You are on page 1of 15

4.

Matrix Algebra & Markov Chain

MATRICES
GL-5001 Pemodelan Geologi

Matrix Algebra

A m x n matrix is a rectangular array of numbers with m rows and


n columns.
The array is enclosed in curved brackets and is usually denoted
by an upper case letter.

2 5 3 4

A
1 2 7 1

a 2 x 4 matrix.

The element in the ith row, jth column of a matrix A is labelled as


aij.
the elements of a 3 X 3 matrix A:

often write A = (aij)

Asep HP Kesumajana

a11 a12

A a21 a22
a
31 a32

GL-5001 - Pemodelan Geologi

4. Matrix Algebra & Markov Chain

4. Matrix Algebra & Markov Chain

example of a data matrix

Equality of matrices

SiO2
Specimen1 43.70

Specimen2 44.97
.
.

.
.
.
.

Specimen130 45.33

GL-5001 - Pemodelan Geologi

Al2O3 Fe2O3 . . . P2O5


18.01 2.95 . . . 0.42

15.74 3.43 . . . 0.37


.
.
. . .
.

.
.
. . .
.
.
.
. . .
.
13.32 2.77 . . . 0.08

A = B implies that aij = bij


for every i and j,
all the elements in corresponding positions of
A, B are equal

3 1 2

A 4 2 5
1 1 6

a13

a23
a33

GL-5001 - Pemodelan Geologi

3 1 2

B 4 2 5
1 1 6

4. Matrix Algebra & Markov Chain

4. Matrix Algebra & Markov Chain

Addition of matrices

Pre-multiplication by a row vector

A + B = (aij + bij)

Example:
3 1 2

A 4 2 5
1 1 6

1 1 3

B 2 7 4
0 2 6

4 0 5

A B 6 9 1
1 3 12

Post-multiplication by a column vector

Multiplication by a scalar
cA = (caij)

GL-5001 - Pemodelan Geologi

Each column of the matrix is multiplied by the vector as if it were


itself a vector, for example:
4 5

2 3 5 3 1 27 53
2 8
The result is a row vector.

Each row of the matrix is treated as a vector and used to multiply


the column vector, for example
1
2 3 7 25

3
The result is a column vector 1 4 1 2 15

GL-5001 - Pemodelan Geologi

4. Matrix Algebra & Markov Chain

4. Matrix Algebra & Markov Chain

Multiplication of matrices by matrices

Diagonal Matrix

4
A
7

4 2

0 1
3 2

1 6

3 5

B 2 1
4 3

19

16
AB
35

32

15

23
44

29

Non-zero elements occur only in the leading diagonal


Pre-multiplication of a matrix A by a diagonal matrix multiplies the
elements of a row by the same number

3 0 0 1 2 3 6

A 0 4 0 3 4 12 16
0 0 2 5 6 10 12

AB<>BA

Post-multiplication results in the all the elements in a column of A


being multiplied by the same number:

2 1 6 3 0 0 6 4 12

A 3 4 1 0 4 0 9 16 2
1 2 3 0 0 2 3 8 6

GL-5001 - Pemodelan Geologi

GL-5001 - Pemodelan Geologi

4. Matrix Algebra & Markov Chain

4. Matrix Algebra & Markov Chain

Identity matrix

Inverse matrix

This is a diagonal matrix whose elements in the leading diagonal


are all equal to unity. For example a 3 X 3 identity matrix would
be

1 0 0

0
1
0

0 0 1

The inverse of matrix A is written as A-1 and is


defined to be the matrix such that
AA-1 = A-1A = I, the identity matrix

Division of matrices by matrices is not defined, but


we can multiply by inverse matrices.

Behave like number 1 in ordinary aritmatic

GL-5001 - Pemodelan Geologi

GL-5001 - Pemodelan Geologi

10

4. Matrix Algebra & Markov Chain

4. Matrix Algebra & Markov Chain

Transpose of a matrix

Symmetric matrix

The transpose of a matrix A, denoted by AT,


is obtained by writing the rows of A as
columns. For example

3 4 1

A
2 7 5

GL-5001 - Pemodelan Geologi

The first row of a symmetric matrix is the same as the,


first column, and similarly for the other rows and
columns, for example

2 5 3

A 5 1 4
3 4 9

3 2

T
A 4 7
1 5

11

GL-5001 - Pemodelan Geologi

12

4. Matrix Algebra & Markov Chain

4. Matrix Algebra & Markov Chain

Orthogonal matrices

Translation, Rotation, and Rescaling

A matrix A is said to be orthogonal if ATA = 1, that is,


the rows are orthogonal to its columns. For example

cos

sin

sin cos

cos sin

Translation:

sin 1 0

cos 0 1

equation:

Tx translation in x direction
Ty translation in y direction
x = x + Tx
y = y + Ty

matrix:

They are used in the rigid rotation of axes in such


techniques as principal components analysis.

GL-5001 - Pemodelan Geologi

x' , y ' ,1 x, y,1 0


T
x

13

0
1
Ty

0
1

GL-5001 - Pemodelan Geologi

14

4. Matrix Algebra & Markov Chain

4. Matrix Algebra & Markov Chain

Translation, Rotation, and Rescaling

Translation, Rotation, and Rescaling

Rotation with center point at (0,0):

Rotation with center point at (xr,yr):

(x,y) the point to be rotated


(x,y) the result
Rotation angle ()

equation:

x = x cos y sin
y = y cos + x sin

Matrix:

GL-5001 - Pemodelan Geologi

equation:

cos sin 0

x', y',1 x, y,1 sin cos 0


0
0 1

x = x cos y sin + (1- cos )xr + yr sin


y = y cos + x sin + (1- cos )yr xr sin

simplified:

(x,y) the point to be rotated


(x,y) the result
Rotation angle ()

x = xr + (x xr) cos (y yr) sin


y = yr + (y yr) cos + (x xr) sin

Matrix:

cos

x' , y ' ,1 x, y,1


sin
(1 cos ) x y sin
r
r

15

GL-5001 - Pemodelan Geologi

sin
cos
(1 cos ) yr xr sin

0
1
16

4. Matrix Algebra & Markov Chain

4. Matrix Algebra & Markov Chain

Translation, Rotation, and Rescaling

Translation, Rotation, and Rescaling

Rescale with center point at (0,0):

Rescale with center point at (xs,ys):

equation:

Sx scale in x direction
Sy scale in y direction

x = x Sx
y = y Sy

equation:

matrix:

Sx

0
Sy
0

0
1

x = x Sx + (1 Sx)xs
y = y Sy + (1 Sy)ys

Simplified:

x' , y' ,1 x, y,1 0

Sx scale in x direction
Sy scale in y direction

x = xs + (x xs) * Sx
y = ys + ( y ys)* Sy

matrix:

Sx

x' , y ' ,1 x, y,1 0


1 S x
x
s

GL-5001 - Pemodelan Geologi

17

0
Sy
1 S y ys

0
1

GL-5001 - Pemodelan Geologi

4. Matrix Algebra & Markov Chain

4. Matrix Algebra & Markov Chain

Translation, Rotation, and Rescaling

Translation, Rotation, and Rescaling

Combination with (0,0) as a center point


Rotation
Translation
Rotation & Translation
cos
sin
0
0
0
cos

S
S
S y sin 0

x
x

sin cos 0 0 S y 0 S x sin S y cos 0

1 0

Atau menggunakan pers:

Combination with (0,0) as a center point


x = Sx (x cos y sin ) + Tx
y = Sy (y cos + x sin ) + Ty

Rotation & Translation


scale
Rotation, Translation & scale
S
S
cos
sin
0
1
0
0

S x cos S y sin 0
y

S x sin S y cos 0 0 1 0 S x sin S y cos 0

18

1 Tx Ty 1

Tx

Ty

For (x,y)

S x cos

x' , y ' ,1 ( x, y,1) S x sin


Tx

GL-5001 - Pemodelan Geologi

S y sin
S y cos
Ty

0
1
19

GL-5001 - Pemodelan Geologi

20

4. Matrix Algebra & Markov Chain

4. Matrix Algebra & Markov Chain

Translation, Rotation, and Rescaling

Translation, Rotation, and Rescaling

Combination with (xp,yp) as a center point


rotation
skale

cos

sin

(1 cos ) x y sin
p
p

sin
cos
(1 cos ) y p x p sin

S x cos

S x sin

S (1 cos ) x S y sin 1 S x
x
p
x p
x
p

Sx
0

0
0
1 1 S x x p

0
Sy

1 S y
y

0
1

S y sin
S y cos
S y (1 cos ) y p S y x p sin 1 S y y p

0
1

S x cos
S y sin
0

S y cos
S x sin
0

x S x cos y sin y S y cos x sin 1


x
p
p
p
y
p
p
p

Combination with (xp,yp) as a center point


rotation & Scale
Translation

S x cos
S y sin
0 1 0 0

S y cos
S x sin
0 0 1 0

x S x cos y sin y S y cos x sin 1 T T 1


x
p
p
p
y
p
p
y

x
p

S x cos
S y sin
0

S y cos
S x sin
0

x S x cos y sin T y S y cos x sin T 1


x
p
p
x
p
y
p
p
y

equation:

GL-5001 - Pemodelan Geologi

21

x = xp + Sx ([x xp] cos [y yp] sin ) + Tx


y = yp + Sy ([y yp] cos + [x xp] sin ) + Ty

GL-5001 - Pemodelan Geologi

4. Matrix Algebra & Markov Chain

4. Matrix Algebra & Markov Chain

Skew / Shear

Reflection

Shear in x direction
1

x' , y' ,1 ( x, y,1) SH x


0

0 0

1 0
0 1

Reflection to X axis
1 0 0

x' , y ' ,1 ( x, y,1) 0 1 0


0 0 1

Reflection to Y axis

-5

1 0 0

1 0
0 0 1

x' , y ' ,1 ( x, y,1) 0

22

Shear in y direction

1 SHy 0

1
0
0
0
1

x' , y ' ,1 ( x, y,1) 0

Reflection to point (0,0)


1

x' , y ' ,1 ( x, y,1) 0


0

0
-4

0 0

1 0
0 1

-4

GL-5001 - Pemodelan Geologi

-5

23

GL-5001 - Pemodelan Geologi

24

4. Matrix Algebra & Markov Chain

Reflection

Reflection to line (y=x)

GL-5001 Pemodelan Geologi

0 1 0

x' , y ' ,1 ( x, y,1) 1 0 0


0 0 1

Markov Chain
0

Reflection to line (y=-x)


0 1 0

x' , y ' ,1 ( x, y,1) 1 0 0


0 0 1

Asep HP Kesumajana

-6

GL-5001 - Pemodelan Geologi

25

4. Matrix Algebra & Markov Chain

4. Matrix Algebra & Markov Chain

Markov Chain

Limitations of Markov Models

Type of analysis: Time/space series


Probabilistic model that exhibits a special
type of dependence:

depend only on the present state of the system


and not on Preceding states
each state in the future depends only on the
present state of the process
the present in the future does not dependent on
the past.

GL-5001 - Pemodelan Geologi

Markov models are limited by two major


assumptions:

27

Transitions (probabilities) of changing from one state to


another are constant. Markov model is used only when a
constant failure rate and repair rate assumption is justified.
The transition probabilities are determined only by the
present state and not by the system's history. Future states
of the system are independent of all but the current state of
the system.

GL-5001 - Pemodelan Geologi

28

4. Matrix Algebra & Markov Chain

4. Matrix Algebra & Markov Chain

Uses of markov Chain

Notation:

used in prediction of sequence of data of:

A Markov chain is a sequence X1, X2, X3, ... of random


variables.
called the state space, with Xn is the state at time n.
If the conditional distribution of Xn+1 on past states is a
function of Xn alone

Artificial music.
Spread of epidemics.
Traffic on highways.
Occurrence of accidents.
Growth and decay of living organisms.
Emission of particles from radioactive sources.
Number of people waiting in a line (queue).
Arrival of telephone calls at a particular telephone exchange.

Geology: stratigraphic problem, biostratigraphic


problem etc.

A Markov chain is characterized by the conditional distribution

which is called the transition probability of the process.


This is sometimes called the "one-step" transition probability.

Markov models are the only accurate method for


modeling complex situations.
The complex proofs related to these models can be
found in many reliability engineering handbooks and
related publications

GL-5001 - Pemodelan Geologi

29

GL-5001 - Pemodelan Geologi

4. Matrix Algebra & Markov Chain

4. Matrix Algebra & Markov Chain

Notation (cont)

Example 1: Television Viewers

The probability of a transition in two, three, or more steps is


derived from the one-step transition probability and the Markov
property:

Likewise,

These formulas generalize to arbitrary future times n+k by


multiplying the transition probabilities and integrating k times.
The marginal distribution P(Xn) is the distribution over states at
time n. The initial distribution is P(X0). The evolution of the
process through one time step is described by

GL-5001 - Pemodelan Geologi

31

30

This week:
40% watched station X
60% watched station Y.
each week:
15% of the X viewers switched to station Y
5% of the Y viewers switched to station X.

GL-5001 - Pemodelan Geologi

32

4. Matrix Algebra & Markov Chain

4. Matrix Algebra & Markov Chain

Example 1:

Example 1:

Pk: 2 dimension column vector proposed to people


watching station X and Y during k week
k=0:
P0 = [0.40,0.60]T
k=1:

From:

To:

watched station X:
(1.00 - 0.15) * 0.40 + 0.05 * 0.60 = 0.37
0.85 * 0.40 + 0.05 * 0.60 = 0.37

or

watched station Y:

0.15 * 0.40 + (1.00-0.05) * 0.60 = 0.63


0.15 * 0.40 + 0.95 * 0.60 = 0.63

or

GL-5001 - Pemodelan Geologi

0.85

0.05

0.15

0.95

The matrix A called the transition matrix (or Markov matrix)


we see that P1=AP0

0.85 0.05 0.40 0.37

P1
0
.
15
0
.
95
0
.
60
0
.
63

P1 = [0.37,0.63]T

if using 2 dimension matrix (A):

33

GL-5001 - Pemodelan Geologi

4. Matrix Algebra & Markov Chain

4. Matrix Algebra & Markov Chain

Example 1:

Example 2: Lithologic problem

K=2:

or

0.85 0.05 0.85 0.05 0.40 0.346

P2
0.15 0.95 0.15 0.95 0.60 0.654

so: P2 = AP1 = A(AP0) = A2P0,


P3 = AP2 = A(A2P0) = A3P0, and soon

in general:

try with k=10

0.85 0.05 0.37 0.346

P2
0.15 0.95 0.63 0.654

GL-5001 - Pemodelan Geologi

P k = Ak P 0

35

34

There is 3 lithologic type in 1 borhole say: SH, SS and LS. The


lithologic over laying by other lithology are following:
LS
over laying by LS = 10%,
over laying by SH = 60% and
over laying by SS = 30%
SS
over laying by LS = 30%,
over laying by SH = 60% and
over laying by SS = 10%
SH
over laying by LS = 30%,
over laying by SH = 40% and
over laying by SS = 30%

GL-5001 - Pemodelan Geologi

36

4. Matrix Algebra & Markov Chain

4. Matrix Algebra & Markov Chain

Find probability of LS, SS, SH on the 3rd level


folowing LS on the 1st level:

probability of LS on 3rd level following LS on 1st level:

LS, LS, LS probability:


LS, SS, LS probability:
LS, SH, LS probability:

P(LS,LS,LS) = 0.1 * 0.1 = 0.01


P(LS,SS,LS) = 0.3 * 0.3 = 0.09
P(LS,SH,LS) = 0.6 * 0.3 = 0.18

P(LS on 3rd level following LS on 1st level):


0.01+0.09+0.18=0.28
GL-5001 - Pemodelan Geologi

37

4. Matrix Algebra & Markov Chain

GL-5001 - Pemodelan Geologi

38

4. Matrix Algebra & Markov Chain

probability of SH on 3rd level following LS on 1st level:

probability of SS on 3rd level following LS on 1st level:

Third level
First level

LS, LS, SS probability:


LS, SS, SS probability:
LS, SH, SS probability:

P(LS,LS,SS) = 0.1 * 0.3 = 0.03


P(LS,SS,SS) = 0.3 * 0.1 = 0.03
P(LS,SH,SS) = 0.6 * 0.3 = 0.18

SS:

SH:

0.28

0.24

0.48

LS, LS, SH probability:


LS, SS, SH probability:
LS, SH, SH probability:

P(LS,LS,SH) = 0.1 * 0.6 = 0.06


P(LS,SS,SH) = 0.3 * 0.6 = 0.18
P(LS,SH,SH) = 0.6 * 0.4 = 0.24

P(SS on 3rd level following LS on 1st level):


0.06+0.18+0.24=0.48

P(SS on 3rd level following LS on 1st level):


0.03+0.03+0.18=0.24
GL-5001 - Pemodelan Geologi

LS:

LS:

39

GL-5001 - Pemodelan Geologi

40

4. Matrix Algebra & Markov Chain

4. Matrix Algebra & Markov Chain

Find probability of LS, SS, SH on the 3rd level


following SS on the 1st level:

probability of LS, SS, SH on 3rd level following SS on 1st level:


Third level

First level

SS:

LS:

SS:

SH:

0.24

0.28

0.48

P(LS on 3rd level following SS on 1st level):


0.03+0.03+0.18=0.24
P(SS on 3rd level following SS on 1st level):
0.09+0.01+0.18=0.28
P(SH on 3rd level following SS on 1st level):
0.18+0.06+0.24=0.48
GL-5001 - Pemodelan Geologi

41

4. Matrix Algebra & Markov Chain

GL-5001 - Pemodelan Geologi

42

4. Matrix Algebra & Markov Chain

probability of LS, SS, SH on 3rd level following SH on 1st level:

Find probability of LS, SS, SH on the 3rd level


following SH on the 1st level:

Third level

First level

SH:

LS:

SS:

SH:

0.24

0.24

0.52

P(LS on 3rd level following SH on 1st level):


0.03+0.09+0.12=0.24
P(SS on 3rd level following SH on 1st level):
0.09+0.03+0.12=0.24
P(SS on 3rd level following SH on 1st level):
0.18+0.18+0.16=0.52
GL-5001 - Pemodelan Geologi

43

GL-5001 - Pemodelan Geologi

44

4. Matrix Algebra & Markov Chain

4. Matrix Algebra & Markov Chain

for all lithologic:

3rd level (initial/state)

1st level
(initial/
state)

LS

SS

SH

LS

0.28

0.24

0.48

SS

0.24

0.28

0.48

SH

0.24

0.24

0.52

GL-5001 - Pemodelan Geologi

45

involves three states of starting lithology: LS, SS, or SH


any given lithology in the starting state, will have
different pobability in the next layer upward or
downward.
The information (probability) about the transition that
occurs at the next lithology can be summarized in the
following transformation matrix (probability matrix).
In many cases, the probability matrix can be calculated
from the frequency matrix estimated from the
observation of the actual physical sequence and
boundries.
The matrix describing the frequencies from one lithology
to another lithologies is called frequency matrix.

GL-5001 - Pemodelan Geologi

46

4. Matrix Algebra & Markov Chain

4. Matrix Algebra & Markov Chain

Transformation matrix (probability matrix) A:

initial state distribution matrix


(1st order Markov Chain):

Overlaying lithology

Starting
lithology

If matrix

LS

SS

SH

LS

10

30

60

SS

30

10

60

SH

30

30

40

AxA=A2

3rd level (initial/state)

1st level
(initial/
state)
GL-5001 - Pemodelan Geologi

LS

SS

SH

LS

0.28

0.24

0.48

SS

0.24

0.28

0.48

SH

0.24

0.24

0.52

The 1st lithology is shale,


what is the probability for each lithology in the 3rd level up
1st level,
30% probability is LS,
30% probability is SS and
40% probability is SH
can be summarized in the initial state distribution matrix (1st
order Markov Chain):

LS
P0
47

GL-5001 - Pemodelan Geologi

SS

SH

LS 0.10 0.30 0.60


48

4. Matrix Algebra & Markov Chain

4. Matrix Algebra & Markov Chain

for the third level: P1=P0xA

P1 :

Iterate to find P2
(3rd order Markov Chain)

0.10 0.30 0.60

0.30 0.30 0.40

0.30 0.10 0.60

0.24 0.24 0.52

0.30 0.30 0.40

P1 is the state distribution following two transitions (3rd level, 2nd


order Markov Chain) from the initial lithology of shale (1st level).
we can Predict that 3rd level (2nd order Markov Chain) :

24% probability being LS,


24% probability being SS, and
52% probability being SH again.

the probability at forth level of occurrences.


P2 is also called the state distribution following three
transitions.
P2 = P1 x A = P0 x A x A = P0 x A2

P2 = P1 x A:

0.10 0.30 0.60


0.24 0.24 0.52

0.30 0.10 0.60

0.25 0.25 0.50

0.30 0.30 0.40

GL-5001 - Pemodelan Geologi

49

GL-5001 - Pemodelan Geologi

4. Matrix Algebra & Markov Chain

4. Matrix Algebra & Markov Chain

Iterate to find P2 (cont)

Iterate to find P2 (cont)

50

P2 = P1 x A = P0 x A x A = P0 x A2

0.10 0.30 0.60


0.30 0.10 0.60

0.10 0.30 0.60


x

0.30 0.30 0.40

0.30 0.10 0.60

0.28 0.24 0.48


=

0.30 0.30 0.40

0.24 0.28 0.48


0.24 0.24 0.52

AND

P2 is the state distribution following three transitions


(4th level, 3rd order Markov Chain) from the initial
lithology of shale (1st level).
we can Predict that 4th level (3rd order Markov
Chain) has about:

0.28 0.24 0.48


0.30 0.30 0.40

0.24 0.28 0.48

0.25 0.25 0.50

0.24 0.24 0.52


GL-5001 - Pemodelan Geologi

51

25% probability being LS,


25% probability being SS, and
50% probability being SH again.

In General: Pn = Pn-1 x A = P0 x An

GL-5001 - Pemodelan Geologi

52

4. Matrix Algebra & Markov Chain

4. Matrix Algebra & Markov Chain

How about P3 and P4 ?

Example 3: Lithologic problem

For P3:

LS
SH

0.28 0.24 0.48


0.25 0.25 0.50

0.24 0.28 0.48

SS
SH

SS

0.25 0.25 0.50

Predict the 2 unit lithology in upper and


bottom of given stratigraphic column.

LS
SH
SS
LS

0.24 0.24 0.52

SH
CO
SH
SS

Its find that P2 = P3 its mean that P2 = C


This means that if the situation ever becomes one that can
be described by the state distribution:
P = [0.25 0.25 0.50]

SH
SS
SH
SS
SH
SS
CO

then at no time after that will it change.


P is called the stable-state vector for this Markov process

SH
LS
SH

SS

SH

GL-5001 - Pemodelan Geologi

4. Matrix Algebra & Markov Chain

Downward prediction

Frequency matrix
SH
SS
LS
CO

SH
7
5
4
2

SS
8
7
0
0

LS
1
2
0
0

CO
1
1
0
0

17
15
4
2

18

15

38

S0 first order Markov Chain (probalility matrix)


SH
SS
LS
CO

SH
SS
LS
CO
0.412 0.471 0.059 0.059
0.333 0.467 0.133 0.067
1
0
0
0
1
0
0
0

GL-5001 - Pemodelan Geologi

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41

53

GL-5001 - Pemodelan Geologi

LS
SH
SH
SS
SH
SS
SS
LS
SH
SS
LS
SH
SH
SH
CO
SH
SS
SH
SH
SS
SH
SS
SH
SS
SS
CO
SH
SH
LS
SH
SH
SH
SS
SS
SS
SS
SS
SS
SH
?
?
55

4. Matrix Algebra & Markov Chain

54

Downward prediction (cont)

S1 second order Markov Chain (probalility matrix)


37
38
39
40
41

SS
SS
SH
SS
?

SH
SS
LS
CO

SH
0.427
0.461
0.444
0.444

SS
0.435
0.403
0.444
0.444

LS
0.084
0.086
0.056
0.056

CO
0.054
0.050
0.056
0.056

S2 third order Markov Chain (probalility matrix)


37
38
39
40
41

SS
SS
SH
SS
SH

SH
SS
LS
CO

SH
0.444
0.449
0.427
0.427

GL-5001 - Pemodelan Geologi

SS
0.422
0.420
0.435
0.435

LS
0.082
0.079
0.084
0.084

CO
0.053
0.052
0.054
0.054

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41

LS
SH
SH
SS
SH
SS
SS
LS
SH
SS
LS
SH
SH
SH
CO
SH
SS
SH
SH
SS
SH
SS
SH
SS
SS
CO
SH
SH
LS
SH
SH
SH
SS
SS
SS
SS
SS
SS
SH
?
?
56

4. Matrix Algebra & Markov Chain

Upward prediction

Frequency matrix
SH
SS
LS
CO

SH
7
8
1
1

SS
5
7
2
1

LS
4
0
0
0

CO
2
0
0
0

18
15
3
2

17

15

38

S0 first order Markov Chain (probalility matrix)


SH
SS
LS
CO

SH
0.39
0.53
0.33
0.50

GL-5001 - Pemodelan Geologi

SS
LS
CO
0.28 0.222 0.111
0.47
0
0
0.67
0
0
0.50
0
0

41
40
39
38
37
36
35
34
33
32
31
30
29
28
27
26
25
24
23
22
21
20
19
18
17
16
15
14
13
12
11
10
9
8
7
6
5
4
3
2
1

?
?
LS
SH
SH
SS
SH
SS
SS
LS
SH
SS
LS
SH
SH
SH
CO
SH
SS
SH
SH
SS
SH
SS
SH
SS
SS
CO
SH
SH
LS
SH
SH
SH
SS
SS
SS
SS
SS
SS
57
SH

4. Matrix Algebra & Markov Chain

Upward prediction (cont)

S1 second order Markov Chain (probalility matrix)


41
40
39
38
37

?
SH
LS
SH
SH

SH
SS
LS
CO

SH
0.43
0.46
0.49
0.46

SS
0.44
0.37
0.40
0.37

LS
0.09
0.12
0.07
0.11

CO
0.04
0.06
0.04
0.06

S2 third order Markov Chain (probalility matrix)


41
40
39
38
37

SH
SH
LS
SH
SH

SH
SS
LS
CO

GL-5001 - Pemodelan Geologi

SH
0.45
0.44
0.45
0.44

SS
0.40
0.41
0.39
0.40

LS
0.10
0.10
0.11
0.10

CO
0.05
0.05
0.05
0.05

41
40
39
38
37
36
35
34
33
32
31
30
29
28
27
26
25
24
23
22
21
20
19
18
17
16
15
14
13
12
11
10
9
8
7
6
5
4
3
2
1

?
?
LS
SH
SH
SS
SH
SS
SS
LS
SH
SS
LS
SH
SH
SH
CO
SH
SS
SH
SH
SS
SH
SS
SH
SS
SS
CO
SH
SH
LS
SH
SH
SH
SS
SS
SS
SS
SS
SS
58
SH

You might also like