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IEEE TRANSACTIONS ON IMAGE PROCESSING, VOL. 24, NO. 11, NOVEMBER 2015 4109 Fast Fusion of Multi-Band Images Based on Solving a Sylvester Equation Qi Wei, Student Member, IEEE, Nicolas Dobigeon, Senior Member, IEEE , and Jean-Yves Tourneret, Senior Member, IEEE Abstract—This paper proposes a fast multi-band image fusion algorithm, which combines a high-spatial low-spectral resolution image and a low-spatial high-spectral resolution image. The well admitted forward model is explored to form the likelihoods of the observations. Maximizing the likelihoods leads to solving a Sylvester equation. By exploiting the properties of the circulant and downsampling matrices associated with the fusion problem, a closed-form solution for the corresponding Sylvester equation is obtained explicitly, getting rid of any iterative update step. Coupled with the alternating direction method of multipliers and the block coordinate descent method, the proposed algorithm can be easily generalized to incorporate prior information for the fusion problem, allowing a Bayesian estimator. Simulation results show that the proposed algorithm achieves the same performance as the existing algorithms with the advantage of significantly decreasing the computational complexity of these algorithms. Index Terms— Multi-band image fusion, Bayesian estimation, circulant matrix, Sylvester equation, alternating direction method of multipliers, block coordinate descent. I. I NTRODUCTION A. Background I N GENERAL, a multi-band image can be represented as a 3D data cube indexed by three exploratory vari- ables (x , y , λ), where x and y are the two spatial dimensions of the scene, and λ is the spectral dimension (covering a range of wavelengths). Typical examples of multi-band images include hyperspectral (HS) images [1], multi-spectral (MS) images [2], integral field spectrographs [3], magnetic reso- nance spectroscopy images etc. However, multi-band imaging generally suffers from the limited spatial resolution of the data acquisition devices, mainly due to an unsurpassable tradeoff between spatial and spectral sensitivities [4]. For example, HS images benefit from excellent spectroscopic properties with hundreds of bands but are limited by their relatively low spatial resolution compared with MS and panchromatic (PAN) images (which are acquired in much fewer bands). As a consequence, reconstructing a high-spatial and Manuscript received February 10, 2015; revised May 20, 2015; accepted June 21, 2015. Date of publication July 20, 2015; date of current version August 10, 2015. This work was supported in part by the Chinese Schol- arship Council, by the Hypanema ANR Project ANR-12-BS03-003 and by ANR-11-LABX-0040-CIMI within the program ANR-11-IDEX-0002-02. The associate editor coordinating the review of this manuscript and approving it for publication was Prof. Dipti Prasad Mukherjee. The authors are with the IRIT/INP–ENSEEIHT, University of Toulouse, Toulouse 31071, France (e-mail: [email protected]; nicolas.dobigeon@ enseeiht.fr; [email protected]). Color versions of one or more of the figures in this paper are available online at http://ieeexplore.ieee.org. Digital Object Identifier 10.1109/TIP.2015.2458572 high-spectral multi-band image from two degraded and com- plementary observed images is a challenging but crucial issue that has been addressed in various scenarios [5]–[8]. In particular, fusing a high-spatial low-spectral resolution image and a low-spatial high-spectral image is an archetypal instance of multi-band image reconstruction, such as pan- sharpening (MS+PAN) [9] or hyperspectral pansharpen- ing (HS+PAN) [10]. Generally, the linear degradations applied to the observed images with respect to (w.r.t.) the target high-spatial and high-spectral image reduce to spatial and spectral transformations. Thus, the multi-band image fusion problem can be interpreted as restoring a 3D data-cube from two degraded data-cubes. A more precise description of the problem formulation is provided in the following paragraph. B. Problem Statement To better distinguish spectral and spatial degradations, the pixels of the target multi-band image, which is of high-spatial and high-spectral resolution, can be rearranged to build an m λ × n matrix X, where m λ is the number of spectral bands and n = n r × n c is the number of pixels in each band (n r and n c represents the number of rows and columns respectively). In other words, each column of the matrix X consists of a m λ -valued pixel and each row gathers all the pixel values in a given spectral band. Based on this pixel ordering, any linear operation applied on the left (resp. right) side of X describes a spectral (resp. spatial) degradation. In this work, we assume that two complementary images of high-spectral or high-spatial resolutions, respectively, are available to reconstruct the target high-spectral and high- spatial resolution target image. These images result from linear spectral and spatial degradations of the full resolution image X, according to the well-admitted model Y L = LX + N L Y R = XR + N R (1) where X = [ x 1 ,..., x n ] R m λ ×n is the full resolution target image, Y L R n λ ×n and Y R R m λ ×m are the observed spectrally degraded and spatially degraded images, m = m r × m c is the number of pixels of the high-spectral resolution image, 1057-7149 © 2015 IEEE. Personal use is permitted, but republication/redistribution requires IEEE permission. See http://www.ieee.org/publications_standards/publications/rights/index.html for more information.

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IEEE TRANSACTIONS ON IMAGE PROCESSING, VOL. 24, NO. 11, NOVEMBER 2015 4109

Fast Fusion of Multi-Band Images Based onSolving a Sylvester Equation

Qi Wei, Student Member, IEEE, Nicolas Dobigeon, Senior Member, IEEE,and Jean-Yves Tourneret, Senior Member, IEEE

Abstract— This paper proposes a fast multi-band image fusionalgorithm, which combines a high-spatial low-spectral resolutionimage and a low-spatial high-spectral resolution image. The welladmitted forward model is explored to form the likelihoods ofthe observations. Maximizing the likelihoods leads to solving aSylvester equation. By exploiting the properties of the circulantand downsampling matrices associated with the fusion problem,a closed-form solution for the corresponding Sylvester equationis obtained explicitly, getting rid of any iterative update step.Coupled with the alternating direction method of multipliers andthe block coordinate descent method, the proposed algorithm canbe easily generalized to incorporate prior information for thefusion problem, allowing a Bayesian estimator. Simulation resultsshow that the proposed algorithm achieves the same performanceas the existing algorithms with the advantage of significantlydecreasing the computational complexity of these algorithms.

Index Terms— Multi-band image fusion, Bayesian estimation,circulant matrix, Sylvester equation, alternating direction methodof multipliers, block coordinate descent.

I. INTRODUCTION

A. Background

IN GENERAL, a multi-band image can be represented asa 3D data cube indexed by three exploratory vari-

ables (x, y, λ), where x and y are the two spatial dimensionsof the scene, and λ is the spectral dimension (covering arange of wavelengths). Typical examples of multi-band imagesinclude hyperspectral (HS) images [1], multi-spectral (MS)images [2], integral field spectrographs [3], magnetic reso-nance spectroscopy images etc. However, multi-band imaginggenerally suffers from the limited spatial resolution of the dataacquisition devices, mainly due to an unsurpassable tradeoffbetween spatial and spectral sensitivities [4]. For example,HS images benefit from excellent spectroscopic propertieswith hundreds of bands but are limited by their relatively lowspatial resolution compared with MS and panchromatic (PAN)images (which are acquired in much fewer bands).As a consequence, reconstructing a high-spatial and

Manuscript received February 10, 2015; revised May 20, 2015; acceptedJune 21, 2015. Date of publication July 20, 2015; date of current versionAugust 10, 2015. This work was supported in part by the Chinese Schol-arship Council, by the Hypanema ANR Project ANR-12-BS03-003 and byANR-11-LABX-0040-CIMI within the program ANR-11-IDEX-0002-02. Theassociate editor coordinating the review of this manuscript and approving itfor publication was Prof. Dipti Prasad Mukherjee.

The authors are with the IRIT/INP–ENSEEIHT, University of Toulouse,Toulouse 31071, France (e-mail: [email protected]; [email protected]; [email protected]).

Color versions of one or more of the figures in this paper are availableonline at http://ieeexplore.ieee.org.

Digital Object Identifier 10.1109/TIP.2015.2458572

high-spectral multi-band image from two degraded and com-plementary observed images is a challenging but crucialissue that has been addressed in various scenarios [5]–[8].In particular, fusing a high-spatial low-spectral resolutionimage and a low-spatial high-spectral image is an archetypalinstance of multi-band image reconstruction, such as pan-sharpening (MS+PAN) [9] or hyperspectral pansharpen-ing (HS+PAN) [10]. Generally, the linear degradations appliedto the observed images with respect to (w.r.t.) the targethigh-spatial and high-spectral image reduce to spatial andspectral transformations. Thus, the multi-band image fusionproblem can be interpreted as restoring a 3D data-cubefrom two degraded data-cubes. A more precise descriptionof the problem formulation is provided in the followingparagraph.

B. Problem Statement

To better distinguish spectral and spatial degradations, thepixels of the target multi-band image, which is of high-spatialand high-spectral resolution, can be rearranged to build anmλ × n matrix X, where mλ is the number of spectral bandsand n = nr × nc is the number of pixels in each band (nr andnc represents the number of rows and columns respectively).In other words, each column of the matrix X consists of amλ-valued pixel and each row gathers all the pixel values ina given spectral band. Based on this pixel ordering, any linearoperation applied on the left (resp. right) side of X describesa spectral (resp. spatial) degradation.

In this work, we assume that two complementary imagesof high-spectral or high-spatial resolutions, respectively, areavailable to reconstruct the target high-spectral and high-spatial resolution target image. These images result from linearspectral and spatial degradations of the full resolution image X,according to the well-admitted model

YL = LX + NL

YR = XR + NR (1)

where

• X = [x1, . . . , xn] ∈ Rmλ×n is the full resolution target

image,• YL ∈ R

nλ×n and YR ∈ Rmλ×m are the observed spectrally

degraded and spatially degraded images,• m = mr ×mc is the number of pixels of the high-spectral

resolution image,1057-7149 © 2015 IEEE. Personal use is permitted, but republication/redistribution requires IEEE permission.

See http://www.ieee.org/publications_standards/publications/rights/index.html for more information.

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4110 IEEE TRANSACTIONS ON IMAGE PROCESSING, VOL. 24, NO. 11, NOVEMBER 2015

• nλ is the number of bands of the high-spatial resolutionimage,

• NL and NR are additive terms that include both modelingerrors and sensor noises.

The noise matrices are assumed to be distributed accordingto the following matrix normal distributions1

NL ∼ MNmλ,m(0mλ,m,�L, Im)NR ∼ MN nλ,n(0nλ,n,�R, In).

Note that no particular structure is assumed for the rowcovariance matrices �L and �R except that they are bothpositive definite, which allows for considering spectrallycolored noises. Conversely, the column covariance matricesare assumed to be the identity matrix to reflect the fact thatthe noise is pixel-independent. In practice, �L and �R dependon the sensor characteristics and can be known or learnt usingcross-calibration. To simplify the problem, �L and �R areoften assumed to be diagonal matrices, where the i th diagonalelement is the noise variance in the i th band. Thus, thenumber of variables in �L is decreased from nλ(nλ+1)

2 to nλ.Similar results hold for �R. Furthermore, if we want toignore the noise terms NL and NR, which means the noisesof YL and YR are both trivial for fusion, we can simply set�L and �R to identity matrices as in [10].

In most practical scenarios, the spectral degradationL ∈ R

nλ×mλ only depends on the spectral response of thesensor, which can be a priori known or estimated by cross-calibration [11]. The spatial degradation R includes warp,translation, blurring, decimation, etc. As the warp and transla-tion can be attributed to the image co-registration problemand mitigated by precorrection, only blurring and decima-tion degradations, denoted B and S are considered in thiswork. If the spatial blurring is assumed to be space-invariant,B ∈ R

n×n owns the specific property of being a cyclicconvolution operator acting on the bands. The matrixS ∈ R

n×m is a d = dr × dc uniform downsampling operator,which has m = n/d ones on the block diagonal and zeroselsewhere, and such that ST S = Im . Note that multiplyingby ST represents zero-interpolation to increase the number ofpixels from m to n. Therefore, assuming R can be decomposedas R = BS ∈ R

n×m , the fusion model (1) can be rewritten as

YL = LX + NLYR = XBS + NR (2)

where all matrix dimensions and their respective relations aresummarized in Table I.

This matrix equation (1) has been widely advocatedin the pansharpening and HS pansharpening problems,which consist of fusing a PAN image with an MS or anHS image [10], [12], [13]. Similarly, most of the techniquesdeveloped to fuse MS and HS images also rely on a similar

1The probability density function p(X|M, �r ,�c) of a matrix normaldistribution MN r,c(M,�r ,�c) is defined by

p(X|M, �r ,�c) =exp(− 1

2 tr[�−1

c (X − M)T �−1r (X − M)

])

(2π)rc/2|�c|r/2|�r |c/2

where M ∈ Rr×c is the mean matrix, �r ∈ R

r×r is the row covariancematrix and �c ∈ R

c×c is the column covariance matrix.

TABLE I

NOTATIONS

linear model [14]–[20]. From an application point of view,this problem is also important as motivated by recent nationalprograms, e.g., the Japanese next-generation space-borneHS image suite (HISUI), which fuses co-registered MS andHS images acquired over the same scene under the sameconditions [21].

To summarize, the problem of fusing high-spectral andhigh-spatial resolution images can be formulated as estimatingthe unknown matrix X from (2). There are two main statisticalestimation methods that can be used to solve this problem.These methods are based on maximum likelihood (ML) oron Bayesian inference. ML estimation is purely data-drivenwhile Bayesian estimation relies on prior information, whichcan be regarded as a regularization (or a penalization) for thefusion problem. Various priors have been already advocatedto regularize the multi-band image fusion problem, such asGaussian priors [22], [23], sparse representations [20] or totalvariation (TV) [24] priors. The choice of the prior usuallydepends on the information resulting from previous experi-ments or from a subjective view of constraints affecting theunknown model parameters [25], [26].

Computing the ML or the Bayesian estimators (whateverthe form chosen for the prior) is a challenging task,mainly due to the large size of X and to the presence ofthe downsampling operator S, which prevents any directuse of the Fourier transform to diagonalize the blurringoperator B. To overcome this difficulty, several computationalstrategies have been designed to approximate the estimators.Based on a Gaussian prior modeling, a Markov chainMonte Carlo (MCMC) algorithm has been implementedin [22] to generate a collection of samples asymptoticallydistributed according to the posterior distribution of X. TheBayesian estimators of X can then be approximated usingthese samples. Despite this formal appeal, MCMC-basedmethods have the major drawback of being computationallyexpensive, which prevents their effective use when processingimages of large size. Relying on exactly the same priormodel, the strategy developed in [23] exploits an alternatingdirection method of multipliers (ADMM) embedded in a blockcoordinate descent method (BCD) to compute the maximuma posterior (MAP) estimator of X. This optimization strategyallows the numerical complexity to be greatly decreased whencompared to its MCMC counterpart. Based on a prior builtfrom a sparse representation, the fusion problem is solvedin [20] and [24] with the split augmented Lagrangian shrinkagealgorithm (SALSA) [27], which is an instance of ADMM.

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WEI et al.: FAST FUSION OF MULTI-BAND IMAGES BASED ON SOLVING A SYLVESTER EQUATION 4111

In this paper, contrary to the algorithms described above,a much more efficient method is proposed to solve explicitly anunderlying Sylvester equation (SE) associated with the fusionproblem derived from (2), leading to an algorithm referredto as Fast fUsion based on Sylvester Equation (FUSE). Thisalgorithm can be implemented per se to compute the MLestimator in a computationally efficient manner. The proposedFUSE algorithm has also the great advantage of being easilygeneralizable within a Bayesian framework when consideringvarious priors. The MAP estimators associated with a Gaussianprior similar to [22] and [23] can be directly computed thanksto the proposed strategy. When handling more complex priorssuch as those used in [20] and [24], the FUSE solution canbe conveniently embedded within a conventional ADMM or aBCD algorithm.

C. Paper OrganizationThe remaining of this paper is organized as follows.

Section II studies the optimization problem to be addressedin absence of any regularization, i.e., in an ML framework.The proposed fast fusion method is presented in Section IIIand generalized to Bayesian estimators associated with variouspriors in Section IV. Section V presents experimental resultsassessing the accuracy and the numerical efficiency of theproposed fusion method. Conclusions are finally reported inSection VI.

II. PROBLEM FORMULATION

Using the statistical properties of the noise matrices NL andNR, YL and YR have matrix Gaussian distributions, i.e.,

p (YL|X) = MN nλ,n(LX,�L, In)

p (YR|X) = MNmλ,m(XBS,�R, Im). (3)

As the collected measurements YL and YR have beenacquired by different (possibly heterogeneous) sensors, thenoise matrices NL and NR are sensor-dependent and can begenerally assumed to be statistically independent. Therefore,YL and YR are independent conditionally upon the unobservedscene X = [x1, · · · , xn]. As a consequence, the joint likeli-hood function of the observed data is

p (YL, YR|X) = p (YL|X) p (YR|X) . (4)

Since adjacent HS bands are known to be highly correlated,the HS vector xi usually lives in a subspace whose dimensionis much smaller than the number of bands mλ [28], [29],i.e., X = HU where H is a full column rank matrix andU ∈ R

mλ×n is the projection of X onto the subspace spannedby the columns of H ∈ R

mλ×mλ .Defining � = {YL, YR} as the set of the observed images,

the negative logarithm of the likelihood is

− log p (�|U) = − log p (YL|U) − log p (YR|U) + C

= 1

2tr((YR − HUBS)T �−1

R (YR − HUBS))

+ 1

2tr((YL − LHU)T �−1

L (YL − LHU))

+ C

where C is a constant. Thus, calculating the ML estimator ofU from the observed images �, i.e., maximizing the likelihood

can be achieved by solving the following problem

arg minU

L(U) (5)

where

L(U) = tr((YR − HUBS)T �−1

R (YR − HUBS))

+ tr((YL − LHU)T �−1

L (YL − LHU)).

Note that it is also obvious to formulate the optimizationproblem (5) from the linear model (2) directly in the least-squares (LS) sense [30]. However, specifying the distributionsof the noises NL and NR allows us to consider the case ofcolored noises (band-dependent) more easily by introducingthe covariance matrices �R and �L, leading to the weightedLS problem (5).

In this paper, we prove that the minimization of (5) w.r.t. thetarget image U can be solved analytically, without any iterativeoptimization scheme or Monte Carlo based method. Theresulting closed-form solution to the optimization problem ispresented in Section III. Furthermore, it is shown in Section IVthat the proposed method can be easily generalized to Bayesianfusion methods with appropriate prior distributions.

III. FAST FUSION SCHEME

A. Sylvester Equation

Minimizing (5) w.r.t. U is equivalent to force the derivativeof L(U) to be zero, i.e., dL(U)/dU = 0, leading to thefollowing matrix equation

HH�−1R HUBS (BS)H +

((LH)H�−1

L LH)

U

= HH�−1R YR (BS)H + (LH)H�−1

L YL. (6)

As mentioned in Section I-B, the difficulty for solving (6)results from the high dimensionality of U and the presenceof the downsampling matrix S. In this work, we will showthat Eq. (6) can be solved analytically with two assumptionssummarized below.

Assumption 1: The blurring matrix B is a block circulantmatrix with circulant blocks.

The physical meaning of this assumption is that the matrix Bstands for a convolution operator by a space-invariant blur-ring kernel. This assumption has been currently used in theimage processing literature, e.g., [24], [31]–[33]. Moreover,the blurring matrix B is assumed to be known in this work.In practice, it can be learnt by cross-calibration [11] orestimated from the data directly [24]. A consequence of thisassumption is that B can be decomposed as B = FDFH andBH = FD∗FH , where F ∈ R

n×n is the discrete Fouriertransform (DFT) matrix (FFH = FH F = In), D ∈ R

n×n isa diagonal matrix and ∗ represents the conjugate operator.

Assumption 2: The decimation matrix S corresponds todownsampling the original image and its conjugate trans-pose SH interpolates the decimated image with zeros.

Again, this assumption has been widely admitted invarious image processing applications, such as super-resolution [32], [34] and fusion [14], [24]. Moreover,a decimation matrix satisfies the property SH S = Im and the

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4112 IEEE TRANSACTIONS ON IMAGE PROCESSING, VOL. 24, NO. 11, NOVEMBER 2015

matrix S � SSH ∈ Rn×n is symmetric and idempotent, i.e.,

S = SH and SSH = S2 = S. For a practical implementation,multiplying an image by S can be achieved by doing entry-wise multiplication with an n × n mask matrix with ones inthe sampled position and zeros elsewhere.

After multiplying (6) on both sides by(HH�−1

R H)−1

, weobtain2

C1U + UC2 = C3 (7)

where

C1 = (HH�−1R H)−1(

(LH)H�−1L LH)

C2 = BSBH

C3 = (HH�−1R H)−1(HH�−1

R YR (BS)H + (LH)H�−1L YL).

Eq. (7) is a Sylvester matrix equation [35]. It is well knownthat an SE has a unique solution if and only if an arbitrarysum of the eigenvalues of C1 and C2 is not equal to zero [35].

B. Existence of a Solution

In this section, we study the eigenvalues of C1 and C2 tocheck if (7) has a unique solution. As the matrix C2 = BSBH

is positive semi-definite, its eigenvalues include positive valuesand zeros [36]. In order to study the eigenvalues of C1,Lemma 1 is introduced below.

Lemma 1: If the matrix A1 ∈ Rn×n is symmetric (resp.

Hermitian) positive definite and the matrix A2 ∈ Rn×n is

symmetric (resp. Hermitian) positive semi-definite, the productA1A2 is diagonalizable and all the eigenvalues of A1A2 arenon-negative.

Proof: See Appendix A. �According to Lemma 1, since the matrix C1 is the product

of a symmetric positive definite matrix(HH�−1

R H)−1

and a symmetric semi-definite matrix (LH)H�−1L LH, it is

diagonalizable and all its eigenvalues are non-negative. As aconsequence, the eigen-decomposition of C1 can be expressedas C1 = Q�CQ−1, where �C = diag

(λ1

C , · · · , λmλC

)

(diag(λ1

C , · · · , λmλC

)is a diagonal matrix whose elements

are λ1C , · · · , λmλ

C ) and λiC ≥ 0, ∀i . Therefore, as long as zero

is not an eigenvalue of C1 (or equivalently C1 is invertible),any sum of eigenvalues of C1 and C2 is different from zero(more accurately, this sum is greater than 0), leading to theexistence of a unique solution of (7).

However, the invertibility of C1 is not always guaranteeddepending on the forms and dimensions of H and L.For example, if nλ < mλ, meaning that the number ofMS bands is smaller than the subspace dimension, thematrix (LH)H �−1

L LH is rank deficient and thus (7) has nounique solution. In cases where C1 is singular, a regularizationor prior information is necessary to be introduced to ensure(7) has a unique solution. In this section, we focus on thecase when C1 is non-singular. The generalization to Bayesianestimators based on specific priors already considered in theliterature will be elaborated in Section IV.

2The invertibility of the matrix HH �−1R H is guaranteed since H has full

column rank and �R is positive definite.

C. A Classical Algorithm for the Sylvester Matrix Equation

A classical algorithm for obtaining a solution of the SE isthe Bartels-Stewart algorithm [35]. This algorithm decomposesC1 and C2 into Schur forms using a QR algorithm and solvesthe resulting triangular system via back-substitution. However,as the matrix C2 = BSBH is very large for our application(n×n, where n is the number of image pixels), it is unfeasibleto construct the matrix C2, let alone use the QR algorithmto compute its Schur form (which has the computationalcost O(n3) arithmetical operations). The next section pro-poses an innovative strategy to obtain an analytical expressionof the SE (7) by exploiting the specific properties of thematrices C1 and C2 associated with the fusion problem.

D. Proposed Closed-Form Solution

Using the decomposition C1 = Q�CQ−1 and multiplyingboth sides of (7) by Q−1 leads to

�CQ−1U + Q−1UC2 = Q−1C3. (8)

Right multiplying (8) by FD on both sides and using thedefinitions of matrices C2 and B yields

�CQ−1UFD + Q−1UFD(FH SFD

) = Q−1C3FD (9)

where D = (D∗) D is a real diagonal matrix. Note thatUFD = UBF ∈ R

mλ×n can be interpreted as the Fouriertransform of the blurred target image, which is a complexmatrix. Eq. (9) can be regarded as an SE w.r.t. Q−1UFD, whichhas a simpler form compared to (7) as �C is a diagonal matrix.The next step in our analysis is to simplify the matrix FH SFDappearing on the left hand side of (9). First, we introduce thefollowing lemma.

Lemma 2: The following equality holds

FH SF = 1

dJd ⊗ Im (10)

where F and S are defined as in Section III-A, Jd is thed × d matrix of ones and Im is the m × m identity matrix.

Proof: See Appendix B. �This lemma shows that the spectral aliasing resulting from

a downsampling operator applied to a multi-band image inthe spatial domain can be easily formulated as a Kroneckerproduct in the frequency domain.

Then, let introduce the following md × md matrix

P =

⎡⎢⎢⎣

Im 0 · · · 0−Im Im · · · 0

......

. . ....

−Im 0 · · · Im

⎤⎥⎥⎦

︸ ︷︷ ︸d

(11)

whose inverse3 can be easily computed

P−1 =

⎡⎢⎢⎣

Im 0 · · · 0Im Im · · · 0...

.... . .

...Im 0 · · · Im

⎤⎥⎥⎦.

3Note that left multiplying a matrix by P corresponds to subtracting thefirst row blocks from all the other row blocks. Conversely, right multiplyingby the matrix P−1 means replacing the first (block) column by the sum ofall the other (block) columns.

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WEI et al.: FAST FUSION OF MULTI-BAND IMAGES BASED ON SOLVING A SYLVESTER EQUATION 4113

Right multiplying both sides of (9) by P−1 leads to

�CU + UM = C3 (12)

where U = Q−1UFDP−1, M = P(FH SFD

)P−1 and

C3 = Q−1C3FDP−1. Eq. (12) is a Sylvester matrix equationw.r.t. U whose solution is significantly easier than for (8),thanks to the simple structure of the matrix M outlined in thefollowing lemma.

Lemma 3: The following equality holds

M = 1

d

⎡⎢⎢⎢⎢⎢⎣

d∑i=1

Di D2 · · · Dd

0 0 · · · 0...

.... . .

...0 0 · · · 0

⎤⎥⎥⎥⎥⎥⎦

(13)

where the matrix D has been partitioned as follows

D =

⎡⎢⎢⎢⎣

D1 0 · · · 00 D2 · · · 0...

.... . .

...0 0 · · · Dd

⎤⎥⎥⎥⎦

with Di m × m real diagonal matrices.Proof: See Appendix C. �

This lemma, which exploits the equality (10) and theresulting specific structure of the matrix FH SFD, allows thematrix M to be written block-by-block, with nonzero blocksonly located in its first (block) row (see (13)). Finally, usingthis simple form of M, the solution U of the SE (12) can becomputed block-by-block as stated in the following theorem.

Theorem 1: Let (C3)l, j denotes the j th block of thelth band of C3 for any l = 1, · · · , mλ. Then, the solutionU of the SE (12) can be decomposed as

U =

⎡⎢⎢⎢⎣

u1,1 u1,2 · · · u1,d

u2,1 u2,2 · · · u2,d...

.... . .

...umλ,1 umλ,2 · · · umλ,d

⎤⎥⎥⎥⎦ (14)

with

ul, j =

⎧⎪⎪⎨⎪⎪⎩

(C3)l, j

(1d

d∑i=1

Di + λlC Im

)−1

, j = 1,

1λl

C

[(C3)l, j − 1

d ul,1D j

], j = 2, · · · , d.

(15)

Proof: See Appendix D. �Note that ul, j ∈ R

1×m denotes the j th block of the lth band.

Note also that the matrix 1d

d∑i=1

Di + λlC In appearing in the

expression of ul,1 is an n × n real diagonal matrix whoseinversion is trivial. The final estimator of X is obtained asfollows4

X = HQUPD−1FH. (16)

4It may happen that the diagonal matrix D does not have full rank(containing zeros in diagonal) or is ill-conditioned (having very small numbersin diagonal), resulting from the property of blurring kernel. In this case,D−1 can be replaced by (D + τ Im )−1 for regularization purpose, where τ isa small penalty parameter [31].

Algorithm 1 Fast Fusion of Multi-Band Images Based onSolving a Sylvester Equation (FUSE)

Algorithm 1 summarizes the derived FUSE steps required tocalculate the estimated image X.

E. Complexity Analysis

The most computationally expensive part of the pro-posed algorithm is the computation of matrices D and C3because of the FFT and iFFT operations. Using the notationC4 = Q−1

(HH�−1

R H)−1

, the matrix C3 can be rewritten

C3 = C4(HH�−1

R YR(BS)H + (LH

)H�−1

L YL)BFP−1

= C4(HH�−1

R YRSH FD∗ + (LH)H

�−1L YLF

)DP−1.

(17)

The most heavy step in computing (17) is the decompositionB = FDFH (or equivalently the FFT of the blurring kernel),which has a complexity of order O(n log n). The calculationsof HH�−1

R YRSH FD∗ and (LH)H �−1L YLF require one FFT

operation each. All the other computations are made in thefrequency domain. Note that the multiplication by DP−1

has a cost of O(n) operations as D is diagonal, and P−1

reduces to block shifting and addition. The left multipli-cation with Q−1

(HH�−1

R H)−1 is of order O(m2

λn). Thus,the calculation of C3BFP−1 has a total complexity of orderO(n · max

{log n, m2

λ

}).

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IV. GENERALIZATION TO BAYESIAN ESTIMATORS

As mentioned in Section III-B, if the matrix (LH)H �−1L LH

is singular or ill-conditioned (e.g., when the number ofMS bands is smaller than the dimension of the subspacespanned by the pixel vectors, i.e., nλ < mλ), a regularizationor prior information p (U) has to be introduced to ensure theSylvester matrix equation (12) has a unique solution. Theresulting estimator U can then be interpreted as a Bayesianestimator. Combining the likelihood (4) and the prior p (U),the posterior distribution of U can be written as

p (U|�) ∝ p (�|U) p (U)

∝ p (YL|U) p (YR|U) p (U)

where ∝ means “proportional to” and where we have used theindependence between the observation vectors YL and YR.

The mode of the posterior distribution p (U|�) is theso-called MAP estimator, which can be obtained by solvingthe following optimization problem

arg minU

L(U) (18)

where

L(U) = 1

2tr((

YR − HUBS)T

�−1R

(YR − HUBS

))

+ 1

2tr((

YL − LHU)T

�−1L

(YL − LHU

))−log p(U).

(19)

Different Bayesian estimators corresponding to differentchoices of p(U) have been considered in the literature. Theseestimators are first recalled in the next sections. We will thenshow that the explicit solution of the SE derived in Section IIIcan be used to compute the MAP estimator of U for theseprior distributions.

A. Gaussian Prior

Gaussian priors have been used widely in image process-ing [37]–[39], and can be interpreted as a Tikhonov regulariza-tion [40]. Assume that a matrix normal distribution is assigneda priori to the projected target image U

p(U) = MN mλ,n(μ,�, In) (20)

where μ and � are the mean and covariance matrix of thematrix normal distribution. Note that the covariance matrix �

explores the correlations between HS band and controls thedistance between U and its mean μ. Forcing the derivative ofL(U) in (18) to be zero leads to the following SE

C1U + UC2 = C3 (21)

where

C1 = (HH�−1R H)−1(

(LH)H�−1L LH + �−1)

C2 = BSBH

C3 = (HH�−1R H)−1

(HH�−1R YR (BS)H

+ (LH)H �−1L YL + �−1μ). (22)

The matrix C1 is positive definite as long as the covariancematrix �−1 is positive definite. Algorithm 1 can thus be

adapted to a matrix normal prior case by simply replacingC1 and C3 by their new expressions defined in (22).

B. Non-Gaussian Prior

When the projected image U is assigned a non-Gaussianprior, the objective function L(U) in (18) can be split intoa data term f (U) corresponding to the likelihood and aregularization term φ(U) corresponding to the prior in aBayesian framework as

L(U) = f (U) + φ(U) (23)

where

f (U) = 1

2tr((YR − HUBS)T �−1

R (YR − HUBS))

+ 1

2tr((YL − LHU)T �−1

L (YL − LHU))

and

φ(U) = − log p (U) .

The optimization of (23) w.r.t. U can be solved efficientlyby using an ADMM that consists of two steps: 1) solvinga surrogate optimization problem associated with a Gaussianprior and 2) applying a proximity operator [41]. This strategycan be implemented in the image domain or in the frequencydomain. The resulting algorithms, referred to as FUSE-within-ADMM (FUSE-ADMM) are described below.

1) Solution in Image Domain: Eq. (23) can be rewritten as

L(U, V) = f (U) + φ(V) s.t. U = V.

The augmented Lagrangian associated with this problem is

Lμ(U, V,λ) = f (U) + φ(V) + λT (U − V) + μ

2‖U − V‖2

F

(24)

or equivalently

Lμ(U, V, W) = f (U) + φ(V) + μ

2‖U − V − W‖2

F (25)

where W is the scaled dual variable. This optimizationproblem can be solved by an ADMM as follows

(Uk+1, Vk+1) = arg minU,V

f (U) + φ(V) + μ

2‖U − V − Wk‖2

F

Wk+1 = Wk − (Uk+1 − Vk+1).

The updates of the derived ADMM algorithm are

Uk+1 = arg minU

f (U) + μ

2‖U − Vk − Wk‖2

F

Vk+1 = proxφ,μ(Uk+1 − Wk)

Wk+1 = Wk − (Uk+1 − Vk+1). (26)

• Update U: Instead of using any iterative update method,the optimization w.r.t. U can be solved analytically byusing Algorithm 1 as for the Gaussian prior investigatedin Section IV-A. For this, we can set μ = Vk + Wk

and �−1 = μImλ in (22). However, the computationalcomplexity of updating U in each iteration is O(n log n)

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WEI et al.: FAST FUSION OF MULTI-BAND IMAGES BASED ON SOLVING A SYLVESTER EQUATION 4115

because of the FFT and iFFT steps required for comput-ing C3 and U from U.

• Update V: The update of V requires computing aproximity operator, which depends on the form of φ(V).When the regularizer φ(V) is simple enough, theproximity operator can be evaluated analytically. Forexample, if φ(V) ≡ ‖V‖1, then

proxφ,μ(Uk+1 − Wk) = soft

(Uk+1 − Wk,

1

μ

)

where soft is the soft-thresholding function defined as

soft(g, τ ) = sign(g) max(|g| − τ, 0).

More examples of proximity computations can be foundin [41].

• Update W: The update of W is simply a matrix additionwhose implementation has a small computational cost.

2) Solution in Frequency Domain: Recalling thatB = FDFH , a less computationally expensive solutionis obtained by rewriting L(U) in (23) as

L(U,V) = f (U) + φ(V) s.t. U = Vwhere U = UF is the Fourier transform of U, V = VF is theFourier transform of V, and

f (U) = 1

2tr((YR − HUDFH S)T �−1

R (YR − HUDFH S))

+ 1

2tr

((YL − LHUFH

)T�−1

L

(YL − LHUFH

))

and

φ(V) = − log p (V) .

Thus, the ADMM updates, defined in the image domainby (26), can be rewritten in the frequency domain as

Uk+1 = arg minU

f (U) + μ

2‖U − Vk − Wk‖2

F

Vk+1 = proxφ,μ(Uk+1 − Wk)

Wk+1 = Wk − (Uk+1 − Vk+1). (27)

where W is the dual variable in frequency domain. At the(k + 1)th ADMM iteration, updating U can be efficientlyconducted thanks to an SE solver similar to Algorithm 1,where the matrix C3 is defined by

C3 = Cs + Cc

(Vk + Wk

)DP−1 (28)

with

Cs = Q−1(HH�−1R H)−1

(HH�−1

R YRSH FDH + (LH)H �−1L YLF

)DP−1

Cc = Q−1(HH�−1R H)−1

�−1.

Note that the update of C3 does not require any FFTcomputation since Cs and Cc can be calculated once and arenot updated in the ADMM iterations.

C. Hierarchical Bayesian Framework

When using a Gaussian prior, a hierarchical Bayesianframework can be constructed by introducing a hyperpriorto the hyperparameter vector � = {μ,�}. Several priorshave been investigated in the literature based on generalizedGaussian distributions, sparsity-promoted �1 or �0 regulariza-tions, �2 smooth regularization, or TV regularization. Denotingas p(�) the prior of �, the optimization w.r.t. U can bereplaced by an optimization w.r.t. (U,�) as follows

(U,�) = arg maxU,�

p (U,�|�)

= arg maxU,�

p (YL|U) p (YR|U) p (U|�) p (�) .

A standard way of solving this problem is to optimizealternatively between U and � using the following updates

Uk+1 = arg maxU

p (YL|U) p (YR|U) p(

U|�k)

�k+1 = arg max�

p(

Uk+1|�)

p (�) .

The update of Uk+1 can be solved using Algorithm 1whereas the update of � depends on the form of the hyper-prior p (�). The derived optimization method is referred to asFUSE-within-BCD (FUSE-BCD).

It is interesting to note that the strategy of Section IV-Bproposed to handle the case of a non-Gaussian prior canbe interpreted as a special case of a hierarchical updating.Indeed, if we interpret V + d and 1

μ Imλ in (25) as the mean

μ and covariance matrix �, the ADMM update (26) can beconsidered as the iterative updates of U and μ = V + d withfixed � = 1

μ Imλ .

V. EXPERIMENTAL RESULTS

This section applies the proposed fusion methodto three kinds of priors that have been investigatedin [20], [23], and [24] for the fusion of multi-bandimages. Note that these three methods require to solve aminimization problem similar to (18). All the algorithmshave been implemented using MATLAB R2013A on acomputer with Intel(R) Core(TM) i7-2600 [email protected] 8GB RAM. The MATLAB codes and all the simulationresults are available in the first author’s homepage.5

A. Fusion Quality Metrics

To evaluate the quality of the proposed fusion strategy,five image quality measures have been investigated. Referringto [20] and [42], we propose to use the restored signal to noiseratio (RSNR), the averaged spectral angle mapper (SAM),the universal image quality index (UIQI), the relative dimen-sionless global error in synthesis (ERGAS) and the degreeof distortion (DD) as quantitative measures. The RSNR isdefined by the negative logarithm of the distance between theestimated and reference images. The larger RSNR, the betterthe fusion. The definition of SAM, UIQI, ERGAS and DDcan be found in [20]. The smaller SAM, ERGAS and DD,

5http://wei.perso.enseeiht.fr/

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TABLE II

PERFORMANCE OF HS+MS FUSION METHODS: RSNR (IN dB), UIQI, SAM (IN DEGREE), ERGAS, DD (IN 10−3) AND TIME (IN SECOND)

the better the fusion. The larger UIQI, the better the fusion.The maps of the residual errors, computed in terms of rootmean square errors averaged over the bands, are also availablein the associated technical report [43].

B. Fusion of HS and MS Images

The reference image considered here as the high-spatial andhigh-spectral image is a 512 × 256 × 93 HS image acquiredover Pavia, Italy, by the reflective optics system imagingspectrometer (ROSIS). This image was initially composed of115 bands that have been reduced to 93 bands after removingthe water vapor absorption bands. A composite color imageof the scene of interest is shown in Fig. 1 (right).

Our objective is to reconstruct the high-spatial high-spectral image X from a low-spatial high-spectral HS imageYR and a high-spatial low-spectral MS image YL. First,YR has been generated by applying a 5 × 5 Gaussian filterand by down-sampling every dr = dc = 4 pixels in bothvertical and horizontal directions for each band of thereference image. Second, a 4-band MS image YL has beenobtained by filtering X with the LANDSAT-like reflectancespectral responses [44]. The HS and MS images are bothcontaminated by zero-mean additive Gaussian noises. Oursimulations have been conducted with SNRH,i = 35dB forthe first 43 bands of the HS image and SNRH,i = 30dB forthe remaining 50 bands, with

SNRH,i = 10 log

(‖ (XBS)i ‖2

F

s2H,i

).

For the MS image

SNRM, j = 10 log

(‖ (LX) j ‖2

F

s2M, j

)= 30dB

for all spectral bands.The observed HS and MS images are shown in

Fig. 1 (left and middle). Note that the HS image has beenscaled for better visualization (i.e., the HS image containsd = 16 times fewer pixels than the MS image) and thatthe MS image has been displayed using an arbitrary colorcomposition. The subspace transformation matrix H has beendefined as the PCA following the strategy of [20].

Fig. 1. Pavia dataset: HS image (left), MS image (middle) and referenceimage (right).

1) Example 1 (HS+MS Fusion With a Naive GaussianPrior): We first consider the Bayesian fusion model initiallyproposed in [22]. This method assumed a naive Gaussianprior for the target image, leading to an �2-regularization ofthe fusion problem. The mean of this Gaussian prior wasfixed to an interpolated HS image. The covariance matrixof the Gaussian prior can be fixed a priori (supervisedfusion) or estimated jointly with the unknown image withina hierarchical Bayesian method (unsupervised fusion). Recallthat the estimator studied in [22] was based on a hybridGibbs sampler generating samples distributed according to theposterior of interest. An ADMM step embedded in a BCDmethod (ADMM-BCD) was also proposed in [23] providinga significant computational cost reduction. This section com-pares the performance of this ADMM-BCD algorithm with theperformances of the proposed FUSE-based methods for thesefusion problems.

For the supervised case, the explicit solution of the SE canbe constructed directly following the Gaussian prior-basedgeneralization in Section IV-A. Conversely, for the unsu-pervised case, the generalized version denoted FUSE-BCDand described in Section IV-C is exploited, which requiresembedding the closed-form solution into a BCD algorithm(refer [23] for more details). The estimated images obtainedwith the different algorithms are depicted in Fig. 2 and arevisually very similar. More quantitative results are reportedin the first four lines of Table II and confirm the similar

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WEI et al.: FAST FUSION OF MULTI-BAND IMAGES BASED ON SOLVING A SYLVESTER EQUATION 4117

Fig. 2. HS+MS fusion results. Row 1 and 2: state-of-the-art-methods and corresponding proposed fast fusion methods (FUSE), respectively, with variousregularizations: supervised naive Gaussian prior (1st column), unsupervised naive Gaussian prior (2nd column), sparse representation (3rd column) andTV (4th column).

performance of these methods in terms of the various fusionquality measures (RSNR, UIQI, SAM, ERGAS and DD).However, the computational time of the proposed algorithmis reduced by a factor larger than 200 (supervised) and90 (unsupervised) due to the existence of a closed-formsolution for the Sylvester matrix equation.

2) Example 2 (HS+MS Fusion With a SparseRepresentation): This section investigates a Bayesianfusion model based on the Gaussian prior associated witha sparse representation introduced in [20]. The basic ideaof this approach was to design a prior that results fromthe sparse decomposition of the target image on a set ofdictionaries learned empirically. Some parameters neededto be adjusted by the operator (regularization parameter,dictionaries and supports) whereas the other parameters(sparse codes) were jointly estimated with the target image.In [20], the MAP estimator associated with this model wasreached using an optimization algorithm that consists of anADMM step embedded in a BCD method (ADMM-BCD).Using the strategy proposed in Section IV-C, this ADMMstep can be avoid by exploiting the FUSE solution. Thus,the performance of the ADMM-BCD algorithm in [20] iscompared with the performance of the FUSE-BCD schemeas described in Section IV-C. As shown in Fig. 2 and the5th and 6th lines of Table II, the performances of bothalgorithms are quite similar. However, the proposed solutionexhibits a significant complexity reduction.

Fig. 3. Convergence speeds of the ADMM [24] and the proposedFUSE-ADMM with the TV-regularization.

3) Example 3 (HS+MS Fusion With TV Regularization):The third experiment is based on a TV regularization (can beinterpreted as a specific instance of a non-Gaussian prior) stud-ied in [24]. The regularization parameter of this model needs tobe fixed by the user. The ADMM-based method investigatedin [24] requires to compute a TV-based proximity operator(which increases the computational cost when compared tothe previous algorithms). To solve this optimization problem,the frequency domain SE solution derived in Section IV-B2can be embedded in an ADMM algorithm. The fusion results

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Fig. 4. Hyperspectral pansharpening results. 1st column: HS image. 2nd column: PAN image. 3rd column: Reference image. 4th column: ADMM [23].5th column: Proposed method.

obtained with the ADMM method of [24] and the proposedFUSE-ADMM method are shown in Fig. 2 and are quitesimilar. The last two lines of Table II confirms this similaritymore quantitatively by using the quality measures introducedin Section V-A. Note that the computational time obtainedwith the proposed explicit fusion solution is reduced whencompared to the ADMM method. In order to complementthis analysis, the convergence speeds of the FUSE-ADMMalgorithm and the ADMM method of [24] are studied byanalyzing the evolution of the objective function for thetwo fusion solutions. Fig. 3 shows that the FUSE-ADMMalgorithm converges faster at the starting phase and givessmoother convergence result.

C. Hyperspectral Pansharpening

When nλ = 1, the fusion of HS and MS images reducesto the HS pansharpening (HS+PAN) problem, which is theextension of conventional pansharpening (MS+PAN) and hasbecome an important and popular application in the area ofremote sensing [10]. In order to show that the proposed methodis also applicable to this problem, we consider the fusion ofHS and PAN images using another HS dataset. The referenceimage, considered here as the high-spatial and high-spectralimage, is an HS image of size 396 × 184 × 176 acquired overMoffett field, CA, in 1994 by the JPL/NASA airborne visi-ble/infrared imaging spectrometer (AVIRIS) [45]. This imagewas initially composed of 224 bands that have been reducedto 176 bands after removing the water vapor absorption bands.The HS image has been generated by applying a 5×5 Gaussianfilter on each band of the reference image. Besides, a PANimage is obtained by successively averaging the adjacent bandsin visible bands (1 ∼ 41 bands) according to realistic spectralresponses. In addition, the HS and PAN images have beenboth contaminated by zero-mean additive Gaussian noises. TheSNR of the HS image is 35dB for the first 126 bands and 30dBfor the last remaining bands. The SNR of the PAN image is30dB.

The FUSE based method is compared with the ADMMmethod6 of [23] to solve the supervised pansharpening

6Due to space limitation, only the Gaussian prior of [23] is considered inthis experiment. However, additional simulation results for other priors areavailable in the technical report [43].

TABLE III

PERFORMANCE OF THE PANSHARPENING METHODS: RSNR (IN dB),

UIQI, SAM (IN DEGREE), ERGAS, DD (IN 10−2) AND

TIME (IN SECOND)

problem (i.e., with fixed hyperparameters). The results aredisplayed in Fig. 4 whereas more quantitative results arereported in Table III. Again, the proposed FUSE-basedmethod provides similar qualitative and quantitative fusionresults with a significant computational cost reduction. Moreresults for the HS pansharpening are also available in arecently published review paper, where the authors compareeleven fusion algorithms, including the proposed FUSE-basedstrategies, on three different datasets [10].

VI. CONCLUSION

This paper developed a fast multi-band image fusionmethod based on an explicit solution of a Sylvester equation.This method was applied to both the fusion of multispectraland hyperspectral images and to the fusion of panchromaticand hyperspectral images. Coupled with the alternatingdirection method of multipliers and the block coordinatedescent, the proposed algorithm can be easily generalized tocompute Bayesian estimators for different fusion problems.Besides, the analytical solution of the Sylvester equationcan be embedded in a block coordinate descent algorithm tocompute the solution of a fusion model based on hierarchicalBayesian inference. Numerical experiments showed thatthe proposed fast fusion method compares competitivelywith the ADMM based methods, with the advantage ofreducing the computational complexity significantly. Futurework will consist of incorporating learning of the subspacetransform matrix H into the fusion scheme. Implementingthe proposed fusion scheme in real datasets will also beinteresting.

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APPENDIX APROOF OF LEMMA 1

As A1 is symmetric (resp. Hermitian) positive definite,

A1 can be decomposed as A1 = A121 A

121 , where A

121 is also

symmetric (resp. Hermitian) positive definite thus invertible.Therefore, we have

A1A2 = A121

(A

121 A2A

121

)A

− 12

1 . (29)

As A121 and A2 are both symmetric (resp. Hermitian) matrices,

A121 A2A

121 is also a symmetric (resp. Hermitian) matrix that

can be diagonalized. As a consequence, A1A2 is similar to adiagonalizable matrix, and thus it is diagonalizable.

Similarly, A2 can be written as A2 = A122 A

122 , where

A122 is positive semi-definite. Thus, A

121 A2A

121 = A

121 A

122 A

122 A

121

is positive semi-definite showing that all its eigenvalues arenon-negative. As similar matrices share equal similar eigen-values, the eigenvalues of A1A2 are non-negative.

APPENDIX BPROOF OF LEMMA 2

The n dimensional DFT matrix F can be written explicitlyas follows

F = 1√n

⎡⎢⎢⎢⎢⎢⎢⎣

1 1 1 1 · · · 11 ω ω2 ω3 · · · ωn−1

1 ω2 ω4 ω6 · · · ω2(n−1)

1 ω3 ω6 ω9 · · · ω3(n−1)

......

......

. . ....

1 ωn−1 ω2(n−1) ω3(n−1) · · · ω(n−1)(n−1)

⎤⎥⎥⎥⎥⎥⎥⎦

where ω = e− 2π in is a primitive nth root of unity in which

i = √−1. The matrix S can also be written as follows

S = E1 + E1+d + · · · + E1+(m−1)d

where Ei ∈ Rn×n is a matrix containing only one non-zero

element equal to 1 located at the i th row and i th column asfollows

Ei =

⎡⎢⎢⎢⎢⎢⎣

0 · · · 0 · · · 0...

. . ....

. . ....

0 · · · 1 · · · 0...

. . ....

. . ....

0 · · · 0 · · · 0

⎤⎥⎥⎥⎥⎥⎦

.

It is obvious that Ei is an idempotent matrix, i.e., Ei = E2i .

Thus, we have

FH Ei F = (Ei F)H Ei F =[0T · · · f H

i · · · 0T]

⎡⎢⎢⎢⎢⎢⎢⎣

0...fi...0

⎤⎥⎥⎥⎥⎥⎥⎦

= f Hi fi

where fi = 1√n

[1 ωi−1 ω2(i−1) ω3(i−1) · · · ω(n−1)(i−1)

]is

the i th row of the matrix F and 0 ∈ R1×n is the zero vector

of dimension 1 × n. Straightforward computations lead to

f Hi fi = 1

n

⎡⎢⎢⎢⎣

1 ωi−1 · · · ω(i−1)(n−1)

ω−(i−1) 1 · · · ω(i−1)(n−2)

......

. . ....

ω−(i−1)(n−1) ω−(i−1)(n−2) · · · 1

⎤⎥⎥⎥⎦.

Using the ω’s property∑n

i=1 ωi = 0 and n = md leads to

f H1 f1 + f H

1+d f1+d + · · · f H1+(m−1)df1+(m−1)d

= 1

n

⎡⎢⎢⎢⎢⎢⎢⎢⎢⎢⎢⎢⎢⎢⎢⎢⎣

⎡⎢⎢⎢⎣

m 0 · · · 00 m · · · 0...

.... . .

...0 0 · · · m

⎤⎥⎥⎥⎦ · · ·

⎡⎢⎢⎢⎣

m 0 · · · 00 m · · · 0...

.... . .

...0 0 · · · m

⎤⎥⎥⎥⎦

.... . .

...⎡⎢⎢⎢⎣

m 0 · · · 00 m · · · 0...

.... . .

...0 0 · · · m

⎤⎥⎥⎥⎦ · · ·

⎡⎢⎢⎢⎣

m 0 · · · 00 m · · · 0...

. . ....

...0 0 · · · m

⎤⎥⎥⎥⎦

⎤⎥⎥⎥⎥⎥⎥⎥⎥⎥⎥⎥⎥⎥⎥⎥⎦

= 1

d

⎡⎢⎣

Im · · · Im...

. . ....

Im · · · Im

⎤⎥⎦ = 1

dJd ⊗ Im .

APPENDIX CPROOF OF LEMMA 3

According to Lemma 2, we have

FH SFD = 1

d(Jd ⊗ Im) D = 1

d

⎡⎣

D1 D2 · · · Dd...

.... . .

...D1 D2 · · · Dd

⎤⎦

(30)

Thus, multiplying (30) by P on the left side and by P−1 onthe right side leads to

M = P(

FH SFD)

P−1

= 1

d

⎡⎢⎢⎣

Di D2 · · · Dd0 0 · · · 0...

.... . .

...0 0 · · · 0

⎤⎥⎥⎦P−1

= 1

d

⎡⎢⎢⎢⎢⎢⎣

d∑i=1

Di D2 · · · Dd

0 0 · · · 0...

.... . .

...0 0 · · · 0

⎤⎥⎥⎥⎥⎥⎦

APPENDIX DPROOF OF THEOREM 1

Substituting (13) and (14) into (12) leads to (32), as shownat the top of the next page, where

C3 =

⎡⎢⎢⎢⎣

(C3)1,1 (C3)1,2 · · · (C3)1,d

(C3)2,1 (C3)2,2 · · · (C3)2,d...

.... . .

...

(C3)d,1 (C3)d,2 · · · (C3)d,d

⎤⎥⎥⎥⎦. (31)

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4120 IEEE TRANSACTIONS ON IMAGE PROCESSING, VOL. 24, NO. 11, NOVEMBER 2015

⎡⎢⎢⎢⎢⎢⎢⎢⎢⎢⎢⎣

u1,1

(1d

d∑i=1

Di + λ1C In

)λ1

C u1,2 + 1d u1,1D2 · · · λ1

C u1,d + 1d u1,1Dd

u2,1

(1d

d∑i=1

Di + λ2CIn

)λ2

C u2,2 + 1d u2,1D2 · · · λ2

C u2,d + 1d u2,1Dd

......

. . ....

umλ,1

(1d

d∑i=1

Di + λmλC In

)λmλ

C umλ,2 + 1d umλ,1D2 · · · λmλ

C umλ,d + 1d umλ,1Dd

⎤⎥⎥⎥⎥⎥⎥⎥⎥⎥⎥⎦

= C3 (32)

Identifying the first (block) columns of (32) allows us tocompute the element u1,1 for l = 1, ..., d as follows

ul,1 = (C3)l,1

(1

d

d∑i=1

Di + λlC In

)−1

for l = 1, · · · , mλ. Using the values of ul,1 determined above,it is easy to obtain ul,2, · · · , ul,d as

ul, j = 1

λlC

[(C3)l, j − 1

dul,1D j

]

for l = 1, · · · , mλ and j = 2, · · · , d .

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Qi Wei (S’13) was born in Shanxi, China,in 1989. He received the B.Sc. degree in electricalengineering from Beihang University, Beijing,China, in 2010. He is currently pursuing thePh.D. degree with INP–ENSEEIHT, National Poly-technic Institute of Toulouse, University of Toulouse.In 2012, he was an Exchange Master Student withthe Signal Processing and Communications Group,Department of Signal Theory and Communications,Universitat Politècnica de Catalunya. He is alsowith the Signal and Communications Group, IRIT

Laboratory. His research has been focused on Bayesian estimation in statisticalsignal processing, in particular, inverse problems in image processing. He hasserved as a reviewer of the IEEE JOURNAL OF SELECTED TOPICS IN

SIGNAL PROCESSING, the IEEE TRANSACTIONS ON IMAGE PROCESSING,the IEEE TRANSACTIONS ON GEOSCIENCE AND REMOTE SENSING, andseveral conferences.

Nicolas Dobigeon (S’05–M’08–SM’13) was bornin Angoulême, France, in 1981. He receivedthe Engineering degree in electrical engineeringfrom ENSEEIHT, Toulouse, France, in 2004,and the M.Sc., Ph.D., and Habilitation Dirigerdes Recherches degrees in signal processing fromINP Toulouse, in 2004, 2007, and 2012, respectively.From 2007 to 2008, he was a Post-DoctoralResearch Associate with the Department ofElectrical Engineering and Computer Science,University of Michigan, Ann Arbor.

He has been with INP Toulouse, University of Toulouse, since 2008, wherehe is currently an Associate Professor. He conducts his research withinthe Signal and Communications Group, IRIT Laboratory, and is also anAffiliated Faculty Member with the TeSA Laboratory. His recent researchactivities have been focused on statistical signal and image processing, witha particular interest in Bayesian inverse problems with applications to remotesensing, biomedical imaging, and genomics.

Jean-Yves Tourneret (SM’08) received theIngénieur degree in electrical engineeringfrom ENSEEIHT, Toulouse, in 1989, and thePh.D. degree from INP Toulouse, in 1992. He iscurrently a Professor with the University ofToulouse (ENSEEIHT) and a member of the IRITLaboratory (UMR 5505 of the CNRS). His researchactivities are centered around statistical signaland image processing with a particular interest toBayesian and Markov chain Monte Carlo methods.

He has been involved in the organizationof several conferences, including the European Conference on SignalProcessing in 2002 (Program Chair), ICASSP’06 (plenaries), the StatisticalSignal Processing Workshop (SSP) in 2012 (international liaisons), theInternational Workshop on Computational Advances in Multi-Sensor AdaptiveProcessing (CAMSAP) in 2013 (local arrangements), SSP (special sessions)in 2014, and the Workshop on Machine Learning for Signal Processing in 2014(special sessions). He has been the General Chair of the CIMI Workshop onOptimization and Statistics in Image Processing in Toulouse in 2013 (withF. Malgouyres and D. Kouamé) and CAMSAP in 2015 (with P. Djuric).He has been a member of different technical committees, including the SignalProcessing Theory and Methods Committee of the IEEE Signal ProcessingSociety (2001–2007, 2010–present). He has served as an Associate Editor ofthe IEEE TRANSACTIONS ON SIGNAL PROCESSING (2008–2011) and theEURASIP Journal on Signal Processing (since 2013).