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# CODE DESCRIPTION

The concepts are straightforward and do not require several pages of Greek symbols beyond what you see in my text book. It might be correct to say that these ideas have been around for a generation, but because of their complexity, they have not been embodied in computer code. I feel I have learned how to write this kind of code without getting bogged down and that it is worthwhile for me to sketch it out. I believe this paper article is complete enough for you to see how to reproduce this work, however, additional background is found in the article describing code I developed six months ago for a steep-dip deconvolution project 1993b and the complete code is found on the accompanying CD-ROM.

The first complicating issue is the nonstationarity that I cope with by patching''. I described patching in great detail in two dimensions in Claerbout (1992e). The only new ingredient is the third dimension, and the extension from the two dimensional code given there is so obvious that I do not show the listings of the three utility subroutines: patch3() for chopping things up and reassembling, tent3() for providing a weighting function that is triangle-like with ends at the output of prediction-error filtering, and mkwallwt3() which gives a weighting function necessary for reassembling the subcubes.

Outputs of linear operators are first erased with subroutine adjnull() , rearranged from conjzero() in my book. Convolution without flowing off the ends of data is done in my book with subroutine cinloi() and here in 3-dimensions it is done with subroutine cinloi3() . There is an analogous program cinlof3() for when the adjoint space is the filter instead of the input. Subroutine cinlof3() is omitted here because it differs in only one or two lines from cinloi3() and from cinlof() in my book.

# CINLOI3 -- COnvolution INternal with Lags.  Output is adjoint to INPUT.
#
real	                                     aa(na1,na2,na3), xx(n1,n2,n3)
real	                                                      yy(n1,n2,n3)
integer y1,y2,y3, x1,x2,x3, a1,a2,a3

do a3=1,na3 {  do y3= 1+na3-lag3, n3-lag3+1 {  x3= y3 - a3 + lag3
do a2=1,na2 {  do y2= 1+na2-lag2, n2-lag2+1 {  x2= y2 - a2 + lag2
do a1=1,na1 {  do y1= 1+na1-lag1, n1-lag1+1 {  x1= y1 - a1 + lag1
yy( y1,y2,y3) = yy( y1,y2,y3) + aa( a1,a2,a3) * xx( x1,x2,x3)
else
xx( x1,x2,x3) = xx( x1,x2,x3) + aa( a1,a2,a3) * yy( y1,y2,y3)
}}  }}  }}
return; end


Next I incorporate the idea that when dealing with second order statistics like autocorrelation functions there is no sense of the direction of flow of time. Prediction forward should use the same filter as prediction backward. This is an idea that will seem natural to people who have worked in time-series analysis. I have not established convincingly that this idea is genuinely required in two and three dimensions, but I believe it to be, and I incorporate it in subroutine burg23() .

# Convolve 3-D filter onto forward and backward data.   Dual is filter.
# 	output residual partitioned into normal and backward parts.
#	output residual(,) aligns with data(,) at filter coef aa(lg1,lg2,lg3)
#
real 				            data(n1,n2,n3), aa(a1,a2,a3)
real				          resid( n1,n2,n3,  2)
temporary real 			           back( n1,n2,n3)
do i3= 1, n3 {
do i2= 1, n2 {
do i1= 1, n1 {	back( n1-i1+1, n2-i2+1, n3-i3+1) = data( i1, i2, i3)
}}}
call cinlof3( adj, 1, lg1,lg2,lg3, data,n1,n2,n3, aa,a1,a2,a3, resid         )
call cinlof3( adj, 1, lg1,lg2,lg3, back,n1,n2,n3, aa,a1,a2,a3, resid(1,1,1,2))
return;	end


In three dimensions, the idea is that the same filter should be applicable when all the coordinate axes are simultaneously reversed. Obviously, specialized applications will allow additional restrictions because of symmetry.

The subroutine setfree() sets up the general form of a multidimensional prediction error filter.

# Flag the free coefficients in a 3-D prediction-error filter
#
subroutine setfree( lag1,lag2,lag3, afree, a1,a2,a3, niter)
integer   i1,i2,i3, lag1,lag2,lag3,        a1,a2,a3, niter
real                                afree( a1,a2,a3)
#	Constrain to zero the half-volume before lag3   (usually external)
#	Constrain to zero the half-plane  before lag2
#	Constrain to zero the half-line   before lag1
#	Constrain         the predicted point.
do i1= 1, a1
do i2= 1, a2
do i3= 1, a3
afree(i1,i2,i3) = 1.
do i3=1,min(a3,lag3-1){ do i2=1,a2{ do i1=1,a1{ afree(   i1,  i2,  i3)=0.}}}
do i2=1,min(a2,lag2-1){ do i1=1,a1{             afree(   i1,  i2,lag3)=0.}}
do i1=1,min(a1,lag1-1){                         afree(   i1,lag2,lag3)=0.}
afree (lag1,lag2,lag3)=0.
# force lateral prediction
#do i1=1,a1 { afree(i1,lag2,lag3)=0.0 }

niter = 0
do i1= 1, a1
do i2= 1, a2
do i3= 1, a3
if( afree(i1,i2,i3) > 0.)
niter = niter + 1		# count them
return; end


For more details about this concept, see PVI leading up to page 198. Roughly, the idea is that a prediction-error filter allows nonzero values only on one side of the prediction point, and in three dimensions, one side'' means a halfspace.

The first stage of the least-squares estimation is computing the prediction-error filter by subroutine pef3() using the conjugate-gradient strategy in my book Claerbout (1992b).

# Find prediction-error filter avoiding missing data.
#
subroutine pef3( dfre,data,n1,n2,n3, niter, lag1,lag2,lag3,afre, aa,a1,a2,a3 )
integer                    n1,n2,n3, niter, lag1,lag2,lag3,         a1,a2,a3
real   dfre(n1,n2,n3),data(n1,n2,n3),            afre(a1,a2,a3), aa(a1,a2,a3)
integer	    i1,i2,i3, a123, r123,     iter
temporary real da( a1,a2,a3), dr( n1*n2*n3*2), rr( n1*n2*n3*2), ww( n1*n2*n3*2)
temporary real sa( a1,a2,a3), sr( n1*n2*n3*2), wr( n1*n2*n3*2)
a123 = a1*a2*a3;                r123 = n1*n2*n3*2
call null( rr, r123);   call null( aa, a123);          aa(lag1,lag2,lag3) = 1.
call null( dr, r123);   call null( da, a123);        afre(lag1,lag2,lag3) = 1.
call         burg23 ( 0, 0, lag1,lag2,lag3, dfre,n1,n2,n3, afre,a1,a2,a3, ww )
afre(lag1,lag2,lag3) = 0.
do i1= 1, r123
if( ww(i1) > 0.0) { ww(i1) = 0.0 }    # free data hits free filter.
else              { ww(i1) = 1.0 }
call         burg23 ( 0, 0, lag1,lag2,lag3, data,n1,n2,n3,  aa,a1,a2,a3, rr )
call         diag(    0, 0,                  ww, r123,               rr, wr )
call         scale (    -1.,    r123,                                    wr )
do iter= 0, niter {
call diag(    0, 0,                  ww, r123,               wr, dr )
call burg23 ( 1, 0, lag1,lag2,lag3, data,n1,n2,n3,  da,a1,a2,a3, dr )
do i3= 1, a3
do i2= 1, a2
do i1= 1, a1 {  da(i1,i2,i3) = da(i1,i2,i3) * afre(i1,i2,i3)}
call burg23 ( 0, 0, lag1,lag2,lag3, data,n1,n2,n3,  da,a1,a2,a3, dr )
call diag(    0, 0,                  ww, r123,               dr, dr )
call cgstep( iter,  a123 , aa,da,sa,
r123 , wr,dr,sr )
}
call         burg23 ( 0, 0, lag1,lag2,lag3, data,n1,n2,n3,  aa,a1,a2,a3, rr )
do i3=1,a3  { call snap('aa.H', a1, a2, aa(1,1,i3)) }		# snapshot view
return; end


Subroutine pef3() resembles the two dimensional pef2() in PVI on page 193, but there are some new features. First, it is three-dimensional like moplan3() in SEP-77. Second, it will ignore regression equations that involve missing data values.

To allow the data volume to contain an arbitrary mixture of known and unknown data values, we need a mask volume dfre the size of the data volume with mask values +1.0 where data is missing and 0.0 where data is known. Likewise we make a filter mask afre where nonzero filter coefficients are +1.0 and zero valued filter coefficients are 0.0. Then, near the beginning of subroutine pef3(), these masks are convolved by burg23() as we later plan to convolve the data. Where the mask output is non zero is where residuals in the filter estimation problem should be weighted by zero otherwise the weighting function ww() is set to unity. I have not had time to worry about what happens when too much data is missing so that all weights are zero. I need to think about stabilization or supplementing the data volume by a synthetic training dataset'' or by a prior filter.''

Subroutine pef3() iteratively applies the filter routine burg23() . Notice wherever subroutine burg23() appears, we also see a call to subroutine diag() which is a diagonal matrix multiply to apply a weighting function. An example of a tutorial code with a weighting function is the one-dimensional code for subroutine iner() in PVI. (The code for diag() found in PVI was altered to allow the inputs to overlay the outputs.)

Subroutine miss3() is a three-dimensional example of the one-dimensional subroutine miss1() found in PVI. The three-dimensional subroutine is much like the three-dimensional filter estimation subroutine pef3() .

An open question is how many conjugate gradient iterations are needed in missing data programs. When estimating filters, I set the iteration count niter at the number of free parameters which for a filter is about 25. Theoretically, this gives me the exact solution. The number of free parameters in the missing data estimation, however, could be very large implying impractical compute times for the exact solution. I default the number of iterations for finding missing data to 25. Where gaps are small, they fill much more quickly. Where they are large, this is not enough. I chose the 25 to roughly balance the amount of time I spend computing the PEF with the time using it. I suspect that gaps smaller than 5 points are accurately filled, but at greater distances the filled value is noticeably smaller than the theoretical solution.

In subroutine miss3() I left in place a particular prior filter bb(*,*,*)= .Because it is multiplied by eps=0 it has no effect, but I left it in place as a starting point for further experimentation as will be discussed later in connection with the results.

# Given PEF aa() and known data cube,  find xx = known + missing
#
subroutine miss3( xfre, xx, n1,n2,n3, niter, lag1,lag2,lag3, aa,a1,a2,a3 )
integer            x123,    n1,n2,n3, niter, lag1,lag2,lag3,    a1,a2,a3
integer		            i1,i2,i3,  iter
real     xfre(n1,n2,n3), xx(n1,n2,n3),                       aa(a1,a2,a3),eps
real                                                            bb(1 ,2 ,2 )
integer						                   b1,b2,b3
temporary real	                  rr( n1*n2*n3, 2)
temporary real	   dx( n1,n2,n3), dr( n1*n2*n3, 2)
temporary real	   sx( n1,n2,n3), sr( n1*n2*n3, 2)
eps= 0.0; b1=1; b2=2; b3=2
bb(1,1,1) =   eps;   bb(1,2,1) = -eps
bb(1,1,2) =  -eps;   bb(1,2,2) =  eps
x123= n1 * n2 * n3
call null( dr, 2* x123);    call null( dx, x123)
call null( rr, 2* x123)
call cinloi3( 0,0,lag1,lag2,lag3,aa,a1,a2,a3, xx,n1,n2,n3, rr(1,1))
call cinloi3( 0,0,   1,   1,   1,bb,b1,b2,b3, xx,n1,n2,n3, rr(1,2))
call scale( -1.,                    2 * x123,               rr         )
do iter= 0, niter {
call cinloi3( 1,0,lag1,lag2,lag3,aa,a1,a2,a3, dx,n1,n2,n3, rr(1,1))
call cinloi3( 1,1,   1,   1,   1,bb,b1,b2,b3, dx,n1,n2,n3, rr(1,2))
do i1= 1, n1 {
do i2= 1, n2 {
do i3= 1, n3 {	dx(i1,i2,i3) = dx(i1,i2,i3) * xfre(i1,i2,i3)
}}}
call cinloi3( 0,0,lag1,lag2,lag3,aa,a1,a2,a3, dx,n1,n2,n3, dr(1,1))
call cinloi3( 0,0,   1,   1,   1,bb,b1,b2,b3, dx,n1,n2,n3, dr(1,2))
call cgstep( iter,   x123, xx,dx,sx,
2*x123, rr,dr,sr )
}
return; end


Subroutine room() works on each subvolume. First it finds the PEF and then it uses the PEF to determine the missing data.

# Find 3-D PEF. Use it to find missing data.
#
subroutine room( dfre,data,n1,n2,n3,nitpef,nitmis,lag1,lag2,lag3,afre, a1,a2,a3)
integer                    n1,n2,n3,nitpef,nitmis,lag1,lag2,lag3,      a1,a2,a3
real    dfre(n1,n2,n3), data(n1,n2,n3),                          afre( a1,a2,a3)
temporary real                                                      aa(a1,a2,a3)

call pef3(  dfre,data, n1,n2,n3, nitpef, lag1,lag2,lag3,afre, aa,a1,a2,a3)

call miss3( dfre,data, n1,n2,n3, nitmis, lag1,lag2,lag3,      aa,a1,a2,a3)

return; end


The patching business Claerbout (1992e) handled by subroutine house() is like the other applications of two-dimensional and three-dimensional filters. In most applications, the patching code looks the same, but in subroutine house() there is an additional feature, the mask of the missing data points is also patched.

# house -- chop up house, make nice rooms, and reassemble house.
#
subroutine house(   n1,n2,n3, w1,w2,w3, k1,k2,k3, lag1,lag2,lag3,
afre,a1,a2,a3, nitpef,nitmis, dfre,data,dext)
integer             n1,n2,n3, w1,w2,w3, k1,k2,k3, nitpef,nitmis
integer	    i1,i2,i3,   lag1,lag2,lag3, a1,a2,a3
real   afre(a1,a2,a3), dfre(n1,n2,n3), data(n1,n2,n3), dext(n1,n2,n3)
temporary real windwt(w1,w2,w3), pdfr(w1,w2,w3), pdat(w1,w2,w3)
call    tent3( a1,a2,a3, lag1,lag2,lag3, windwt, w1,w2,w3)
call null(                                                       dext,n1*n2*n3)
do i3= 1, k3 {
do i2= 1, k2 {
do i1= 1, k1 {
call patch3( 0,0, i1,i2,i3, k1,k2,k3, dfre, n1,n2,n3, pdfr, w1,w2,w3)
call patch3( 0,0, i1,i2,i3, k1,k2,k3, data, n1,n2,n3, pdat, w1,w2,w3)
call room(pdfr,pdat,w1,w2,n3,nitpef,nitmis,lag1,lag2,lag3,afre,a1,a2,a3)
call diag( 0, 0, windwt, w1*w2*w3, pdat, pdat )
call patch3( 1,1, i1,i2,i3, k1,k2,k3, dext, n1,n2,n3, pdat, w1,w2,w3)
}}}
call mkwallwt3(k1,k2,k3, windwt, w1,w2,w3, dfre, n1,n2,n3)     # dfre = wallwt
call         diag( 0, 0,   dfre, n1*n2*n3, dext, dext )
return; end


The main program serves to connect the subroutines to our file system. To avoid clutter, The main program makes the mask of unknown data values by assuming that zero valued data is unknown. It adds one part in 10-4 noise to the data to accommodate the deficiencies of the CG algorithm in PVI when faced with all zero data. At the last moment, the main program checks where the output is zero because of the filter not running off the sides of the data. At these locations, the output is replaced by the input.

Next: RESULTS AND BOUNDARY CONDITIONS Up: Claerbout: 3-D missing data Previous: POTENTIAL APPLICATIONS
Stanford Exploration Project
11/16/1997