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A problem arises with partitioned operators.
Here we are fitting observed data to theoretical data
where there are two classes of model parameters
and
.We seek to minimize
the norm of the residual
defined by
| ![\begin{displaymath}
\bold 0 \quad\approx\quad \bold r \quad=\quad
\left[
\alpha ...
..._1/\alpha \\ \bold m_2/\beta
\end{array}\right] \ - \ \bold d\end{displaymath}](img33.gif) |
(9) |
where
and
are arbitrary scaling constants.
The residual is independent of
and
,but when we ``solve" this system using (as we must)
the idea that
,we see the result depends on
and
,namely it contains
and
| ![\begin{displaymath}
\left[
\begin{array}
{l}
\hat \bold m_1/\alpha \\ \hat \b...
...alpha \bold F' \\ \beta \bold B'
\end{array}\right]
\ \bold d\end{displaymath}](img39.gif) |
(10) |
Let us find the best
and
.Inserting the image (10)
into the residual (9)
we get
|  |
(11) |
| (12) |
| (13) |
which defines two vectors
and
.
We find the best scaling factors by
setting to zero the derivative of
with respect to
and
| ![\begin{displaymath}
\bold 0
\quad=\quad
\left[
\begin{array}
{rr}
\bold u'\bold...
...y}
{c}
\bold u'\bold d \\ \bold v'\bold d \end{array} \right]\end{displaymath}](img44.gif) |
(14) |
solving gives
| ![\begin{displaymath}
\left[
\begin{array}
{c}
\alpha^2 \\ \beta^2 \end{array} \...
...y}
{c}
\bold u'\bold d \\ \bold v'\bold d \end{array} \right]\end{displaymath}](img45.gif) |
(15) |
I believe it can be shown that the values
and
are positive.
Recalling that
and
,let us now define
and
so
and
.
In imaging applications we customarily ignore the scaling factor
which is the common part of
and
,namely, the denominator determinant in (15).
We have the proportions
|  |
(16) |
| (17) |
| (18) |
A deeper problem of interest
arises when we seek the best diagonal matrix scaling.
Then we replace
with two diagonal matrices, one before and one after
.Likewise with
and
.We need help finding those four diagonal matrices.
Next: About this document ...
Up: Claerbout: Preconditioning and scalingPreconditioning
Previous: HOW MUCH DAMPING?
Stanford Exploration Project
11/11/1997