How to divide a 300*200 Lattice Boltzman cube across 16 cores - MPI - parallel-processing

I am new to parallel programming using MPI... I need to parallelize a 300x200 Lattice Boltzman cube.. I managed chunking row wise by dividing 200 into chunks depending on size... However my code works only when there are 4 and 8 cores... I need to run the program on 16 cores..Can anyone please direct me as to how to divide 200 for 16 cores..
I am splitting currently in the following manner:
.
.
.
MPI_Init( &argc, &argv );
/* size and rank will become ubiquitous */
/* get no of process (size) & rank of each proces*/
MPI_Comm_size( MPI_COMM_WORLD, &size );
MPI_Comm_rank( MPI_COMM_WORLD, &rank );
start= (200 / size) * rank;
end = start + (200 / size);
.
.
.
for(ii=start;ii<end;ii++) {
for(jj=0;jj<300;jj++)
.
.
.
}
.
.
CLearly the above technique would work only if 200%size = 0, for 16 cores size=16, and hence the approach would fail.. Could anyone please suggest a more generalized chunking approach approach..which would make the program independent (if possible) of number of cores I would be running it on..

The easiest way to fix that would be to calculate 'start' and 'end' as
slice_size = (200 + size - 1)/size; // max. amount of rows per core
start = rank * slice_size;
end = min(start + slice_size, 200);
In this case, some cores can be underloaded.
A better scalability could be achieved if the lattice is divided not by rows only, but both by rows and columns, or even in non-rectangular areas, for example, using a linear representation of the lattice, like this:
total_cells = rows * columns;
common_piece_size = (total_cells + size - 1) / size;
start = rank * common_piece_size;
end = min(start + common_piece_size, total_size);
for (i = start; i < end; i++) {
row = i / columns;
col = i % columns;
// process cell [col, row]
}
. This would require more complex inter-process communication though.

Related

Non-associative RDOM parallellization in Halide

I am trying to write a decoder for GPU. My encoding scheme has data dependencies between lines. So when decoding columns of data each column depends on the previous. I want to parallellize the internal computation of each column, but execute each column one-by-one and sequentially, but I am having trouble getting this correctly.
Below I have modeled a toy example to show the problem:
Func f;
Var x,y;
RDom r(1,3,1,3); // goes from (1,1) to (4,4)
f(x,y) = 0;
f(0,y) = y;
Expr p_1 = f(r.x-1,r.y);
Expr p_2 = f(r.x-1,r.y-1);
f(r.x,r.y) = p_1 + p_2;
Buffer<int32_t> output_2D = f.realize({4,4});
A visualization of this program can be seen here: Serial Computation Visualisation
This reduction should give the following array():
int expected_output[4][4] = {{0,0,0,0},
{1,1,1,1},
{2,3,4,5},
{3,5,8,12}};
And checking using Catch2 I can see that it actually calculates it correctly
for(int j = 0; j < output_2D.height(); j++){
for(int i = 0; i < output_2D.width(); i++){
CAPTURE(i,j);
REQUIRE(expected_output[j][i]==output_2D(i,j));
}
}
My task is to speed this computation up. Since column one depends on column zero I have to calculate each column in series. I can however, calculate all the values in the column in parallel. Please see Computation Steps Parallel and Desired Pipeline to see how I want Halide to compute the pipeline.
I tried doing this in halide using the f.update(1).allow_race_conditions().parallel(r.y); and this does almost what I want.
f(r.x,r.y) = p_1 + p_2;
f.update(1).allow_race_conditions().parallel(r.y);
f.trace_stores();
Buffer<int32_t> output_2D = f.realize({4,4});
For some reason however, it seems that parallel(y) executes the columns in seemingly random order.
It yields the following store_trace:
Init Image:
Store f29.0(0, 0) = 0
Store f29.0(1, 0) = 0
....
Store f29.0(3, 3) = 0
Init first row:
Store f29.0(0, 0) = 0
Store f29.0(1, 0) = 1
Store f29.0(2, 0) = 2
Store f29.0(3, 0) = 3
Start Parallel Computation:
Store f29.0(1, 1) = 1 // First parallel column
Store f29.0(2, 1) = 1
Store f29.0(3, 1) = 1
Store f29.0(1, 3) = 5 // Second parallel column: THIS IS MY PROBLEM
Store f29.0(2, 3) = 5 // This should be column 2 not column 3.
Store f29.0(3, 3) = 5
Store f29.0(1, 2) = 3
Store f29.0(2, 2) = 4
Store f29.0(3, 2) = 5
A visualization of this pattern can be seen here in this figure: Current Pipeline.
I know that I explicitly enabling the race_conditions so I must be doing something wrong, but I dont know what is the right way to do this and this is the closest I got. I could vectorize() with respect to y and that gives the correct evaluation, but I want to use the parallel() block to gain greater speedup for larger matrixes/images. RFactor might be a solution as my problem should be associative in the y direction, but it might not work as it is non-associative in the x-direction(each column depends on the previous) Does anyone know how to be serial in x and parallel in y when using RDoms?

Efficient way to generate a seemingly random permutation from a very large set without repeating?

I have a very large set (billions or more, it's expected to grow exponentially to some level), and I want to generate seemingly random elements from it without repeating. I know I can pick a random number and repeat and record the elements I have generated, but that takes more and more memory as numbers are generated, and wouldn't be practical after couple millions elements out.
I mean, I could say 1, 2, 3 up to billions and each would be constant time without remembering all the previous, or I can say 1,3,5,7,9 and on then 2,4,6,8,10, but is there a more sophisticated way to do that and eventually get a seemingly random permutation of that set?
Update
1, The set does not change size in the generation process. I meant when the user's input increases linearly, the size of the set increases exponentially.
2, In short, the set is like the set of every integer from 1 to 10 billions or more.
3, In long, it goes up to 10 billion because each element carries the information of many independent choices, for example. Imagine an RPG character that have 10 attributes, each can go from 1 to 100 (for my problem different choices can have different ranges), thus there's 10^20 possible characters, number "10873456879326587345" would correspond to a character that have "11, 88, 35...", and I would like an algorithm to generate them one by one without repeating, but makes it looks random.
Thanks for the interesting question. You can create a "pseudorandom"* (cyclic) permutation with a few bytes using modular exponentiation. Say we have n elements. Search for a prime p that's bigger than n+1. Then find a primitive root g modulo p. Basically by definition of primitive root, the action x --> (g * x) % p is a cyclic permutation of {1, ..., p-1}. And so x --> ((g * (x+1))%p) - 1 is a cyclic permutation of {0, ..., p-2}. We can get a cyclic permutation of {0, ..., n-1} by repeating the previous permutation if it gives a value bigger (or equal) n.
I implemented this idea as a Go package. https://github.com/bwesterb/powercycle
package main
import (
"fmt"
"github.com/bwesterb/powercycle"
)
func main() {
var x uint64
cycle := powercycle.New(10)
for i := 0; i < 10; i++ {
fmt.Println(x)
x = cycle.Apply(x)
}
}
This outputs something like
0
6
4
1
2
9
3
5
8
7
but that might vary off course depending on the generator chosen.
It's fast, but not super-fast: on my five year old i7 it takes less than 210ns to compute one application of a cycle on 1000000000000000 elements. More details:
BenchmarkNew10-8 1000000 1328 ns/op
BenchmarkNew1000-8 500000 2566 ns/op
BenchmarkNew1000000-8 50000 25893 ns/op
BenchmarkNew1000000000-8 200000 7589 ns/op
BenchmarkNew1000000000000-8 2000 648785 ns/op
BenchmarkApply10-8 10000000 170 ns/op
BenchmarkApply1000-8 10000000 173 ns/op
BenchmarkApply1000000-8 10000000 172 ns/op
BenchmarkApply1000000000-8 10000000 169 ns/op
BenchmarkApply1000000000000-8 10000000 201 ns/op
BenchmarkApply1000000000000000-8 10000000 204 ns/op
Why did I say "pseudorandom"? Well, we are always creating a very specific kind of cycle: namely one that uses modular exponentiation. It looks pretty pseudorandom though.
I would use a random number and swap it with an element at the beginning of the set.
Here's some pseudo code
set = [1, 2, 3, 4, 5, 6]
picked = 0
Function PickNext(set, picked)
If picked > Len(set) - 1 Then
Return Nothing
End If
// random number between picked (inclusive) and length (exclusive)
r = RandomInt(picked, Len(set))
// swap the picked element to the beginning of the set
result = set[r]
set[r] = set[picked]
set[picked] = result
// update picked
picked++
// return your next random element
Return temp
End Function
Every time you pick an element there is one swap and the only extra memory being used is the picked variable. The swap can happen if the elements are in a database or in memory.
EDIT Here's a jsfiddle of a working implementation http://jsfiddle.net/sun8rw4d/
JavaScript
var set = [];
set.picked = 0;
function pickNext(set) {
if(set.picked > set.length - 1) { return null; }
var r = set.picked + Math.floor(Math.random() * (set.length - set.picked));
var result = set[r];
set[r] = set[set.picked];
set[set.picked] = result;
set.picked++;
return result;
}
// testing
for(var i=0; i<100; i++) {
set.push(i);
}
while(pickNext(set) !== null) { }
document.body.innerHTML += set.toString();
EDIT 2 Finally, a random binary walk of the set. This can be accomplished with O(Log2(N)) stack space (memory) which for 10billion is only 33. There's no shuffling or swapping involved. Using trinary instead of binary might yield even better pseudo random results.
// on the fly set generator
var count = 0;
var maxValue = 64;
function nextElement() {
// restart the generation
if(count == maxValue) {
count = 0;
}
return count++;
}
// code to pseudo randomly select elements
var current = 0;
var stack = [0, maxValue - 1];
function randomBinaryWalk() {
if(stack.length == 0) { return null; }
var high = stack.pop();
var low = stack.pop();
var mid = ((high + low) / 2) | 0;
// pseudo randomly choose the next path
if(Math.random() > 0.5) {
if(low <= mid - 1) {
stack.push(low);
stack.push(mid - 1);
}
if(mid + 1 <= high) {
stack.push(mid + 1);
stack.push(high);
}
} else {
if(mid + 1 <= high) {
stack.push(mid + 1);
stack.push(high);
}
if(low <= mid - 1) {
stack.push(low);
stack.push(mid - 1);
}
}
// how many elements to skip
var toMid = (current < mid ? mid - current : (maxValue - current) + mid);
// skip elements
for(var i = 0; i < toMid - 1; i++) {
nextElement();
}
current = mid;
// get result
return nextElement();
}
// test
var result;
var list = [];
do {
result = randomBinaryWalk();
list.push(result);
} while(result !== null);
document.body.innerHTML += '<br/>' + list.toString();
Here's the results from a couple of runs with a small set of 64 elements. JSFiddle http://jsfiddle.net/yooLjtgu/
30,46,38,34,36,35,37,32,33,31,42,40,41,39,44,45,43,54,50,52,53,51,48,47,49,58,60,59,61,62,56,57,55,14,22,18,20,19,21,16,15,17,26,28,29,27,24,25,23,6,2,4,5,3,0,1,63,10,8,7,9,12,11,13
30,14,22,18,16,15,17,20,19,21,26,28,29,27,24,23,25,6,10,8,7,9,12,13,11,2,0,63,1,4,5,3,46,38,42,44,45,43,40,41,39,34,36,35,37,32,31,33,54,58,56,55,57,60,59,61,62,50,48,49,47,52,51,53
As I mentioned in my comment, unless you have an efficient way to skip to a specific point in your "on the fly" generation of the set this will not be very efficient.
if it is enumerable then use a pseudo-random integer generator adjusted to the period 0 .. 2^n - 1 where the upper bound is just greater than the size of your set and generate pseudo-random integers discarding those more than the size of your set. Use those integers to index items from your set.
Pre- compute yourself a series of indices (e.g. in a file), which has the properties you need and then randomly choose a start index for your enumeration and use the series in a round-robin manner.
The length of your pre-computed series should be > the maximum size of the set.
If you combine this (depending on your programming language etc.) with file mappings, your final nextIndex(INOUT state) function is (nearly) as simple as return mappedIndices[state++ % PERIOD];, if you have a fixed size of each entry (e.g. 8 bytes -> uint64_t).
Of course, the returned value could be > your current set size. Simply draw indices until you get one which is <= your sets current size.
Update (In response to question-update):
There is another option to achieve your goal if it is about creating 10Billion unique characters in your RPG: Generate a GUID and write yourself a function which computes your number from the GUID. man uuid if you are are on a unix system. Else google it. Some parts of the uuid are not random but contain meta-info, some parts are either systematic (such as your network cards MAC address) or random, depending on generator algorithm. But they are very very most likely unique. So, whenever you need a new unique number, generate a uuid and transform it to your number by means of some algorithm which basically maps the uuid bytes to your number in a non-trivial way (e.g. use hash functions).

Explanation of the calc_delta_mine function

I am currently reading "Linux Kernel Development" by Robert Love, and I got a few questions about the CFS.
My question is how calc_delta_mine calculates :
delta_exec_weighted= (delta_exec * weight)/lw->weight
I guess it is done by two steps :
calculation the (delta_exec * 1024) :
if (likely(weight > (1UL << SCHED_LOAD_RESOLUTION)))
tmp = (u64)delta_exec * scale_load_down(weight);
else
tmp = (u64)delta_exec;
calculate the /lw->weight ( or * lw->inv_weight ) :
if (!lw->inv_weight) {
unsigned long w = scale_load_down(lw->weight);
if (BITS_PER_LONG > 32 && unlikely(w >= WMULT_CONST))
lw->inv_weight = 1;
else if (unlikely(!w))
lw->inv_weight = WMULT_CONST;
else
lw->inv_weight = WMULT_CONST / w;
}
/*
* Check whether we'd overflow the 64-bit multiplication:
*/
if (unlikely(tmp > WMULT_CONST))
tmp = SRR(SRR(tmp, WMULT_SHIFT/2) * lw->inv_weight,
WMULT_SHIFT/2);
else
tmp = SRR(tmp * lw->inv_weight, WMULT_SHIFT);
return (unsigned long)min(tmp, (u64)(unsigned long)LONG_MAX);
The SRR (Shift right and round) macro is defined via :
#define SRR(x, y) (((x) + (1UL << ((y) - 1))) >> (y))
And the other MACROS are defined :
#if BITS_PER_LONG == 32
# define WMULT_CONST (~0UL)
#else
# define WMULT_CONST (1UL << 32)
#endif
#define WMULT_SHIFT 32
Can someone please explain how exactly the SRR works and how does this check the 64-bit multiplication overflow?
And please explain the definition of the MACROS in this function((~0UL) ,(1UL << 32))?
The code you posted is basically doing calculations using 32.32 fixed-point arithmetic, where a single 64-bit quantity holds the integer part of the number in the high 32 bits, and the decimal part of the number in the low 32 bits (so, for example, 1.5 is 0x0000000180000000 in this system). WMULT_CONST is thus an approximation of 1.0 (using a value that can fit in a long for platform efficiency considerations), and so dividing WMULT_CONST by w computes 1/w as a 32.32 value.
Note that multiplying two 32.32 values together as integers produces a result that is 232 times too large; thus, WMULT_SHIFT (=32) is the right shift value needed to normalize the result of multiplying two 32.32 values together back down to 32.32.
The necessity of using this improved precision for scheduling purposes is explained in a comment in sched/sched.h:
/*
* Increase resolution of nice-level calculations for 64-bit architectures.
* The extra resolution improves shares distribution and load balancing of
* low-weight task groups (eg. nice +19 on an autogroup), deeper taskgroup
* hierarchies, especially on larger systems. This is not a user-visible change
* and does not change the user-interface for setting shares/weights.
*
* We increase resolution only if we have enough bits to allow this increased
* resolution (i.e. BITS_PER_LONG > 32). The costs for increasing resolution
* when BITS_PER_LONG <= 32 are pretty high and the returns do not justify the
* increased costs.
*/
As for SRR, mathematically, it computes the rounded result of x / 2y.
To round the result of a division x/q you can calculate x + q/2 floor-divided by q; this is what SRR does by calculating x + 2y-1 floor-divided by 2y.

How can I find the center of a cluster of data points?

Let's say I plotted the position of a helicopter every day for the past year and came up with the following map:
Any human looking at this would be able to tell me that this helicopter is based out of Chicago.
How can I find the same result in code?
I'm looking for something like this:
$geoCodeArray = array([GET=http://pastebin.com/grVsbgL9]);
function findHome($geoCodeArray) {
// magic
return $geoCode;
}
Ultimately generating something like this:
UPDATE: Sample Dataset
Here's a map with a sample dataset: http://batchgeo.com/map/c3676fe29985f00e1605cd4f86920179
Here's a pastebin of 150 geocodes: http://pastebin.com/grVsbgL9
The above contains 150 geocodes. The first 50 are in a few clusters close to Chicago. The remaining are scattered throughout the country, including some small clusters in New York, Los Angeles, and San Francisco.
I have about a million (seriously) datasets like this that I'll need to iterate through and identify the most likely "home". Your help is greatly appreciated.
UPDATE 2: Airplane switched to Helicopter
The airplane concept was drawing too much attention toward physical airports. The coordinates can be anywhere in the world, not just airports. Let's assume it's a super helicopter not bound by physics, fuel, or anything else. It can land where it wants. ;)
The following solution works even if the points are scattered all over the Earth, by converting latitude and longitude to Cartesian coordinates. It does a kind of KDE (kernel density estimation), but in a first pass the sum of kernels is evaluated only at the data points. The kernel should be chosen to fit the problem. In the code below it is what I could jokingly/presumptuously call a Trossian, i.e., 2-d²/h² for d≤h and h²/d² for d>h (where d is the Euclidean distance and h is the "bandwidth" $global_kernel_radius), but it could also be a Gaussian (e-d²/2h²), an Epanechnikov kernel (1-d²/h² for d<h, 0 otherwise), or another kernel. An optional second pass refines the search locally, either by summing an independent kernel on a local grid, or by calculating the centroid, in both cases in a surrounding defined by $local_grid_radius.
In essence, each point sums all the points it has around (including itself), weighing them more if they are closer (by the bell curve), and also weighing them by the optional weight array $w_arr. The winner is the point with the maximum sum. Once the winner has been found, the "home" we are looking for can be found by repeating the same process locally around the winner (using another bell curve), or it can be estimated to be the "center of mass" of all points within a given radius from the winner, where the radius can be zero.
The algorithm must be adapted to the problem by choosing the appropriate kernels, by choosing how to refine the search locally, and by tuning the parameters. For the example dataset, the Trossian kernel for the first pass and the Epanechnikov kernel for the second pass, with all 3 radii set to 30 mi and a grid step of 1 mi could be a good starting point, but only if the two sub-clusters of Chicago should be seen as one big cluster. Otherwise smaller radii must be chosen.
function find_home($lat_arr, $lng_arr, $global_kernel_radius,
$local_kernel_radius,
$local_grid_radius, // 0 for no 2nd pass
$local_grid_step, // 0 for centroid
$units='mi',
$w_arr=null)
{
// for lat,lng <-> x,y,z see http://en.wikipedia.org/wiki/Geodetic_datum
// for K and h see http://en.wikipedia.org/wiki/Kernel_density_estimation
switch (strtolower($units)) {
/* */case 'nm' :
/*or*/case 'nmi': $m_divisor = 1852;
break;case 'mi': $m_divisor = 1609.344;
break;case 'km': $m_divisor = 1000;
break;case 'm': $m_divisor = 1;
break;default: return false;
}
$a = 6378137 / $m_divisor; // Earth semi-major axis (WGS84)
$e2 = 6.69437999014E-3; // First eccentricity squared (WGS84)
$lat_lng_count = count($lat_arr);
if ( !$w_arr) {
$w_arr = array_fill(0, $lat_lng_count, 1.0);
}
$x_arr = array();
$y_arr = array();
$z_arr = array();
$rad = M_PI / 180;
$one_e2 = 1 - $e2;
for ($i = 0; $i < $lat_lng_count; $i++) {
$lat = $lat_arr[$i];
$lng = $lng_arr[$i];
$sin_lat = sin($lat * $rad);
$sin_lng = sin($lng * $rad);
$cos_lat = cos($lat * $rad);
$cos_lng = cos($lng * $rad);
// height = 0 (!)
$N = $a / sqrt(1 - $e2 * $sin_lat * $sin_lat);
$x_arr[$i] = $N * $cos_lat * $cos_lng;
$y_arr[$i] = $N * $cos_lat * $sin_lng;
$z_arr[$i] = $N * $one_e2 * $sin_lat;
}
$h = $global_kernel_radius;
$h2 = $h * $h;
$max_K_sum = -1;
$max_K_sum_idx = -1;
for ($i = 0; $i < $lat_lng_count; $i++) {
$xi = $x_arr[$i];
$yi = $y_arr[$i];
$zi = $z_arr[$i];
$K_sum = 0;
for ($j = 0; $j < $lat_lng_count; $j++) {
$dx = $xi - $x_arr[$j];
$dy = $yi - $y_arr[$j];
$dz = $zi - $z_arr[$j];
$d2 = $dx * $dx + $dy * $dy + $dz * $dz;
$K_sum += $w_arr[$j] * ($d2 <= $h2 ? (2 - $d2 / $h2) : $h2 / $d2); // Trossian ;-)
// $K_sum += $w_arr[$j] * exp(-0.5 * $d2 / $h2); // Gaussian
}
if ($max_K_sum < $K_sum) {
$max_K_sum = $K_sum;
$max_K_sum_i = $i;
}
}
$winner_x = $x_arr [$max_K_sum_i];
$winner_y = $y_arr [$max_K_sum_i];
$winner_z = $z_arr [$max_K_sum_i];
$winner_lat = $lat_arr[$max_K_sum_i];
$winner_lng = $lng_arr[$max_K_sum_i];
$sin_winner_lat = sin($winner_lat * $rad);
$cos_winner_lat = cos($winner_lat * $rad);
$sin_winner_lng = sin($winner_lng * $rad);
$cos_winner_lng = cos($winner_lng * $rad);
$east_x = -$local_grid_step * $sin_winner_lng;
$east_y = $local_grid_step * $cos_winner_lng;
$east_z = 0;
$north_x = -$local_grid_step * $sin_winner_lat * $cos_winner_lng;
$north_y = -$local_grid_step * $sin_winner_lat * $sin_winner_lng;
$north_z = $local_grid_step * $cos_winner_lat;
if ($local_grid_radius > 0 && $local_grid_step > 0) {
$r = intval($local_grid_radius / $local_grid_step);
$r2 = $r * $r;
$h = $local_kernel_radius;
$h2 = $h * $h;
$max_L_sum = -1;
$max_L_sum_idx = -1;
for ($i = -$r; $i <= $r; $i++) {
$winner_east_x = $winner_x + $i * $east_x;
$winner_east_y = $winner_y + $i * $east_y;
$winner_east_z = $winner_z + $i * $east_z;
$j_max = intval(sqrt($r2 - $i * $i));
for ($j = -$j_max; $j <= $j_max; $j++) {
$x = $winner_east_x + $j * $north_x;
$y = $winner_east_y + $j * $north_y;
$z = $winner_east_z + $j * $north_z;
$L_sum = 0;
for ($k = 0; $k < $lat_lng_count; $k++) {
$dx = $x - $x_arr[$k];
$dy = $y - $y_arr[$k];
$dz = $z - $z_arr[$k];
$d2 = $dx * $dx + $dy * $dy + $dz * $dz;
if ($d2 < $h2) {
$L_sum += $w_arr[$k] * ($h2 - $d2); // Epanechnikov
}
}
if ($max_L_sum < $L_sum) {
$max_L_sum = $L_sum;
$max_L_sum_i = $i;
$max_L_sum_j = $j;
}
}
}
$x = $winner_x + $max_L_sum_i * $east_x + $max_L_sum_j * $north_x;
$y = $winner_y + $max_L_sum_i * $east_y + $max_L_sum_j * $north_y;
$z = $winner_z + $max_L_sum_i * $east_z + $max_L_sum_j * $north_z;
} else if ($local_grid_radius > 0) {
$r = $local_grid_radius;
$r2 = $r * $r;
$wx_sum = 0;
$wy_sum = 0;
$wz_sum = 0;
$w_sum = 0;
for ($k = 0; $k < $lat_lng_count; $k++) {
$xk = $x_arr[$k];
$yk = $y_arr[$k];
$zk = $z_arr[$k];
$dx = $winner_x - $xk;
$dy = $winner_y - $yk;
$dz = $winner_z - $zk;
$d2 = $dx * $dx + $dy * $dy + $dz * $dz;
if ($d2 <= $r2) {
$wk = $w_arr[$k];
$wx_sum += $wk * $xk;
$wy_sum += $wk * $yk;
$wz_sum += $wk * $zk;
$w_sum += $wk;
}
}
$x = $wx_sum / $w_sum;
$y = $wy_sum / $w_sum;
$z = $wz_sum / $w_sum;
$max_L_sum_i = false;
$max_L_sum_j = false;
} else {
return array($winner_lat, $winner_lng, $max_K_sum_i, false, false);
}
$deg = 180 / M_PI;
$a2 = $a * $a;
$e4 = $e2 * $e2;
$p = sqrt($x * $x + $y * $y);
$zeta = (1 - $e2) * $z * $z / $a2;
$rho = ($p * $p / $a2 + $zeta - $e4) / 6;
$rho3 = $rho * $rho * $rho;
$s = $e4 * $zeta * $p * $p / (4 * $a2);
$t = pow($s + $rho3 + sqrt($s * ($s + 2 * $rho3)), 1 / 3);
$u = $rho + $t + $rho * $rho / $t;
$v = sqrt($u * $u + $e4 * $zeta);
$w = $e2 * ($u + $v - $zeta) / (2 * $v);
$k = 1 + $e2 * (sqrt($u + $v + $w * $w) + $w) / ($u + $v);
$lat = atan($k * $z / $p) * $deg;
$lng = atan2($y, $x) * $deg;
return array($lat, $lng, $max_K_sum_i, $max_L_sum_i, $max_L_sum_j);
}
The fact that distances are Euclidean and not great-circle should have negligible effects for the task at hand. Calculating great-circle distances would be much more cumbersome, and would cause only the weight of very far points to be significantly lower - but these points already have a very low weight. In principle, the same effect could be achieved by a different kernel. Kernels that have a complete cut-off beyond some distance, like the Epanechnikov kernel, don't have this problem at all (in practice).
The conversion between lat,lng and x,y,z for the WGS84 datum is given exactly (although without guarantee of numerical stability) more as a reference than because of a true need. If the height is to be taken into account, or if a faster back-conversion is needed, please refer to the Wikipedia article.
The Epanechnikov kernel, besides being "more local" than the Gaussian and Trossian kernels, has the advantage of being the fastest for the second loop, which is O(ng), where g is the number of points of the local grid, and can also be employed in the first loop, which is O(n²), if n is big.
This can be solved by finding a jeopardy surface. See Rossmo's Formula.
This is the predator problem. Given a set of geographically-located carcasses, where is the lair of the predator? Rossmo's formula solves this problem.
Find the point with the largest density estimate.
Should be pretty much straightforward. Use a kernel radius that roughly covers a large airport in diameter. A 2D Gaussian or Epanechnikov kernel should be fine.
http://en.wikipedia.org/wiki/Multivariate_kernel_density_estimation
This is similar to computing a Heap Map: http://en.wikipedia.org/wiki/Heat_map
and then finding the brightest spot there. Except it computes the brightness right away.
For fun I read a 1% sample of the Geocoordinates of DBpedia (i.e. Wikipedia) into ELKI, projected it into 3D space and enabled the density estimation overlay (hidden in the visualizers scatterplot menu). You can see there is a hotspot on Europe, and to a lesser extend in the US. The hotspot in Europe is Poland I believe. Last I checked, someone apparently had created a Wikipedia article with Geocoordinates for pretty much any town in Poland. The ELKI visualizer, unfortunately, neither allows you to zoom in, rotate, or reduce the kernel bandwidth to visually find the most dense point. But it's straightforward to implement yourself; you probably also don't need to go into 3D space, but can just use latitudes and longitudes.
Kernel Density Estimation should be available in tons of applications. The one in R is probably much more powerful. I just recently discovered this heatmap in ELKI, so I knew how to quickly access it. See e.g. http://stat.ethz.ch/R-manual/R-devel/library/stats/html/density.html for a related R function.
On your data, in R, try for example:
library(kernSmooth)
smoothScatter(data, nbin=512, bandwidth=c(.25,.25))
this should show a strong preference for Chicago.
library(kernSmooth)
dens=bkde2D(data, gridsize=c(512, 512), bandwidth=c(.25,.25))
contour(dens$x1, dens$x2, dens$fhat)
maxpos = which(dens$fhat == max(dens$fhat), arr.ind=TRUE)
c(dens$x1[maxpos[1]], dens$x2[maxpos[2]])
yields [1] 42.14697 -88.09508, which is less than 10 miles from Chicago airport.
To get better coordinates try:
rerunning on a 20x20 miles area around the estimated coordinates
a non-binned KDE in that area
better bandwidth selection with dpik
higher grid resolution
in Astrophysics we use the so called "half mass radius". Given a distribution and its center, the half mass radius is the minimum radius of a circle that contains half of the points of your distribution.
This quantity is a characteristic length of a distribution of points.
If you want that the home of the helicopter is where the points are maximally concentrated so it is the point that has the minimum half mass radius!
My algorithm is as follows: for each point you compute this half mass radius centring the distribution in the current point. The "home" of the helicopter will be the point with the minimum half mass radius.
I've implemented it and the computed center is 42.149994 -88.133698 (which is in Chicago)
I've also used the 0.2 of the total mass instead of the 0.5(half) usually used in Astrophysics.
This is my (in python) alghorithm that finds the home of the helicopter:
import math
import numpy
def inside(points,center,radius):
ids=(((points[:,0]-center[0])**2.+(points[:,1]-center[1])**2.)<=radius**2.)
return points[ids]
points = numpy.loadtxt(open('points.txt'),comments='#')
npoints=len(points)
deltar=0.1
idcenter=None
halfrmin=None
for i in xrange(0,npoints):
center=points[i]
radius=0.
stayHere=True
while stayHere:
radius=radius+deltar
ninside=len(inside(points,center,radius))
#print 'point',i,'r',radius,'in',ninside,'center',center
if(ninside>=npoints*0.2):
if(halfrmin==None or radius<halfrmin):
halfrmin=radius
idcenter=i
print 'point',i,halfrmin,idcenter,points[idcenter]
stayHere=False
#print halfrmin,idcenter
print points[idcenter]
You can use DBSCAN for that task.
DBSCAN is a density based clustering with a notion of noise. You need two parameters:
First the number of points a cluster should have at minimum "minpoints".
And second a neighbourhood parameter called "epsilon" that sets a distance threshold to the surrounding points that should be included in your cluster.
The whole algorithm works like this:
Start with an arbitrary point in your set that hasn't been visited yet
Retrieve points from the epsilon neighbourhood mark all as visited
if you have found enough points in this neighbourhood (> minpoints parameter) you start a new cluster and assign those points. Now recurse into step 2 again for every point in this cluster.
if you don't have, declare this point as noise
go all over again until you've visited all points
It is really simple to implement and there are lots of frameworks that support this algorithm already. To find the mean of your cluster, you can simply take the mean of all the assigned points from its neighbourhood.
However, unlike the method that #TylerDurden proposes, this needs a parameterization- so you need to find some hand tuned parameters that fit your problem.
In your case, you can try to set the minpoints to 10% of your total points if the plane is likely to stay 10% of the time you track at an airport. The density parameter epsilon depends on the resolution of your geographic sensor and the distance metric you use- I would suggest the haversine distance for geographic data.
How about divide the map into many zones and then find the center of plane in zone with the most plane. Algorithm will be something like this
set Zones[40]
foreach Plane in Planes
Zones[GetZone(Plane.position)].Add(Plane)
set MaxZone = Zones[0]
foreach Zone in Zones
if MaxZone.Length() < Zone.Length()
MaxZone = Zone
set Center
foreach Plane in MaxZone
Center.X += Plane.X
Center.Y += Plane.Y
Center.X /= MaxZone.Length
Center.Y /= MaxZone.Length
All I have on this machine is an old compiler so I made an ASCII version of this. It "draws" (in ASCII) a map - dots are points, X is where the real source is, G is where the guessed source is. If the two overlap, only X is shown.
Examples (DIFFICULTY 1.5 and 3 respectively):
The points are generated by picking a random point as the source, then randomly distributing points, making them more likely to be closer to the source.
DIFFICULTY is a floating point constant that regulates the initial point generation - how much more likely the points are to be closer to the source - if it is 1 or less, the program should be able to guess the exact source, or very close. At 2.5, it should still be pretty decent. At 4+, it will start to guess worse, but I think it still guesses better than a human would.
It could be optimized by using binary search over X, then Y - this would make the guess worse, but would be much, much faster. Or by starting with larger blocks, then splitting the best block further (or the best block and the 8 surrounding it). For a higher resolution system, one of these would be necessary. This is quite a naive approach, though, but it seems to work well in an 80x24 system. :D
#include <stdio.h>
#include <stdlib.h>
#include <time.h>
#include <math.h>
#define Y 24
#define X 80
#define DIFFICULTY 1 // Try different values...
static int point[Y][X];
double dist(int x1, int y1, int x2, int y2)
{
return sqrt((y1 - y2)*(y1 - y2) + (x1 - x2)*(x1 - x2));
}
main()
{
srand(time(0));
int y = rand()%Y;
int x = rand()%X;
// Generate points
for (int i = 0; i < Y; i++)
{
for (int j = 0; j < X; j++)
{
double u = DIFFICULTY * pow(dist(x, y, j, i), 1.0 / DIFFICULTY);
if ((int)u == 0)
u = 1;
point[i][j] = !(rand()%(int)u);
}
}
// Find best source
int maxX = -1;
int maxY = -1;
double maxScore = -1;
for (int cy = 0; cy < Y; cy++)
{
for (int cx = 0; cx < X; cx++)
{
double score = 0;
for (int i = 0; i < Y; i++)
{
for (int j = 0; j < X; j++)
{
if (point[i][j] == 1)
{
double d = dist(cx, cy, j, i);
if (d == 0)
d = 0.5;
score += 1000 / d;
}
}
}
if (score > maxScore || maxScore == -1)
{
maxScore = score;
maxX = cx;
maxY = cy;
}
}
}
// Print out results
for (int i = 0; i < Y; i++)
{
for (int j = 0; j < X; j++)
{
if (i == y && j == x)
printf("X");
else if (i == maxY && j == maxX)
printf("G");
else if (point[i][j] == 0)
printf(" ");
else if (point[i][j] == 1)
printf(".");
}
}
printf("Distance from real source: %f", dist(maxX, maxY, x, y));
scanf("%d", 0);
}
Virtual earth has a very good explanation of how you can do it relatively quick. They also have provided code examples. Please have a look at http://soulsolutions.com.au/Articles/ClusteringVirtualEarthPart1.aspx
A simple mixture model seems to work pretty well for this problem.
In general, to get a point that minimizes the distance to all other points in a dataset, you can just take the mean. In this case, you want to find a point that minimizes the distance from a subset of concentrated points. If you postulate that a point can either come from the concentrated set of points of interest or from a diffuse set of background points, then this gives a mixture model.
I have included some python code below. The concentrated area is modeled by a high-precision normal distribution and the background point are modeled by either a low-precision normal distribution or a uniform distribution over a bounding box on the dataset (there is a line of code that can be commented out to switch between these options). Also, mixture models can be somewhat unstable, so running the EM algorithm a few times with random initial conditions and choosing the run with the highest log-likelihood gives better results.
If you are actually looking at airplanes, then adding some sort of time dependent dynamics will probably improve your ability to infer the home base immensely.
I would also be wary of Rossimo's formula because it includes some pretty-strong assumptions about crime distributions.
#the dataset
sdata='''41.892694,-87.670898
42.056048,-88.000488
41.941744,-88.000488
42.072361,-88.209229
42.091933,-87.982635
42.149994,-88.133698
42.171371,-88.286133
42.23241,-88.305359
42.196811,-88.099365
42.189689,-88.188629
42.17646,-88.173523
42.180531,-88.209229
42.18168,-88.187943
42.185496,-88.166656
42.170485,-88.150864
42.150634,-88.140564
42.156743,-88.123741
42.118555,-88.105545
42.121356,-88.112755
42.115499,-88.102112
42.119319,-88.112411
42.118046,-88.110695
42.117791,-88.109322
42.182189,-88.182449
42.194145,-88.183823
42.189057,-88.196182
42.186513,-88.200645
42.180917,-88.197899
42.178881,-88.192062
41.881656,-87.6297
41.875521,-87.6297
41.87872,-87.636566
41.872073,-87.62661
41.868239,-87.634506
41.86875,-87.624893
41.883065,-87.62352
41.881021,-87.619743
41.879998,-87.620087
41.8915,-87.633476
41.875163,-87.620773
41.879125,-87.62558
41.862763,-87.608757
41.858672,-87.607899
41.865192,-87.615795
41.87005,-87.62043
42.073061,-87.973022
42.317241,-88.187256
42.272546,-88.088379
42.244086,-87.890625
42.044512,-88.28064
39.754977,-86.154785
39.754977,-89.648437
41.043369,-85.12207
43.050074,-89.406738
43.082179,-87.912598
42.7281,-84.572754
39.974226,-83.056641
38.888093,-77.01416
39.923692,-75.168457
40.794318,-73.959961
40.877439,-73.146973
40.611086,-73.740234
40.627764,-73.234863
41.784881,-71.367187
42.371988,-70.993652
35.224587,-80.793457
36.753465,-76.069336
39.263361,-76.530762
25.737127,-80.222168
26.644083,-81.958008
30.50223,-87.275391
29.436309,-98.525391
30.217839,-97.844238
29.742023,-95.361328
31.500409,-97.163086
32.691688,-96.877441
32.691688,-97.404785
35.095754,-106.655273
33.425138,-112.104492
32.873244,-117.114258
33.973545,-118.256836
33.681497,-117.905273
33.622982,-117.734985
33.741828,-118.092041
33.64585,-117.861328
33.700707,-118.015137
33.801189,-118.251343
33.513132,-117.740479
32.777244,-117.235107
32.707939,-117.158203
32.703317,-117.268066
32.610821,-117.075806
34.419726,-119.701538
37.750358,-122.431641
37.50673,-122.387695
37.174817,-121.904297
37.157307,-122.321777
37.271492,-122.033386
37.435238,-122.217407
37.687794,-122.415161
37.542025,-122.299805
37.609506,-122.398682
37.544203,-122.0224
37.422151,-122.13501
37.395971,-122.080078
45.485651,-122.739258
47.719463,-122.255859
47.303913,-122.607422
45.176713,-122.167969
39.566,-104.985352
39.124201,-94.614258
35.454518,-97.426758
38.473482,-90.175781
45.021612,-93.251953
42.417881,-83.056641
41.371141,-81.782227
33.791132,-84.331055
30.252543,-90.439453
37.421248,-122.174835
37.47794,-122.181702
37.510628,-122.254486
37.56943,-122.346497
37.593373,-122.384949
37.620571,-122.489319
36.984249,-122.03064
36.553017,-121.893311
36.654442,-121.772461
36.482381,-121.876831
36.15042,-121.651611
36.274518,-121.838379
37.817717,-119.569702
39.31657,-120.140991
38.933041,-119.992676
39.13785,-119.778442
39.108019,-120.239868
38.586082,-121.503296
38.723354,-121.289062
37.878444,-119.437866
37.782994,-119.470825
37.973771,-119.685059
39.001377,-120.17395
40.709076,-73.948975
40.846346,-73.861084
40.780452,-73.959961
40.778829,-73.958931
40.78372,-73.966012
40.783688,-73.965325
40.783692,-73.965615
40.783675,-73.965741
40.783835,-73.965873
'''
import StringIO
import numpy as np
import re
import matplotlib.pyplot as plt
def lp(l):
return map(lambda m: float(m.group()),re.finditer('[^, \n]+',l))
data=np.array(map(lp,StringIO.StringIO(sdata)))
xmn=np.min(data[:,0])
xmx=np.max(data[:,0])
ymn=np.min(data[:,1])
ymx=np.max(data[:,1])
# area of the point set bounding box
area=(xmx-xmn)*(ymx-ymn)
M_ITER=100 #maximum number of iterations
THRESH=1e-10 # stopping threshold
def em(x):
print '\nSTART EM'
mlst=[]
mu0=np.mean( data , 0 ) # the sample mean of the data - use this as the mean of the low-precision gaussian
# the mean of the high-precision Gaussian - this is what we are looking for
mu=np.random.rand( 2 )*np.array([xmx-xmn,ymx-ymn])+np.array([xmn,ymn])
lam_lo=.001 # precision of the low-precision Gaussian
lam_hi=.1 # precision of the high-precision Gaussian
prz=np.random.rand( 1 ) # probability of choosing the high-precision Gaussian mixture component
for i in xrange(M_ITER):
mlst.append(mu[:])
l_hi=np.log(prz)+np.log(lam_hi)-.5*lam_hi*np.sum((x-mu)**2,1)
#low-precision normal background distribution
l_lo=np.log(1.0-prz)+np.log(lam_lo)-.5*lam_lo*np.sum((x-mu0)**2,1)
#uncomment for the uniform background distribution
#l_lo=np.log(1.0-prz)-np.log(area)
#expectation step
zs=1.0/(1.0+np.exp(l_lo-l_hi))
#compute bound on the likelihood
lh=np.sum(zs*l_hi+(1.0-zs)*l_lo)
print i,lh
#maximization step
mu=np.sum(zs[:,None]*x,0)/np.sum(zs) #mean
lam_hi=np.sum(zs)/np.sum(zs*.5*np.sum((x-mu)**2,1)) #precision
prz=1.0/(1.0+np.sum(1.0-zs)/np.sum(zs)) #mixure component probability
try:
if np.abs((lh-old_lh)/lh)<THRESH:
break
except:
pass
old_lh=lh
mlst.append(mu[:])
return lh,lam_hi,mlst
if __name__=='__main__':
#repeat the EM algorithm a number of times and get the run with the best log likelihood
mx_prm=em(data)
for i in xrange(4):
prm=em(data)
if prm[0]>mx_prm[0]:
mx_prm=prm
print prm[0]
print mx_prm[0]
lh,lam_hi,mlst=mx_prm
mu=mlst[-1]
print 'best loglikelihood:', lh
#print 'final precision value:', lam_hi
print 'point of interest:', mu
plt.plot(data[:,0],data[:,1],'.b')
for m in mlst:
plt.plot(m[0],m[1],'xr')
plt.show()
You can easily adapt the Rossmo's formula, quoted by Tyler Durden to your case with few simple notes:
The formula :
This formula give something close to a probability of presence of the base operation for a predator or a serial killer. In your case it could give the probability of a base to be in a certain point. I'll explain later how to use it. U can write it this way :
Proba(base on point A)= Sum{on all spots} ( Phi/(dist^f)+(1-Phi)(B*(g-f))/(2B-dist)^g )
Using Euclidian distance
You want an Euclidian distance and not the Manhattan's one because an airplane or helicopter is not bound to road/streets. So using Euclidian distance is the correct way, if you are tracking an airplane & not a serial killer. So "dist" in the formula is the euclidian distance between the spot ur testing and the spot considered
Taking reasonable variable B
Variable B was used to represent the rule "reasonably smart killer will not kill his neighbor". In your case the will also applied because no one use an airplane/roflcopter to get to the next street corner. we can suppose that the minimal journey is for example 10km or anything reasonable when applied to your case.
Exponential factor f
Factor f is used to add a weight to the distance. For example if all the spots are in a small area you could want a big factor f because the probability of the airport/base/HQ will decrease fast if all your datapoint are in the same sector. g works in a similar way, allow to choose the size of "base is unlikely to be just next to the spot" area
Factor Phi :
Again this factor has to be determined using your knowledge of the problem. It permits to choose the most accurate factor between "base is close to spots" and "i'll not use the plane to make 5 m" if for example u think that the second one is almost irrelevent you can set Phi to 0.95 (0<Phi<1) If both are interesting phi will be around 0.5
How to implement it as something usefull :
First you want to divide your map into little squares : meshing the map ( just like invisal did) (the smaller the squares ,the more accurate the result (in general)) then using the formula to find the more probable location. In fact the mesh is just an array with all possible locations. (if u want to be accurate you increase the number of possible spots but it will require more computational time and PhP is not well-known for it's amazing speed)
Algorithm :
//define all the factors you need(B , f , g , phi)
for(i=0..mesh_size) // computing the probability of presence for each square of the mesh
{
P(i)=0;
geocode squarePosition;//GeoCode of the square's center
for(j=0..geocodearray_size)//sum on all the known spots
{
dist=Distance(geocodearray[j],squarePosition);//small function returning distance between two geocodes
P(i)+=(Phi/pow(dist,f))+(1-Phi)*pow(B,g-f)/pow(2B-dist,g);
}
}
return geocode corresponding to max(P(i))
Hope that it will help you
First I would like to express my fondness of your method in illustrating and explaining the problem ..
If I were in your shoes, I would go for a density based algorithm like DBSCAN
and then after clustering the areas and removing the noise points a few areas (choices) will remain .. then I'll take the cluster with the highest density of points and calculate the average point and find the nearest real point to it . done, found the place! :).
Regards,
Why not something like this:
For each point, calculate it's distance from all other points and sum the total.
The point with the smallest sum is your center.
Maybe sum isn't the best metric to use. Possibly the point with the most "small distances"?
Sum over the distances. Take the point with the smallest summed distance.
function () {
for i in points P:
S[i] = 0
for j in points P:
S[i] += distance(P[i], P[j])
return min(S);
}
You can take a minimum spanning tree and remove the longest edges. The smaller trees give you the centeroid to lookup. The algorithm name is single-link k-clustering. There is a post here: https://stats.stackexchange.com/questions/1475/visualization-software-for-clustering.

Matlab: How to vectorize a nested loop over a 2D set of vectors

I have a function in the following form:
function Out = DecideIfAPixelIsWithinAnEllipsoidalClass(pixel,means,VarianceCovarianceMatrix)
ellipsoid = (pixel-means)'*(VarianceCovarianceMatrix^(-1))*(pixel-means);
if ellipsoid <= 1
Out = 1;
else
Out = 0;
end
end
I am doing remote-sensing processes with matlab and I want to classify a LandSatTM images.This picture has 7 bands and is 2048*2048.So I stored them in 3 dimentinal 2048*2048*7 matrix.in this function means is a 7*1 matrix calculated earlier using the sample of the class in a function named ExtractStatisticalParameters and VarianceCovarianceMatrix is a 7*7 matrix in fact you see that:
ellipsoid = (pixel-means)'*(VarianceCovarianceMatrix^(-1))*(pixel-means);
is the equation of an ellipsoid.My problem is that each time you can pass a single pixel(it is a 7*1 vector where each row is the value of the pixel in a seperated band) to this function so I need to write a loop like this:
for k1=1:2048
for k2=1:2048
pixel(:,1)=image(k1,k2,:);
Out = DecideIfAPixelIsWithinAnEllipsoidalClass(pixel,means,VarianceCovarianceMatrix);
end
end
and you know it will take alot of time and energy of the system.Can you suggest me a way to reduce the pressure applied on the systam?
No need for loops!
pMinusMean = bsxfun( #minus, reshape( image, [], 7 ), means' ); %//' subtract means from all pixes
iCv = inv( arianceCovarianceMatrix );
ell = sum( (pMinusMean * iCv ) .* pminusMean, 2 ); % note the .* the second time!
Out = reshape( ell <= 1, size(image(:,:,1)) ); % out is 2048-by-2048 logical image
Update:
After a (somewhat heated) debate in the comments below I add a correction made by Rody Oldenhuis:
pMinusMean = bsxfun( #minus, reshape( image, [], 7 ), means' ); %//' subtract means from all pixes
ell = sum( (pMinusMean / varianceCovarianceMatrix ) .* pminusMean, 2 ); % note the .* the second time!
Out = reshape( ell <= 1, size(image(:,:,1)) );
The key issue in this change is that Matlab's inv() is poorly implemented and it is best to use mldivide and mrdivide (operators / and \) instead.

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