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/*
* Copyright (C) 1999-2011 Insight Software Consortium
* Copyright (C) 2005-2020 Centre National d'Etudes Spatiales (CNES)
* Copyright (C) 2016-2019 IRSTEA
*
* This file is part of Orfeo Toolbox
*
* https://www.orfeo-toolbox.org/
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
#ifndef QuadraticallyConstrainedSimpleSolver_hxx
#define QuadraticallyConstrainedSimpleSolver_hxx
#include "otbQuadraticallyConstrainedSimpleSolver.h"
namespace otb
{
template <class ValueType>
QuadraticallyConstrainedSimpleSolver<ValueType>::QuadraticallyConstrainedSimpleSolver()
{
m_WeightOfStandardDeviationTerm = 1.0;
oft = Cost_Function_rmse;
}
template <class ValueType>
QuadraticallyConstrainedSimpleSolver<ValueType>::~QuadraticallyConstrainedSimpleSolver()
{
}
/*
* Used to check layout topology consistency (Deep First Search)
*
* "m_AreaInOverlaps[i][j]>0" is equivalent to "images i and j are
* overlapping with a non empty intersection (i.e. non null data)"
*/
template <class ValueType>
void QuadraticallyConstrainedSimpleSolver<ValueType>::DFS(std::vector<bool>& marked, unsigned int s) const
{
// mark the s vertex
marked[s] = true;
// Get neighborhood
for (unsigned int i = 0; i < m_AreaInOverlaps.rows(); i++)
{
if (s != i && m_AreaInOverlaps[s][i] > 0 && !marked[i])
{
DFS(marked, i);
}
}
}
/*
* Check input matrices dimensions, and layout consistency
*/
template <class ValueType>
void QuadraticallyConstrainedSimpleSolver<ValueType>::CheckInputs() const
{
// Check area matrix is non empty
const unsigned int n = m_AreaInOverlaps.cols();
if (n == 0)
{
itkExceptionMacro(<< "Input area matrix has 0 elements");
}
bool inputMatricesAreValid = true;
// Check "areas" and "means" matrices size
if ((n != m_AreaInOverlaps.rows()) || (n != m_MeanInOverlaps.cols()) || (n != m_MeanInOverlaps.rows()))
{
inputMatricesAreValid = false;
}
// Check "std" matrix size
if ((oft == Cost_Function_musig) || (oft == Cost_Function_weighted_musig) || (oft == Cost_Function_rmse))
{
if ((n != m_StandardDeviationInOverlaps.cols()) || (n != m_StandardDeviationInOverlaps.rows()))
{
inputMatricesAreValid = false;
}
}
// Check "means of products" matrix size
if (oft == Cost_Function_musig)
{
if ((n != m_MeanOfProductsInOverlaps.cols()) || (n != m_MeanOfProductsInOverlaps.rows()))
{
inputMatricesAreValid = false;
}
}
if (!inputMatricesAreValid)
{
itkExceptionMacro(<< "Input matrices must be square and have the same number of elements.");
}
}
/*
* Compute the objective function
*
* VNL is not sufficient: it has weak solving routines, and can not deal with QP subject to
* a linear equality constraint plus lower limits (that is < and = linear constraints)
* With vnl, we keep it simple and solve only the zero-y intercept linear case
* but sometimes it fails because numerical instabilities. (vnl quadratic routines are not very reliable)
*
* With a good quadratic solver, we could e.g. use a general linear model (Xout = Xin*a+b)
* Unfortunately it can be done with VNL so far. Tested & implemented successfully with
* OOQP (Fastest, o(n)) and Quadprog++ (Fast, o(n)), and CGAL exact type solver (very slow, o(n^a) with a>1)
* but has to rely on external dependencies...
*
*/
template <class ValueType>
const typename QuadraticallyConstrainedSimpleSolver<ValueType>::DoubleMatrixType
QuadraticallyConstrainedSimpleSolver<ValueType>::GetQuadraticObjectiveMatrix(const DoubleMatrixType& areas, const DoubleMatrixType& means,
const DoubleMatrixType& stds, const DoubleMatrixType& mops)
{
// Set STD matrix weight
ValueType w;
if (oft == Cost_Function_mu)
{
w = 0.0;
}
if (oft == Cost_Function_musig)
{
w = 1.0;
}
if (oft == Cost_Function_weighted_musig)
{
w = (ValueType)m_WeightOfStandardDeviationTerm;
}
const unsigned int n = areas.cols();
// Temporary matrices H, K, L
DoubleMatrixType H(n, n, 0), K(n, n, 0), L(n, n, 0);
DoubleMatrixType H_RMSE(n, n, 0);
for (unsigned int i = 0; i < n; i++)
{
for (unsigned int j = 0; j < n; j++)
{
if (i == j)
{
// Diag (i=j)
for (unsigned int k = 0; k < n; k++)
{
if (i != k)
{
H[i][j] += areas[i][k] * (means[i][k] * means[i][k] + w * stds[i][k] * stds[i][k]);
K[i][j] += areas[i][k] * means[i][k];
L[i][j] += areas[i][k];
H_RMSE[i][j] += areas[i][k] * (means[i][k] * means[i][k] + stds[i][k] * stds[i][k]);
}
}
}
else
{
// Other than diag (i!=j)
H[i][j] = -areas[i][j] * (means[i][j] * means[j][i] + w * stds[i][j] * stds[j][i]);
K[i][j] = -areas[i][j] * means[i][j];
L[i][j] = -areas[i][j];
H_RMSE[i][j] = -areas[i][j] * mops[i][j];
}
}
}
if (oft == Cost_Function_rmse)
{
H = H_RMSE;
}
return H;
}
/*
* Returns the sub-matrix of mat, composed only by rows/cols in idx
*/
template <class ValueType>
const typename QuadraticallyConstrainedSimpleSolver<ValueType>::DoubleMatrixType
QuadraticallyConstrainedSimpleSolver<ValueType>::ExtractMatrix(const RealMatrixType& mat, const ListIndexType& idx)
{
unsigned int n = idx.size();
DoubleMatrixType newMat(n, n, 0);
for (unsigned int i = 0; i < n; i++)
{
for (unsigned int j = 0; j < n; j++)
{
unsigned int mat_i = idx[i];
unsigned int mat_j = idx[j];
newMat[i][j] = mat[mat_i][mat_j];
}
}
return newMat;
}
/*
* QP Solving using vnl
*/
template <class ValueType>
void QuadraticallyConstrainedSimpleSolver<ValueType>::Solve()
{
// Check matrices dimensions
CheckInputs();
// Display a warning if overlap matrix is null
if (m_AreaInOverlaps.max_value() == 0)
{
itkExceptionMacro("No overlap in images!");
}
// Identify the connected components
unsigned int nbOfComponents = m_AreaInOverlaps.rows();
unsigned int nextVertex = 0;
std::vector<ListIndexType> connectedComponentsIndices;
std::vector<bool> markedVertices(nbOfComponents, false);
bool allMarked = false;
while (!allMarked)
{
// Depth First Search starting from nextVertex
std::vector<bool> marked(nbOfComponents, false);
DFS(marked, nextVertex);
// Id the connected component
ListIndexType list;
for (unsigned int i = 0; i < nbOfComponents; i++)
{
if (marked[i])
{
// Tag the connected component index
list.push_back(i);
markedVertices[i] = true;
}
else if (!markedVertices[i])
{
// if the i-th vertex is not marked, DFS will start from it next
nextVertex = i;
break;
}
}
connectedComponentsIndices.push_back(list);
// Check if vertices are all marked
allMarked = true;
for (unsigned int i = 0; i < nbOfComponents; i++)
if (!markedVertices[i])
allMarked = false;
}
// Prepare output model
m_OutputCorrectionModel.set_size(nbOfComponents);
m_OutputCorrectionModel.fill(itk::NumericTraits<ValueType>::One);
// Extract and solve all connected components one by one
if (connectedComponentsIndices.size() > 1)
itkWarningMacro("Seems to be more that one group of overlapping images. Trying to harmonize groups separately.");
for (unsigned int component = 0; component < connectedComponentsIndices.size(); component++)
{
// Indices list
ListIndexType list = connectedComponentsIndices[component];
const unsigned int n = list.size();
// Extract matrices
DoubleMatrixType sub_areas = ExtractMatrix(m_AreaInOverlaps, list);
DoubleMatrixType sub_means = ExtractMatrix(m_MeanInOverlaps, list);
DoubleMatrixType sub_stdev = ExtractMatrix(m_StandardDeviationInOverlaps, list);
DoubleMatrixType sub_mOfPr = ExtractMatrix(m_MeanOfProductsInOverlaps, list);
// Objective function
DoubleMatrixType Q = GetQuadraticObjectiveMatrix(sub_areas, sub_means, sub_stdev, sub_mOfPr);
DoubleVectorType g(n, 0);
// Constraint (Energy conservation)
DoubleMatrixType A(1, n);
DoubleVectorType b(1, 0);
for (unsigned int i = 0; i < n; i++)
{
double energy = sub_areas[i][i] * sub_means[i][i];
b[0] += energy;
A[0][i] = energy;
}
// Solution
DoubleVectorType x(n, 1);
// Change tol. to 0.01 is a quick hack to avoid numerical instability...
bool solv = vnl_solve_qp_with_non_neg_constraints(Q, g, A, b, x, 0.01);
if (solv)
{
for (unsigned int i = 0; i < n; i++)
{
m_OutputCorrectionModel[list[i]] = static_cast<double>(x[i]);
}
}
else
{
itkWarningMacro("vnl_solve_qp_with_non_neg_constraints failed for component #" << component);
}
}
}
}
#endif
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