Evaluation of a Fast Algorithm for the Eigen-Decomposition of Large Block Toeplitz Matrices with Application to 5D Seismic Data Interpolation
نویسندگان
چکیده
We present a fast 5D (frequency and 4 spatial axes) reconstruction method that uses Multichannel Singular Spectrum Analysis / Cazdow algorithm. Rather than embedding the 4D spatial volume in a Hankel matrix, we propose to embed the data into a block Toeplitz form. Rank reduction is carried out via Lanczos bidiagonalization with fast block Toeplitz matrix-times-vector multiplications via 4D Fast Fourier Transforms. The presented algorithm leads to significant improvements in computational time with respect to the standard implementation via SVD that does not consider the special structure of block Toeplitz matrices.
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