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A fast butterfly algorithm for the hyperbolic Radon transform Jingwei Hu*, Sergey Fomel, The University of Texas at Austin, Laurent Demanet, Massachusetts Institute of Technol- ogy, and Lexing Ying, The University of Texas at Austin SUMMARY We introduce a fast butterfly algorithm for the hyperbolic Radon transform commonly used in seismic data processing. For two-dimensional data, the algorithm runs in complexity O(N 2 log N), where N is representative of the number of points in either dimension of data space or model space. Using a se- ries of examples, we show that the proposed algorithm is sig- nificantly more efficient than conventional integration. INTRODUCTION In seismic data processing, the Radon transform (RT) (Radon, 1917) is a set of line integrals that maps mixed and overlap- ping events in seismic gathers to a new transformed domain where they can be separated (Gardner and Lu, 1991). The line integrals can follow different curves; straight lines (linear RT or slant stack), parabolas (parabolic RT), or hyperbolas (hyper- bolic RT or velocity stack) are most commonly used. A ma- jor difference between these transforms is that the former two are time-invariant whereas the latter is time-variant. When the curves are time-invariant, the transform can be performed effi- ciently in the frequency domain by the Fourier transform shift theorem. On the contrary, the hyperbolic Radon transform has to be computed in the time domain, which is not feasible in general due to the large size of seismic data. Nevertheless, the hyperbolic transform is often preferred as it better matches the true seismic events. Based on the special properties of the Radon operator, many approaches were proposed to speed up the computation in the time domain (Thorson and Claerbout, 1985; Sacchi, 1996; Cary, 1998; Trad et al., 2002). In this work, we construct a fast butterfly algorithm to effi- ciently evaluate the hyperbolic Radon transform. As opposed to the conventional, expensive velocity scan (i.e., direct inte- gration + interpolation), our method provides an accurate ap- proximation in only O(N 2 log N) operations for 2D data. Here N depends only on the range of the parameters and can often be chosen small compared to the problem size. The adjoint of the hyperbolic transform can be implemented similarly with- out extra difficulty. The Radon transform has been widely used to separate and attenuate multiple reflections (Hampson, 1986; Yilmaz, 1989; Foster and Mosher, 1992; Herrmann et al., 2000; Moore and Kostov, 2002; Hargreaves et al., 2003; Trad, 2003). By in- troducing the fast solver, our hope is to improve the inversion process either iteratively or directly. The rest of the paper is organized as follows. We first intro- duce the low-rank approximation and the butterfly structure; then using these building elements, we construct our fast algo- rithm. Numerical examples of both synthetic and field data are presented next to illustrate the accuracy and efficiency of the proposed algorithm. ALGORITHM Assume d(t , h) is a function in the data domain, then a hyper- bolic Radon transform R maps d to function (Rd)(τ , p) in the model domain (Thorson and Claerbout, 1985), (Rd)(τ , p)= Z d( q τ 2 + p 2 h 2 , h) dh. (1) Here t is the time, h is the offset, τ is the intercept, and p is the slowness. Fixing (τ , p), the hyperbola t = p τ 2 + p 2 h 2 describes the traveltime for the event; hence integration along these curves can be used to identify different reflections. We adopt a different point of view to construct the algorithm by reformulating the transform (1) as a double integral, (Rd)(τ , p)= ZZ ˆ d(ω , h)e 2π iω τ 2 +p 2 h 2 dω dh, (2) where ˆ d(ω , h) is the Fourier transform of d(t , h) in the t vari- able. Discretizing (2) in the (ω , h) domain, one obtains (Rd)(τ , p)= X ω,h e 2π iω τ 2 +p 2 h 2 ˆ d(ω , h). (3) For simplicity, we first perform a linear transformation to map (τ , p) to x =(x 1 , x 2 ) X =[0, 1] 2 , and (ω , h) to k =(k 1 , k 2 ) K =[0, 1] 2 : τ =(τ max - τ min )x 1 + τ min , p =( p max - p min )x 2 + p min ; ω =(ω max - ω min )k 1 + ω min , h =(h max - h min )k 2 + h min . If we define input (source) f (k)= ˆ d(ω (k 1 ), h(k 2 )), out- put (target) u(x)=(Rd)(τ (x 1 ), p(x 2 )), and the phase function Φ(x, k)= ω (k 1 ) p τ (x 1 ) 2 + p(x 2 ) 2 h(k 2 ) 2 , then (3) becomes u(x)= X kK e 2π iΦ(x,k) f (k), x X , (4) which falls into the general discretized form of Fourier inte- gral operators. Our algorithm for computing the summation in equation (4) follows that of Cand` es et al. (2009). Readers are referred there for detailed mathematical exposition. Low-rank approximations The magnitude of the phase Φ(x, k) determines the degree of oscillation of the kernel e 2π iΦ(x,k) . Let N be an integer power of two, which is on the order of the maximum of |Φ(x, k)| for x X and k K. The exact choice of N depends on the desired efficiency and accuracy of the algorithm, and several examples will be given in the numerical results. The design of the fast algorithm relies on the key observation that this kernel, properly restricted to subdomains of x and k, admits accurate and low-rank separated approximations; i.e., if A and B are two
Transcript
Page 1: A fast butterfly algorithm for the hyperbolic Radon transform …math.mit.edu/icg/papers/hyp-rad-seg.pdf · 2012. 7. 18. · Jingwei Hu*, Sergey Fomel, The University of Texas at

A fast butterfly algorithm for the hyperbolic Radon transformJingwei Hu*, Sergey Fomel, The University of Texas at Austin, Laurent Demanet, Massachusetts Institute of Technol-ogy, and Lexing Ying, The University of Texas at Austin

SUMMARY

We introduce a fast butterfly algorithm for the hyperbolicRadon transform commonly used in seismic data processing.For two-dimensional data, the algorithm runs in complexityO(N2 logN), where N is representative of the number of pointsin either dimension of data space or model space. Using a se-ries of examples, we show that the proposed algorithm is sig-nificantly more efficient than conventional integration.

INTRODUCTION

In seismic data processing, the Radon transform (RT) (Radon,1917) is a set of line integrals that maps mixed and overlap-ping events in seismic gathers to a new transformed domainwhere they can be separated (Gardner and Lu, 1991). The lineintegrals can follow different curves; straight lines (linear RTor slant stack), parabolas (parabolic RT), or hyperbolas (hyper-bolic RT or velocity stack) are most commonly used. A ma-jor difference between these transforms is that the former twoare time-invariant whereas the latter is time-variant. When thecurves are time-invariant, the transform can be performed effi-ciently in the frequency domain by the Fourier transform shifttheorem. On the contrary, the hyperbolic Radon transform hasto be computed in the time domain, which is not feasible ingeneral due to the large size of seismic data. Nevertheless,the hyperbolic transform is often preferred as it better matchesthe true seismic events. Based on the special properties of theRadon operator, many approaches were proposed to speed upthe computation in the time domain (Thorson and Claerbout,1985; Sacchi, 1996; Cary, 1998; Trad et al., 2002).

In this work, we construct a fast butterfly algorithm to effi-ciently evaluate the hyperbolic Radon transform. As opposedto the conventional, expensive velocity scan (i.e., direct inte-gration + interpolation), our method provides an accurate ap-proximation in only O(N2 logN) operations for 2D data. HereN depends only on the range of the parameters and can oftenbe chosen small compared to the problem size. The adjoint ofthe hyperbolic transform can be implemented similarly with-out extra difficulty.

The Radon transform has been widely used to separate andattenuate multiple reflections (Hampson, 1986; Yilmaz, 1989;Foster and Mosher, 1992; Herrmann et al., 2000; Moore andKostov, 2002; Hargreaves et al., 2003; Trad, 2003). By in-troducing the fast solver, our hope is to improve the inversionprocess either iteratively or directly.

The rest of the paper is organized as follows. We first intro-duce the low-rank approximation and the butterfly structure;then using these building elements, we construct our fast algo-rithm. Numerical examples of both synthetic and field data are

presented next to illustrate the accuracy and efficiency of theproposed algorithm.

ALGORITHM

Assume d(t,h) is a function in the data domain, then a hyper-bolic Radon transform R maps d to function (Rd)(τ, p) in themodel domain (Thorson and Claerbout, 1985),

(Rd)(τ, p) =∫

d(√

τ2 + p2h2,h)dh. (1)

Here t is the time, h is the offset, τ is the intercept, and pis the slowness. Fixing (τ, p), the hyperbola t =

√τ2 + p2h2

describes the traveltime for the event; hence integration alongthese curves can be used to identify different reflections.

We adopt a different point of view to construct the algorithmby reformulating the transform (1) as a double integral,

(Rd)(τ, p) =∫∫

d(ω,h)e2πiω√

τ2+p2h2dω dh, (2)

where d(ω,h) is the Fourier transform of d(t,h) in the t vari-able. Discretizing (2) in the (ω,h) domain, one obtains

(Rd)(τ, p) =∑ω,h

e2πiω√

τ2+p2h2d(ω,h). (3)

For simplicity, we first perform a linear transformation to map(τ, p) to x = (x1,x2) ∈ X = [0,1]2, and (ω,h) to k = (k1,k2) ∈K = [0,1]2: τ = (τmax−τmin)x1+τmin, p= (pmax− pmin)x2+pmin; ω = (ωmax −ωmin)k1 + ωmin, h = (hmax − hmin)k2 +hmin. If we define input (source) f (k) = d(ω(k1),h(k2)), out-put (target) u(x) = (Rd)(τ(x1), p(x2)), and the phase functionΦ(x,k) = ω(k1)

√τ(x1)2 + p(x2)2h(k2)2, then (3) becomes

u(x) =∑k∈K

e2πiΦ(x,k) f (k), x ∈ X , (4)

which falls into the general discretized form of Fourier inte-gral operators. Our algorithm for computing the summation inequation (4) follows that of Candes et al. (2009). Readers arereferred there for detailed mathematical exposition.

Low-rank approximations

The magnitude of the phase Φ(x,k) determines the degree ofoscillation of the kernel e2πiΦ(x,k). Let N be an integer powerof two, which is on the order of the maximum of |Φ(x,k)|for x ∈ X and k ∈ K. The exact choice of N depends on thedesired efficiency and accuracy of the algorithm, and severalexamples will be given in the numerical results. The design ofthe fast algorithm relies on the key observation that this kernel,properly restricted to subdomains of x and k, admits accurateand low-rank separated approximations; i.e., if A and B are two

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Fast Radon Transform

square boxes in X and K, with sidelengths w(A), w(B) obeyingw(A)w(B)≤ 1/N, then

e2πiΦ(x,k) ≈rε∑

t=1

αABt (x)β AB

t (k), x ∈ A, k ∈ B,

where the number rε of expansions is independent of N forfixed error ε . Furthermore, it is shown that this low-rank ap-proximation can be constructed by a tensor-product Cheby-shev interpolation of e2πiΦ(x,k) in the x variable when w(A)≤1/√

N and in the k variable when w(B)≤ 1/√

N. Specifically,when w(B)≤ 1/

√N, αAB

t and β ABt are given by

αABt (x) = e2πiΦ(x,kB

t ), (5)

βABt (k) = e−2πiΦ(x0(A),kB

t )LBt (k)e

2πiΦ(x0(A),k); (6)

when w(A)≤ 1/√

N, αABt and β AB

t are given by

αABt (x) = e2πiΦ(x,k0(B))LA

t (x)e−2πiΦ(xA

t ,k0(B)), (7)

βABt (k) = e2πiΦ(xA

t ,k). (8)

Here x0(A) and k0(B) denote the center of the boxes A and B.LB

t (k) is the 2D Lagrange interpolation on the Chebyshev gridkB

t :

LBt (k) =

qk1−1∏s1=0,s1 6=t1

k1− kBs1

kBt1 − kB

s1

qk2−1∏s2=0,s2 6=t2

k2− kBs2

kBt2 − kB

s2

,

with kBt = {(kB

t1 ,kBt2) | k0(B) +w(B)(zi1 ,zi2), 0 ≤ i1 ≤ qk1 −

1, 0 ≤ i2 ≤ qk2 − 1, rε = qk1 qk2}, and zi =12 cos( iπ

q−1 ) is the1D Chebyshev grid of order q on [−1/2,1/2]. LA

t (x) and xAt

are defined accordingly.

Butterfly structure

To realize the above idea, the butterfly algorithm (Michielssenand Boag, 1996; O’Neil and Rokhlin, 2007) turns out to be anappropriate tool. The main data structure underlying the al-gorithm is a pair of dyadic trees TX and TK . The tree TX hasX = [0,1]2 as its root box (level 0) and is built by recursive,dyadic partitioning of X until level L = logN, where the finestboxes are of sidelength 1/N. The tree TK is built similarly butin the opposite direction. Figure 1 shows such a partition forN = 4. A crucial property of this structure is that at arbitrarylevel l, the sidelengths of a box A in TX and a box B in TKalways satisfy w(A)w(B) = 1/N. Thus, a low-rank approxi-mation of the kernel e2πiΦ(x,k) is available.

Fast butterfly algorithm

Our goal is to approximate the partial sum generated by thesources k inside any fixed box B: uB(x) :=

∑k∈B e2πiΦ(x,k) f (k).

1. Initialization. At level l = 0, let A be the root box of TX . Foreach leaf box B ∈ TK , equations (5, 6) are valid since w(B) ≤1/√

N. Then for x ∈ A, uB(x) ≈∑rε

t=1 e2πiΦ(x,kBt )δ AB

t , whereδ AB

t :=∑

k∈B β ABt (k) f (k) is given by

δABt = e−2πiΦ(x0(A),kB

t )∑k∈B

(LB

t (k)e2πiΦ(x0(A),k) f (k)

).

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l = 0

l = 1

l = 2

A

B

ApBc Bc

Bc Bc

TKTX

Figure 1: Butterfly structure for the special case of N = 4.

Due to the special form of αABt , δ AB

t can be treated as equiva-lent sources located at kB

t . We next aim at updating δ ABt until

the end level L. This is done as follows.

2. Recursion. At l = 1,2, ...,L/2, for each pair (A,B), let Apbe A’s parent and Bc,c = 1,2,3,4 be B’s children (see Figure1). For each child, we have available from the previous levelan approximation of the form

uBc(x)≈rε∑

t ′=1

e2πiΦ(x,kBct′ )δ

ApBct ′ , for x ∈ Ap.

Summing over all children gives

uB(x)≈4∑

c=1

rε∑t ′=1

e2πiΦ(x,kBct′ )δ

ApBct ′ , for x ∈ Ap.

Since A ⊂ Ap, this is of course true for any x ∈ A. On theother hand, e2πiΦ(x,k) also has a low-rank approximation ofequivalent sources at the current level,

uB(x)≈rε∑

t=1

e2πiΦ(x,kBt )δ

ABt , for x ∈ A.

An easy calculation suggests

δABt =

4∑c=1

rε∑t ′=1

βABt (kBc

t ′ )δApBct ′ .

Substituting β ABt in (6) yields

δABt = e−2πiΦ(x0(A),kB

t )4∑

c=1

rε∑t ′=1

(LB

t (kBct ′ )e

2πiΦ(x0(A),kBct′ )δ

ApBct ′

).

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Fast Radon Transform

3. Switch. A switch of the representation to (7, 8) is needed atl = L/2 since (5, 6) is no longer valid as l > L/2. Indeed, wecan set

δABt =

rε∑s=1

e2πiΦ(xAt ,kB

s )δABs ,

where {δ ABt } denotes the new set of coefficients and {δ AB

s }the old set.

4. Recursion. The rest of the recursion is analogous. Forl = L/2+1, ...,L, we have

δABt =

4∑c=1

rε∑t ′=1

αApBct ′ (xA

t )δApBct ′ .

Substituting αABt in (7) gives

δABt =

4∑c=1

e2πiΦ(xAt ,k0(Bc))

rε∑t ′=1

(LAp

t ′ (xAt )e−2πiΦ(xAp

t′ ,k0(Bc))δApBct ′

).

5. Termination. Finally we reach l = L, and B is the entiredomain K. For each x ∈ A,

u(x) = uB(x)≈rε∑

t=1

αABt (x)δ AB

t .

We thus set (after plugging in αABt in (7))

u(x)= e2πiΦ(x,k0(B))rε∑

t=1

(LA

t (x)e−2πiΦ(xA

t ,k0(B))δ ABt

), x∈A.

Discussion

The main workload for the fast butterfly algorithm is in steps2 and 4. For each level, there are N2 pairs of boxes (A,B), andthe operations between each A and B is a constant small num-ber (depends on rε ). Since there are logN levels, the total costis O(N2 logN). It is not difficult to see that step 3 takes O(N2),and steps 1 and 5 take O(Nω Nh) and O(Nτ Np) operations.Considering the initial Fourier transform of preparing data inthe (ω,h) domain, we conclude that the overall complexityof the algorithm is roughly O(NtNh logNt +C(rε )N2 logN +Nω Nh + Nτ Np). Normally Nω = Nt , but by symmetry andcompactness of the Fourier transform d(ω,h) (typical for mostseismic data), we can significantly shorten the domain for ω ,hence further reduce the computational load.

In comparison, the conventional velocity scan requires at leastO(Nτ NpNh) computations, which quickly become a bottleneckas the problem size increases. Yet the efficiency of our algo-rithm is mainly controlled by O(N2 logN), where N is roughly

determined by the degree of oscillation of e2πiω√

τ2+p2h2 , i.e.,the range of τ , p, h, and ω . In practice, N can often be chosensmaller than Nτ , Np, Nh, and Nω .

There is no general rule to select N and the number of Cheby-shev points qk1 ,qk2 ,qx1 ,qx2 (recall that rε = qk1 qk2 or rε =qx1 qx2 ). For numerical implementation, these parameters aretuned to achieve the best efficiency and accuracy.

NUMERICAL EXAMPLES

2D synthetic data

We start with a simple 2D example. Figure 2 shows a syntheticCMP gather sampled on Nt ×Nh = 10002. Figure 3 shows theresult by the fast butterfly algorithm obtained on Nτ ×Np =10002. For this problem, our method provides a reasonableresult with N = 32, qk1 = qx1 = 7, qk2 = qx2 = 5 in only 1second of CPU time, while the traditional velocity scan takesabout 60 s, whose result is also shown here for comparison(Figure 4).

Figure 2: 2D synthetic CMP gather, Nt ×Nh = 10002.

Figure 3: Output of the fast butterfly algorithm, Nτ ×Np =10002, N = 32, qk1 = qx1 = 7, qk2 = qx2 = 5; CPU time: 1.26s.

2D field data

We now consider a real 2D seismic gather in Figure 5. Thesampling sizes are Nt = Nτ = 1500, Nh = 240, and Np = 2000.Parameters are chosen as N = 128, qk1 = qx1 = 7, qk2 = qx2 =5. Although the small Nh makes these data not very suitable fortesting the fast algorithm, our method (∼ 7 s) still outperformsthe velocity scan (∼ 43 s) with acceptable accuracy (Figure 6).

3D synthetic data

Since the above discussion does not require the input data tobe uniform, our algorithm can be easily extended to handle the

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Fast Radon Transform

Figure 4: Output of the velocity scan, Nτ ×Np = 10002; CPUtime: 61.36 s.

Figure 5: 2D real CMP gather, Nt = 1500, Nh = 240.

Figure 6: Output of the fast butterfly algorithm, Nτ = 1500,Np = 2000, N = 128, qk1 = qx1 = 7, qk2 = qx2 = 5; CPU time:7.23 s (ref: CPU time of velocity scan is 42.58 s).

following problem:

(Rd)(τ, p) =∫∫

d(√

τ2 + p2(h21 +h2

2),h1,h2)dh1 dh2, (9)

where d(t,h1,h2) is a function in 3D rather than 2D. All we

need is to introduce a new variable h =√

h21 +h2

2, and reorderthe values d(t,h1,h2) according to h. Figure 7 is such syntheticdata sampled on Nt ×Nh1 Nh2 = 1000× 1282. The output isobtained for Nτ×Np = 1000×512. The fast algorithm (Figure8) runs in only 7 s for N = 64, qk1 = qx1 = 5, qk2 = qx2 = 3,while the velocity scan takes more than 500 s.

Figure 7: 3D synthetic CMP gather, Nt = 1000, Nh1 = Nh2 =128.

Figure 8: Output of the fast butterfly algorithm, Nτ = 1000,Np = 512, N = 64, qk1 = qx1 = 5, qk2 = qx2 = 3; CPU time:7.34 s (ref: CPU time of velocity scan is 515.25 s).

CONCLUSIONS

We constructed a fast butterfly algorithm for the hyperbolicRadon transform. Compared with the time-consuming integra-tion in the time domain, our method runs in only O(N2 logN)operations, where N is representative of the number of pointsin either dimension of data space or model space. An ongo-ing work is to study the performance of this fast solver for thesparse iterative inversion of the Radon transform in applicationto multiple attenuation.

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Fast Radon Transform

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Cary, P. W., 1998, The simplest discrete Radon transform: SEG Annual Meeting, September 13 - 18, 1998, New Orleans, Louisiana.Foster, D. J., and C. C. Mosher, 1992, Suppression of multiple reflections using the Radon transform: Geophysics, 57, 386–395.Gardner, G. H. F., and L. Lu, eds., 1991, Slant-stack processing: Society of Exploration Geophysicists. Issue 14 of Geophysics

reprint series.Hampson, D., 1986, Inverse velocity stacking for multiple elimination: J. Can. Soc. Expl. Geophys., 22, 44–55.Hargreaves, N., B. verWest, R. Wombell, and D. Trad, 2003, Multiple attenuation using an apex-shifted Radon transform: EAGE

65th Conference and Exhibition, June 2 -5, 2003, Stavanger, Norway.Herrmann, P., T. Mojesky, M. Magesan, and P. Hugonnet, 2000, De-aliased, high-resolution Radon transforms: SEG Annual

Meeting, August 6 - 11, 2000, Calgary, Alberta.Michielssen, E., and A. Boag, 1996, A multilevel matrix decomposition algorithm for analyzing scattering from large structures:

IEEE Trans. Antennas and Propagation, 44, 1086–1093.Moore, I., and C. Kostov, 2002, Stable, efficient, high-resolution Radon transforms: EAGE 64th Conference and Exhibition, May

27 - 30, 2002, Florence, Italy.O’Neil, M., and V. Rokhlin, 2007, A new class of analysis-based fast transforms: Technical report YALEU/DCS/TR-1384, Yale

University, New Haven, CT.Radon, J., 1917, Uber die bestimmung von funktionen durch ihre integralwerte langs gewisser mannigfaltigkeiten: Berichte uber die

Verhandlungen der Sachsische Akademie der Wissenschaften (Reports on the proceedings of the Saxony Academy of Science),69, 262–277.

Sacchi, M., 1996, A bidiagonalization procedure for the inversion of time-variant velocity stack operator: CDSST report, 73–92.Thorson, J. R., and J. F. Claerbout, 1985, Velocity-stack and slant-stack stochastic inversion: Geophysics, 50, 2727–2741.Trad, D., 2003, Interpolation and multiple attenuation with migration operators: Geophysics, 68, 2043–2054.Trad, D., T. Ulrych, and M. Sacchi, 2002, Accurate interpolation with high resolution time-variant Radon transforms: Geophysics,

67, 644–656.Yilmaz, O., 1989, Velocity-stack processing: Geophysical Prospecting, 37, 357–382.


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