1. Introduction
Nuclear Magnetic Resonance (NMR) relaxometry has become an important tool to study the molecular structure and properties of materials. A typical NMR experiment consists of measuring the relaxation process due to the re-establishment of the nuclear system into its equilibrium state, after the application of a short magnetic pulse parameterized with a predefined flip angle. The relaxation process is described by longitudinal and transversal dynamics, characterized by distributions of longitudinal (
) and transversal (
) relaxation times [
1]. The computation of the relaxation times distribution requires the numerical solution of a Fredholm integral equation with separable Laplace-type kernels. In particular, we focus on the inversion of 2D NMR relaxation data, acquired using a conventional Inversion-Recovery (IR) experiment detected by a Carr-Purcell-Meiboom-Gill (CPMG) pulse train [
2]. Then, the evolution time
in IR and the evolution time
in CPMG are two independent variables, and the 2D NMR relaxation data
can be expressed as:
where the unknown
is the distribution of
and
relaxation times,
represents Gaussian additive noise and
,
are Laplace-type kernels given by:
whose singular values quickly decay to zero. Since the unknown function
F corresponds to distribution of the values of the relaxation times
, we can assume
for all
and
. Experimental data is usually collected at discrete values of times; therefore by considering
samples of the times
and
, and
samples of the relaxation times
and
, problem (
1) is discretized as:
where
,
are the discretized exponential kernels,
,
, is the discrete vector of the measured noisy data (which can have negative values),
,
, is the vector reordering of the unknown distribution and
is the vector with the discretized noise.
The inversion of (
3) is severely ill-conditioned and several direct and iterative methods have been deeply discussed both in NMR [
3,
4,
5] and mathematical [
6,
7,
8] literature. Direct regularization includes Truncated Singular Value Decomposition (TSVD) and Tikhonov methods. TSVD replaces
by a matrix of reduced rank thus avoiding noise amplification in the inversion procedure. This is usually obtained by removing the singular values smaller than a given tolerance
. Tikhonov-like regularization substitutes (
3) with a more stable optimization problem whose objective function includes a data-fitting term and a regularization term imposing some
a priori knowledge about the solution. In NMR, Tikhonov-like regularization is usually employed. It requires the solution of a non-negative least squares (NNLS) problem of the form
where
is the regularization parameter. In the sequel,
will denote the Euclidean norm of a vector or the Frobenius norm of a matrix. It is well-known that
controls the smoothness in
and makes the inversion less ill-conditioned but, if wrongly chosen, it may cause a bias to the result. For this reason, many parameter selection techniques have been proposed such as Generalized Cross Validation (GCV), the L-curve and U-curve methods and methods based on the Discrepancy Principle (DP) (see [
6] and references therein). In NMR, the Butler, Reed, and Dawson (BRD) method [
9] or the S-curve method [
10] are usually applied for the selection of the regularization parameter.
Another critical issue when solving NMR problems is that the amount of data collected for one measurement can be very large, with typical sizes –150 and –50,000. If a grid used for the estimated distribution has elements, then the matrix can have up to elements and the computational cost of the data inversion may be extremely high.
The separable kernel structure of
has been widely exploited in the NMR literature to perform data compression using independent SVDs of
and
and reduce computational complexity. The method proposed in [
4], in the sequel referred to as Venkataramanan–Song–Hürlimann (VSH) algorithm, is considered a reference method for NMR data inversion and it is widely used both in academia and industrial world. Given the TSVD of
and
:
where
is the number of considered singular values, the VSH method approximates the original problem (
4) with the better conditioned one
where
. The data
is then projected onto the column subspace of
in order to obtain a NNLS problem with compressed data and kernel of significantly smaller dimensions. A method adapted from the BRD algorithm is then used to solve the optimization problem.
Other methods have been proposed in the literature for the inversion of 2DNMR data. The algorithm of Chouzenoux et al. [
11] uses a primal-dual optimization strategy coupled with an iterative minimization in order to jointly account for the non-negativity constraint in (
4) and introduce a regularization term. A preconditioning strategy is used to reduce the computational cost of the algorithm. In [
12], an algorithm for 2DNMR inversion from limited data is presented. Such algorithm uses compressive sensing-like techniques to fill in missing measurements and the resulting regularized minimization problem is solved using the method of [
4]. The Discrete Picard Condition (DPC) [
13] is used to choose the truncation parameters. The 2DUPEN algorithm [
14] uses multiparameter Tikhonov regularization with automatic choice of the regularization parameters. Without any a-priori information about the noise norm, 2DUPEN automatically computes the locally adapted regularization parameters and the distribution of the unknown NMR parameters by using variable smoothing. In [
15], an improvement of 2DUPEN (I2DUPEN), obtained by applying data windowing and SVD filtering, is presented. The SVD filtering is applied to reduce the problem size as in [
4].
Since the matrices
and
have typically small sizes, it is possible to compute the exact SVD of
by exploiting its Kronecker product structure. In fact, if
is the SVD of
, then
However, the TSVD of
cannot be computed as a Kronecker product. For this reason, different approximation of the TSVD can be found in the literature such as the matrix
of the VSH method or the randomized SVD (RSVD) [
16,
17] where randomized algorithms are used to approximate the dominant singular values of
. In this work, we show that it is possible to compute the exact TSVD of
efficiently, avoiding approximations and suitably using properties of the Kronecker product structure. Let
be the TSVD of
where
k is the number of considered singular values; we propose to solve the following Tikhonov-like problem:
Moreover, we propose and test an automatic rule, based on the DPC, for the automatic selection of both the TSVD truncation index and the Tikhonov parameter. Finally, we analyze the filtering properties of our method compared to TSVD, Tikhonov and VSH methods. Therefore, our approach can be consideredt o be a hybrid inversion method that combines TSVD and Tikhonov regularization: Tikhonov regularization prevents from discontinuities and artificial peaks and TSVD acts as a preconditioning strategy and reduces the computational cost. Actually, other approaches do exist in the literature combining RTSVD and Tikhonov regularization [
16,
17]. Such techniques apply randomized algorithms to reduce large-scale problems to much smaller-scale ones and find a regularized solution by applying some regularization method to the small-scale problems in combination with some parameter choice rule. The key point of these randomized algorithms is that the SVD of the original linear operator
is never computed.
Concerning the solution of (
8), in the present paper we apply the Newton Projection (NP) method [
18] where the Conjugate Gradient (CG) method is used to solve the inner linear systems. This technique guarantees the desired high accuracy and it has been successfully applied in the NMR context [
14,
15]. Gradient projection methods with acceleration techniques such those discussed in [
19] required more computational effort to solve (
8) with the required accuracy. However, the typical sparse structure of the solution, represented by nonzero peaks over flat regions, could possibly be taken into account in solving (
8), for example by adding
penalties [
20].
Summarizing, the contribution of this paper is twofold; first, the paper shows that times distribution of improved quality can be obtained by using instead of the separate TSVDs of and without a significant increase in the computational complexity. In fact, the computational cost of our approach is slightly greater than the cost of VSH and considerably smaller than the cost of RSVD. Second, the paper describes an efficient method for jointly selecting the SVD truncation index k and the Tikhonov regularization parameter and for solving the NMR data inversion problem.
The remainder of this paper is organized as follows. In
Section 2 we introduce our method and, in
Section 3, we analyze its filtering properties. In
Section 4, we provide implementation details and discuss numerical results. Some conclusions are reported in
Section 5. Finally, the VSH method is described in
Appendix C.
3. Analysis of the Filtering Properties
In this section we prove that our Hybrid algorithm acts as a low-pass filtering method, similarly to TSVD and Tikhonov methods, and we compare it to the filtering properties of VSH. Let us first report some basic properties of the solution of the NNLS problem:
Assume that
is a solution of (
17), then it satisfies [
23]:
Once defined the active set of
by
we can define the diagonal matrix
as
Then, using the relation
, we obtain from (
18)
which are the normal equations of the following LS problem
The following result characterises the minimum norm solution of (
22).
Theorem 1. Let,
and letbe the diagonal matrix defined as (
20) where
is the active set of a local solution of (17). Then, the minimum norm solution of the least squares problem (17) has the following expression To prove this result, we first need the following lemma whose proof is given, for the reader’s convenience, in
Appendix A.
Lemma 1. Letbe the SVD ofand letbe the diagonal matrix defined in (20). Then, the pseudo-inverse ofis given by We are now in the position to prove Theorem 1.
Proof. (Theorem 1) Using the pseudo-inverse notation, we can write the solution of the LS problem (
22) as:
and, using (
24) we have:
hence
□
Theorem 1 shows that the solution of the constrained problem (
17) can be written in terms of the SVD of matrix
as follows:
Obviously, the vectors
may be linear dependent if
lies in a subspace of
. It is well known that TSVD and Tikhonov methods both compute a filtered solution
of problem (
22) with different filter functions
[
6]. Using the result of Theorem 1, we can express the nonnegatively constrained TSVD solution as
where
is the diagonal matrix (
20) and the filter factors are
Analogously, the non negative Tikhonov solution is given by
where
is the diagonal matrix (
20) defined with respect to the active set
of a local solution of (
4) and the filter factors are
Equations (
25) and (
27) define a low-pass filter with vectors
. The solution provided by the hybrid method is still a filtered solution whose filter factors depend on two parameters; i.e.,
where
is the diagonal matrix (
20) defined with respect to the active set
of a local solution of (
11) and the filter factors are
with
and
. By properly choosing the parameters
k and
, the filter factors for low-frequency components can be set close to one while filter factors for high-frequency components can be set close to zero.
Figure 1 depicts the behaviour of the filter factors obtained for the value
versus the singular values
. The
plotted on the abscissa axes are the singular values of the matrix
of the experiment with simulated NMR data (see
Section 4.3). We can observe that for singular values
larger than
the filter factors
behave as
(black dashdotted line) while for smaller values they are as
(red dashed line).
We observe that also the VSH solution can be expressed in terms of the SVD of
(see algorithm details in
Appendix C). We define the index subset
including the indices of the singular values of
which correspond to singular values of
:
Thus, we have:
where
is the diagonal matrix (
20) defined with respect to the active set
of a local solution of (
6) and the filter factors are
with
,
and
. However, it is almost impossible to determine values of the truncation parameters
and
such that the vectors
for
only correspond to low-frequency components including meaningful information about the unknown solution. An explanatory example will be further discussed in the numerical
Section 4. For this reason, the VSH method cannot be considered a low-pass filtering method.
4. Numerical Results
In this section, we present some results obtained by our numerical tests with both simulated and real 2DNMR measurements. We have compared the proposed Hybrid method with the VSH method which is a reference method for 2DNMR data inversion. Moreover, in the case of real data, the UPEN method has been considered as a benchmark method. The considered methods have been implemented in Matlab R2018b on Windows 10 (64-bit edition), configured with Intel Core i5 3470 CPU running at 3.2GHz.
The relative error value, computed as , is used to measure the effectiveness of the compared methods, while the execution time in seconds is used to evaluate their efficiency (here, and respectively denote the exact and restored distributions). The reported values of the execution time are the mean over ten runs. Since both methods are iterative, in the following, we give some details about the implemented stopping criteria and parameters.
4.1. Hybrid Method
The NP method is used for the solution of problem (
11); it is described in detail in the
Appendix B. As initial iterate the constant distribution with values equal to one is chosen. The NP iterations have been stopped on the basis of the relative decrease in the objective function
of (
11); i.e., the method is arrested when an iterate
has been determined such that
The inner linear system for the search direction computation is solved by the CG method with relative tolerance . The values and have been fixed in all the numerical experiments. A maximum of and iterations have been allowed for NP and CG, respectively.
4.2. VSH Method
The VSH method consists of three main steps. In the first step, the data is compressed using SVDs of the kernels; in the second step, the constrained optimization problem is transformed to an unconstrained one in a lower dimensional space, by using a method adapted from the BRD algorithm. In the third step, the optimal value of
is selected by iteratively finding a solution with fit error similar to the known noise variance. The VSH method is described in detail in the
Appendix C. Here we just report the values of the parameters required in our Matlab implementation of the VSH method.
Each iteration of the VSH method needs, for a fixed value of
, the solution of a reduced-size optimization problem obtained from (
6) by projecting the data
onto the column subspace of
. The Newton method is used for the subproblems solution; its iterations have been stopped on the basis of the relative decrease in the objective function. The values
and
have been fixed. The values
and
have been set for the CG method solving the inner linear system. The outer iterations of VSH have been terminated when two sufficiently close approximations of the unknown distribution have been determined or after a maximum of 100 iterations; the relative tolerance value
has been set. As initial choice for the regularization parameter, the value
has been chosen.
4.3. Simulated NMR Data
The considered simulated distribution
, shown in
Figure 2, is a mixture of three Gaussian functions located at
given by
,
and
ms with standard deviations
,
and
ms. We have considered the Laplace-type kernels
and
of (
2), we have sampled
logarithmically between
and 3, and
linearly between
and 1 with
,
. The 2D data have been obtained according to the 2D observation model (
3) with
,
. A white Gaussian noise has been added to get a signal-to-noise ratio (SNR) equal to 23 dB. We remark that this environmental setting corresponds to a realistic
–
measurement.
4.3.1. Models Comparison
We first compare the proposed hybrid inversion model (
9) with the VSH model (
6) and with classic Tikhonov model (
4).
Figure 3 depicts the singular values of
,
and
. Clearly, the singular values of
are obtained by reordering in non increasing order the diagonal elements of
and they are different from the diagonal elements of
. That is, some unwanted small singular values of
may be included in
, while some large singular values may be not considered.
Figure 4 shows the singular values of the
obtained for
(blue line) and the singular values of
for
(blue dotted line),
(black dashed line) and for
(red dashdotted line). Observe that the singular values of
are always different from those of
. Considering the threshold value
, we have that the number
of singular values of
is larger than that of
, given by
. Comparing, in
Figure 4, the blue line and the black dashed one (obtained for
), we observe that the singular values of
include a few elements smaller than
, and miss some larger terms that should be included. Moreover, if
, we have that the number of singular values of
is
which is closer to
but there are many singular values smaller than
. Finally, in the case
,
has only a few large singular values (
) and many relevant solution coefficients are missing. The plots in
Figure 4 indicate that, when considering problem (
6), it is highly probable to include in the solution also those components dominated by noise (if
is slightly too small) or to discard those components dominated by the contributions from the exact right-hand side (if
is too large).
A visual inspection of the Picard plot (
Figure 5) indicates, for the hybrid method, the choice
for the truncation tolerance giving the value
of the truncation parameter. The previous considerations suggest to choose the values
for the VSH method.
Once defined the projection subspaces for VSH and Hybrid methods, we solve the optimization problems (
6) and (
11) by applying the same numerical solver (Newton Projection method NP) and changing the values of the regularization parameters
. In this way we want to investigate how the different subspace selections affect the solutions computed by the (
6) and (
11) models for different values of
. Moreover, we apply the Tikhonov method (
4) in which no subspace projection is applied. For this reason, we use NP to solve all the different optimization problems, since we aim at comparing the three different models for data inversion, independently from the numerical method used for their solution.
For each model and for ten values of
, logarithmically distributed between
and
,
Table 1 reports the relative error values (columns labeled
Err), the number of NP iterations (columns labeled
It), and the time in seconds required for solving the three inversion models (columns labeled
Time). The numerical results of
Table 1 are summarized in
Figure 6 where the relative error behaviour (on the left) and the computational time in seconds (on the right) are shown versus the regularization parameter values.
Figure 7 shows the distributions estimated from the three models, for
(left column),
(middle column) and
(right column).
Figure 8 and
Figure 9 report the corresponding projections along the
and
dimensions.
Figure 7,
Figure 8 and
Figure 9 shows the importance of the proper choice of the subspace where the computed solution is represented. Indeed, the distribution computed by our method lies in a subspace of the column space of
while the distribution determined by the VSH method belongs to a subspace of the space spanned by the column vectors of
.
The results of
Table 1 and the plot of
Figure 6 and
Figure 7 show that the Hybrid model (
9) is less sensitive to small values of
than the Tikhonov one, because the matrix
is better conditioned than
. When the value of
is properly chosen the quality of distributions given by these two models is comparable, but the solution of (
9) requires less computational effort. Also the VSH model is less sensitive to small values of
, because
is better conditioned than
. Its solution has the least computational cost but the computed distributions exhibit artifacts which are due to subspace where they are represented (see
Figure 7,
Figure 8 and
Figure 9).
4.3.2. Methods Comparison
We now compare the Hybrid and VSH algorithms on the simulated NMR data.
Table 2 reports the relative error values and the required time in seconds for several values of the truncation parameter
(Here,
). Moreover, the table shows the computed value for the regularization parameter
, the number of performed Newton (or Newton Projection) and CG iterations (columns labeled
It N and
It CG, respectively) and it reports, only for VSH, the number of outer iterations (column labeled
It). The numerical results show that the VSH method has the lowest computational complexity while the Hybrid method gives the most accurate distributions. The execution time of the Hybrid method is very low, although VSH is less time consuming.
Figure 10 and
Figure 11 depict the best distributions estimated by the Hybrid and VSH methods, i.e.,: the distribution obtained with
and
, respectively. By visually comparing
Figure 10 and
Figure 11, we observe some spurious small oscillations in the VSH distribution both in the boundary and in the flat region, while the distribution computed by the Hybrid method is less affected by such artefacts.
4.4. Real NMR data
In this section we compare the Hybrid and VSH methods using real MR measurements obtained from the analysis of an egg yolk sample. The sample was prepared in NMR Laboratory at the Department of Physics and Astronomy of the University of Bologna, by filling a 10 mm external diameter glass NMR tube with 6 mm of egg yolk. The tube was sealed with Parafilm, and then at once measured. NMR measurements were performed at 25 °C by a homebuilt relaxometer based on a PC-NMR portable NMR console (Stelar, Mede, Italy) and a 0.47 T Joel electromagnet. All relaxation experimental curves were acquired using phase-cycling procedures. The pulse width was of 3.8µs and the relaxation delay (RD) was set to a value greater than 4 times the maximum of the sample. In all experiments RD was equal to 3.5 s. For the 2D measurements, longitudinal-transverse relaxation curve (-) was acquired by an IR-CPMG pulse sequence (RD----TE/2-[-TE/2-echo acquisition-TE/2]). The relaxation signal was acquired with 128 inversion times () chosen in geometrical progression from 1 ms up to 2.8 s, with (number of acquired echos, echo times µs) on each CPMG, and number of scans equal to 4. All curves were acquired using phase-cycling procedures.
The data acquisition step produces an ascii structured file (in the STELAR data format) including
relaxation data
in (
3) where
and
, and the vectors
(
inversion times),
(CPMG echo times). The file is freely available upon email request to the authors. For the data inversion, in order to respect approximately the same ratio existing between
and
, we choose the values
,
and compute the vectors
,
in geometric progression in the ranges of predefined intervals obtained from the minimum and maximum values of the vectors
respectively. Finally, using (
2) we compute the matrices
and
.
We use the times distribution restored by the 2DUPEN method [
14], shown in
Figure 12 (top line), as benchmark distribution as the UPEN method uses multiparameter regularization and it is known to provide accurate results [
3]. Obviously, 2DUPEN requires more computational effort since it involves the estimation of one regularization parameter for each pixel of the distribution.
By visual inspection of the Picard plot (
Figure 13) the value
has been chosen for the hybrid method; the same value is fixed for the VSH method.
Figure 13 shows the singular values of
,
and
. For the VSH method, we report the results obtained at the first iteration since, in this case, they worsen as the iteration number increases.
Table 3 reports the
coordinates (in
) where a peak is located, its hight in a.u. (arbitrary unit) and the required computational time in seconds. Finally,
Figure 12 and
Figure 14 illustrate the distribution maps, the surfaces restored and the projections along the T1 and T2 dimensions; the results of the Hybrid method are more similar to those obtained by 2DUPEN, while the distribution provided by the VSH method seems to exhibits larger boundary artifacts.