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Basic Mathematical Tools

for
Imaging and Visualization
Dr. Tobias Lasser
November 3rd, 2011
http://campar.in.tum.de/Chair/TeachingWs11BasicMathTools
Computer Aided Medical Procedures (I-16)
Technische Universitt Mnchen
Basic Mathematical Tools for Imaging and Visualization - Tobias Lasser
Admin

Mid-term exam
- Tuesday, December 13th, 2011, start:16:15
- duration: 60 or 90 minutes
- location: MW 0350

Final exam
- Thursday, February 9th, 2012, start: 17:15
- duration: 90 minutes
- location: tba

allowed material: one handwritten DIN A4 page (or US letter)


2
Basic Mathematical Tools for Imaging and Visualization - Tobias Lasser
So far...
0. Introduction
1. Linear Algebra
1.1. Three-dimensional space
1.2. Linear spaces
1.3. Bases
1.4. Linear mappings and matrices
1.5. Linear systems and matrices
1.6. Application: Series Expansion Method
3
Original
Measurements
Reconstruction
Iterative
solver
Forward
model
M

Measurements

VOI R

Signal : R
Discretization

Series expansion approach

= M

Approximation to solution

A
System equation
=
Basic Mathematical Tools for Imaging and Visualization - Tobias Lasser
Today
0. Introduction
1. Linear Algebra
1.1. ...
1.4. Linear mappings and matrices
1.5. Linear systems and matrices
1.6. Application: Series Expansion Method
1.7. Orthogonality
1.8. Change of basis
1.9. Solving linear systems
6
Recall tbe scalar proouct ln R

( N),
, : R

R, , :=

=1

tor = (

), = (

) R

. |t lnouces tbe euclloean norm


: R

R, :=

, .
Kaczmarz's metboo ls to compute by successlvely projectlng onto tbe byperplanes

untll convergence. |t

oenotes tbe projectlon onto

, tben one lteratlon ot


Kaczmarz's metboo can be wrltten as =

. . .

1
. |n tull tbe metboo reaos

(0)
= 0 (or any otber startlng value)
lterate over = 1, . . . ,

(+1)
=
()
|n case = bas a solutlon, tbls metboo wlll converge.
a
3
x=y
3
a
2
x=y
2
a
1
x=y
1
x
0
=0
Rotatlon ln R
2
counterclockwlse by angle ,
=

cos sin
sin cos

,
ls ortbogonal as

cos sin
sin cos

cos sin
sin cos

1 0
0 1

,
uslng (cos )
2
+ (sin )
2
= 1. Also we bave det() = 1.
Cholesky decomposition.
Let R

be symmetrlc ano posltlve oenlte (, > 0 tor all R

, = 0).
Tben tbere elsts a unlque lower trlangular matrl R

wltb strlctly posltlve


olagonal entrles ano
=

.
Solve

= lnsteao ot = by solvlng = tor ano

= tor .
|t you orop to symmetrlc, posltlve seml-oenlte, unlqueness ano tbe strlctly
posltlve olagonal entrles orop out ot tbe tbeorem as well.
Cost ot Cbolesky oecomposltlon:

3
3
FLOPs, can be computeo ln-place.
LU decomposition.
Let R

be lnvertlble ano let

be olagonally oomlnant (|

=
|

| tor all
= 1, . . . , ). Tben tbere elsts a oecomposltlon
= ,
wbere R

lower trlangular ano R

upper trlangular. |t eltber or bas


only ones on tbe olagonal, tbe oecomposltlon ls unlque.
Solve = lnsteao ot = by solvlng = tor ano = tor .
Cost ot LU oecomposltlon:
2
3
3
FLOPs.
|t you aoo a permutatlon matrl R

,
= ,
tben tbls oecomposltlon elsts tor every lnvertlble . Tbls ls also calleo LUP
oecomposltlon, or LU wltb partlal plvotlng.
QR decomposition.
Let R

lnvertlble. Tben tbere elsts a unlque ortbogonal matrl R

ano
a unlque upper trlangular matrl R

wltb posltlve olagonal entrles ano


= .
Solve =

lnsteao ot = .
Cost ot QR oecomposltlon:
2
3
3
FLOPs (oepenolng on lmplementatlon).
|t R

, > , tben tbere elsts R

ortbogonal ano R

upper trlangular wltb


= =

1
0

wltb
1
R

upper trlangular. Alternatlvely


=

1

2

1
0

=
1

1
wltb
1
R

,
2
R
()
,
1
,
2
bave ortbonormal columns.
1

1
ls
calleo thin or reduced QR tactorlzatlon.
Basic Mathematical Tools for Imaging and Visualization - Tobias Lasser
Table of Contents
0. Introduction
1. Linear Algebra
1.1. ...
1.4. Linear mappings and matrices
1.5. Linear systems and matrices
1.6. Application: Series Expansion Method
1.7. Orthogonality
1.8. Change of basis
1.9. Solving linear systems
!
next: Least square problems, Eigenvalue problems, SVD
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Thank you for your attention!