Polar FFT Focm

Fast Polar Fourier Transform
Michael Elad*
Scientific Computing and Computational Mathematics
Stanford University
FoCM Conference, August 2002
Image and Signal Processing Workshop
IMA - Minneapolis
* Joint work with Dave Donoho (Stanford-Statistics),
Amir Averbuch (TAU-CS-Israel), and Ronald Coifman (Yale-Math)
-1-
Collaborators
Dave Donoho
Amir Averbuch
Ronald Coifman
Statistics Department
Stanford
CS Department
Tel-Aviv University
Math. Department
Yale
-2-

FFT is one of top 10 algorithms of 20th century.
We'll extend utility of FFT algorithms to new
class of settings in image processing.
Create a tool which is:
Free of emotional involvement, &
Freely available over the internet.
Current Stage:
We have the tool, and its analysis,
Have not demonstrated applications yet.

-3-
Agenda
Polar Continuum
1. ThinkingThinking
Polar Continuum
2. Thinking Polar Discrete
3. Current State-Of-The-Art
Background
&
Motivation
4. Our Approach - General

5. The Pseudo-Polar Fast Transform
6. From Pseudo-Polar to Polar
7. Algorithm Analysis
New
Approach
and its
Results
8. Conclusions
-4-
1. Thinking Polar - Continuum

For today f(x,y) function of (x,y)2
Continuous Fourier Transform
f (u, v ) = (f )(x , y ) =
f (x , y ) exp{ ixu iyv}dxdy
Polar coordinates: u=rcos() , v=rsin()

~
f (r , ) = f (r cos(), r sin()) =
f (x , y ) exp{ ixr cos() iy sin()}dxdy
Important Processes easy to continuum polar domain.

-5-
-5
0
-4
-3
-2
-1
2
3
0
1
2
5
3
4
5
6
-5
-4
-3
-2
-1
-6-
Natural Operations: 1. Rotation

Using the polar coordinates, rotation is simply a shift in
the angular variable.
Q0 planar rotation by 0 degrees
Rotation f0 (x , y ) = f Q0 {x , y}
In polar coordinates shift in angular variable
~
~
f0 (r , ) = f (r , 0 )
-7-
Natural Operations: 2. Scaling

Using the polar coordinates, 2D scaling is simply a 1D
scaling in the radial variable.
S planar scaling by a factor
Scaling f (x , y ) = f (S {x , y})
In polar coordinates 1D scale in radial variable
~
~
f (r , ) = Const f (r , )
Log-Polar shift in the radial variable.
-8-
Natural Operations: 3. Registration

Using the polar coordinates, rotation+shift registration
simply amounts to correlations.
f(x,y) and g(x,y): f (x , y ) = g Q {x , y} + {x 0 , y 0 }

0
Goal: recover {x 0 , y 0 , 0 }.
~
~
Angular cross-correlation between f (r , ) and g (r , )
Estimate 0.
Rotation & cross-correlation on regular Fourier transform
gives the shift.
-9-
Natural Operations: 4. Tomography

Using the polar coordinates, we obtain a method to
obtain the Inverse Radon Transform.
Radon Transform:
Rf (t , ) =
f (x , y)(x cos() + y sin() t )dxdy
Goal: Given Rf(t,), recover f.
~
Projection-Slice-Theorem: (1Rf )(t , ) = f (r , ) .
~
Reconstruction: Rf a f a f a f .
- 10 -
More Natural Operations

New orthonormal bases:
Ridgelets,
Curvelets,
Fourier Integral operations,
Ridgelet packets.
Analysis of textures.
Analysis of singularities.
More
- 11 -
Agenda
1. Thinking Polar Continuum
2.
Thinking Polar Discrete
8. Conclusions
- 12 -
2. Thinking Polar - Discrete

Certain procedures very important to digitize
Rotation,
Scaling,
Registration,
Tomography, and

These look so easy in continuous theory Cant we

use it in the discrete domain?
Why not Polar-FFT?
- 13 -
The FFT Miracles

1D Discrete Fourier Transform
Uniformly sampled in time and frequency FFT.
Complexity O(5Nlog2N) instead of O(N2).
2D Discrete Fourier Transform
Cartesian grid in space and frequency Separability
Only 1D-FFT operations.
Smart memory management.
- 14 -
2D DFT Cartesian Grid
N
1
2n1 N 2
y
2
N
x =
2
n
N
2 n ,n = N
y
1 2
2
2
N
- 15 -
2D FFT Complexity
Complexity: O(10N2log2N)
instead of O(N4).
Important Feature: All
operations are 1D
leading to
efficient cache usage
Cartesian N-by-N
Data
5N2logN
1D FFT to columns
5N2logN
1D FFT to rows
Cartesian
2D-FFT 10N2logN
- 16 -
Discrete Polar Coordinates?

y
Choice of grid?
NS 1
n1 r
r =
NS
r n1 = 0
NSr
NS 1
2n2
, =
NS
n2 = 0
Resulting with NS
rays with NSr
elements on each:
For S=Sr=1, we
have N2 grid points.
2
NS
- 17 -
Grid Problematics
Grid spacing?
Fate of corners?
No X-Y separability !!
-
- 18 -
Polar FFT - Current Status

Current widespread belief - There cannot be a
fast method for DFT on the polar grid. See e.g.
The DFT: an owners manual, Briggs and
Henson, SIAM, 1995, p. 284.
Consequence of Non-existence:
Continuous Fourier vague inspiration only.
Fourier in implementations widely deprecated.
Fragmentation: each field special algorithm.
- 19 -
Agenda
3.
Current State-Of-The-Art

8. Conclusions
- 20 -
Assessing T: Unequally-spaced FFT (USFFT)
Data in Cartesian set.
Approximate transform in non-Cartesian set.
Oriented to 1D not 2D and definitely not Polar.
Assessing T : For Tomography
Data in Polar coordinates in frequency.
Approximate inverse transform to Cartesian grid.
Inspired by the projection-slice-theorem.
- 21 -
3. Current State-of-the-Art
USFFT - Rational
y
+ Destination Polar
grid
O Critically sampled
Cartesian grid
o Over-sampled
Cartesian grid
-1
-2
-3
-3
-2
-1
x
- 22 -
USFFT - Detailed
Over-sample Cartesian grid.
Rapidly evaluate FT:
Values F.
Possibly - partial derivatives.
Associate Cartesian neighbors to each
polar grid point.
Approximate interpolation.
- 23 -
Our Reading of Literature

Boyd (1992) Over-sampling and interpolation
by Euler sum or Langrangian interpolation.
Dutt-Rokhlin (1993,1995) - Over-sampling and
interpolation by the Fast-Multipole method.
Anderson-Dahleh (1996) Over-sampling and
obtaining the partial derivatives, and then
interpolating by Taylor series.
Ware (1998) Survey on USFFT methods.
- 24 -
USFFT Problematics
Several involved parameters:
Over-sampling factor,
Method of interpolation, and
Order of interpolation.
Good accuracy calls for extensive over-sampling.
Correspondence overhead: spoils vectorizability of
algorithm - causes high cache misses.
Emotionally involved.
- 25 -
Agenda
4.
Our Approach - General

8. Conclusions
- 26 -

We propose a
with the following features:
Low complexity O(ConstN2log2N)
Vectorizability 1D operations only
Non-Expansiveness Factor 2 (or 4) only
Stability via Regularization
Accuracy 2 orders of magnitude over USFFT methods
- 27 -
Our Strategy
Fast and Exact

Fourier Trans.
on a polar-like
grid
1D
interpolations
to the polar
grid
Pseudo
Polar
Grid
- 28 -
Agenda
5.
The Pseudo-Polar Fast Transform

8. Conclusions
- 29 -
5. The Pseudo-Polar FFT

Developed by Averbuch, Coifman, Donoho,
Israeli, and Waldn (1998).
Basic idea: A Polar-Like grid that enables
EXACT Fourier transform,
FAST computation,
1D operations only.
Applications: Tomography, image processing,

Ridgelets, and more.
- 30 -
The Pseudo-Polar Skeleton

NSr equi-spaced
concentric squares,
NSt equi-spaced
(not in angle)
We separate our
treatment to
basically vertical
and basically
horizontal lines.
y
3
-1
-2
-3
-3
-2
-1
x
- 31 -
Fast Fourier Transform

The destination samples
y
3
are uniformly sampled

vertically,
Per each row, destination
samples are uniformly

sampled horizontally,
Fractional Fourier
-1
Transform is the answer

(Chirp-Z), with complexity:
O(20Nlog2N).
-2
-3
[Why?]
-3
-2
-1
x
- 32 -
PP-FFT versus 2D-FFT

Cartesian N-by-N
Data
PP-FFT
5N2logN
1D FFT to columns
20N2logN
1D FRFFT to rows
PP-FFT
25N2logN vertical
2D-FFT
5N2logN
1D FFT to columns
5N2logN
1D FFT to rows
Cartesian
2D-FFT 10N2logN
- 33 -
The PP-FFT - Properties

Exact in exact arithmetic.
No parameters involved !!
Complexity - O(50N2log2N) versus O(N4).
1D operations only.
For the chosen grid (Sr=St=2) - 5.
- 34 -
Agenda
6.
From Pseudo-Polar to Polar
8. Conclusions
- 35 -
Fast and Exact

Fourier Trans.
on a polar-like
grid
2 stages of 1D
interpolations
to get to the
polar grid
- 36 -
The Interpolation Stages

y
3
The original PseudoPolar Grid

Warping to equi-spaced
angles
Warping each ray to
have the same step
2
1
0
-1
-2
-3
-3
-2
-1
x
- 37 -
First Interpolation Stage

y
Rotation of the rays to

have equi-spaced angles
(S-Pseudo-Polar grid):
Every row is a
trigonometric polynomial of
order N,
-1
FRFT on over-sampled
array and 1D interpolation,
Very accurate.
-2
-3
-3
-2
-1
x
- 38 -
The Required Warping

New x
Basically vertical lines:
NS t
2
2l
2m
, x =
y
y =
NSr
NS t
l,m = NS t
2
y =
2
1
0
NS t
-1
m 2

x = y tan
2NS t m = NS t
-2
[Why?]
-3
-3
-2
-1
Original x
- 39 -
The Actual Interpolation

Cartesian
Data
N-by-N
S-PP-FFT
PP-FFT
5N2logN
5N2logN
1D FFT to columns
20N2logN
1D FRFFT to rows
1D FFT to columns
20N2Slog(NS)
1D Over-sampled (S) FRFFT
to rows
O{N2}
25N2logN
1D Interpolation
PP-FFT Vertical
(20S+5)N2logN
S-PP-FFT Vertical
- 40 -
Second Interpolation Stage

y
As opposed to the previous

step, the rays are not
trigonometric polynomials
of order N,
We proved that the rays
are band-limited (smooth)

functions,
Over-sampling and
-1
-2
interpolation is expected to
perform well.
-3
-3
-2
-1
x
- 41 -
Over-Sampling Along Rays

Over-sampling along
rays cannot be done
by taking the 1D ray
and over-sampling it.
Sr>1:
More concentric squares.
Sr longer 1D-FFTs at the
beginning of the algorithm.
Sr times FRFFT operations.
y
3
-1
-2
-3
-3
-2
-1
x
- 42 -
The Actual Interpolation

Cartesian
Data
N-by-N
N5(NSr)log(NSr)
Full Polar FFT

O{40SrStN2logN}
1DFFT to over-sampled columns

NSr20(NSt)log(NSt)
1D Over-sampled (S) FRFFT
to rows
O{(NSr)N}
Polar-FFT Vertical
O{NN}
1D Interpolation
1D Interpolation
S-PP-FFT Vertical
- 43 -
To Summarize
We propose a
with the following features:
Low complexity O(ConstN2log2N)
Vectorizability 1D operations only
Non-Expansiveness Factor 2 (or 4) only
Stability via Regularization
Accuracy 2 orders of magnitude over USFFT methods
- 44 -
Agenda
7.
Algorithm Analysis
8. Conclusions
- 45 -
We have a code performing the Polar-FFT in Matlab:
Y=Polar_FFT(X);
OR
Y=Polar_FFT(X,St,Sr);
Where: X
Input array of N-by-N samples
St,Sr Over-sampling factors in the approximations

Y
Polar-FFT result as an 2N-by-2N array with rows being

the rays and columns being the concentric circles.
- 46 -
The Implementation
The current Polar-FFT code implements Taylor
method for the first interpolation stage and spline
ONLY (no-derivatives) for the second stage.
For comparison, we demonstrate the performance
of the USFFT method with over-sampling S and
interpolation based on the Taylor interpolation
(found to be the best).
- 47 -
Error for Specific Signal

||Approximation error||1
10
Input is random
32-by-32 array,
USFFT method
uses one
parameter
whereas there
are two for the
up-sampling in
the Polar-FFT.
Thumb rule:
SrSt= S2.
Thumb rule: Sr=4St
10
10
St=1
-1
Taylor USFFT
10
-2
10
-3
10
St=2
St=4
St=3
10
20
30
40
StSr
or S2
50
60
70
80
90
100
- 48 -
Error For Specific Signals

Similar curves obtained of ||*|| and ||*||2 norms.
Similar behavior is found for other signals.
Conclusion: For the proper choice of St and Sr, we
get 2-orders-of-magnitude improvement in the
accuracy comparing to the best USFFT method.
Further improvement should be achieved for Taylor
interpolation in the second stage.
US-FFT takes longer due the 2D operations.
- 49 -
The Transform as a Matrix

Approximate
All the involved

transformations (accurate
and approximate) are
linear - they can be
represented as a matrix of
size 4N2-by-N2.
Ya=Ax
Or
Yt=Tx
True
- 50 -
Regularization of T/A
An input signal of N-by-N is transformed to an
array or 2N-by-2N.
For N=16, T size is 1024-by-256, and 60,000
(bad for inversion).
Adding the assumption that the Frequency
corners should be zeroed, we obtain
y = TPolar x
TPolar
y
x = 0
T

Corner
and the condition number becomes 5 !!!

- 51 -
Discarding the Corners?

If the given signal was
sampled at 1.4142 the
Nyquist Rate, the
corners can be
removed.
If it is not, oversampling it can be done
by FFT.
- 52 -
Error Analysis Worst Signal

Approximation error is : (APolarFFT T )x = ePolarFFT
Worst error :{x worst , e2worst} = Arg / Max
(A
PolarFFT
2
x2
Worst relative error :{xrworst , e
2
rworst
TPolar )x 2
} = Arg / Max
x
(A
PolarFFT
TPolar )x 2
TPolar x
2
2
- 53 -
Worst Signal - Results

N=16 TC 1024256, S=Sr=St=4
USFFT
worst signal (abs.
Value) =3.469
Polar-FFT
worst signal (abs.
Value) =0.0319
The worst case

signal in the freq.
Domain (abs. and
shifted)
The worst case

signal in the freq.
Domain (abs. and
shifted)
- 54 -
Relative Worst Signal - Results

Same parameters: N=16 TC 1024256, S=Sr=St=4
USFFT
worst signal (abs.
Value) =0.0613
Polar-FFT
worst signal (abs.
Value) =0.0023
The worst case

signal in the freq.
Domain (abs. and
shifted)
The worst case

signal in the freq.
Domain (abs. and
shifted)
- 55 -
Comparing Approximations
Solve for the eigenvalue/vectors of the matrix
(A
PolarFFT
TPolar )H (APolarFFT TPolar )
and obtained {k , xk }k =1 ( k in ascending order).

N2
Compare to AUSFFT by computing

2
k = (AUSFFT TPolar )xk 2
using the above eigenvectors and compare to k .
- 56 -
Comparing Approximations - Results

2
10
Mean Squared Error
[N=32]
10
USFFT
-2
10
-4
10
-6
10
Polar-FFT
-8
Eigen-space
of the PolarFFT
10
-10
10
200
400
600
800
1000
1200
- 57 -
Agenda
8.
Conclusions
- 58 -
8. Conclusions
We have proposed a fast, accurate, stable, and
reliable Polar Discrete-Fourier-Transform.
By this we extend utility of FFT algorithms to
new class of settings in image processing.
Future plans:
Extend the analysis and improve further,
Demonstrate applications,
Publish the code for the procedure and some

applications over the internet.
- 59 -
Beyond this slides are

the appendix or
redundant slides
- 60 -
USFFT for T
Over-sample Polar grid (and possibly
partial derivatives).
Associate polar neighbors to each
Cartesian grid point.
Approximate interpolation to get the
Cartesian grid values.
Perform the Cartesian 2D Inverse-FFT.
- 61 -
Our Reading of Literature

Direct Fourier method with over-sampling and
interpolation (also called gridding) see
Natterer (1985).
Jackson, Meyer, Nishimura and Macovski (1991).
Schomberg and Timmer (1995).
Choi and Munson (1998).
- 62 -
A. The Fractional Fourier Transform
The Pseudo-Polar Sampling

Basically vertical lines:
NSr
2l 2
y =
NS
r l = NSr
2
NS t
y
3
2m
y
x =
NS t
m = NS t
2
-1
For St=Sr=1, we have

N2 grid points
-3
-2
-3
-2
-1
x
- 63 -
The Pseudo-Polar FT Stage 1

F ( x , y ) =
=
N 1
N 1
k1 = 0
k 2 =0
f k 1 , k 2 exp {ik 1 x ik 2 y } =
N 1
N 1
k1 = 0
k 2 =0
2m
f k 1 , k 2 exp ik 1
y ik 2 y =
NS t
N 1
k1 = 0
N 1
2m
exp ik 1
y f k 1 , k 2 exp {ik 2 y }
NS t
k14444
2 =0
4244444
3
=fk 1 ,l
This part is obtained by 1D-FFT along the rows !!

- 64 -
The Pseudo-Polar FT Stage 2

N 1
2y
F x , y = F[m, l] = f [k1 , l] exp ik1m
NS
t
k1 = 0
This summation takes columns of f [k 1 , l ] (being equispaced 1D signals) and computes Fourier transform of it.
The destination grid points are also 1D equi-spaced in
the frequency domain, BUT THEY ARE NOT IN THE
RANGE [-,], but rather [-y,y].
This task is called Fractional Fourier/Chirp-Z Transform.
- 65 -
Fractional Fourier Transform

N 1
2km

F[m] = f [k ] exp i
N
k =0
For =1 we get the ordinary 1D-FFT,
For =-1 we get the ordinary 1D-IFFT,
There exists a Fast Fractional Fourier Transform with the
complexity of O(20Nlog2N), based on 1D-FFT operations.
See: Fast fractional Fourier transforms and applications, by D. H. Bailey and P. N.
Swarztrauber, SIAM Review, 1991, and also Bluestein, Rabiner, and Rader (1960s).
- 66 -
FR-FFT Detailed
N 1
2km
F[m] = f [k ] exp i
=
N
k =0
N 1
m2
N 1
i
e N
f
k 2
i
e N
(k m)2 k 2 m2
= f [k ] exp i
=
N
k =0
=
[k ]
k =0
Post
Multiplication
(k m)2
exp i
Pre-Multiplication
Convolution
[Back]
- 67 -
B. From Pseudo-Polar to Polar
Interpolation As 1D Operation
F ( x , y ) =
=
N1
N1
k1 =0
k 2 =0

N1
k1 =0
N1
k1 =0
f k1 ,k 2 exp {ik1x ik 2y } =
m
exp ik1 tan
y
2NS t
N1
k 2 =0
f k1 ,k 2 exp {ik 2y } =
exp ik1 tan

y f k1 , l
2NSt
It is a 1D operation But it is not the Fractional-FFT.

Can be computed by over-sampled FRFFT and interpolation.
- 68 -

Polar FFT Focm

Transféré par

Informations du document

Description originale:

Titre original

Copyright

Formats disponibles

Partager ce document

Partager ou intégrer le document

Options de partage

Avez-vous trouvé ce document utile ?

Ce contenu est-il inapproprié ?

Droits d'auteur :

Formats disponibles

Polar FFT Focm

Transféré par

Droits d'auteur :

Formats disponibles

Fast Polar Fourier Transform

Fast Polar Fourier Transform

Free of emotional involvement, &

Freely available over the internet.

We have the tool, and its analysis,

Have not demonstrated applications yet.

4. Our Approach - General

1. Thinking Polar - Continuum

f (x , y ) exp{ ixu iyv}dxdy

Polar coordinates: u=rcos() , v=rsin()

f (x , y ) exp{ ixr cos() iy sin()}dxdy

Important Processes easy to continuum polar domain.

1. Thinking Polar - Continuum

1. Thinking Polar - Continuum

Natural Operations: 1. Rotation

In polar coordinates shift in angular variable

1. Thinking Polar - Continuum

Natural Operations: 2. Scaling

1. Thinking Polar - Continuum

Natural Operations: 3. Registration

f(x,y) and g(x,y): f (x , y ) = g Q {x , y} + {x 0 , y 0 }

1. Thinking Polar - Continuum

Natural Operations: 4. Tomography

f (x , y)(x cos() + y sin() t )dxdy

Goal: Given Rf(t,), recover f.

1. Thinking Polar - Continuum

More Natural Operations

Thinking Polar Discrete

2. Thinking Polar - Discrete

These look so easy in continuous theory Cant we

2. Thinking Polar - Discrete

The FFT Miracles

2. Thinking Polar - Discrete

2D DFT Cartesian Grid

2. Thinking Polar - Discrete

Discrete Polar Coordinates?

2. Thinking Polar - Discrete

2. Thinking Polar - Discrete

Polar FFT - Current Status

4. Our Approach - General

Our Reading of Literature

Our Approach - General

5. The Pseudo-Polar Fast Transform

4. Our Approach - General

Fast and Exact

The Pseudo-Polar Fast Transform

6. From Pseudo-Polar to Polar

5. The Pseudo-Polar FFT

Applications: Tomography, image processing,

5. The Pseudo-Polar FFT

The Pseudo-Polar Skeleton

5. The Pseudo-Polar FFT

Fast Fourier Transform

are uniformly sampled

Per each row, destination

samples are uniformly

Transform is the answer

5. The Pseudo-Polar FFT

PP-FFT versus 2D-FFT

5. The Pseudo-Polar FFT

The PP-FFT - Properties

From Pseudo-Polar to Polar