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# Buggy optimal transport code

a guest May 7th, 2012 308 Never
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1. function  [u dt cur energy] = match_pdfs_2d_haker( pdf1, pdf2)
2.
3. % normalize pdfs
4. cumsum1 = cumIntegrate(pdf1(:));
5. cumsum2 = cumIntegrate(pdf2(:));
6. pdf1 = pdf1/cumsum1(end);
7. pdf2 = pdf2/cumsum2(end);
8.
9. [M N] = size(pdf1);
10.
11. % find an initial map, by doing 1D matchings in x and then in y.
12. proj1 = zeros(1,N);
13. proj2 = zeros(1,N);
14. for i=1:N
15.     cumsum1 = cumIntegrate(pdf1(:,i));
16.     cumsum2 = cumIntegrate(pdf2(:,i));
17.     proj1(i) = cumsum1(end);
18.     proj2(i) = cumsum2(end);
19. end;
20.
21. a = find_warp(proj2, proj1);
22. ga = gradientAccurate(a);
23.
24. [X,Y] = meshgrid(1:N, 1:M);
25. interpPDF2 = interp2(X,Y,pdf2, a, 1:M, 'spline',0.);
26. b=zeros(M,N);
27. for i=1:N
28.     b(:,i) = find_warp( interpPDF2(:, i).*ga(i), pdf1(:,i));
29. end;
30.
31. %u^0 = (a,b)
32. u=reshape([repmat(a', [M 1]) b], M, N,2);
33.
34.
35. %%%%% debug : compute errors %%%%%%%%%%
36. ta = interp1(1:N, proj2, a, 'spline',0.).*abs(ga);
37. fprintf('error 1D:%f\n',norm(proj1-ta')/norm(proj1));
38.
39. [dbdx dbdy] = gradientAccurate(b);
40. interpResult = interp2(X,Y,pdf2, u(:,:,1), u(:,:,2), 'spline',0.);
41. img=interpResult.*repmat(ga, 1, N).*dbdy;
42. fprintf('error 2D:%f\n',norm(img(:)-pdf1(:))/norm(pdf1(:)));
43. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
44.
45. %let's a constant number of iterations
46. for t=1:3000
47.
48.     %%%%%%%% compute grad^orthog Laplace^{-1} div(u^orthog) %%%%%%%%%
49.     %%%%%%%% where orthog stands for a 90 degrees rotations,%%%%%%%%%
50.     %%%%%%%% and Laplace^-1(g) solves Laplacian f = g       %%%%%%%%%
51.
52.     [dudx dudy] = gradientAccurate(u);
53.     divorthog = -dudy(:,:,1)+dudx(:,:,2); %div(u^orthog)
54.     f=reshape(poicalc(divorthog(:),1,1,M,N), M, N); %Laplace^{-1} div(u^orthog)
55.     [dfdx dfdy] = gradientAccurate(f); %grad Laplace^{-1} div(u^orthog)
56.
57.     % 1./pdf1 * grad^orthog Laplace^{-1} div(u^orthog)
58.     update1 = repmat(1./pdf1, [1 1 2]).*reshape([-dfdy dfdx], size(u));
59.
60.     %%%%%%%% upwind for Du %%%%%%%%%%%%%%%%%
61.     [dudx dudy] = gradientAccurate(u);
62.     dudxm = dudx;
63.     dudym = dudy;
64.     dudxp = dudx;
65.     dudyp = dudy;
66.     dudxm(:, 3:end-2, :) = (3*u(:, 3:end-2, :) - 4*u(:, 2:end-3, :) + u(:, 1:end-4, :))*0.5;
67.     dudxp(:, 3:end-2, :) = (-3*u(:, 3:end-2, :) + 4*u(:, 4:end-1, :) - u(:, 5:end, :))*0.5;
68.     dudym(3:end-2, :, :) = (3*u(3:end-2, :, :) - 4*u(2:end-3, :, :) + u(1:end-4, :, :))*0.5;
69.     dudyp(3:end-2, :, :) = (-3*u(3:end-2, :, :) + 4*u(4:end-1, :, :) - u(5:end, :, :))*0.5;
70.
71.     %Du = abs(dudx(:,:,1).*dudy(:,:,2)-dudx(:,:,2).*dudy(:,:,1)); %centered
72.     Dupp = abs(dudxp(:,:,1).*dudyp(:,:,2)-dudxp(:,:,2).*dudyp(:,:,1));
73.     Dupm = abs(dudxp(:,:,1).*dudym(:,:,2)-dudxp(:,:,2).*dudym(:,:,1));
74.     Dump = abs(dudxm(:,:,1).*dudyp(:,:,2)-dudxm(:,:,2).*dudyp(:,:,1));
75.     Dumm = abs(dudxm(:,:,1).*dudym(:,:,2)-dudxm(:,:,2).*dudym(:,:,1));
76.
77.     Du =  (update1(:, :,1)>0).*(update1(:, :,2)>0).*Dupp ...
78.         + (update1(:, :,1)>0).*(update1(:, :,2)<0).*Dupm ...
79.         + (update1(:, :,1)<0).*(update1(:, :,2)>0).*Dump ...
80.         + (update1(:, :,1)<0).*(update1(:, :,2)<0).*Dumm;
81.
82.     dt(t) = 0.9*min(1./abs(update1(:))); %dt according to stability conditions
83.
84.     %%%%% debug image : should remain constant
85.      interpResult = interp2(X,Y,pdf2, u(:,:,1), u(:,:,2), 'spline', 0.);
86.      img=interpResult.*Du;
87.      figure(1);
88.      image(img*N*N*65); colormap('gray');
89.
90.     uxmid = u(:,:,1)-repmat(1:N, M, 1); %u-identity
91.     uymid = u(:,:,2)-repmat(transpose(1:M), 1, N);
92.     e = (uxmid.^2+uymid.^2).*pdf1;
93.     energy(t) = sum(e(:));
94.     cur(t) = sum(sum(curl(u(:,:,1),u(:,:,2))));
95.     fprintf('iter:%u\tdt:%e\tcurl:%f\tenergy:%f\n', t, dt(t), cur(t), energy(t));
96.     %%%%%%%%%%%%%%
97.
98.
99.     % update : du/dt = 1./pdf1 * det(Jac(u)) * update1
100.     u = u+dt(t).*repmat(Du, [1 1 2]).*update1;
101.
102. end;
103.
104.
105.
106. function y = find_warp(pdf1, pdf2) %1D matching
107. cdf1 = cumIntegrate(pdf1);
108. cdf2 = cumIntegrate(pdf2);
109. cdf1 = cdf1/cdf1(end);
110. cdf2 = cdf2/cdf2(end);
111.
112. N = length(cdf1);
113. y = zeros(N, 1);
114.
115. % cursor = 2;
116. % for i=1:N
117. %     desiredF = cdf2(i);
118. %
119. %     while (cursor<N && cdf1(cursor)<desiredF)
120. %      cursor = cursor+1;
121. %     end;
122. %
123. %     alpha = min(1, max(0,(desiredF - cdf1(cursor-1))/(cdf1(cursor)-cdf1(cursor-1))));
124. %     y(i) = ((cursor-1)*(1-alpha) + alpha*cursor );
125. % end;
126.
127. % the one below is shorter and might be more accurate
128.    [ucdf1, uxx] = unique(cdf1, 'first');
129.    y = transpose(interp1(ucdf1,uxx,cdf2,'spline',N));
130.
131.
132. function y = cumIntegrate(f)  % generic function to approximate the cumulative integral
133.  y= cumtrapz(f); % or y=cumsum, or y=intgrad1 with the library
134.