Some basic maths for seismic data

processing and inverse problems

(Refreshement only!)

• Complex Numbers
• Vectors
– Linear vector spaces
The idea is to illustrate these
• Matrices mathematical tools with
– Determinants examples from seismology
– Eigenvalue problems
– Singular values
– Matrix inversion

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Mathematical foundations Modern Seismology – Data processing and inversion
 Complex numbers
iφ
z = a + ib = re = r (cos φ + i sin φ )

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Mathematical foundations Modern Seismology – Data processing and inversion
 Complex numbers
conjugate, etc.

z * = a − ib = r (cos φ − i sin φ )
= r cos − φ − ri sin( − φ ) = r − i φ
z 2 = zz * = ( a + ib )( a − ib ) = r 2
cos φ = ( e i φ + e − i φ ) / 2
sin φ = ( e i φ − e − i φ ) / 2 i

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Mathematical foundations Modern Seismology – Data processing and inversion
 Complex numbers
seismological application
Plane waves as superposition of harmonic signals
using complex notation

ui ( x j , t ) = Ai exp[ik (a j x j − ct )]
u(x, t ) = A exp[ikx − ωt ]

Use this „Ansatz“ in the acoustic wave equation and

interpret the consequences for wave propagation!

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Mathematical foundations Modern Seismology – Data processing and inversion
 Vectors and Matrices
For discrete linear inverse problems we will need the concept of
linear vector spaces. The generalization of the concept of size of a vector
to matrices and function will be extremely useful for inverse problems.

Definition: Linear Vector Space. A linear vector space over a field F of

scalars is a set of elements V together with a function called addition
from VxV into V and a function called scalar multiplication from FxV into
V satisfying the following conditions for all x,y,z ∈ V and all α,β ∈ F

1. (x+y)+z = x+(y+z)
2. x+y = y+x
3. There is an element 0 in V such that x+0=x for all x ∈ V
4. For each x ∈ V there is an element -x ∈ V such that x+(-x)=0.
5. α(x+y)= α x+ α y
6. (α + β )x= α x+ βx
7. α(β x)= αβ x
8. 1x=x

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Mathematical foundations Modern Seismology – Data processing and inversion
 Matrix Algebra – Linear Systems
Linear system of algebraic equations

a11 x1 + a12 x2 + ... + a1n xn = b1

a21 x1 + a22 x2 + ... + a2 n xn = b2
..........
an1 x1 + an 2 x2 + ... + ann xn = bn

... where the x1, x2, ... , xn are the unknowns ...
in matrix form

Ax = b

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Mathematical foundations Modern Seismology – Data processing and inversion
 Matrix Algebra – Linear Systems
Ax = b where

⎡ a11 a12 L a1n ⎤ ⎧ x1 ⎫

⎢a a11 ⎥⎥ ⎪x ⎪
[ ]
A = aij = ⎢ 21
⎢L
a22
L
L
L L⎥
⎪ 2⎪
x = {xi } = ⎨ ⎬
⎢ ⎥ ⎪M⎪
⎣an1 an 2 L ann ⎦ ⎪⎩ xn ⎪⎭

⎧ b1 ⎫
⎪b ⎪ A is a nxn (square) matrix,
⎪ ⎪
b = {bi } = ⎨ 2 ⎬ and x and b are column
vectors of dimension n
⎪M⎪
⎪⎩bn ⎪⎭
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Mathematical foundations Modern Seismology – Data processing and inversion
 Matrix Algebra – Vectors
Row vectors Column vectors
⎧w 1 ⎫
⎪ ⎪
v = [v1 v2 v3 ] w= ⎨ w2 ⎬
⎪w ⎪
⎩ 3⎭
Matrix addition and subtraction
C = A +B with cij = aij + bij
D = A −B with d ij = aij − bij
Matrix multiplication
m
C = AB with cij = ∑ aik bkj
k =1
where A (size lxm) and B (size mxn) and i=1,2,...,l and j=1,2,...,n.
Note that in general AB≠BA but (AB)C=A(BC)

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Mathematical foundations Modern Seismology – Data processing and inversion
 Matrix Algebra – Special
Transpose of a matrix Symmetric matrix

A = aij [ ] [ ]
A T = a ji A = AT
( AB) T = BT A T aij = a ji

Identity matrix

⎡1 0 L 0⎤
⎢0 1 L 0⎥
I= ⎢ ⎥
⎢L L L L⎥
⎢ ⎥
⎣0 0 L 1⎦

with AI=A, Ix=x

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Mathematical foundations Modern Seismology – Data processing and inversion
 Matrix Algebra – Orthogonal
Orthogonal matrices

a matrix is Q (nxn) is said to be

orthogonal if
QT Q = I n

... and each column is an orthonormal

qi qi = 1
vector

1 ⎡1 − 1⎤
... examples: Q= ⎢1 1 ⎥
2 ⎣ ⎦

it is easy to show that : QT Q = QQT = I n

if orthogonal matrices operate on
vectors their size (the result of (Qx)T (Qx) = xT x
their inner product x.x) does not
change -> Rotation
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Mathematical foundations Modern Seismology – Data processing and inversion
 Matrix and Vector Norms
How can we compare the size of vectors, matrices (and functions!)?
For scalars it is easy (absolute value). The generalization of this
concept to vectors, matrices and functions is called a norm. Formally
the norm is a function from the space of vectors into the space of
scalars denoted by

(.)
with the following properties:

Definition: Norms.
1. ||v|| > 0 for any v∈0 and ||v|| = 0 implies
v=0
2. ||αv||=|α| ||v||
3. ||u+v||≤||v||+||u|| (Triangle inequality)

We will only deal with the so-called lp Norm.

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Mathematical foundations Modern Seismology – Data processing and inversion
 The lp-Norm
The lp- Norm for a vector x is defined as (p≥1):
1/ p
⎛ n
p⎞
x lp
= ⎜ ∑ xi ⎟
⎝ i =1 ⎠
Examples:
- for p=2 we have the ordinary euclidian norm: x l2
= xT x

- for p= ∞ the definition is x l∞

= max xi
1≤i ≤ n

Ax
- a norm for matrices is induced via A = max
x≠0 x
- for l2 this means :
||A||2=maximum eigenvalue of ATA
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Mathematical foundations Modern Seismology – Data processing and inversion
 Matrix Algebra – Determinants
The determinant of a square matrix A is a scalar number
denoted det (A) or |A|, for example

⎡a b ⎤
det ⎢ ⎥ = ad − bc
⎣c d ⎦
or

⎡ a11 a12 a13 ⎤

det ⎢⎢a21 a22 a23 ⎥⎥
⎢⎣a31 a32 a33 ⎥⎦
= a11a22 a33 + a12 a23a31 + a13a21a32 − a11a23 a32 − a12 a21a33 − a13 a22 a31

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Mathematical foundations Modern Seismology – Data processing and inversion
 Matrix Algebra – Inversion
A square matrix is singular if det A=0. This usually indicates
problems with the system (non-uniqueness, linear dependence,
degeneracy ..)

Matrix Inversion

For a square and non-singular

matrix A its inverse is defined AA −1 = A -1A = I
such as

The cofactor matrix C of Cij = (−1) i+ j Mij

matrix A is given by

where Mij is the determinant of

−1 1
the matrix obtained by A = CT
eliminating the i-th row and the det A
j-th column of A.
The inverse of A is then given (AB)−1 = B-1A -1
by
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Mathematical foundations Modern Seismology – Data processing and inversion
 Matrix Algebra – Solution techniques
... the solution to a linear system of equations is the given by

x = A -1b
The main task in solving a linear system of equations is
finding the inverse of the coefficient matrix A.

Solution techniques are e.g.

Gauss elimination methods

Iterative methods

A square matrix is said to be positive definite if for any non-

zero vector x

x T = Ax > 0
... positive definite matrices are non-singular

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Mathematical foundations Modern Seismology – Data processing and inversion
 Matrices –Systems of equations
Seismological applications

• Stress and strain tensors

• Tomographic forward and
inverse problems
• Calculating interpolation or
differential operators for finite-
difference methods

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Mathematical foundations Modern Seismology – Data processing and inversion