Application of Hierarchical Matrices to Linear Inverse Problems in Geostatistics Application des matrices hiérarchiques aux problèmes d’inversion linéaire en géostatistique

Abstract

Characterizing the uncertainty in the subsurface is an important step for exploration and extraction of natural resources, the storage of nuclear material and gasses such as natural gas or CO2. Imaging the subsurface can be posed as an inverse problem and can be solved using the geostatistical approach [Kitanidis P.K. (2007) Geophys. Monogr. Ser. 171, 19-30, doi:10.1029/171GM04; Kitanidis (2011) doi: 10.1002/9780470685853. ch4, pp. 71-85] which is one of the many prevalent approaches. We briefly describe the geostatistical approach in the context of linear inverse problems and discuss some of the challenges in the large-scale implementation of this approach. Using the hierarchical matrix approach, we show how to reduce matrix vector products involving the dense covariance matrix from