I have to integrate a function f(x,y) for x in [xmin, xmax] and y in [ymin, ymax] but my grid is not uniform (i.e, dx and dy depend on the points). More precisely, I'm using logarithmic grid, but it doesn't matter.
I'm looking for the mathematical formula for this, something like trapezoidal rule but in 2D (surprisingly, I didn't found any).
I tried to follow this formula : https://math.stackexchange.com/questions/2891298/derivation-of-2d-trapezoid-rule (the very first one on the question) but where \Delta x is replaced by x[i+1]-x[i] and so on. The result is weird so I wonder if we can still use this formula on a non-uniform grid.
Thank you
PS : I'm using C++
Related
I have an input device that gives me 3 angles -- rotation around x,y,z axes.
Now I need to use these angles to rotate the 3D space, without gimbal lock. I thought I could convert to Quaternions, but apparently since I'm getting the data as 3 angles this won't help?
If that's the case, just how can I correctly rotate the space, keeping in mind that my input data simply is x,y,z axes rotation angles, so I can't just "avoid" that. Similarly, moving around the order of axes rotations won't help -- all axes will be used anyway, so shuffling the order around won't accomplish anything. But surely there must be a way to do this?
If it helps, the problem can pretty much be reduced to implementing this function:
void generateVectorsFromAngles(double &lastXRotation,
double &lastYRotation,
double &lastZRotation,
JD::Vector &up,
JD::Vector &viewing) {
JD::Vector yaxis = JD::Vector(0,0,1);
JD::Vector zaxis = JD::Vector(0,1,0);
JD::Vector xaxis = JD::Vector(1,0,0);
up.rotate(xaxis, lastXRotation);
up.rotate(yaxis, lastYRotation);
up.rotate(zaxis, lastZRotation);
viewing.rotate(xaxis, lastXRotation);
viewing.rotate(yaxis, lastYRotation);
viewing.rotate(zaxis, lastZRotation);
}
in a way that avoids gimbal lock.
If your device is giving you absolute X/Y/Z angles (which implies something like actual gimbals), it will have some specific sequence to describe what order the rotations occur in.
Since you say that "the order doesn't matter", this suggests your device is something like (almost certainly?) a 3-axis rate gyro, and you're getting differential angles. In this case, you want to combine your 3 differential angles into a rotation vector, and use this to update an orientation quaternion, as follows:
given differential angles (in radians):
dXrot, dYrot, dZrot
and current orientation quaternion Q such that:
{r=0, ijk=rot(v)} = Q {r=0, ijk=v} Q*
construct an update quaternion:
dQ = {r=1, i=dXrot/2, j=dYrot/2, k=dZrot/2}
and update your orientation:
Q' = normalize( quaternion_multiply(dQ, Q) )
Note that dQ is only a crude approximation of a unit quaternion (which makes the normalize() operation more important than usual). However, if your differential angles are not large, it is actually quite a good approximation. Even if your differential angles are large, this simple approximation makes less nonsense than many other things you could do. If you have problems with large differential angles, you might try adding a quadratic correction to improve your accuracy (as described in the third section).
However, a more likely problem is that any kind of repeated update like this tends to drift, simply from accumulated arithmetic error if nothing else. Also, your physical sensors will have bias -- e.g., your rate gyros will have offsets which, if not corrected for, will cause your orientation estimate Q to precess slowly. If this kind of drift matters to your application, you will need some way to detect/correct it if you want to maintain a stable system.
If you do have a problem with large differential angles, there is a trigonometric formula for computing an exact update quaternion dQ. The assumption is that the total rotation angle should be linearly proportional to the magnitude of the input vector; given this, you can compute an exact update quaternion as follows:
given differential half-angle vector (in radians):
dV = (dXrot, dYrot, dZrot)/2
compute the magnitude of the half-angle vector:
theta = |dV| = 0.5 * sqrt(dXrot^2 + dYrot^2 + dZrot^2)
then the update quaternion, as used above, is:
dQ = {r=cos(theta), ijk=dV*sin(theta)/theta}
= {r=cos(theta), ijk=normalize(dV)*sin(theta)}
Note that directly computing either sin(theta)/theta ornormalize(dV) is is singular near zero, but the limit value of vector ijk near zero is simply ijk = dV = (dXrot,dYrot,dZrot), as in the approximation from the first section. If you do compute your update quaternion this way, the straightforward method is to check for this, and use the approximation for small theta (for which it is an extremely good approximation!).
Finally, another approach is to use a Taylor expansion for cos(theta) and sin(theta)/theta. This is an intermediate approach -- an improved approximation that increases the range of accuracy:
cos(x) ~ 1 - x^2/2 + x^4/24 - x^6/720 ...
sin(x)/x ~ 1 - x^2/6 + x^4/120 - x^6/5040 ...
So, the "quadratic correction" mentioned in the first section is:
dQ = {r=1-theta*theta*(1.0/2), ijk=dV*(1-theta*theta*(1.0/6))}
Q' = normalize( quaternion_multiply(dQ, Q) )
Additional terms will extend the accurate range of the approximation, but if you need more than +/-90 degrees per update, you should probably use the exact trig functions described in the second section. You could also use a Taylor expansion in combination with the exact trigonometric solution -- it may be helpful by allowing you to switch seamlessly between the approximation and the exact formula.
I think that the 'gimbal lock' is not a problem of computations/mathematics but rather a problem of some physical devices.
Given that you can represent any orientation with XYZ rotations, then even at the 'gimbal lock point' there is a XYZ representation for any imaginable orientation change. Your physical gimbal may be not able to rotate this way, but the mathematics still works :).
The only problem here is your input device - if it's gimbal then it can lock, but you didn't give any details on that.
EDIT: OK, so after you added a function I think I see what you need. The function is perfectly correct. But sadly, you just can't get a nice and easy, continuous way of orientation edition using XYZ axis rotations. I haven't seen such solution even in professional 3D packages.
The only thing that comes to my mind is to treat your input like a steering in aeroplane - you just have some initial orientation and you can rotate it around X, Y or Z axis by some amount. Then you store the new orientation and clear your inputs. Rotations in 3DMax/Maya/Blender are done the same way.
If you give us more info about real-world usage you want to achieve we may get some better ideas.
Let's say I have a number of points, each defined by an X and Y coordinate in a two-dimensional cartesian coordinate system. The X coordinate of every point is greater than the one of its predecessor, so there can't be any loops.
How can I draw a smooth line through these points? The result should look something like a sine wave, but with varying amplitude and wavelength. It's absolutely fine if it is simplified or approximated as long as it allows me to calculate the Y coordinate of the interpolated points without using any library functions for lines or splines. Language doesn't matter, I'm interested in the algorithm, not the implementation. For full disclosure, I plan to implement it in JavaScript.
I'd like to stay away from complicated math like Bézier splines or something with control points. I feel there must be a simple solution that maybe works with the distance to the points or something like that.
Any idea is appreciated.
Sounds like you need an interpolating polynomial. There are a number of ways you can fit it. Try reading this
http://en.wikipedia.org/wiki/Polynomial_interpolation#Constructing_the_interpolation_polynomial
If you have a large number of points, then you may consider wanting to use an approximation instead otherwise you could suffer from overfitting and poor representation of your data between points. In that case, you could use least-squares polynomial approximation. It depends on the degree of accuracy that you need.
http://en.wikipedia.org/wiki/Least_squares#Linear_least_squares
In particular, if your data is sinusoidal, you can actually approximate data using trignometric basis functions (sine or cosine functions of different integer frequencies) instead of regular powers of x.
Alternatively you can interpolate using splines in a non parametric way that does not involve control points
http://en.wikipedia.org/wiki/Spline_interpolation
Using splines will prevent you getting the potential wild oscillations that you can get using basic high degree polynomial interpolation.
As with all approximation problems, it is hard to give a definitive answer without seeing the data (and the amount of it). Ultimately though if you have a large number of data, basic polynomial interpolation is not your friend as if you have 1000 points to interpolate, you need a 999 degree polynomial.
You cannot avoid "complicated" math here. And it is not that much complicated.
Cubic splines is good solution for your problem. For the similar task I found this paper with short explanation and a matrix which I used for my computations.
You can try using approximation methods. "Least squares" and its modifications are one of the simplest, and easy to implement.
I'm working in OpenCV but I don't think there is a function for this. I can find a function for finding affine transformations, but affine transformations include scaling, and I only want to consider rotation + translation.
Imagine I have two sets of points in 2d - let's say each set has exactly 50 points.
E.g. set A = {x1, y1, x2, y2, ... , x50, y50}
set B = {x1', y1', x2', y2', ... , x50', y50'}
I want to find the rotation and translation combination that gets closest to mapping set A onto set B. I guess I would define "closest" as minimises the average distance between points in A and corresponding points in B. I.e., minimises the average distance between (x1, y1) and (x1', y1'), etc.
I guess I could use brute force testing all possible translations and rotations but this would be extremely inefficient. Does anyone know a simpler way?
Thanks!
This problem has a very elegant solution in terms of singular value decomposition of the proximity matrix (distances between pairs of points). The name of this is the orthogonal Procrustes problem, after the Greek legend about a fellow who offered travellers a bed that would fit anyone.
The solution comes from finding the nearest orthogonal matrix to a given (not necessarily orthogonal) matrix.
The way I would do it in Excel is to make a couple columns representing the points.
Cells representing rotation/translation of a set (no need to rotate and translate both of them).
Then columns representing those same points rotated/translated.
Then another column for the distance between the points of the rotated/translated points.
Then a cell of the sum of the distances between points.
Finally, use Solver to optimize the rotation and translation cells.
If you fix some rotation you can get an answer using ternary search. Run search in x and for every tested x run it in y to get the best value. This will give you the correct answer since the function (sum of corresponding distances) is convex (this can be proved through observing that restriction of the function to any line is a one-dimensional convex function; and the last is a standard fact: the sum of several convex functions is convex).
Instead of brute force over the angle I can propose such a method based on the ternary search. Choose some not very large step S. Compute the target function for every angle in (0, S, 2S,...). Then, if S is small enough, we can exclude some of segments (iS, (i + 1)S) from consideration. Namely ones with relatively large values of function with angles iS and (i + 1)S. Being implemented carefully this can give an answer and can do it faster than brute force.
I am working on a project where I have a set of known measurements (x,y,z,a) and an input (z,a). I need to be able to interpolate the (x,y,z) so that I can get a list of possible (x,y) coordinates from a given z.
I was looking at bicubic interpolation, but I can only find examples pertaining to regular grids, and my (x,y) pairs are most certainly not regular.
Basically I am looking for some guidance on algorithms/models to achieve this goal. I am considering a triangulated irregular network, which is attractive because it breaks down into planes which are easy to determine the (x,y) from a given Z. But I would like a little more finesse.
I know it sounds like homework, its not.
Efficiency is not a concern.
Thanks!
I actually ended up using Delauney Triangulation to break down the fields into 3 dimensional X,Y,Z surfaces with an Identifier. Then given a set of (Identity,Z) pairs I form a field line from each surface, and from these lines compute the polygon formed from the shortest edges between lines. This gives me an area of potential x,y coordinates.
Take a look at Kd-tree.
These first take a set of scattered points in 2d or 3d or 10d,
then answers queries like "find the 3 points nearest P".
Are your queries z a pairs ?
For example, given a bunch of colored pins on a map, a table of x y size color,
one could put all the [x y] in a kd tree, then ask for pins near a given x0 y0.
Or, one could put all the [size color[ in a tree, then ask for pins with a similar size and color.
(Note that most kd-tree implementations use the Euclidean metric,
so sqrt( (size - size2)^2 + (color - color2)^2 ) should make sense.)
In Python, I highly recommend scipy.spatial.cKDTree.
See also SO questions/tagged/kdtree .
Given an arbitrary sequence of points in space, how would you produce a smooth continuous interpolation between them?
2D and 3D solutions are welcome. Solutions that produce a list of points at arbitrary granularity and solutions that produce control points for bezier curves are also appreciated.
Also, it would be cool to see an iterative solution that could approximate early sections of the curve as it received the points, so you could draw with it.
The Catmull-Rom spline is guaranteed to pass through all the control points. I find this to be handier than trying to adjust intermediate control points for other types of splines.
This PDF by Christopher Twigg has a nice brief introduction to the mathematics of the spline. The best summary sentence is:
Catmull-Rom splines have C1
continuity, local control, and
interpolation, but do not lie within
the convex hull of their control
points.
Said another way, if the points indicate a sharp bend to the right, the spline will bank left before turning to the right (there's an example picture in that document). The tightness of those turns in controllable, in this case using his tau parameter in the example matrix.
Here is another example with some downloadable DirectX code.
One way is Lagrange polynominal, which is a method for producing a polynominal which will go through all given data points.
During my first year at university, I wrote a little tool to do this in 2D, and you can find it on this page, it is called Lagrange solver. Wikipedia's page also has a sample implementation.
How it works is thus: you have a n-order polynominal, p(x), where n is the number of points you have. It has the form a_n x^n + a_(n-1) x^(n-1) + ...+ a_0, where _ is subscript, ^ is power. You then turn this into a set of simultaneous equations:
p(x_1) = y_1
p(x_2) = y_2
...
p(x_n) = y_n
You convert the above into a augmented matrix, and solve for the coefficients a_0 ... a_n. Then you have a polynomial which goes through all the points, and you can now interpolate between the points.
Note however, this may not suit your purpose as it offers no way to adjust the curvature etc - you are stuck with a single solution that can not be changed.
You should take a look at B-splines. Their advantage over Bezier curves is that each part is only dependent on local points. So moving a point has no effect on parts of the curve that are far away, where "far away" is determined by a parameter of the spline.
The problem with the Langrange polynomial is that adding a point can have extreme effects on seemingly arbitrary parts of the curve; there's no "localness" like described above.
Have you looked at the Unix spline command? Can that be coerced into doing what you want?
There are several algorithms for interpolating (and exrapolating) between an aribtrary (but final) set of points. You should check out numerical recipes, they also include C++ implementations of those algorithms.
Unfortunately the Lagrange or other forms of polynomial interpolation will not work on an arbitrary set of points. They only work on a set where in one dimension e.g. x
xi < xi+1
For an arbitary set of points, e.g. an aeroplane flight path, where each point is a (longitude, latitude) pair, you will be better off simply modelling the aeroplane's journey with current longitude & latitude and velocity. By adjusting the rate at which the aeroplane can turn (its angular velocity) depending on how close it is to the next waypoint, you can achieve a smooth curve.
The resulting curve would not be mathematically significant nor give you bezier control points. However the algorithm would be computationally simple regardless of the number of waypoints and could produce an interpolated list of points at arbitrary granularity. It would also not require you provide the complete set of points up front, you could simply add waypoints to the end of the set as required.
I came up with the same problem and implemented it with some friends the other day. I like to share the example project on github.
https://github.com/johnjohndoe/PathInterpolation
Feel free to fork it.
Google "orthogonal regression".
Whereas least-squares techniques try to minimize vertical distance between the fit line and each f(x), orthogonal regression minimizes the perpendicular distances.
Addendum
In the presence of noisy data, the venerable RANSAC algorithm is worth checking out too.
In the 3D graphics world, NURBS are popular. Further info is easily googled.