def test_SplitBregman(par):
"""Invert denoise problem with SplitBregman
"""
np.random.seed(42)
nx = 3 * par[
'nx'] # need enough samples for TV regularization to be effective
Iop = Identity(nx)
Dop = FirstDerivative(nx, edge=True)
x = np.zeros(nx)
x[:nx // 2] = 10
x[nx // 2:3 * nx // 4] = -5
n = np.random.normal(0, 1, nx)
y = x + n
mu = 0.01
lamda = 0.2
niter_end = 100
niter_in = 3
x0 = np.ones(nx)
xinv, niter = SplitBregman(Iop, [Dop],
y,
niter_end,
niter_in,
mu=mu,
epsRL1s=[lamda],
tol=1e-4,
tau=1,
x0=x0 if par['x0'] else None,
restart=False,
show=False,
**dict(iter_lim=5, damp=1e-3))
assert (np.linalg.norm(x - xinv) / np.linalg.norm(x)) < 1e-1
def PrestackInversion(data,
theta,
wav,
m0=None,
linearization='akirich',
explicit=False,
simultaneous=False,
epsI=None,
epsR=None,
dottest=False,
returnres=False,
epsRL1=None,
kind='centered',
**kwargs_solver):
r"""Pre-stack linearized seismic inversion.
Invert pre-stack seismic operator to retrieve a set of elastic property
profiles from band-limited seismic pre-stack data (i.e., angle gathers).
Depending on the choice of input parameters, inversion can be
trace-by-trace with explicit operator or global with either
explicit or linear operator.
Parameters
----------
data : :obj:`np.ndarray`
Band-limited seismic post-stack data of size
:math:`[(n_{lins} \times) n_{t0} \times n_{\theta} (\times n_x \times n_y)]`
theta : :obj:`np.ndarray`
Incident angles in degrees
wav : :obj:`np.ndarray`
Wavelet in time domain (must had odd number of elements
and centered to zero)
m0 : :obj:`np.ndarray`, optional
Background model of size :math:`[n_{t0} \times n_{m}
(\times n_x \times n_y)]`
linearization : :obj:`str` or :obj:`list`, optional
choice of linearization, ``akirich``: Aki-Richards, ``fatti``: Fatti
``PS``: PS or a combination of them (required only when ``m0``
is ``None``).
explicit : :obj:`bool`, optional
Create a chained linear operator (``False``, preferred for large data)
or a ``MatrixMult`` linear operator with dense matrix
(``True``, preferred for small data)
simultaneous : :obj:`bool`, optional
Simultaneously invert entire data (``True``) or invert
trace-by-trace (``False``) when using ``explicit`` operator
(note that the entire data is always inverted when working
with linear operator)
epsI : :obj:`float` or :obj:`list`, optional
Damping factor(s) for Tikhonov regularization term. If a list of
:math:`n_{m}` elements is provided, the regularization term will have
different strenght for each elastic property
epsR : :obj:`float`, optional
Damping factor for additional Laplacian regularization term
dottest : :obj:`bool`, optional
Apply dot-test
returnres : :obj:`bool`, optional
Return residuals
epsRL1 : :obj:`float`, optional
Damping factor for additional blockiness regularization term
kind : :obj:`str`, optional
Derivative kind (``forward`` or ``centered``).
**kwargs_solver
Arbitrary keyword arguments for :py:func:`scipy.linalg.lstsq`
solver (if ``explicit=True`` and ``epsR=None``)
or :py:func:`scipy.sparse.linalg.lsqr` solver (if ``explicit=False``
and/or ``epsR`` is not ``None``))
Returns
-------
minv : :obj:`np.ndarray`
Inverted model of size :math:`[n_{t0} \times n_{m}
(\times n_x \times n_y)]`
datar : :obj:`np.ndarray`
Residual data (i.e., data - background data) of
size :math:`[n_{t0} \times n_{\theta} (\times n_x \times n_y)]`
Notes
-----
The different choices of cost functions and solvers used in the
seismic pre-stack inversion module follow the same convention of the
seismic post-stack inversion module.
Refer to :py:func:`pylops.avo.poststack.PoststackInversion` for
more details.
"""
ncp = get_array_module(data)
# find out dimensions
if m0 is None and linearization is None:
raise NotImplementedError('either m0 or linearization '
'must be provided')
elif m0 is None:
if isinstance(linearization, str):
nm = _linearizations[linearization]
else:
nm = _linearizations[linearization[0]]
else:
nm = m0.shape[1]
data_shape = data.shape
data_ndim = data.ndim
n_lins = 1
multi = 0
if not isinstance(linearization, str):
n_lins = data_shape[0]
data_shape = data_shape[1:]
data_ndim -= 1
multi = 1
if data_ndim == 2:
dims = 1
nt0, ntheta = data_shape
nspat = None
nspatprod = nx = 1
elif data_ndim == 3:
dims = 2
nt0, ntheta, nx = data_shape
nspat = (nx, )
nspatprod = nx
else:
dims = 3
nt0, ntheta, nx, ny = data_shape
nspat = (nx, ny)
nspatprod = nx * ny
data = data.reshape(nt0, ntheta, nspatprod)
# check if background model and data have same shape
if m0 is not None:
if nt0 != m0.shape[0] or\
(dims >= 2 and nx != m0.shape[2]) or\
(dims == 3 and ny != m0.shape[3]):
raise ValueError('data and m0 must have same time and space axes')
# create operator
if isinstance(linearization, str):
# single operator
PPop = PrestackLinearModelling(wav,
theta,
nt0=nt0,
spatdims=nspat,
linearization=linearization,
explicit=explicit,
kind=kind)
else:
# multiple operators
if not isinstance(wav, (list, tuple)):
wav = [
wav,
] * n_lins
PPop = [
PrestackLinearModelling(w,
theta,
nt0=nt0,
spatdims=nspat,
linearization=lin,
explicit=explicit)
for w, lin in zip(wav, linearization)
]
if explicit:
PPop = MatrixMult(np.vstack([Op.A for Op in PPop]),
dims=nspat,
dtype=PPop[0].A.dtype)
else:
PPop = VStack(PPop)
if dottest:
Dottest(PPop,
n_lins * nt0 * ntheta * nspatprod,
nt0 * nm * nspatprod,
raiseerror=True,
verb=True,
backend=get_module_name(ncp))
# swap axes for explicit operator
if explicit:
data = data.swapaxes(0 + multi, 1 + multi)
if m0 is not None:
m0 = m0.swapaxes(0, 1)
# invert model
if epsR is None:
# create and remove background data from original data
datar = data.flatten() if m0 is None else \
data.flatten() - PPop * m0.flatten()
# inversion without spatial regularization
if explicit:
if epsI is None and not simultaneous:
# solve unregularized equations indipendently trace-by-trace
minv = \
get_lstsq(data)(PPop.A,
datar.reshape(n_lins*nt0*ntheta, nspatprod).squeeze(),
**kwargs_solver)[0]
elif epsI is None and simultaneous:
# solve unregularized equations simultaneously
if ncp == np:
minv = lsqr(PPop, datar, **kwargs_solver)[0]
else:
minv = cgls(PPop,
datar,
x0=ncp.zeros(int(PPop.shape[1]), PPop.dtype),
**kwargs_solver)[0]
elif epsI is not None:
# create regularized normal equations
PP = ncp.dot(PPop.A.T, PPop.A) + \
epsI * ncp.eye(nt0*nm, dtype=PPop.A.dtype)
datarn = np.dot(PPop.A.T,
datar.reshape(nt0 * ntheta, nspatprod))
if not simultaneous:
# solve regularized normal eqs. trace-by-trace
minv = get_lstsq(data)(PP, datarn, **kwargs_solver)[0]
else:
# solve regularized normal equations simultaneously
PPop_reg = MatrixMult(PP, dims=nspatprod)
if ncp == np:
minv = lsqr(PPop_reg, datarn.ravel(),
**kwargs_solver)[0]
else:
minv = cgls(PPop_reg,
datarn.ravel(),
x0=ncp.zeros(int(PPop_reg.shape[1]),
PPop_reg.dtype),
**kwargs_solver)[0]
#else:
# # create regularized normal eqs. and solve them simultaneously
# PP = np.dot(PPop.A.T, PPop.A) + epsI * np.eye(nt0*nm)
# datarn = PPop.A.T * datar.reshape(nt0*ntheta, nspatprod)
# PPop_reg = MatrixMult(PP, dims=ntheta*nspatprod)
# minv = lstsq(PPop_reg, datarn.flatten(), **kwargs_solver)[0]
else:
# solve unregularized normal equations simultaneously with lop
if ncp == np:
minv = lsqr(PPop, datar, **kwargs_solver)[0]
else:
minv = cgls(PPop,
datar,
x0=ncp.zeros(int(PPop.shape[1]), PPop.dtype),
**kwargs_solver)[0]
else:
# Create Thicknov regularization
if epsI is not None:
if isinstance(epsI, (list, tuple)):
if len(epsI) != nm:
raise ValueError('epsI must be a scalar or a list of'
'size nm')
RegI = Diagonal(np.array(epsI),
dims=(nt0, nm, nspatprod),
dir=1)
else:
RegI = epsI * Identity(nt0 * nm * nspatprod)
if epsRL1 is None:
# L2 inversion with spatial regularization
if dims == 1:
Regop = SecondDerivative(nt0 * nm,
dtype=PPop.dtype,
dims=(nt0, nm))
elif dims == 2:
Regop = Laplacian((nt0, nm, nx), dirs=(0, 2), dtype=PPop.dtype)
else:
Regop = Laplacian((nt0, nm, nx, ny),
dirs=(2, 3),
dtype=PPop.dtype)
if epsI is None:
Regop = (Regop, )
epsR = (epsR, )
else:
Regop = (Regop, RegI)
epsR = (epsR, 1)
minv = \
RegularizedInversion(PPop, Regop, data.ravel(),
x0=m0.flatten() if m0 is not None
else None, epsRs=epsR,
returninfo=False, **kwargs_solver)
else:
# Blockiness-promoting inversion with spatial regularization
if dims == 1:
RegL1op = FirstDerivative(nt0 * nm, dtype=PPop.dtype)
RegL2op = None
elif dims == 2:
RegL1op = FirstDerivative(nt0 * nx * nm,
dims=(nt0, nm, nx),
dir=0,
dtype=PPop.dtype)
RegL2op = SecondDerivative(nt0 * nx * nm,
dims=(nt0, nm, nx),
dir=2,
dtype=PPop.dtype)
else:
RegL1op = FirstDerivative(nt0 * nx * ny * nm,
dims=(nt0, nm, nx, ny),
dir=0,
dtype=PPop.dtype)
RegL2op = Laplacian((nt0, nm, nx, ny),
dirs=(2, 3),
dtype=PPop.dtype)
if dims == 1:
if epsI is not None:
RegL2op = (RegI, )
epsR = (1, )
else:
if epsI is None:
RegL2op = (RegL2op, )
epsR = (epsR, )
else:
RegL2op = (RegL2op, RegI)
epsR = (epsR, 1)
epsRL1 = (epsRL1, )
if 'mu' in kwargs_solver.keys():
mu = kwargs_solver['mu']
kwargs_solver.pop('mu')
else:
mu = 1.
if 'niter_outer' in kwargs_solver.keys():
niter_outer = kwargs_solver['niter_outer']
kwargs_solver.pop('niter_outer')
else:
niter_outer = 3
if 'niter_inner' in kwargs_solver.keys():
niter_inner = kwargs_solver['niter_inner']
kwargs_solver.pop('niter_inner')
else:
niter_inner = 5
minv = SplitBregman(PPop, (RegL1op, ),
data.ravel(),
RegsL2=RegL2op,
epsRL1s=epsRL1,
epsRL2s=epsR,
mu=mu,
niter_outer=niter_outer,
niter_inner=niter_inner,
x0=None if m0 is None else m0.flatten(),
**kwargs_solver)[0]
# compute residual
if returnres:
if epsR is None:
datar -= PPop * minv.ravel()
else:
datar = data.ravel() - PPop * minv.ravel()
# re-swap axes for explicit operator
if explicit:
if m0 is not None:
m0 = m0.swapaxes(0, 1)
# reshape inverted model and residual data
if dims == 1:
if explicit:
minv = minv.reshape(nm, nt0).swapaxes(0, 1)
if returnres:
datar = datar.reshape(n_lins, ntheta, nt0).squeeze().swapaxes(
0 + multi, 1 + multi)
else:
minv = minv.reshape(nt0, nm)
if returnres:
datar = datar.reshape(n_lins, nt0, ntheta).squeeze()
elif dims == 2:
if explicit:
minv = minv.reshape(nm, nt0, nx).swapaxes(0, 1)
if returnres:
datar = datar.reshape(n_lins, ntheta, nt0,
nx).squeeze().swapaxes(
0 + multi, 1 + multi)
else:
minv = minv.reshape(nt0, nm, nx)
if returnres:
datar = datar.reshape(n_lins, nt0, ntheta, nx).squeeze()
else:
if explicit:
minv = minv.reshape(nm, nt0, nx, ny).swapaxes(0, 1)
if returnres:
datar = datar.reshape(n_lins, ntheta, nt0, nx,
ny).squeeze().swapaxes(
0 + multi, 1 + multi)
else:
minv = minv.reshape(nt0, nm, nx, ny)
if returnres:
datar = datar.reshape(n_lins, nt0, ntheta, nx, ny).squeeze()
if m0 is not None and epsR is None:
minv = minv + m0
if returnres:
return minv, datar
else:
return minv
def PoststackInversion(data,
wav,
m0=None,
explicit=False,
simultaneous=False,
epsI=None,
epsR=None,
dottest=False,
epsRL1=None,
**kwargs_solver):
r"""Post-stack linearized seismic inversion.
Invert post-stack seismic operator to retrieve an elastic parameter of
choice from band-limited seismic post-stack data.
Depending on the choice of input parameters, inversion can be
trace-by-trace with explicit operator or global with either
explicit or linear operator.
Parameters
----------
data : :obj:`np.ndarray`
Band-limited seismic post-stack data of size
:math:`[n_{t0} (\times n_x \times n_y)]`
wav : :obj:`np.ndarray`
Wavelet in time domain (must have odd number of elements
and centered to zero). If 1d, assume stationary wavelet for the entire
time axis. If 2d of size :math:`[n_{t0} \times n_h]` use as
non-stationary wavelet
m0 : :obj:`np.ndarray`, optional
Background model of size :math:`[n_{t0} (\times n_x \times n_y)]`
explicit : :obj:`bool`, optional
Create a chained linear operator (``False``, preferred for large data)
or a ``MatrixMult`` linear operator with dense matrix
(``True``, preferred for small data)
simultaneous : :obj:`bool`, optional
Simultaneously invert entire data (``True``) or invert
trace-by-trace (``False``) when using ``explicit`` operator
(note that the entire data is always inverted when working
with linear operator)
epsI : :obj:`float`, optional
Damping factor for Tikhonov regularization term
epsR : :obj:`float`, optional
Damping factor for additional Laplacian regularization term
dottest : :obj:`bool`, optional
Apply dot-test
epsRL1 : :obj:`float`, optional
Damping factor for additional blockiness regularization term
**kwargs_solver
Arbitrary keyword arguments for :py:func:`scipy.linalg.lstsq`
solver (if ``explicit=True`` and ``epsR=None``)
or :py:func:`scipy.sparse.linalg.lsqr` solver (if ``explicit=False``
and/or ``epsR`` is not ``None``)
Returns
-------
minv : :obj:`np.ndarray`
Inverted model of size :math:`[n_{t0} (\times n_x \times n_y)]`
datar : :obj:`np.ndarray`
Residual data (i.e., data - background data) of
size :math:`[n_{t0} (\times n_x \times n_y)]`
Notes
-----
The cost function and solver used in the seismic post-stack inversion
module depends on the choice of ``explicit``, ``simultaneous``, ``epsI``,
and ``epsR`` parameters:
* ``explicit=True``, ``epsI=None`` and ``epsR=None``: the explicit
solver :py:func:`scipy.linalg.lstsq` is used if ``simultaneous=False``
(or the iterative solver :py:func:`scipy.sparse.linalg.lsqr` is used
if ``simultaneous=True``)
* ``explicit=True`` with ``epsI`` and ``epsR=None``: the regularized
normal equations :math:`\mathbf{W}^T\mathbf{d} = (\mathbf{W}^T
\mathbf{W} + \epsilon_I^2 \mathbf{I}) \mathbf{AI}` are instead fed
into the :py:func:`scipy.linalg.lstsq` solver if ``simultaneous=False``
(or the iterative solver :py:func:`scipy.sparse.linalg.lsqr`
if ``simultaneous=True``)
* ``explicit=False`` and ``epsR=None``: the iterative solver
:py:func:`scipy.sparse.linalg.lsqr` is used
* ``explicit=False`` with ``epsR`` and ``epsRL1=None``: the iterative
solver :py:func:`pylops.optimization.leastsquares.RegularizedInversion`
is used to solve the spatially regularized problem.
* ``explicit=False`` with ``epsR`` and ``epsRL1``: the iterative
solver :py:func:`pylops.optimization.sparsity.SplitBregman`
is used to solve the blockiness-promoting (in vertical direction)
and spatially regularized (in additional horizontal directions) problem.
Note that the convergence of iterative solvers such as
:py:func:`scipy.sparse.linalg.lsqr` can be very slow for this type of
operator. It is suggested to take a two steps approach with first a
trace-by-trace inversion using the explicit operator, followed by a
regularized global inversion using the outcome of the previous
inversion as initial guess.
"""
ncp = get_array_module(wav)
# check if background model and data have same shape
if m0 is not None and data.shape != m0.shape:
raise ValueError('data and m0 must have same shape')
# find out dimensions
if data.ndim == 1:
dims = 1
nt0 = data.size
nspat = None
nspatprod = nx = 1
elif data.ndim == 2:
dims = 2
nt0, nx = data.shape
nspat = (nx, )
nspatprod = nx
else:
dims = 3
nt0, nx, ny = data.shape
nspat = (nx, ny)
nspatprod = nx * ny
data = data.reshape(nt0, nspatprod)
# create operator
PPop = PoststackLinearModelling(wav,
nt0=nt0,
spatdims=nspat,
explicit=explicit)
if dottest:
Dottest(PPop,
nt0 * nspatprod,
nt0 * nspatprod,
raiseerror=True,
backend=get_module_name(ncp),
verb=True)
# create and remove background data from original data
datar = data.flatten() if m0 is None else \
data.flatten() - PPop * m0.flatten()
# invert model
if epsR is None:
# inversion without spatial regularization
if explicit:
if epsI is None and not simultaneous:
# solve unregularized equations indipendently trace-by-trace
minv = \
get_lstsq(data)(PPop.A, datar.reshape(nt0, nspatprod).squeeze(),
**kwargs_solver)[0]
elif epsI is None and simultaneous:
# solve unregularized equations simultaneously
if ncp == np:
minv = lsqr(PPop, datar, **kwargs_solver)[0]
else:
minv = \
cgls(PPop, datar,
x0=ncp.zeros(int(PPop.shape[1]), PPop.dtype),
**kwargs_solver)[0]
elif epsI is not None:
# create regularized normal equations
PP = ncp.dot(PPop.A.T, PPop.A) + \
epsI * ncp.eye(nt0, dtype=PPop.A.dtype)
datarn = ncp.dot(PPop.A.T, datar.reshape(nt0, nspatprod))
if not simultaneous:
# solve regularized normal eqs. trace-by-trace
minv = get_lstsq(data)(PP, datarn, **kwargs_solver)[0]
else:
# solve regularized normal equations simultaneously
PPop_reg = MatrixMult(PP, dims=nspatprod)
if ncp == np:
minv = lsqr(PPop_reg, datar.ravel(),
**kwargs_solver)[0]
else:
minv = cgls(PPop_reg,
datar.ravel(),
x0=ncp.zeros(int(PPop_reg.shape[1]),
PPop_reg.dtype),
**kwargs_solver)[0]
else:
# create regularized normal eqs. and solve them simultaneously
PP = ncp.dot(PPop.A.T, PPop.A) + \
epsI * ncp.eye(nt0, dtype=PPop.A.dtype)
datarn = PPop.A.T * datar.reshape(nt0, nspatprod)
PPop_reg = MatrixMult(PP, dims=nspatprod)
minv = \
get_lstsq(data)(PPop_reg.A, datarn.flatten(),
**kwargs_solver)[0]
else:
# solve unregularized normal equations simultaneously with lop
if ncp == np:
minv = lsqr(PPop, datar, **kwargs_solver)[0]
else:
minv = \
cgls(PPop, datar,
x0=ncp.zeros(int(PPop.shape[1]), PPop.dtype),
**kwargs_solver)[0]
else:
if epsRL1 is None:
# L2 inversion with spatial regularization
if dims == 1:
Regop = SecondDerivative(nt0, dtype=PPop.dtype)
elif dims == 2:
Regop = Laplacian((nt0, nx), dtype=PPop.dtype)
else:
Regop = Laplacian((nt0, nx, ny), dirs=(1, 2), dtype=PPop.dtype)
minv = RegularizedInversion(
PPop, [Regop],
data.flatten(),
x0=None if m0 is None else m0.flatten(),
epsRs=[epsR],
returninfo=False,
**kwargs_solver)
else:
# Blockiness-promoting inversion with spatial regularization
if dims == 1:
RegL1op = FirstDerivative(nt0,
kind='forward',
dtype=PPop.dtype)
RegL2op = None
elif dims == 2:
RegL1op = FirstDerivative(nt0 * nx,
dims=(nt0, nx),
dir=0,
kind='forward',
dtype=PPop.dtype)
RegL2op = SecondDerivative(nt0 * nx,
dims=(nt0, nx),
dir=1,
dtype=PPop.dtype)
else:
RegL1op = FirstDerivative(nt0 * nx * ny,
dims=(nt0, nx, ny),
dir=0,
kind='forward',
dtype=PPop.dtype)
RegL2op = Laplacian((nt0, nx, ny),
dirs=(1, 2),
dtype=PPop.dtype)
if 'mu' in kwargs_solver.keys():
mu = kwargs_solver['mu']
kwargs_solver.pop('mu')
else:
mu = 1.
if 'niter_outer' in kwargs_solver.keys():
niter_outer = kwargs_solver['niter_outer']
kwargs_solver.pop('niter_outer')
else:
niter_outer = 3
if 'niter_inner' in kwargs_solver.keys():
niter_inner = kwargs_solver['niter_inner']
kwargs_solver.pop('niter_inner')
else:
niter_inner = 5
if not isinstance(epsRL1, (list, tuple)):
epsRL1 = list([epsRL1])
if not isinstance(epsR, (list, tuple)):
epsR = list([epsR])
minv = SplitBregman(PPop, [RegL1op],
data.ravel(),
RegsL2=[RegL2op],
epsRL1s=epsRL1,
epsRL2s=epsR,
mu=mu,
niter_outer=niter_outer,
niter_inner=niter_inner,
x0=None if m0 is None else m0.flatten(),
**kwargs_solver)[0]
# compute residual
if epsR is None:
datar -= PPop * minv.ravel()
else:
datar = data.ravel() - PPop * minv.ravel()
# reshape inverted model and residual data
if dims == 1:
minv = minv.squeeze()
datar = datar.squeeze()
elif dims == 2:
minv = minv.reshape(nt0, nx)
datar = datar.reshape(nt0, nx)
else:
minv = minv.reshape(nt0, nx, ny)
datar = datar.reshape(nt0, nx, ny)
if m0 is not None and epsR is None:
minv = minv + m0
return minv, datar