Fast way to implement 2D convolution in C - c

I am trying to implement a vision algorithm, which includes a prefiltering stage with a 9x9 Laplacian-of-Gaussian filter. Can you point to a document which explains fast filter implementations briefly? I think I should make use of FFT for most efficient filtering.

Are you sure you want to use FFT? That will be a whole-array transform, which will be expensive. If you've already decided on a 9x9 convolution filter, you don't need any FFT.
Generally, the cheapest way to do convolution in C is to set up a loop that moves a pointer over the array, summing the convolved values at each point and writing the data to a new array. This loop can then be parallelised using your favourite method (compiler vectorisation, MPI libraries, OpenMP, etc).
Regarding the boundaries:
If you assume the values to be 0 outside the boundaries, then add a 4 element border of 0 to your 2d array of points. This will avoid the need for `if` statements to handle the boundaries, which are expensive.
If your data wraps at the boundaries (ie it is periodic), then use a modulo or add a 4 element border which copies the opposite side of the grid (abcdefg -> fgabcdefgab for 2 points). **Note: this is what you are implicitly assuming with any kind of Fourier transform, including FFT**. If that is not the case, you would need to account for it before any FFT is done.
The 4 points are because the maximum boundary overlap of a 9x9 kernel is 4 points outside the main grid. Thus, n points of border needed for a 2n+1 x 2n+1 kernel.
If you need this convolution to be really fast, and/or your grid is large, consider partitioning it into smaller pieces that can be held in the processor's cache, and thus calculated far more quickly. This also goes for any GPU-offloading you might want to do (they are ideal for this type of floating-point calculation).

Here is a theory link
http://hebb.mit.edu/courses/9.29/2002/readings/c13-1.pdf
And here is a link to fftw, which is a pretty good FFT library that I've used in the past (check licenses to make sure it is suitable) http://www.fftw.org/
All you do is FFT your image and kernel (the 9x9 matrix). Multiply together, then back transform.
However, with a 9x9 matrix you may still be better doing it in real coordinates (just with a double loop over the image pixels and the matrix). Try both ways!

Actually you don't need to use a FFT size large enough to hold the entire image. You can do a lot of smaller overlapping 2d ffts. You can search for "fast convolution" "overlap save" "overlap add".
However, for a 9x9 kernel. You may not see much advantage speedwise.

Related

How to obtain the derivative of Rodrigues vector and perform update in nonlinear least square?

I am now interested in the bundle adjustment in SLAM, where the Rodrigues vectors $R$ of dimension 3 are used as part of variables. Assume, without loss of generality, we use Gauss-Newton method to solve it, then in each step we need to solve the following linear least square problem:
$$J(x_k)\Delta x = -F(x_k),$$
where $J$ is the Jacobi of $F$.
Here I am wondering how to calculate the derivative $\frac{\partial F}{\partial R}$. Is it just like the ordinary Jacobi in mathematic analysis? I have this wondering because when I look for papers, I find many other concepts like exponential map, quaternions, Lie group and Lie algebra. So I suspect if there is any misunderstanding.
This is not an answer, but is too long for a comment.
I think you need to give more information about how the Rodrigues vector appears in your F.
First off, is the vector assumed to be of unit length.? If so that presents some difficulties as now it doesn't have 3 independent components. If you know that the vector will lie in some region (eg that it's z component will always be positive), you can work round this.
If instead the vector is normalised before use, then while you could then compute the derivatives, the resulting Jacobian will be singular.
Another approach is to use the length of the vector as the angle through which you rotate. However this means you need a special case to get a rotation through 0, and the resulting function is not differentiable at 0. Of course if this can never occur, you may be ok.

Should I use Halfcomplex2Real or Complex2Complex

Good morning, I'm trying to perform a 2D FFT as 2 1-Dimensional FFT.
The problem setup is the following:
There's a matrix of complex numbers generated by an inverse FFT on an array of real numbers, lets call it arr[-nx..+nx][-nz..+nz].
Now, since the original array was made up of real numbers, I exploit the symmetry and reduce my array to be arr[0..nx][-nz..+nz].
My problem starts here, with arr[0..nx][-nz..nz] provided.
Now I should come back in the domain of real numbers.
The question is what kind of transformation I should use in the 2 directions?
In x I use the fftw_plan_r2r_1d( .., .., .., FFTW_HC2R, ..), called Half complex to Real transformation because in that direction I've exploited the symmetry, and that's ok I think.
But in z direction I can't figure out if I should use the same transformation or, the Complex to complex (C2C) transformation?
What is the correct once and why?
In case of needing here, at page 11, the HC2R transformation is briefly described
Thank you
"To easily retrieve a result comparable to that of fftw_plan_dft_r2c_2d(), you can chain a call to fftw_plan_dft_r2c_1d() and a call to the complex-to-complex dft fftw_plan_many_dft(). The arguments howmany and istride can easily be tuned to match the pattern of the output of fftw_plan_dft_r2c_1d(). Contrary to fftw_plan_dft_r2c_1d(), the r2r_1d(...FFTW_HR2C...) separates the real and complex component of each frequency. A second FFTW_HR2C can be applied and would be comparable to fftw_plan_dft_r2c_2d() but not exactly similar.
As quoted on the page 11 of the documentation that you judiciously linked,
'Half of these column transforms, however, are of imaginary parts, and should therefore be multiplied by I and combined with the r2hc transforms of the real columns to produce the 2d DFT amplitudes; ... Thus, ... we recommend using the ordinary r2c/c2r interface.'
Since you have an array of complex numbers, you can either use c2r transforms or unfold real/imaginary parts and try to use HC2R transforms. The former option seems the most practical.Which one might solve your issue?"
-#Francis

Bad pixel correction in labVIEW?

I've got a labVIEW program which reads wavelength and intensity of a spectra as a function of time. The hardware I have reading this data uses a ccd chip and so sometimes I run into bad pixels. The program outputs a 2d array of the intensities in a text file. I want to write a separate program which will read this file, then find and eliminate the bad pixel points. The bad pixels should be obvious, as the intensities are up to 10x bigger than the points around it. As those of you familiar with labVIEW know, you can insert a formula node and code in a language that is basically C. So I've tagged this with C as well as labVIEW.
Try using a median or percentile filter. Since you don't want to actually change data unless it's way out there, you could do something like this:
for every point, collect *rank* points around it in every direction
compute statistics on the subset of points
if point is an outlier, replace with median value
This way, you don't actually replace the point's value unless it's far out there. A point would be an outlier if it is greater than Q3 + 1.5 IQR or if it is less than Q1 - 1.5 IQR.
Here is a VI Snippet performing the filter I've described:
If you want only more extreme outliers to get changed, then increase the IQR multiplier.

computing function of neighbors efficiently on lattice

I'm studying the Ising model, and I'm trying to efficiently compute a function H(σ) where σ is the current state of an LxL lattice (that is, σ_ij ∈ {+1, -1} for i,j ∈ {1,2,...,L}). To compute H for a particular σ, I need to perform the following calculation:
where ⟨i j⟩ indicates that sites σ_i and σ_j are nearest neighbors and (suppose) J is a constant.
A couple of questions:
Should I store my state σ as an LxL matrix or as an L2 list? Is one better than the other for memory accessing in RAM (which I guess depends on the way I'm accessing elements...)?
In either case, how can I best compute H?
Really I think this boils down to how can I access (and manipulate) the neighbors of every state most efficiently.
Some thoughts:
I see that if I loop through each element in the list or matrix that I'll be double counting, so is there a "best" way to return the unique neighbors?
Is there a better data structure that I'm not thinking of?
Your question is a bit broad and a bit confusing for me, so excuse me if my answer is not the one you are looking for, but I hope it will help (a bit).
An array is faster than a list when it comes to indexing. A matrix is a 2D array, like this for example (where N and M are both L for you):
That means that you first access a[i] and then a[i][j].
However, you can avoid this double access, by emulating a 2D array with a 1D array. In that case, if you want to access element a[i][j] in your matrix, you would now do, a[i * L + j].
That way you load once, but you multiply and add your variables, but this may still be faster in some cases.
Now as for the Nearest Neighbor question, it seems that you are using a square-lattice Ising model, which means that you are working in 2 dimensions.
A very efficient data structure for Nearest Neighbor Search in low dimensions is the kd-tree. The construction of that tree takes O(nlogn), where n is the size of your dataset.
Now you should think if it's worth it to build such a data structure.
PS: There is a plethora of libraries implementing the kd-tree, such as CGAL.
I encountered this problem during one of my school assignments and I think the solution depends on which programming language you are using.
In terms of efficiency, there is no better way than to write a for loop to sum neighbours(which are actually the set of 4 points{ (i+/-1,j+/-1)} for a given (i,j). However, when simd(sse etc) functions are available, you can re-express this as a convolution with a 2d kernel {0 1 0;1 0 1;0 1 0}. so if you use a numerical library which exploits simd functions you can obtain significant performance increase. You can see the example implementation of this here(https://github.com/zawlin/cs5340/blob/master/a1_code/denoiseIsingGibbs.py) .
Note that in this case, the performance improvement is huge because to evaluate it in python I need to write an expensive for loop.
In terms of work, there is in fact some waste as the unecessary multiplications and sum with zeros at corners and centers. So whether you can experience performance improvement depends quite a bit on your programming environment( if you are already in c/c++, it can be difficult and you need to use mkl etc to obtain good improvement)

How do I fill a histogram in Matlab if one gets extremely many different copies of the vector to be histogramed?

I was trying to collect statistics of a 6D vector and plot a 1D histogram for each coordinate. I get 729000000 different copies of this vector (each 6 dimensional). For this I create an array of zeros of size 729000000x6 before I get any of the actual W's and this seems to be a problem in matlab since it says:
Error using zeros
Requested 729000000x6 (32.6GB) array exceeds maximum array size preference. Creation of arrays
greater than this limit may take a long time and cause MATLAB to become unresponsive. See array
size limit or preference panel for more information.
The reason I did this at first was because it was easy to fill W_history and then just feed it to the histogram plotter:
histogram(W_history(:,d),nbins,'Normalization','probability')
however filling W_history seemed impossible for high number of copies of W. Is there a way to do this in matlab automatically? It feels that there should be and didn't want to re-invent the wheel.
I am sure I could potentially create for each coordinate some array of counters where I count how many times a specific value of the coordinate W falls. However, implementing that and having the checks for in which bin each one should fall seemed inefficient or even unnecessary. Is this really the only solution or what do matlab experts people recommend? Is this re-inventing the wheel? Seems also inefficient if I implement it myself?
Also, I thought I could manually have matlab put thing in memory then bring them back etc (as in store W_history in disk as it fills and then put more back in disk as it fills and eventually somehow plug it in to the histogram plotter), that seemed overwork. I hope I can avoid a solution like this one. It feels a wrong solution since it should be "easy" and high level to use matlab and going down to disk and memory doesn't seem to me what matlab is intended.
Currently through the comment that was given the best solution that I have so far is using histcounts as follow:
for i=2:iter+1
%
W = get_new_W(W)
%
[W_hist_counts_current, edges2] = histcounts(W,edges);
W_hist_counts = W_hist_counts + W_hist_counts_current;
end
however, after this it seems difficult to convert W_hist_counts to pdf/probability or other values since it seems they have to be processed manually. Is there no official way to do this processing without the user having to implement the normalizations again?

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