost function is cent noise without and with the compressed im-
modified as follows: plicit Jacobian scheme.
Frequency Initial Full Compressed

N
S R
N

 

Wi jk di jk − si jk (m)
2
35 0.03907 0.01328 0.01328

N F
i=1 j=1 50 0.05240 0.01624 0.01624
F(m) = ηk , (23)

N S R 70 0.07144 0.01926 0.01927
N

k=1

Wi jk di jk
2 100 0.1092 0.02405 0.02414
i=1 j=1 140 0.1690 0.03318 0.03337
200 0.2796 0.05711 0.05732
where N F is the number of frequencies and ηk is the frequency data 280 0.4411 0.09177 0.09264
weighting as described in Hu et al. (2009). This particular frequency 390 0.6757 0.14480 0.14740
data weighting puts more emphasis on the low-frequency data.
First, we run the inversion with employing the compressed im-
plicit Jacobian scheme. The inversion results for data corrupted with without using the compressed implicit Jacobian scheme are only
2 per cent random noise are shown in Figs 2(a)–(c). We observe that differed in the fourth or fifth digit.
we obtain quite good results despite the crude initial models. The Next, we added 10 per cent random noise to the data. The in-
inverted injected water body in the mass density image is sharper version results for these noisy data without using the compressed
than those in the velocity images. However, we also note that the implicit Jacobian scheme are shown in Figs 3(a)–(c). The inversion
reconstructed P- and S-wave velocity distributions are less noisy results using the compressed implicit Jacobian scheme are shown
than that of the mass density. For data with 2 per cent noise, the in Figs 3(d)–(e). We note that the inverted P- and S-wave velocity
inversion without using the compressed implicit Jacobian scheme distributions are still quite reasonable, however the quality of the
is nearly the same as the one with using the compressed implicit inverted mass density distribution is significantly reduced. This can
Jacobian scheme. Hence, we do not show those results in this paper. be understood because the sensitivity of the data to the mass density
The comparison of the data misfit values at each frequency for in- is quite low and hence the mass density image is very susceptible to
versions with and without using the compressed implicit Jacobian noise effects. Note that for this case the inversion result for the mass
scheme is given in Table 2. In this table we show also data misfit density using the compressed implicit Jacobian scheme is actually
values of the initial models. The data misfits of inversions with and better than the one without the compression approach. The com-
parison of the data misfit values at each frequency for inversions
Table 2. Cross-well data misfit values of initial
models and after inversions from data with 2 per
with and without using the compressed implicit Jacobian scheme is
cent noise without and with the compressed im- given in Table 3. Similar as for the case with 2 per cent noise, the
plicit Jacobian scheme. data misfit values only slightly differ.
In Table 4 we show the CPU time (in seconds) and the memory
Frequency Initial Full Compressed
usage (in megabyte) of inversions without (referred to as the full Ja-
35 0.03669 0.00269 0.00269 cobian scheme) and with the compressed implicit Jacobian scheme.
50 0.05001 0.00334 0.00334 Since we employed an adaptive ACA stopping criterion based on
70 0.06932 0.00415 0.00416 the value of the cost function, the compression rate of each GN
100 0.1072 0.00687 0.00688 iteration is different. The compression of early iterations is larger
140 0.1678 0.01660 0.01664
than the later iterations. From Table 4, we observe that the CPU
200 0.2790 0.04109 0.04117
time of each iteration is reduced by 50–60 per cent. However, since
280 0.4407 0.07623 0.07635
390 0.6707 0.12730 0.12750 the inversion with the compressed implicit Jacobian scheme was
using more iterations, the total CPU-time reduction is only about


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 Compressed implicit Jacobian scheme 1631

Figure 3. The inverted elastic cross-well models from data with 10 per cent noise without (a–c) and with (d–f) using the compressed implicit Jacobian scheme:
(a,d) P-wave velocity; (b,e) S-wave velocity and (c,f) mass density.

Table 4. Cross-well data inversions computational cost and 3.2 Marmousi data inversion
memory usage comparison.
As the second example we employ the elastic Marmousi-2 model
Full Compressed Reduction (Martin et al. 2002) as shown in Figs 4(a)–(c). The size of this model
Jacobian Jacobian (per cent)
is 9.2 km × 3 km. The Marmousi model is a quite complex model
Iterations 7 11 containing numerous non-flat layers and deep reflectors. Further,
CPU-time 738 s 286 s 61.2 similar as in the cross-well case, we observe that the variations in
first iteration (88 CGLS) (89 CGLS) the mass density are smaller than both P- and S-wave velocities. The
CPU-time 2371 s 1212 s 48.9 later will make the inversion of the mass density quite challenging.
fifth iteration (357 CGLS) (330 CGLS) The synthetic data are generated using 115 monopole sources
CPU-time 13 184 s 11 443 s 13.2
and 115 multi-component receivers. The source and receiver sta-
Total tions are distributed uniformly along a survey line of 9.2 km.
Each source uses all available receivers (fixed spread survey). The
Memory 840 MB 296 MB 64.8
first iteration
data contain both horizontal (ux ) and vertical (uz ) components of
the displacement fields. Thus, for each frequency we have 26 450
Memory 840 MB 380 MB 54.3
complex-valued data points. The synthetic data are generated using
fifth iteration
the same finite-difference solver that is used in the inversion code,
however we utilized a finer grid than the ones used in the inversion.
13 per cent. Nevertheless, since the goal of using this compressed The interior domain is discretized into 920 × 150 cells. The size of
implicit Jacobian scheme is mainly for reducing the memory usage, each cell is 10 m × 10 m. After generating the synthetic data we
we viewed this small reduction as a positive result. The memory added 2 per cent random white noise to each frequency separately.
usage for each iteration was reduced by 54–64 per cent. The inver- We inverted the multi-frequency data at 1, 2, 3, 4, 5, 6 and 7 Hz
sions were done on an SGI Altix UV 1000 cluster (SGI, Fremont, using a sequential approach (we invert single-frequency data one
CA) with 64 Intel Xeon X7560 processors (Intel, Santa Clara, CA). at a time from the lowest to the highest frequency). For initial
Each processor has eight cores and each core has 4 GB memory. models, we use linearly increasing velocities and density models
However, for the cross-well inversions calculation we only utilized as shown in Figs 4(d)–(f). The initial velocities model vary from
16 cores. 1500 to 4500 m s−1 for P-wave velocity and 1000 to 2750 m s−1 for


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1632 A. Abubakar et al.

Figure 4. The true (a–c) and initial (d–f) Marmousi models: (a,d) P-wave velocity (m s−1 ); (b,e) S-wave velocity (m s−1 ) and (c,f) mass density (kg m−3 ).

Figure 5. The inverted Marmousi models from data with 5 per cent noise without (a–c) and with (d–f) using the compressed implicit Jacobian scheme: (a,d)
P-wave velocity; (b,e) S-wave velocity and (c,f) mass density.

S-wave velocity while the initial mass density model varies from
2000 to 2500 kg m−3 . These numbers were chosen rather arbitrary.
The inversion domain is discretized into 460 × 150 grids with a
cell-size of 20 m × 20 m. In total we are dealing with N = 207 000
unknown parameters.
The inversion results after hopping through all frequencies us-
ing the inversion algorithm without the compressed implicit Jaco-
bian scheme are shown in Figs 5(a)–(c). Comparing the plots in
Figs 5(a)–(c) to Figs 4(a)–(c), we note that we have obtained rea-
sonably high-resolution inversion results for both P- and S-wave
velocity models. See also Fig. 6 for vertical slices at x = 4.79 km
of the true, initial and inverted models of the velocities. However,
we were not successful in obtaining a good inversion for the mass
density model. We attributed this to the lack of sensitivity in the
data. We speculate that by employing multi-component sources one
might be able to improve the quality of the inverted mass density
image. Figure 6. Vertical slices of P- and S-wave velocity at x = 4.79 km.
The inversion results using the inversion algorithm with the com-
pressed implicit Jacobian scheme are shown in Figs 5(d)–(f). We
observe that the inverted velocities models are quite similar as those up to 2 Hz, see Fig. 7. The images only start to be different after
obtained without the compressed implicit Jacobian scheme. We also 3 Hz data inversion, see again Fig. 7.
note some small improvements in the deep region of the inverted In Table 5, we show the comparison of the data misfit values
P-wave velocity model. However, the inverted mass density model of inversions without and with the compressed implicit Jacobian
is very different. This confirmed the lack of the sensitivity of the scheme. In this table we show also the initial data misfit val-
data to the mass density parameter. We note that the inverted mass ues for each frequency because we are employing the sequential
density images are not so different for low-frequency data inversion multi-frequency approach. For this case, the inversion algorithm


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 Compressed implicit Jacobian scheme 1633

Figure 7. The inverted mass density of Marmousi models without (a,c) and with (b,d) using the compressed implicit Jacobian scheme: (a,b) after 2 Hz data
inversion; and (c,d) after 3 Hz data inversion.

Table 5. Initial and final data misfit values for inversions with 4 C O N C LU S I O N
and without the compressed implicit Jacobian scheme.
We presented an inversion algorithm based on the GN method for
Frequency Full Full Compressed Compressed solving seismic full-waveform inversion in the frequency domain.
(Hz) initial final initial initial
We used the elastic approximation where we inverted for the Lamé
1 0.5703 0.1100 0.5703 0.0510 parameters as well as the mass density. To mitigate the memory
2 0.4556 0.0713 0.3082 0.0368 bottleneck in the GN method, we developed a compressed implicit
3 0.3372 0.0534 0.1886 0.0357 Jacobian scheme. In this scheme we combined the implicit Jacobian
4 0.2675 0.0982 0.1773 0.0346 calculation (where the Jacobian matrix is never explicitly formed)
5 0.2733 0.0713 0.1790 0.0327 and the ACA iterative algorithm for minimizing the memory usage
6 0.2291 0.0385 0.1657 0.0308
for the Jacobian matrix. We showed that we were able to obtain
7 0.2187 0.0395 0.1767 0.0284
reasonable inversion results for an elastic cross-well model and
the elastic Marmousi-2 model using our GN method. Further, we
also showed that compressed implicit Jacobian scheme was able
Table 6. Marmousi data inversions computational cost and to reduce the memory requirement of the GN method as well its
memory usage comparison. computational time.
Full Compressed Reduction We note that although all text examples discussed in this paper are
Jacobian Jacobian (per cent) 2-D, the compressed implicit Jacobian scheme may be applied for
Iterations 6 7 3-D problems without any major modification. For 3-D problems,
we expect to obtain slightly better reduction in the compression of
CPU-time 2056 s 1049 s 48.9
elastic fields than for 2-D problems because there are more model
first iteration (162 CGLS) (305 CGLS)
parameters that are not sensitive to certain data points. Furthermore
CPU-time 3191 s 1500 s 53
since in the 3-D problems, we have more data points and model
sixth iteration (227 CGLS) (350 CGLS)
parameters than in 2-D problems, the use of the compressed implicit
CPU-time 16583 s 7769 s 53.2 Jacobian scheme will be crucial if one would like to utilize the
Total
GN method. We also note that the compressed implicit Jacobian
Memory 2179 MB 772 MB 64.6 scheme will mainly be useful for GN method. This scheme will not
first iteration significantly help other methods such as NLCG or limited-memory
Memory 2179 MB 798 MB 63.4 Broyden–Fletcher–Goldfarb–Shanno method.
sixth iteration

with the compressed implicit Jacobian scheme are able to better fit
the data.
In Table 6 we show the CPU time and the memory usage of
inversions using the full Jacobian and compressed implicit Jacobian
scheme. We again employed an adaptive ACA stopping criterion,
hence the compression rate of each GN iteration is different. From
Table 6, we observe that the CPU time of each GN iteration is
reduced by 50 per cent. The memory usage for each GN iteration
was reduced by 64 per cent. The inversions were done on an SGI
Altix UV 1000 cluster with 64 Intel Xeon X7560 processors. We
utilized 32 cores in the calculations.
AC K N OW L E D G M E N T S
The authors thank J. Liu with Schlumberger, USA, for his con-
tributions to the development of the inversion code. The authors
are also grateful to Jean Virieux, Andreas Fichtner and an anony-
mous reviewer for their suggestions for improving the quality of the
manuscript.
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A P P E N D I X : A DA P T I V E C RO S S
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R r ×n , where r is the number of rows of U and V after compression,
 T
r ≤ min (m, n). We can write U = u1T , u2T , . . . , urT , uk ∈ R1,m ;
 T T  T
V = v1 , v2 , . . . , vrT , vk ∈ R1,n . Then, the matrices U and V can
be constructed as follows:
k = 0, U = ∅, V = ∅, F =0
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