How to find curve which runs through complex points? - curve-fitting

I have lists of complex points: orbit of complex point z under quadratic function
f(z) = z*z
I know that lists are:
z, z^2, z^4, z^8, ...
(r,t), (r^2, 2*t), ..., (r^(2^n), t*2^n)
where :
r = abs(z)
t = arg(z)
So I think that these curve will be exponential spirals.
But my code:
GiveParametric(radius,tMin,tMax) :=
parametric(radius^t*cos(t),radius^t*sin(t),t,tMin,tMax)$
GivePolar(radius, tMin,tMax) := polar(radius^(2^t),t,tMin,tMax)$
does not work.
Here is the image of 3 orbits (lists). Each list sould have it's own curve ( function)
Question :
How to draw (or find equations of) curves which runs through these points ?

I have used definition to draw sequence of points joined by lines
GiveContOrbit(r0,a0,tMin, tMax, dt ):=
block(
[Orbit,a,r,t, b],
t : tMin,
b: 2^t,
a:a0*b,
r: r0^b,
z: GiveZ(r,a),
Orbit:[[realpart(z),imagpart(z)]],
for t:tMin thru tMax step dt do
(
b: 2^t,
a:a0*b,
r: r0^b,
z: GiveZ(r,a),
Orbit:endcons([realpart(z),imagpart(z)],Orbit)),
return(Orbit)
)$
This in not what I wanted but seems to be a good aproximation. As I see curves intersects.

Related

Algorithm to find a vector parallel to a plane and perpendicular to another vector

I'm trying to derive a formula to extract vector u.
I'm given some initial data:
Plane F with the method to extract its normal n = F->normal().
vector c that does not lie within the plane F and passes through some point E that also does not lie within the plane F.
And some constrains to use:
The desired vector u is perpendicular to the vector c.
Vector u is also perpendicular to some vector r which is not given. The vector r is parallel to the plane F and also perpendicular to the vector c. Therefore, we can say the vectors c, r and u are orthogonal.
Let's denote * as dot product, and ^ operator is cross product between two 3d vectors.
The calculation of the vector u is easy by using cross product: vec3 u = c^r. So, my whole task is narrowed down to how to find the vector r which is parallel to a given plane F and at the same time perpendicular to the given vector c.
Because we know that r is parallel to F, we can use plane's normal and dot product: n*r = 0. Since r is unknown, an infinite number of lines can satisfy the aforementioned equation. So, we can also use the condition that r is perpendicular to c: r*c = 0.
To summarize, there are two dot-product equations that should help us to find the vector r:
r*c = 0;
r*n = 0;
However, I am having hard time trying to figure out how to obtain the vector r coordinates provided the two equations, in algorithmic way. Assuming r = (x, y, z) and we want to find x, y and z; it does not seem possible from only two equations:
x*c.x + y*c.y + z*c.z = 0;
x*n.x + y*n.y + z*n.z = 0;
I feel like I'm missing something, e.g., I need a third constrain. Is there anything else needed to extract x, y and z? Or do I have a flaw in my logic?
You can find the vector r by computing the cross product of n and c.
This will be automatically satisfy r.c=r.n=0
You are right that your two equations will have multiple solutions. The other solutions are given by any scalar multiple of r.

Algorithm to iteratively discover points on an arc described by three points

I am writing a graphics application that needs to calculate and display a list of points along a curve arc which is described by three points.
Lets say we have points (1,1), (2,4) and (5,2). I need an algorithm that can give me the values of y for each x from 1 to 5 that fall on the interpolated arc.
I'm sure this is a simple task for you math whizes out there, but for me it's a bit beyond my mathematical payscale.
Thanks in advance!
So the problem is how to compute the center C = (c1, c2) and radius r of a circumference given by three points P = (p1, p2), Q = (q1, q2) and S = (s1, s2).
The idea is very simple. It consists in realizing that, by definition, the center has the same distance to all three points P, Q and S.
Now, the set of all points that are equidistant from Pand Q is the perpendicular to the segment PQ incident at the mid point (P+Q)/2. Similarly, the set of all points equidistant from Q and S is the perpendicular to QS passing thru (Q+S)/2. So, the center C must be the intersection of these two lines.
Let's compute the parametric equations of these two straight lines.
For this we will need two additional functions that I will call dist(A,B) which computes the distance between points A and B and perp(A,B) that normalizes the vector B-A dividing it by its length (or norm) and answers the perpendicular vector to this normalized vector (keep in mind that a perpendicular to (a,b) is (-b,a) because their inner product is 0)
dist((a1,a2),(b1,b2))
Return sqrt(square(b1-a1) + square(b2-a2))
perp((a1,a2),(b1,b2))
dist := dist((a1,a2),(b1,b2)).
a := (b1-a1)/dist.
b := (b2-a2)/dist.
Return (-b,a).
We can now write the parametric expressions of our two lines
(P+Q)/2 + perp(P,Q)*t
(Q+S)/2 + perp(Q,S)*u
Note that both parameters are different, hence the introduction of two variables t and u.
Equating these parametric expressions:
(P+Q)/2 + perp(P,Q)*t = (Q+S)/2 + perp(Q,S)*u
which consists of two linear equations, one for each coordinate, and two unknowns t and u (see below). The solution of this 2x2 system gives the values of the parameters t and u that injected into the parametric expressions give the center C of the circumference.
Once C is known, the radius r can be calculated as r := dist(P,C).
Linear equations
(P+Q)/2 + perp(P,Q)*t = (Q+S)/2 + perp(Q,S)*u
First linear equation (coordinate x)
(p1+q1)/2 + (p2-q2)/dist(P,Q)*t = (q1+s1)/2 + (q2-s2)/dist(Q,S)*u
Second linear equation (coordinate y)
(p2+q2)/2 + (q1-p1)/dist(P,Q)*t = (q2+s2)/2 + (s1-q1)/dist(Q,S)*u
Linear System (2x2)
(p2-q2)/dist(P,Q)*t + (s2-q2)/dist(Q,S)*u = (s1-p1)/2
(q1-p1)/dist(P,Q)*t + (q1-s1)/dist(Q,S)*u = (s2-p2)/2

Calculating quaternion for transformation between 2 3D cartesian coordinate systems

I have two cartesian coordinate systems with known unit vectors:
System A(x_A,y_A,z_A)
and
System B(x_B,y_B,z_B)
Both systems share the same origin (0,0,0). I'm trying to calculate a quaternion, so that vectors in system B can be expressed in system A.
I am familiar with the mathematical concept of quaternions. I have already implemented the required math from here: http://content.gpwiki.org/index.php/OpenGL%3aTutorials%3aUsing_Quaternions_to_represent_rotation
One possible solution could be to calculate Euler angles and use them for 3 quaternions. Multiplying them would lead to a final one, so that I could transform my vectors:
v(A) = q*v(B)*q_conj
But this would incorporate Gimbal Lock again, which was the reason NOT to use Euler angles in the beginning.
Any idead how to solve this?
You can calculate the quaternion representing the best possible transformation from one coordinate system to another by the method described in this paper:
Paul J. Besl and Neil D. McKay
"Method for registration of 3-D shapes", Sensor Fusion IV: Control Paradigms and Data Structures, 586 (April 30, 1992); http://dx.doi.org/10.1117/12.57955
The paper is not open access but I can show you the Python implementation:
def get_quaternion(lst1,lst2,matchlist=None):
if not matchlist:
matchlist=range(len(lst1))
M=np.matrix([[0,0,0],[0,0,0],[0,0,0]])
for i,coord1 in enumerate(lst1):
x=np.matrix(np.outer(coord1,lst2[matchlist[i]]))
M=M+x
N11=float(M[0][:,0]+M[1][:,1]+M[2][:,2])
N22=float(M[0][:,0]-M[1][:,1]-M[2][:,2])
N33=float(-M[0][:,0]+M[1][:,1]-M[2][:,2])
N44=float(-M[0][:,0]-M[1][:,1]+M[2][:,2])
N12=float(M[1][:,2]-M[2][:,1])
N13=float(M[2][:,0]-M[0][:,2])
N14=float(M[0][:,1]-M[1][:,0])
N21=float(N12)
N23=float(M[0][:,1]+M[1][:,0])
N24=float(M[2][:,0]+M[0][:,2])
N31=float(N13)
N32=float(N23)
N34=float(M[1][:,2]+M[2][:,1])
N41=float(N14)
N42=float(N24)
N43=float(N34)
N=np.matrix([[N11,N12,N13,N14],\
[N21,N22,N23,N24],\
[N31,N32,N33,N34],\
[N41,N42,N43,N44]])
values,vectors=np.linalg.eig(N)
w=list(values)
mw=max(w)
quat= vectors[:,w.index(mw)]
quat=np.array(quat).reshape(-1,).tolist()
return quat
This function returns the quaternion that you were looking for. The arguments lst1 and lst2 are lists of numpy.arrays where every array represents a 3D vector. If both lists are of length 3 (and contain orthogonal unit vectors), the quaternion should be the exact transformation. If you provide longer lists, you get the quaternion that is minimizing the difference between both point sets.
The optional matchlist argument is used to tell the function which point of lst2 should be transformed to which point in lst1. If no matchlist is provided, the function assumes that the first point in lst1 should match the first point in lst2 and so forth...
A similar function for sets of 3 Points in C++ is the following:
#include <Eigen/Dense>
#include <Eigen/Geometry>
using namespace Eigen;
/// Determine rotation quaternion from coordinate system 1 (vectors
/// x1, y1, z1) to coordinate system 2 (vectors x2, y2, z2)
Quaterniond QuaternionRot(Vector3d x1, Vector3d y1, Vector3d z1,
Vector3d x2, Vector3d y2, Vector3d z2) {
Matrix3d M = x1*x2.transpose() + y1*y2.transpose() + z1*z2.transpose();
Matrix4d N;
N << M(0,0)+M(1,1)+M(2,2) ,M(1,2)-M(2,1) , M(2,0)-M(0,2) , M(0,1)-M(1,0),
M(1,2)-M(2,1) ,M(0,0)-M(1,1)-M(2,2) , M(0,1)+M(1,0) , M(2,0)+M(0,2),
M(2,0)-M(0,2) ,M(0,1)+M(1,0) ,-M(0,0)+M(1,1)-M(2,2) , M(1,2)+M(2,1),
M(0,1)-M(1,0) ,M(2,0)+M(0,2) , M(1,2)+M(2,1) ,-M(0,0)-M(1,1)+M(2,2);
EigenSolver<Matrix4d> N_es(N);
Vector4d::Index maxIndex;
N_es.eigenvalues().real().maxCoeff(&maxIndex);
Vector4d ev_max = N_es.eigenvectors().col(maxIndex).real();
Quaterniond quat(ev_max(0), ev_max(1), ev_max(2), ev_max(3));
quat.normalize();
return quat;
}
What language are you using? If c++, feel free to use my open source library:
http://sourceforge.net/p/transengine/code/HEAD/tree/transQuaternion/
The short of it is, you'll need to convert your vectors to quaternions, do your calculations, and then convert your quaternion to a transformation matrix.
Here's a code snippet:
Quaternion from vector:
cQuat nTrans::quatFromVec( Vec vec ) {
float angle = vec.v[3];
float s_angle = sin( angle / 2);
float c_angle = cos( angle / 2);
return (cQuat( c_angle, vec.v[0]*s_angle, vec.v[1]*s_angle,
vec.v[2]*s_angle )).normalized();
}
And for the matrix from quaternion:
Matrix nTrans::matFromQuat( cQuat q ) {
Matrix t;
q = q.normalized();
t.M[0][0] = ( 1 - (2*q.y*q.y + 2*q.z*q.z) );
t.M[0][1] = ( 2*q.x*q.y + 2*q.w*q.z);
t.M[0][2] = ( 2*q.x*q.z - 2*q.w*q.y);
t.M[0][3] = 0;
t.M[1][0] = ( 2*q.x*q.y - 2*q.w*q.z);
t.M[1][1] = ( 1 - (2*q.x*q.x + 2*q.z*q.z) );
t.M[1][2] = ( 2*q.y*q.z + 2*q.w*q.x);
t.M[1][3] = 0;
t.M[2][0] = ( 2*q.x*q.z + 2*q.w*q.y);
t.M[2][1] = ( 2*q.y*q.z - 2*q.w*q.x);
t.M[2][2] = ( 1 - (2*q.x*q.x + 2*q.y*q.y) );
t.M[2][3] = 0;
t.M[3][0] = 0;
t.M[3][1] = 0;
t.M[3][2] = 0;
t.M[3][3] = 1;
return t;
}
I just ran into this same problem. I was on the track to a solution, but I got stuck.
So, you'll need TWO vectors which are known in both coordinate systems. In my case, I have 2 orthonormal vectors in the coordinate system of a device (gravity and magnetic field), and I want to find the quaternion to rotate from device coordinates to global orientation (where North is positive Y, and "up" is positive Z). So, in my case, I've measured the vectors in the device coordinate space, and I'm defining the vectors themselves to form the orthonormal basis for the global system.
With that said, consider the axis-angle interpretation of quaternions, there is some vector V about which the device's coordinates can be rotated by some angle to match the global coordinates. I'll call my (negative) gravity vector G, and magnetic field M (both are normalized).
V, G and M all describe points on the unit sphere.
So do Z_dev and Y_dev (the Z and Y bases for my device's coordinate system).
The goal is to find a rotation which maps G onto Z_dev and M onto Y_dev.
For V to rotate G onto Z_dev the distance between the points defined by G and V must be the same as the distance between the points defined by V and Z_dev. In equations:
|V - G| = |V - Z_dev|
The solution to this equation forms a plane (all points equidistant to G and Z_dev). But, V is constrained to be unit-length, which means the solution is a ring centered on the origin -- still an infinite number of points.
But, the same situation is true of Y_dev, M and V:
|V - M| = |V - Y_dev|
The solution to this is also a ring centered on the origin. These rings have two intersection points, where one is the negative of the other. Either is a valid axis of rotation (the angle of rotation will just be negative in one case).
Using the two equations above, and the fact that each of these vectors is unit length you should be able to solve for V.
Then you just have to find the angle to rotate by, which you should be able to do using the vectors going from V to your corresponding bases (G and Z_dev for me).
Ultimately, I got gummed up towards the end of the algebra in solving for V.. but either way, I think everything you need is here -- maybe you'll have better luck than I did.
Define 3x3 matrices A and B as you gave them, so the columns of A are x_A,x_B, and x_C and the columns of B are similarly defined. Then the transformation T taking coordinate system A to B is the solution TA = B, so T = BA^{-1}. From the rotation matrix T of the transformation you can calculate the quaternion using standard methods.
You need to express the orientation of B, with respect to A as a quaternion Q. Then any vector in B can be transformed to a vector in A e.g. by using a rotation matrix R derived from Q. vectorInA = R*vectorInB.
There is a demo script for doing this (including a nice visualization) in the Matlab/Octave library available on this site: http://simonbox.info/index.php/blog/86-rocket-news/92-quaternions-to-model-rotations
You can compute what you want using only quaternion algebra.
Given two unit vectors v1 and v2 you can directly embed them into quaternion algebra and get the corresponding pure quaternions q1 and q2. The rotation quaternion Q that align the two vectors such that:
Q q1 Q* = q2
is given by:
Q = q1 (q1 + q2)/(||q1 + q2||)
The above product is the quaternion product.

Does anyone know how to do an "inverse" trilinear interpolation?

Trilinear interpolation approximates the value of a point (x, y, z) inside a cube using the values at the cube vertices. I´m trying to do an "inverse" trilinear interpolation. Knowing the values at the cube vertices and the value attached to a point how can I find (x, y, z)? Any help would be highly appreciated. Thank you!
You are solving for 3 unknowns given 1 piece of data, and as you are using a linear interpolation your answer will typically be a plane (2 free variables). Depending on the cube there may be no solutions or a 3D solution space.
I would do the following. Let v be the initial value. For each "edge" of the 12 edges (pair of adjacent vertices) of the cube look to see if 1 vertex is >=v and the other <=v - call this an edge that crosses v.
If no edges cross v, then there are no possible solutions.
Otherwise, for each edge that crosses v, if both vertices for the edge equal v, then the whole edge is a solution. Otherwise, linearly interpolate on the edge to find the point that has a value of v. So suppose the edge is (x1, y1, z1)->v1 <= v <= (x2, y2, z2)->v2.
s = (v-v1)/(v2-v1)
(x,y,z) = (s*(x2-x1)+x1, (s*(y2-y1)+y1, s*(z2-z1)+z1)
This will give you all edge points that are equal to v. This is a solution, but possibly you want an internal solution - be aware that if there is an internal solution there will always be an edge solution.
If you want an internal solution then just take any point linearly between the edge solutions - as you are linearly interpolating then the result will also be v.
I'm not sure you can for all cases. For example using tri-linear filtering for colours where each colour (C) at each point is identical means that wherever you interpolate to you will still get the colour C returned. In this situation ANY x,y,z could be valid. As such it would be impossible to say for definite what the initial interpolation values were.
I'm sure for some cases you can reverse the maths but, i imagine, there are far too many cases where this is impossible to do without knowing more of the input information.
Good luck, I hope someone will prove me wrong :)
The wikipedia page for trilinear interpolation has link to a NASA page which allegedly describes the inversing process - have you had a look at that?
The problem as you're describing it somewhat ill-defined.
What you're asking for basically translates to this: I have a 3D function and I know its values in 8 known points. I'd like to know what is the point in which the function received value V.
The trouble is that in most likelihood there is an infinite number of such points which make a set of surfaces, lines or points, depending on the data.
One way to find this set is to use an iso-surfacing algorithm like Marching cubes.
Let's start with 2d: think of a bilinear hill over a square km,
with heights say 0 10 20 30 at the 4 corners
and a horizontal plane cutting the hill at height z.
Draw a line from the 0 corner to the 30 corner (whether adjacent or diagonal).
The plane must cut this line, for any z,
so all points x,y,z fall on this one line, right ? Hmm.
OK, there are many solutions -- any z plane cuts the hill in a contour curve.
Say we want solutions to be spread out over the whole hill,
i.e. minimize two things at once:
vertical distance z - bilin(x,y),
distance from x,y to some point in the square.
Scipy.optimize.leastsq is one way of doing this, sample code below;
trilinear is similar.
(Optimizing any two things at once requires an arbitrary tradeoff or weighting:
food vs. money, work vs. play ...
Cf. Bounded rationality
)
""" find x,y so bilin(x,y) ~ z and x,y near the middle """
from __future__ import division
import numpy as np
from scipy.optimize import leastsq
zmax = 30
corners = [ 0, 10, 20, zmax ]
midweight = 10
def bilin( x, y ):
""" bilinear interpolate
in: corners at 0 0 0 1 1 0 1 1 in that order (binary)
see wikipedia Bilinear_interpolation ff.
"""
z00,z01,z10,z11 = corners # 0 .. 1
return (z00 * (1-x) * (1-y)
+ z01 * (1-x) * y
+ z10 * x * (1-y)
+ z11 * x * y)
vecs = np.array([ (x, y) for x in (.25, .5, .75) for y in (.25, .5, .75) ])
def nearvec( x, vecs ):
""" -> (min, nearest vec) """
t = (np.inf,)
for v in vecs:
n = np.linalg.norm( x - v )
if n < t[0]: t = (n, v)
return t
def lsqmin( xy ): # z, corners
x,y = xy
near = nearvec( np.array(xy), vecs )[0] * midweight
return (z - bilin( x, y ), near )
# i.e. find x,y so both bilin(x,y) ~ z and x,y near a point in vecs
#...............................................................................
if __name__ == "__main__":
import sys
ftol = .1
maxfev = 10
exec "\n".join( sys.argv[1:] ) # ftol= ...
x0 = np.array(( .5, .5 ))
sumdiff = 0
for z in range(zmax+1):
xetc = leastsq( lsqmin, x0, ftol=ftol, maxfev=maxfev, full_output=1 )
# (x, {cov_x, infodict, mesg}, ier)
x,y = xetc[0] # may be < 0 or > 1
diff = bilin( x, y ) - z
sumdiff += abs(diff)
print "%.2g %8.2g %5.2g %5.2g" % (z, diff, x, y)
print "ftol %.2g maxfev %d midweight %.2g => av diff %.2g" % (
ftol, maxfev, midweight, sumdiff/zmax)

3D Least Squares Plane

What's the algorithm for computing a least squares plane in (x, y, z) space, given a set of 3D data points? In other words, if I had a bunch of points like (1, 2, 3), (4, 5, 6), (7, 8, 9), etc., how would one go about calculating the best fit plane f(x, y) = ax + by + c? What's the algorithm for getting a, b, and c out of a set of 3D points?
If you have n data points (x[i], y[i], z[i]), compute the 3x3 symmetric matrix A whose entries are:
sum_i x[i]*x[i], sum_i x[i]*y[i], sum_i x[i]
sum_i x[i]*y[i], sum_i y[i]*y[i], sum_i y[i]
sum_i x[i], sum_i y[i], n
Also compute the 3 element vector b:
{sum_i x[i]*z[i], sum_i y[i]*z[i], sum_i z[i]}
Then solve Ax = b for the given A and b. The three components of the solution vector are the coefficients to the least-square fit plane {a,b,c}.
Note that this is the "ordinary least squares" fit, which is appropriate only when z is expected to be a linear function of x and y. If you are looking more generally for a "best fit plane" in 3-space, you may want to learn about "geometric" least squares.
Note also that this will fail if your points are in a line, as your example points are.
The equation for a plane is: ax + by + c = z. So set up matrices like this with all your data:
x_0 y_0 1
A = x_1 y_1 1
...
x_n y_n 1
And
a
x = b
c
And
z_0
B = z_1
...
z_n
In other words: Ax = B. Now solve for x which are your coefficients. But since (I assume) you have more than 3 points, the system is over-determined so you need to use the left pseudo inverse. So the answer is:
a
b = (A^T A)^-1 A^T B
c
And here is some simple Python code with an example:
import matplotlib.pyplot as plt
from mpl_toolkits.mplot3d import Axes3D
import numpy as np
N_POINTS = 10
TARGET_X_SLOPE = 2
TARGET_y_SLOPE = 3
TARGET_OFFSET = 5
EXTENTS = 5
NOISE = 5
# create random data
xs = [np.random.uniform(2*EXTENTS)-EXTENTS for i in range(N_POINTS)]
ys = [np.random.uniform(2*EXTENTS)-EXTENTS for i in range(N_POINTS)]
zs = []
for i in range(N_POINTS):
zs.append(xs[i]*TARGET_X_SLOPE + \
ys[i]*TARGET_y_SLOPE + \
TARGET_OFFSET + np.random.normal(scale=NOISE))
# plot raw data
plt.figure()
ax = plt.subplot(111, projection='3d')
ax.scatter(xs, ys, zs, color='b')
# do fit
tmp_A = []
tmp_b = []
for i in range(len(xs)):
tmp_A.append([xs[i], ys[i], 1])
tmp_b.append(zs[i])
b = np.matrix(tmp_b).T
A = np.matrix(tmp_A)
fit = (A.T * A).I * A.T * b
errors = b - A * fit
residual = np.linalg.norm(errors)
print("solution:")
print("%f x + %f y + %f = z" % (fit[0], fit[1], fit[2]))
print("errors:")
print(errors)
print("residual:")
print(residual)
# plot plane
xlim = ax.get_xlim()
ylim = ax.get_ylim()
X,Y = np.meshgrid(np.arange(xlim[0], xlim[1]),
np.arange(ylim[0], ylim[1]))
Z = np.zeros(X.shape)
for r in range(X.shape[0]):
for c in range(X.shape[1]):
Z[r,c] = fit[0] * X[r,c] + fit[1] * Y[r,c] + fit[2]
ax.plot_wireframe(X,Y,Z, color='k')
ax.set_xlabel('x')
ax.set_ylabel('y')
ax.set_zlabel('z')
plt.show()
unless someone tells me how to type equations here, let me just write down the final computations you have to do:
first, given points r_i \n \R, i=1..N, calculate the center of mass of all points:
r_G = \frac{\sum_{i=1}^N r_i}{N}
then, calculate the normal vector n, that together with the base vector r_G defines the plane by calculating the 3x3 matrix A as
A = \sum_{i=1}^N (r_i - r_G)(r_i - r_G)^T
with this matrix, the normal vector n is now given by the eigenvector of A corresponding to the minimal eigenvalue of A.
To find out about the eigenvector/eigenvalue pairs, use any linear algebra library of your choice.
This solution is based on the Rayleight-Ritz Theorem for the Hermitian matrix A.
See 'Least Squares Fitting of Data' by David Eberly for how I came up with this one to minimize the geometric fit (orthogonal distance from points to the plane).
bool Geom_utils::Fit_plane_direct(const arma::mat& pts_in, Plane& plane_out)
{
bool success(false);
int K(pts_in.n_cols);
if(pts_in.n_rows == 3 && K > 2) // check for bad sizing and indeterminate case
{
plane_out._p_3 = (1.0/static_cast<double>(K))*arma::sum(pts_in,1);
arma::mat A(pts_in);
A.each_col() -= plane_out._p_3; //[x1-p, x2-p, ..., xk-p]
arma::mat33 M(A*A.t());
arma::vec3 D;
arma::mat33 V;
if(arma::eig_sym(D,V,M))
{
// diagonalization succeeded
plane_out._n_3 = V.col(0); // in ascending order by default
if(plane_out._n_3(2) < 0)
{
plane_out._n_3 = -plane_out._n_3; // upward pointing
}
success = true;
}
}
return success;
}
Timed at 37 micro seconds fitting a plane to 1000 points (Windows 7, i7, 32bit program)
This reduces to the Total Least Squares problem, that can be solved using SVD decomposition.
C++ code using OpenCV:
float fitPlaneToSetOfPoints(const std::vector<cv::Point3f> &pts, cv::Point3f &p0, cv::Vec3f &nml) {
const int SCALAR_TYPE = CV_32F;
typedef float ScalarType;
// Calculate centroid
p0 = cv::Point3f(0,0,0);
for (int i = 0; i < pts.size(); ++i)
p0 = p0 + conv<cv::Vec3f>(pts[i]);
p0 *= 1.0/pts.size();
// Compose data matrix subtracting the centroid from each point
cv::Mat Q(pts.size(), 3, SCALAR_TYPE);
for (int i = 0; i < pts.size(); ++i) {
Q.at<ScalarType>(i,0) = pts[i].x - p0.x;
Q.at<ScalarType>(i,1) = pts[i].y - p0.y;
Q.at<ScalarType>(i,2) = pts[i].z - p0.z;
}
// Compute SVD decomposition and the Total Least Squares solution, which is the eigenvector corresponding to the least eigenvalue
cv::SVD svd(Q, cv::SVD::MODIFY_A|cv::SVD::FULL_UV);
nml = svd.vt.row(2);
// Calculate the actual RMS error
float err = 0;
for (int i = 0; i < pts.size(); ++i)
err += powf(nml.dot(pts[i] - p0), 2);
err = sqrtf(err / pts.size());
return err;
}
As with any least-squares approach, you proceed like this:
Before you start coding
Write down an equation for a plane in some parameterization, say 0 = ax + by + z + d in thee parameters (a, b, d).
Find an expression D(\vec{v};a, b, d) for the distance from an arbitrary point \vec{v}.
Write down the sum S = \sigma_i=0,n D^2(\vec{x}_i), and simplify until it is expressed in terms of simple sums of the components of v like \sigma v_x, \sigma v_y^2, \sigma v_x*v_z ...
Write down the per parameter minimization expressions dS/dx_0 = 0, dS/dy_0 = 0 ... which gives you a set of three equations in three parameters and the sums from the previous step.
Solve this set of equations for the parameters.
(or for simple cases, just look up the form). Using a symbolic algebra package (like Mathematica) could make you life much easier.
The coding
Write code to form the needed sums and find the parameters from the last set above.
Alternatives
Note that if you actually had only three points, you'd be better just finding the plane that goes through them.
Also, if the analytic solution in unfeasible (not the case for a plane, but possible in general) you can do steps 1 and 2, and use a Monte Carlo minimizer on the sum in step 3.
CGAL::linear_least_squares_fitting_3
Function linear_least_squares_fitting_3 computes the best fitting 3D
line or plane (in the least squares sense) of a set of 3D objects such
as points, segments, triangles, spheres, balls, cuboids or tetrahedra.
http://www.cgal.org/Manual/latest/doc_html/cgal_manual/Principal_component_analysis_ref/Function_linear_least_squares_fitting_3.html
It sounds like all you want to do is linear regression with 2 regressors. The wikipedia page on the subject should tell you all you need to know and then some.
All you'll have to do is to solve the system of equations.
If those are your points:
(1, 2, 3), (4, 5, 6), (7, 8, 9)
That gives you the equations:
3=a*1 + b*2 + c
6=a*4 + b*5 + c
9=a*7 + b*8 + c
So your question actually should be: How do I solve a system of equations?
Therefore I recommend reading this SO question.
If I've misunderstood your question let us know.
EDIT:
Ignore my answer as you probably meant something else.
We first present a linear least-squares plane fitting method that minimizes the residuals between the estimated normal vector and provided points.
Recall that the equation for a plane passing through origin is Ax + By + Cz = 0, where (x, y, z) can be any point on the plane and (A, B, C) is the normal vector perpendicular to this plane.
The equation for a general plane (that may or may not pass through origin) is Ax + By + Cz + D = 0, where the additional coefficient D represents how far the plane is away from the origin, along the direction of the normal vector of the plane. [Note that in this equation (A, B, C) forms a unit normal vector.]
Now, we can apply a trick here and fit the plane using only provided point coordinates. Divide both sides by D and rearrange this term to the right-hand side. This leads to A/D x + B/D y + C/D z = -1. [Note that in this equation (A/D, B/D, C/D) forms a normal vector with length 1/D.]
We can set up a system of linear equations accordingly, and then solve it by an Eigen solver in C++ as follows.
// Example for 5 points
Eigen::Matrix<double, 5, 3> matA; // row: 5 points; column: xyz coordinates
Eigen::Matrix<double, 5, 1> matB = -1 * Eigen::Matrix<double, 5, 1>::Ones();
// Find the plane normal
Eigen::Vector3d normal = matA.colPivHouseholderQr().solve(matB);
// Check if the fitting is healthy
double D = 1 / normal.norm();
normal.normalize(); // normal is a unit vector from now on
bool planeValid = true;
for (int i = 0; i < 5; ++i) { // compare Ax + By + Cz + D with 0.2 (ideally Ax + By + Cz + D = 0)
if ( fabs( normal(0)*matA(i, 0) + normal(1)*matA(i, 1) + normal(2)*matA(i, 2) + D) > 0.2) {
planeValid = false; // 0.2 is an experimental threshold; can be tuned
break;
}
}
We then discuss its equivalence to the typical SVD-based method and their comparison.
The aforementioned linear least-squares (LLS) method fits the general plane equation Ax + By + Cz + D = 0, whereas the SVD-based method replaces D with D = - (Ax0 + By0 + Cz0) and fits the plane equation A(x-x0) + B(y-y0) + C(z-z0) = 0, where (x0, y0, z0) is the mean of all points that serves as the origin of the new local coordinate frame.
Comparison between two methods:
The LLS fitting method is much faster than the SVD-based method, and is suitable for use when points are known to be roughly in a plane shape.
The SVD-based method is more numerically stable when the plane is far away from origin, because the LLS method would require more digits after decimal to be stored and processed in such cases.
The LLS method can detect outliers by checking the dot product residual between each point and the estimated normal vector, whereas the SVD-based method can detect outliers by checking if the smallest eigenvalue of the covariance matrix is significantly smaller than the two larger eigenvalues (i.e. checking the shape of the covariance matrix).
We finally provide a test case in C++ and MATLAB.
// Test case in C++ (using LLS fitting method)
matA(0,0) = 5.4637; matA(0,1) = 10.3354; matA(0,2) = 2.7203;
matA(1,0) = 5.8038; matA(1,1) = 10.2393; matA(1,2) = 2.7354;
matA(2,0) = 5.8565; matA(2,1) = 10.2520; matA(2,2) = 2.3138;
matA(3,0) = 6.0405; matA(3,1) = 10.1836; matA(3,2) = 2.3218;
matA(4,0) = 5.5537; matA(4,1) = 10.3349; matA(4,2) = 1.8796;
// With this sample data, LLS fitting method can produce the following result
// fitted normal vector = (-0.0231143, -0.0838307, -0.00266429)
// unit normal vector = (-0.265682, -0.963574, -0.0306241)
// D = 11.4943
% Test case in MATLAB (using SVD-based method)
points = [5.4637 10.3354 2.7203;
5.8038 10.2393 2.7354;
5.8565 10.2520 2.3138;
6.0405 10.1836 2.3218;
5.5537 10.3349 1.8796]
covariance = cov(points)
[V, D] = eig(covariance)
normal = V(:, 1) % pick the eigenvector that corresponds to the smallest eigenvalue
% normal = (0.2655, 0.9636, 0.0306)

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