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SUMMARY A fast algorithm for the large-scale joint inversion of gravity and magnetic data is developed. The algorithm uses a non-linear Gramian constraint to impose correlation between the density and susceptibility of the reconstructed models. The global objective function is formulated in the space of the weighted parameters, but the Gramian constraint is implemented in the original space, and the non-linear constraint is imposed using two separate Lagrange parameters, one for each model domain. It is significant that this combined approach, using the two spaces provides more similarity between the reconstructed models. Moreover, it is shown theoretically that the gradient for the use of the unweighted space is not a scalar multiple of that used for the weighted space, and hence cannot be accounted for by adjusting the Lagrange parameters. It is assumed that the measured data are obtained on a uniform grid and that a consistent regular discretization of the volume domain is imposed. Then, the sensitivity matrices exhibit a block-Toeplitz-Toeplitz-block structure for each depth layer of the model domain, and both forward and transpose operations with the matrices can be implemented efficiently using two dimensional fast Fourier transforms. This makes it feasible to solve for large scale problems with respect to both computational costs and memory demands, and to solve the non-linear problem by applying iterative methods that rely only on matrix–vector multiplications. As such, the use of the regularized reweighted conjugate gradient algorithm, in conjunction with the structure of the sensitivity matrices, leads to a fast methodology for large-scale joint inversion of geophysical data sets. Numerical simulations demonstrate that it is possible to apply a non-linear joint inversion algorithm, with Lp-norm stabilisers, for the reconstruction of large model domains on a standard laptop computer. It is demonstrated, that while the p = 1 choice provides sparse reconstructed solutions with sharp boundaries, it is also possible to use p = 2 in order to provide smooth and blurred models. The methodology is used for inverting gravity and magnetic data obtained over an area in northwest of Mesoproterozoic St Francois Terrane, southeast of Missouri, USA. 

An efficient algorithm for the Lp -norm joint inversion of gravity and magnetic data using the cross-gradient constraint is presented. The presented framework incorporates stabilizers that use Lp -norms ( 0≤p≤2 ) of the model parameters, and/or the gradient of the model parameters. The formulation is developed from standard approaches for independent inversion of single data sets, and, thus, also facilitates the inclusion of necessary model and data weighting matrices, for example, depth weighting and hard constraint matrices. Using the block Toeplitz Toeplitz block structure of the underlying sensitivity matrices for gravity and magnetic models, when data are obtained on a uniform grid, the blocks for each layer of the depth are embedded in block circulant circulant block matrices. Then, all operations with these matrices are implemented efficiently using 2-D fast Fourier transforms, with a significant reduction in storage requirements. The nonlinear global objective function is minimized iteratively by imposing stationarity on the linear equation that results from applying linearization of the objective function about a starting model. To numerically solve the resulting linear system, at each iteration, the conjugate gradient algorithm is used. This is improved for large scale problems by the introduction of an algorithm in which updates for the magnetic and gravity parameter models are alternated at each iteration, further reducing total computational cost and storage requirements. Numerical results using a complicated 3-D synthetic model and real data sets obtained over the Galinge iron-ore deposit in the Qinghai province, north-west (NW) of China, demonstrate the efficiency of the presented algorithm.