public static double[] polyFit2D(
final DoubleMatrix x, final DoubleMatrix y, final DoubleMatrix z, final int degree)
throws IllegalArgumentException {
logger.setLevel(Level.INFO);
if (x.length != y.length || !x.isVector() || !y.isVector()) {
logger.error("polyfit: require same size vectors.");
throw new IllegalArgumentException("polyfit: require same size vectors.");
}
final int numOfObs = x.length;
final int numOfUnkn = numberOfCoefficients(degree) + 1;
DoubleMatrix A = new DoubleMatrix(numOfObs, numOfUnkn); // designmatrix
DoubleMatrix mul;
/** Set up design-matrix */
for (int p = 0; p <= degree; p++) {
for (int q = 0; q <= p; q++) {
mul = pow(y, (p - q)).mul(pow(x, q));
if (q == 0 && p == 0) {
A = mul;
} else {
A = DoubleMatrix.concatHorizontally(A, mul);
}
}
}
// Fit polynomial
logger.debug("Solving lin. system of equations with Cholesky.");
DoubleMatrix N = A.transpose().mmul(A);
DoubleMatrix rhs = A.transpose().mmul(z);
// solution seems to be OK up to 10^-09!
rhs = Solve.solveSymmetric(N, rhs);
DoubleMatrix Qx_hat = Solve.solveSymmetric(N, DoubleMatrix.eye(N.getRows()));
double maxDeviation = (N.mmul(Qx_hat).sub(DoubleMatrix.eye(Qx_hat.rows))).normmax();
logger.debug("polyfit orbit: max(abs(N*inv(N)-I)) = " + maxDeviation);
// ___ report max error... (seems sometimes this can be extremely large) ___
if (maxDeviation > 1e-6) {
logger.warn("polyfit orbit: max(abs(N*inv(N)-I)) = {}", maxDeviation);
logger.warn("polyfit orbit interpolation unstable!");
}
// work out residuals
DoubleMatrix y_hat = A.mmul(rhs);
DoubleMatrix e_hat = y.sub(y_hat);
if (e_hat.normmax() > 0.02) {
logger.warn(
"WARNING: Max. polyFit2D approximation error at datapoints (x,y,or z?): {}",
e_hat.normmax());
} else {
logger.info(
"Max. polyFit2D approximation error at datapoints (x,y,or z?): {}", e_hat.normmax());
}
if (logger.isDebugEnabled()) {
logger.debug("REPORTING POLYFIT LEAST SQUARES ERRORS");
logger.debug(" time \t\t\t y \t\t\t yhat \t\t\t ehat");
for (int i = 0; i < numOfObs; i++) {
logger.debug(
" ("
+ x.get(i)
+ ","
+ y.get(i)
+ ") :"
+ "\t"
+ y.get(i)
+ "\t"
+ y_hat.get(i)
+ "\t"
+ e_hat.get(i));
}
}
return rhs.toArray();
}
private void costantiniUnwrap() throws LPException {
final int ny = wrappedPhase.rows - 1; // start from Zero!
final int nx = wrappedPhase.columns - 1; // start from Zero!
if (wrappedPhase.isVector()) throw new IllegalArgumentException("Input must be 2D array");
if (wrappedPhase.rows < 2 || wrappedPhase.columns < 2)
throw new IllegalArgumentException("Size of input must be larger than 2");
// Default weight
DoubleMatrix w1 = DoubleMatrix.ones(ny + 1, 1);
w1.put(0, 0.5);
w1.put(w1.length - 1, 0.5);
DoubleMatrix w2 = DoubleMatrix.ones(1, nx + 1);
w2.put(0, 0.5);
w2.put(w2.length - 1, 0.5);
DoubleMatrix weight = w1.mmul(w2);
DoubleMatrix i, j, I_J, IP1_J, I_JP1;
DoubleMatrix Psi1, Psi2;
DoubleMatrix[] ROWS;
// Compute partial derivative Psi1, eqt (1,3)
i = intRangeDoubleMatrix(0, ny - 1);
j = intRangeDoubleMatrix(0, nx);
ROWS = grid2D(i, j);
I_J = JblasUtils.sub2ind(wrappedPhase.rows, ROWS[0], ROWS[1]);
IP1_J = JblasUtils.sub2ind(wrappedPhase.rows, ROWS[0].add(1), ROWS[1]);
Psi1 =
JblasUtils.getMatrixFromIdx(wrappedPhase, IP1_J)
.sub(JblasUtils.getMatrixFromIdx(wrappedPhase, I_J));
Psi1 = UnwrapUtils.wrapDoubleMatrix(Psi1);
// Compute partial derivative Psi2, eqt (2,4)
i = intRangeDoubleMatrix(0, ny);
j = intRangeDoubleMatrix(0, nx - 1);
ROWS = grid2D(i, j);
I_J = JblasUtils.sub2ind(wrappedPhase.rows, ROWS[0], ROWS[1]);
I_JP1 = JblasUtils.sub2ind(wrappedPhase.rows, ROWS[0], ROWS[1].add(1));
Psi2 =
JblasUtils.getMatrixFromIdx(wrappedPhase, I_JP1)
.sub(JblasUtils.getMatrixFromIdx(wrappedPhase, I_J));
Psi2 = UnwrapUtils.wrapDoubleMatrix(Psi2);
// Compute beq
DoubleMatrix beq = DoubleMatrix.zeros(ny, nx);
i = intRangeDoubleMatrix(0, ny - 1);
j = intRangeDoubleMatrix(0, nx - 1);
ROWS = grid2D(i, j);
I_J = JblasUtils.sub2ind(Psi1.rows, ROWS[0], ROWS[1]);
I_JP1 = JblasUtils.sub2ind(Psi1.rows, ROWS[0], ROWS[1].add(1));
beq.addi(JblasUtils.getMatrixFromIdx(Psi1, I_JP1).sub(JblasUtils.getMatrixFromIdx(Psi1, I_J)));
I_J = JblasUtils.sub2ind(Psi2.rows, ROWS[0], ROWS[1]);
I_JP1 = JblasUtils.sub2ind(Psi2.rows, ROWS[0].add(1), ROWS[1]);
beq.subi(JblasUtils.getMatrixFromIdx(Psi2, I_JP1).sub(JblasUtils.getMatrixFromIdx(Psi2, I_J)));
beq.muli(-1 / (2 * Constants._PI));
for (int k = 0; k < beq.length; k++) {
beq.put(k, Math.round(beq.get(k)));
}
beq.reshape(beq.length, 1);
logger.debug("Constraint matrix");
i = intRangeDoubleMatrix(0, ny - 1);
j = intRangeDoubleMatrix(0, nx - 1);
ROWS = grid2D(i, j);
DoubleMatrix ROW_I_J = JblasUtils.sub2ind(i.length, ROWS[0], ROWS[1]);
int nS0 = nx * ny;
// Use by S1p, S1m
DoubleMatrix[] COLS;
COLS = grid2D(i, j);
DoubleMatrix COL_IJ_1 = JblasUtils.sub2ind(i.length, COLS[0], COLS[1]);
COLS = grid2D(i, j.add(1));
DoubleMatrix COL_I_JP1 = JblasUtils.sub2ind(i.length, COLS[0], COLS[1]);
int nS1 = (nx + 1) * (ny);
// SOAPBinding.Use by S2p, S2m
COLS = grid2D(i, j);
DoubleMatrix COL_IJ_2 = JblasUtils.sub2ind(i.length + 1, COLS[0], COLS[1]);
COLS = grid2D(i.add(1), j);
DoubleMatrix COL_IP1_J = JblasUtils.sub2ind(i.length + 1, COLS[0], COLS[1]);
int nS2 = nx * (ny + 1);
// Equality constraint matrix (Aeq)
/*
S1p = + sparse(ROW_I_J, COL_I_JP1,1,nS0,nS1) ...
- sparse(ROW_I_J, COL_IJ_1,1,nS0,nS1);
S1m = -S1p;
S2p = - sparse(ROW_I_J, COL_IP1_J,1,nS0,nS2) ...
+ sparse(ROW_I_J, COL_IJ_2,1,nS0,nS2);
S2m = -S2p;
*/
// ToDo: Aeq matrix should be sparse from it's initialization, look into JblasMatrix factory for
// howto
// ...otherwise even a data set of eg 40x40 pixels will exhaust heap:
// ... dimension of Aeq (equality constraints) matrix for 30x30 input is 1521x6240 matrix
// ... dimension of Aeq ( ) matrix for 50x50 input is 2401x9800
// ... dimension of Aeq ( ) matrix for 512x512 input is 261121x1046528
DoubleMatrix S1p =
JblasUtils.setUpMatrixFromIdx(nS0, nS1, ROW_I_J, COL_I_JP1)
.sub(JblasUtils.setUpMatrixFromIdx(nS0, nS1, ROW_I_J, COL_IJ_1));
DoubleMatrix S1m = S1p.neg();
DoubleMatrix S2p =
JblasUtils.setUpMatrixFromIdx(nS0, nS2, ROW_I_J, COL_IP1_J)
.neg()
.add(JblasUtils.setUpMatrixFromIdx(nS0, nS2, ROW_I_J, COL_IJ_2));
DoubleMatrix S2m = S2p.neg();
DoubleMatrix Aeq =
concatHorizontally(concatHorizontally(S1p, S1m), concatHorizontally(S2p, S2m));
final int nObs = Aeq.columns;
final int nUnkn = Aeq.rows;
DoubleMatrix c1 = JblasUtils.getMatrixFromRange(0, ny, 0, weight.columns, weight);
DoubleMatrix c2 = JblasUtils.getMatrixFromRange(0, weight.rows, 0, nx, weight);
c1.reshape(c1.length, 1);
c2.reshape(c2.length, 1);
DoubleMatrix cost =
DoubleMatrix.concatVertically(
DoubleMatrix.concatVertically(c1, c1), DoubleMatrix.concatVertically(c2, c2));
logger.debug("Minimum network flow resolution");
StopWatch clockLP = new StopWatch();
LinearProgram lp = new LinearProgram(cost.data);
lp.setMinProblem(true);
boolean[] integerBool = new boolean[nObs];
double[] lowerBound = new double[nObs];
double[] upperBound = new double[nObs];
for (int k = 0; k < nUnkn; k++) {
lp.addConstraint(new LinearEqualsConstraint(Aeq.getRow(k).toArray(), beq.get(k), "cost"));
}
for (int k = 0; k < nObs; k++) {
integerBool[k] = true;
lowerBound[k] = 0;
upperBound[k] = 99999;
}
// setup bounds and integer nature
lp.setIsinteger(integerBool);
lp.setUpperbound(upperBound);
lp.setLowerbound(lowerBound);
LinearProgramSolver solver = SolverFactory.newDefault();
// double[] solution;
// solution = solver.solve(lp);
DoubleMatrix solution = new DoubleMatrix(solver.solve(lp));
clockLP.stop();
logger.debug("Total GLPK time: {} [sec]", (double) (clockLP.getElapsedTime()) / 1000);
// Displatch the LP solution
int offset;
int[] idx1p = JblasUtils.intRangeIntArray(0, nS1 - 1);
DoubleMatrix x1p = solution.get(idx1p);
x1p.reshape(ny, nx + 1);
offset = idx1p[nS1 - 1] + 1;
int[] idx1m = JblasUtils.intRangeIntArray(offset, offset + nS1 - 1);
DoubleMatrix x1m = solution.get(idx1m);
x1m.reshape(ny, nx + 1);
offset = idx1m[idx1m.length - 1] + 1;
int[] idx2p = JblasUtils.intRangeIntArray(offset, offset + nS2 - 1);
DoubleMatrix x2p = solution.get(idx2p);
x2p.reshape(ny + 1, nx);
offset = idx2p[idx2p.length - 1] + 1;
int[] idx2m = JblasUtils.intRangeIntArray(offset, offset + nS2 - 1);
DoubleMatrix x2m = solution.get(idx2m);
x2m.reshape(ny + 1, nx);
// Compute the derivative jumps, eqt (20,21)
DoubleMatrix k1 = x1p.sub(x1m);
DoubleMatrix k2 = x2p.sub(x2m);
// (?) Round to integer solution
if (roundK == true) {
for (int idx = 0; idx < k1.length; idx++) {
k1.put(idx, FastMath.floor(k1.get(idx)));
}
for (int idx = 0; idx < k2.length; idx++) {
k2.put(idx, FastMath.floor(k2.get(idx)));
}
}
// Sum the jumps with the wrapped partial derivatives, eqt (10,11)
k1.reshape(ny, nx + 1);
k2.reshape(ny + 1, nx);
k1.addi(Psi1.div(Constants._TWO_PI));
k2.addi(Psi2.div(Constants._TWO_PI));
// Integrate the partial derivatives, eqt (6)
// cumsum() method in JblasTester -> see cumsum_demo() in JblasTester.cumsum_demo()
DoubleMatrix k2_temp = DoubleMatrix.concatHorizontally(DoubleMatrix.zeros(1), k2.getRow(0));
k2_temp = JblasUtils.cumsum(k2_temp, 1);
DoubleMatrix k = DoubleMatrix.concatVertically(k2_temp, k1);
k = JblasUtils.cumsum(k, 1);
// Unwrap - final solution
unwrappedPhase = k.mul(Constants._TWO_PI);
}
public static double[] polyFit(DoubleMatrix t, DoubleMatrix y, final int degree)
throws IllegalArgumentException {
logger.setLevel(Level.INFO);
if (t.length != y.length || !t.isVector() || !y.isVector()) {
logger.error("polyfit: require same size vectors.");
throw new IllegalArgumentException("polyfit: require same size vectors.");
}
// Normalize _posting_ for numerical reasons
final int numOfPoints = t.length;
// Check redundancy
final int numOfUnknowns = degree + 1;
logger.debug("Degree of interpolating polynomial: {}", degree);
logger.debug("Number of unknowns: {}", numOfUnknowns);
logger.debug("Number of data points: {}", numOfPoints);
if (numOfPoints < numOfUnknowns) {
logger.error("Number of points is smaller than parameters solved for.");
throw new IllegalArgumentException("Number of points is smaller than parameters solved for.");
}
// Set up system of equations to solve coeff :: Design matrix
logger.debug("Setting up linear system of equations");
DoubleMatrix A = new DoubleMatrix(numOfPoints, numOfUnknowns);
// work with columns
for (int j = 0; j <= degree; j++) {
A.putColumn(j, pow(t, j));
}
// Fit polynomial through computed vector of phases
logger.debug("Solving lin. system of equations with Cholesky.");
DoubleMatrix N = A.transpose().mmul(A);
DoubleMatrix rhs = A.transpose().mmul(y);
// solution seems to be OK up to 10^-09!
DoubleMatrix x = Solve.solveSymmetric(N, rhs);
DoubleMatrix Qx_hat = Solve.solveSymmetric(N, DoubleMatrix.eye(N.getRows()));
double maxDeviation = (N.mmul(Qx_hat).sub(DoubleMatrix.eye(Qx_hat.rows))).normmax();
logger.debug("polyfit orbit: max(abs(N*inv(N)-I)) = " + maxDeviation);
// ___ report max error... (seems sometimes this can be extremely large) ___
if (maxDeviation > 1e-6) {
logger.warn("polyfit orbit: max(abs(N*inv(N)-I)) = {}", maxDeviation);
logger.warn("polyfit orbit interpolation unstable!");
}
// work out residuals
DoubleMatrix y_hat = A.mmul(x);
DoubleMatrix e_hat = y.sub(y_hat);
// 0.05 is already 1 wavelength! (?)
if (e_hat.normmax() > 0.02) {
logger.warn(
"WARNING: Max. approximation error at datapoints (x,y,or z?): {}", e_hat.normmax());
} else {
logger.debug("Max. approximation error at datapoints (x,y,or z?): {}", e_hat.normmax());
}
if (logger.isDebugEnabled()) {
logger.debug("REPORTING POLYFIT LEAST SQUARES ERRORS");
logger.debug(" time \t\t\t y \t\t\t yhat \t\t\t ehat");
for (int i = 0; i < numOfPoints; i++) {
logger.debug(" " + t.get(i) + "\t" + y.get(i) + "\t" + y_hat.get(i) + "\t" + e_hat.get(i));
}
for (int i = 0; i < numOfPoints - 1; i++) {
// ___ check if dt is constant, not necessary for me, but may ___
// ___ signal error in header data of SLC image ___
double dt = t.get(i + 1) - t.get(i);
logger.debug("Time step between point " + i + 1 + " and " + i + "= " + dt);
if (Math.abs(dt - (t.get(1) - t.get(0))) > 0.001) // 1ms of difference we allow...
logger.warn("WARNING: Orbit: data does not have equidistant time interval?");
}
}
return x.toArray();
}