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1978 - Jelínek-Kropáček1978 Article StatisticalProcessingOfAnisotr
1978 - Jelínek-Kropáček1978 Article StatisticalProcessingOfAnisotr
1978 - Jelínek-Kropáček1978 Article StatisticalProcessingOfAnisotr
WIT JELiNEK
1. I N T R O D U C T I O N
The study of the anisotropy of susceptibility creates several specific problems resulting from the
tensorial nature of the quantity being investigated. This applies to the process of measuring itself,
as well as the mathematical processing of the results, particularly as regards the application of
methods of mathematical statistics.
The fundamental method for determining the anisotropy of susceptibility in weak magnetic
fields is the A.C. bridge method, see, e.g., [1, 3]. The so-called directional susceptibilities along
suitably chosen directions in the specimen are measured. These are then used to compute the
elements of the tensor of susceptibility, the principal susceptibilities and the principal directions
[I, 2]. For the purposes of the present study it will be sufficient if we restrict ourselves in our
considerations to this fundamental method.
In connection with the development of the bridge for measuring the anisotropy of susceptibility
[3] a detailed theory and method of processing the results of the measurement were elaborated,
encompassing statistical estimates of the accuracy and some statistical tests [4]; the theory is
founded on Hext's statistics of the second-order tensor [6]. In [4] there is also described the
A N I S O 10 computer program which serves the purpose of complex processing of the results of
the anisotropy measurements on the individual specimens.
The solution of the outline problems represents a significant, however, only initial step towards
practical applications. The principal object of interest are not the individual specimens, but rather
groups of specimens from certain geological bodies, localities, etc.
In this paper we shall show how a group of specimens -- and thus simultaneously the geological
object being considered - - can be assigned a certain " m e a n " tensor and how one is able to
assess the accuracy with which it has been determinedi). Apart from this, we shall derive the
anisotropy test for a group of specimens. The theory is again founded on the statistics of a second-
order tensor, however, it has been expanded considerably by using some methods of multivariate
analysis. The function of the ANS21 computer program, which was written for this purpose,
will also be briefly described.
2. SOME F U N D A M E N T A L T E R M S A N D NOTES C O N C E R N I N G T H E S Y M B O L S
The relation between the intensity of the magnetic field /-/ and the magnetic polarization ]
induced in a linear anisotropic medium can be expressed, in a Cartesian co-ordinate system, by
the matrix equation
3. M E A N N O R M A L I Z E D T E N S O R
W e a r e c o n s i d e r i n g a c e r t a i n g e o l o g i c a l o b j e c t ( b o d y , locality, etc'). T h e f a m i l y
o f all s p e c i m e n s , w h i c h we c o u l d c o l l e c t f r o m this object, m a y be c o n s i d e r e d , f o r p r a c -
tical p u r p o s e s , to be infinitely large. O u r p r o b l e m ,will be to c h o o s e s u i t a b l e statistical
parameters which would characterize this family and which could be estimated from
the measurements of the anisotropy of magnetic susceptibility on N randomly
selected specimens, i.e. on a statistical sample 1) of size N.
We shall use the symbol qk to denote the tensor of susceptibility of the randomly
chosen sample, qxi and qPl its principal susceptibilities and unit vectors of the prin-
cipal directions, respectively. In this connection the superfix q only has a distin-
guishing function and cannot be assigned a numerical value.
One possibility is to consider the mean values of the principal susceptibilities
E(q~i) and mean values of the principal directions E(qpi)to be the resultant character-
istics. Fisher's statistics [5, 8] may be applied immediately to estimating the principal
directions.
The outlined ]grocedure has a certain amount of attraction, particularly for those
who deal with applications. It is illustrative and easy to effect. Nevertheless, one can
have a number of objections to it: the resultant characteristics do not have a simple
physical meaning; the estimated resultan t principal directions are not orthogonal;
the regions of confidence of the resultant principal directions on a unit sphere are
circles and, therefore, cannot express the directional character of the uncertainty in
determining the principal directions. If the sample being investigated contains an
approximately isotropic specimen, the principal directions of this specimen will be
poorly defined; one such specimen may then severely affect the estimates "of the
resultant principal directions.
It is much more natural to consider the mean tensor to be the resultant charac-
teristic,
(6) k = E(qk),
1) Under the term "specimen" a piece of rock suitable for measurement is understood. The
term "sample" means a group of specimens taken randomly.
occur within a single rock type, if its susceptibility is caused by ferromagnetic grains
distributed sparcely. In this case the mean susceptibility will fluctuate severely
depending on the number of grains contained in the individual specimens, whereas
the variability of the principal directions and of the ratios of the principal suscepti-
bilities may be considerably lower.
The method of eliminating the effect of the fluctuating mean susceptibility is
founded on normalizing the susceptibility tensors of the individual specimens by
means of their mean susceptibilities. The normalized tensor of a general specimen
will then read
(8) qk . . . . = q ~ - i qk.
(10) k = E(qk).
The principal susceptibilities and the principal directions, derived from the normal-
ized mean tensor, will be denoted by n,, n=, Za and p,, Pa, Pa, respectively.
We shall assume that qk has a normal distribution with the covariance matrix V;
we shall briefly record its distribution as N ( k , V). The covariance matrix is of the
(6 x 6)-type, its elements are determined by equation
(12) Vis = E[( q k , - k i ) ( q k j - kj)]; i , j = 1,2 . . . . . 6 .
The unbiased estimate k of the mean matrix k can be computed as the arithmetic
mean
N
(14) l{ = N - ' Z " k "
q=l
This estimate will display a normal distribution N(k,N-1V), the estimate o f the
covariance matrix N - 1 V can be determined according to Eq. (13).
It should be noted that as a result of the normalizing the elements of the matrix qk
are subject to the linear condition
The matrices k and/{ then have analogous properties. This fact will not be reflected
particularly in the subsequent considerations. An exception, however, is Section 7.
As regards matrix V, we assume that its elements are not limited by any relations
except those which follow from the symmetry and conditions (15).
That which h a s s 0 far been said implies that the problem of estimating the mean
tensor and its variability belongs to the field of multivariate analysis. However, our
original endeavour was to make do with the means of univariate analysis. We
assumed that the covariance matrix can be expressed in the form aV o, where V o is
a constant matrix of a special type, invariant with respect to the orthogonat trans-
formation of co-ordinates, and a is the only quantity which has to be estimated, in
the same way as in measuring specimens i n t h e rotatable system of directions [4, 6].
Practical tests have shown, however, (see also Section 6) that this simplified approach
in many cases does not allow the complicated behaviour of the actual rock material
to be expressed.
5. V A R I A B I L I T Y O F T H E P R I N C I P A L S U S C E P T I B I L I T I E S
AND PRINCIPAL DIRECTIONS
The estimate of the mean tensor, expressed by the column matrix, will read
(16) /c = k + d k .
The column matrix dk represents the variation of the estimated matrix k. The cova-
riance matrix N - ' V of the elements of the matrix k is simultaneously the covariance
matrix of the elements of the matrix dk.
We shall express the estimates of the principal susceptibilities and principal direc-
tions analogously:
(17) ~i=n~+dni, b,=P'+ dp,.
We shall now try to express the variations dxi and dpl as functions of dk; however,
we shall restrict ourselves to linear approximation.
In order to simplify the issue as far as possible, we shall go over to a Cartesian
system of co-ordinates determined by the vectors of the principal directions P1, P2, P3-
The quantities referred to this system will be denoted by the superfix P. Equation
(16) will then become
(18) itP = k P + dk P,
where
(19) k ' ~- [~1 X2 X3 0 0 0 ] ' .
The covariance matrix N - xVP of the elements of the column matrix k P and simul-
taneously of the column matrix dk P can be determined by means of the transfor-
mation relation for VP:
(20) VP: TVT',
(21) T=
=- P~a Pz2t P~I 2pttP21 2pElP31 2p31Pll -
p22 p22 p22 2p,2P2z 2p22P32
2p32Pt2
p23 p223 pa2a 2p13P23 2p23P33 2p33P13
PllPI2 PzlP22 P31P32 PllP22 + P21P12 P21P32 + P31P22 P31P12 + PllP32
Pt2P;3 P22P23 P32P33 P12P23 + Pz2P~3 P22Pa3 + P32P23 Pa2PI3 + P12Pa3
_PlaP11 P23P21 P33P31 Pl,3P21 + P23Pll P23P31 + Pa3P21 P33Pll + P13P31
In Eq. (21) Pij represent the i-th component of the j-th principal direction. See also
[6].
For formal reasons we shall now express the matrix dk P in the form d k P =
= [ d k ~ dk~z dk~3 dk~2 dk~a dkP1]. For the time being let us assume that only
one of its elements is non-zero. Assume that this is one of the elements dk~ (i = 1, 2,
3). In this case clearly
(22) dx, = dk~i
and all the other variations will be zero. Now, assume that one of the elements
dkij (i, j = 1, 2, 3; i * k) differs from zero and that Idk, t < Under this -
assumption we can prove, see also [6], that the non-zero element will cause the system
of principal directions to rotate around the vector Pk in the sense from vector p~
to vector pj by a small angle dk~i/(,~ , - ~:i) (The indices i,j, k differ from one
another). This rotation can be interpreted as the variation of the vectors p~ and pj:
(23) dPi = (x,- ,nj)-' P j , dpj
d.k,.i# (~j _ Xi) -1 dk,eij#i, .
The variation of the remaining vector Pk will be zero and the variations of the prin-
cipal susceptibilities will be zero under the approximation being considered.
Now assume that the elements of the matrix dk P can be non-zero simultaneously.
If these variations are sufficiently small, their effects will become linearly super-
imposed. We emphasize that this is a question of the variations of the estimate of the
mean tensor and not of the variations of the individual tensors being considered.
A more detailed analysis would show that the variations can be considered very small,
provided they are much smaller than the differences between the principal suscep-
tibilities. For our further considerations we shall assume that this condition is satis-
fied.
Equation (22) remains valid, however, Eq. (23) has to be supplemented as follows:
The vector dp~ lies in plane ¢i which is tangential to a unit sphere at the terminating
point Oi of the vector Pi (Fig. 1). We shall introduce a Cartesian system of co-ordi-
l , , ltz
Joi do:, 1
Fig. 1. Concerning the interpretation of the variability of the principal directions.
nates with its origin at point Oi and with its axes parallel to the vectors pj and ~k
in the plane ¢i. We shall take dpji and dPk i to represent the components of the
vector dPi in this system. Clearly,
(25) dpji = (~i - xj) -1 d k i j , dpkl = (xi - ~¢k)-1 dkik.
As regards the variance of the estimates of t h e principal susceptibilities, Eq. (22)
implies that
(26) a2(~i) = 0"2(d~¢i) = C o v (kPi, k~i) = N -1V~ .
Drawing on Eq. (25) we are able to determine the covariance matrix N - a W i of the
random variables dpj, and dpki,
(27) N xW i =
Cov (dk/j, dkij) Cov (dkii, dkik) 1 =
-
=N-1 i( VP+i'3~j)2
+i
~'3+,,3+k l
(~,-
V3P+ i,3 +k
,P
V~+k,3+k
Denote by 2,., and [Ct,.,C2mi]' the eigenvalues and eigenvectors (column matrices),
respectively, of the matrix W i (m = 1, 2). The lengths of the semi-axes of the
ellipse e~ will be
(32) /(N-'2
N/~ 2 --~)),
miZ2;(lOO
and they will be located along the directions
We shall project the ellipse d°s centrally onto a u n i t sphere; in this way we arrive at
the region in which (100 - e) % of the terminating points of the vector ~ , the esti-
mate of the vector of the principal direction p~, are located.
6. T H E I N T E R V A L S O F C O N F I D E N C E O F T H E P R I N C I P A L
SUSCEPTIBILITIES AND THE REGIONS OF CONFIDENCE
OF THE PRINCIPAL DIRECTIONS
The quantity T 2 has the so-called Hotelling distribution (T2-distribution) [7]. The
expression ½ ( N - 2)(N 1) "1 T 2 then has an F-distribution on 2 and N - 2
degrees of freedom. The ellipse gl in plane ~ which will eliminate ~% of the least
probable positions of the vector Pi will be determined by the equation
(37) T ~ = Tz ,
where Toz = 2(N-- 1)(N -- 2 ) - ' Fz,/q_2;(l_~). We shall now denote by 2ml the
eigenvalues of the matrix W , , and by [Clm, C2mJ' its eigenvectors (m = 1, 2). The
lengths of the semi-axes of the ellipse 8~ will then be
It should be pointed out that, as a result of the adopted simplifications, the intervals
and regions of confidence are not exact. Their determination will be the more accurate,
the better the condition of small variations, formulated in Section 5, is satisfied. One
can also say that the interval and region of confidence for the i-th principal direction
will be determined the better, the smaller the corresponding angles of confidence. In
order to arrive at usable estimates, the angles of confidence must not exceed a certain
limit, say about 25 °.
7. ANISOTROPY TEST
The anisotropy test is designed to answer the question whether we are justified
in considering the mean normalized tensor anisotropic on the evidence of the sample
of specimens measured. In other words the test is to prove whether the estimated
normalized mean tensor differs significantly from the isotropic tensor under the
determined variability of the sample. Since the variability is described by the
covariance matrix and that it cannot be fully characterized by a single number, the
test must be designed as multivariate.
Consider the susceptibility tensor qk of a specimen selected at random. As a result
of the normalization, the diagonal components are subject to the linear condition
~k~l + qk22 -~- qk33 = 3; the mean tensor k and its estimate ft display corresponding
properties. We, therefore, have to adopt a five-dimensional distribution, such that
its variables will not be subject to any conditions. This can be done by omitting the
variable kaa as superfluous from our considerations, and the remaining x~ariables are
then trasformed in a way suitable for the test. We shall seek to determine a linear
transformation which will transform the matrix k = [ k l l k22 k12 k23 k31 ] ' into
matrix x = Ix1 x2 x3 x4 xs]', the matrix x having the property that it will become
(44) xl = k 1 2 , x2 = k 2 3 , x 3 = k31,
(45) T 2 = Nx'13-1x .
8. C O M P U T E R P R O G R A M
To facilitate the application of the described statistical theory, the ANS21 computer program
was written. The program was written in F O R T R A N IV and its implementation is designed for
the medium E M R 6070 type computer. A detailed description of the program would exceed the
scope of this paper and, therefore, we shall restrict ourselves just to general information about
its function and give an example of its graphical output.
The punch cards with the input data for the ANS2I program are obtained from the processing
of the initial results of the measurements on the individual specimens by means of the A N I S O 10
program. Each punch card contains data on one specimen, i.e. (1) specimen label, (2) mean sus-
ceptibility, (3) measuring error, (4) components of the normalized susceptibility tensor, (5)
co-ordinate system Syfnbol in which the tensor is expressed.
In this connection an explanation is required~ regarding the co-ordinafe systems being used
(ref. also to [4]). The basic computation of the anisotropy of the individual specimen by means
of the A N I S O 10 program is carried out in the co-ordinate system of the specimen, i.e. in the
system the axes of which are parallel with the edges of the specimen if this is of cubic shape. In
order to be able to process the results obtained from the individual specimen simultaneously,
the tensors are expressed in a suitable c o m m o n co-ordinate system, i.e. either the geographic, or,
in some cases, the tectonic system. The axes of the geographic system correspond to the north,
east and vertical directions, and the axes of the tectonic system are identical at each point of the
geological body with the tectonic axes cross. The A N I S O 10 program is capable of punching
cards in all the systems mentioned, however, if the ANS21 program is to be used only the geo-
graphic and tectonic systems are considered.
The ANS21 program reprints the input data, computes the estimate k of the mean normalized
tensor, the estimates V, 0 , ~l, of the covariance matrices, the estimates "~i of the principal sus-
ceptibilities and their standard deviations, the estimates p~ of the principal directions, the angles
of confidence and the regions of confidence of the principal directions. The estimates of the
principal directions are determined by spherical co-ordinates (declination and inclination), and
the regions of confidence by the spherical co-ordinates of the end points of their semi-axes.
A digital output has the disadvantage of not being very illustrative. For this reason the program
also has a graphical output, an example of which is shown in Fig. 2. The principal directions of
the individual specimens (the smaller symbols) and the resulting principal directions (larger
SSV 2 2N
a • • ee
Fig. 2. Example of the graphical output of the ANS21 computer Program: treatment of the
andesite locality in the Stiavnick6 pohorie (Mrs.).
symbols) are plotted in Lambert's equal-area projection, the principal direction corresponding
to the maximum, intermediate and m i n i m u m susceptibilities being indicated by a triangle,
square a n d circle, respectively. The boundaries of the regions of confidence are also plotted;
the end points of the semi-axes of the regions of confidence are marked with small crosses.
The example shown presents the treatment of an andesite locality in the Stiavnick6 p0horie
(Mts.). We intentionally chose an example with highly scattered principal directions of the in-
dividual specimen in order to demonstrate that, even in such difficult cases, assuming a suf-
ficient n u m b e r of specimens is available, acceptably defined principal directions can be obtained.
Since the regions of confidence are relatively large, they only have an approximate character.
The mean direction of the maximum susceptibility agrees with the orientation of the lava flow
structures at this locality, which were determined geologically.
9, CONCLUSION
References