Fast Nonlinear Least Squares Optimization of Large-Scale Semi-Sparse Problems

Many problems in computer graphics and vision can be formulated as a nonlinear least squares optimization problem, for which numerous off-the-shelf solvers are readily available. Depending on the structure of the problem, however, existing solvers may be more or less suitable, and in some cases the solution comes at the cost of lengthy convergence times. One such case is semi-sparse optimization problems, emerging for example in localized facial performance reconstruction, where the nonlinear least squares problem can be composed of hundreds of thousands of cost functions, each one involving many of the optimization parameters. While such problems can be solved with existing solvers, the computation time can severely hinder the applicability of these methods. We introduce a novel iterative solver for nonlinear least squares optimization of large-scale semi-sparse problems. We use the nonlinear Levenberg-Marquardt method to locally linearize the problem in parallel, based on its firstorder approximation. Then, we decompose the linear problem in small blocks, using the local Schur complement, leading to a more compact linear system without loss of information. The resulting system is dense but its size is small enough to be solved using a parallel direct method in a short amount of time. The main benefit we get by using such an approach is that the overall optimization process is entirely parallel and scalable, making it suitable to be mapped onto graphics hardware (GPU). By using our minimizer, results are obtained up to one order of magnitude faster than other existing solvers, without sacrificing the generality and the accuracy of the model. We provide a detailed analysis of our approach and validate our results with the application of performance-based facial capture using a recently-proposed anatomical local face deformation model

Fast Simulation of Mass-Spring Systems

We describe a scheme for time integration of mass-spring systems that makes use of a solver based on block coordinate descent. This scheme provides a fast solution for classical linear (Hookean) springs. We express the widely used implicit Euler method as an energy minimization problem and introduce spring directions as auxiliary unknown variables. The system is globally linear in the node positions, and the non-linear terms involving the directions are strictly local. Because the global linear system does not depend on run-time state, the matrix can be pre-factored, allowing for very fast iterations. Our method converges to the same final result as would be obtained by solving the standard form of implicit Euler using Newton’s method. Although the asymptotic convergence of Newton’s method is faster than ours, the initial ratio of work to error reduction with our method is much faster than Newton’s. For real-time visual applications, where speed and stability are more important than precision, we obtain visually acceptable results at a total cost per timestep that is only a fraction of that required for a single Newton iteration. When higher accuracy is required, our algorithm can be used to compute a good starting point for subsequent Newton’s iteration

HIGH-PERFORMANCE SPECTRAL METHODS FOR COMPUTER-AIDED DESIGN OF INTEGRATED CIRCUITS

Recent research shows that by leveraging the key spectral properties of eigenvalues and eigenvectors of graph Laplacians, more efficient algorithms can be developed for tackling many graph-related computing tasks. In this dissertation, spectral methods are utilized for achieving faster algorithms in the applications of very-large-scale integration (VLSI) computer-aided design (CAD) First, a scalable algorithmic framework is proposed for effective-resistance preserving spectral reduction of large undirected graphs. The proposed method allows computing much smaller graphs while preserving the key spectral (structural) properties of the original graph. Our framework is built upon the following three key components: a spectrum-preserving node aggregation and reduction scheme, a spectral graph sparsification framework with iterative edge weight scaling, as well as effective-resistance preserving post-scaling and iterative solution refinement schemes. We show that the resultant spectrally-reduced graphs can robustly preserve the first few nontrivial eigenvalues and eigenvectors of the original graph Laplacian and thus allow for developing highly-scalable spectral graph partitioning and circuit simulation algorithms. Based on the framework of the spectral graph reduction, a Sparsified graph-theoretic Algebraic Multigrid (SAMG) is proposed for solving large Symmetric Diagonally Dominant (SDD) matrices. The proposed SAMG framework allows efficient construction of nearly-linear sized graph Laplacians for coarse-level problems while maintaining good spectral approximation during the AMG setup phase by leveraging a scalable spectral graph sparsification engine. Our experimental results show that the proposed method can offer more scalable performance than existing graph-theoretic AMG solvers for solving large SDD matrices in integrated circuit (IC) simulations, 3D-IC thermal analysis, image processing, finite element analysis as well as data mining and machine learning applications. Finally, the spectral methods are applied to power grid and thermal integrity verification applications. This dissertation introduces a vectorless power grid and thermal integrity verification framework that allows computing worst-case voltage drop or thermal profiles across the entire chip under a set of local and global workload (power density) constraints. To address the computational challenges introduced by the large 3D mesh-structured thermal grids, we apply the spectral graph reduction approach for highly-scalable vectorless thermal (or power grids) verification of large chip designs. The effectiveness and efficiency of our approach have been demonstrated through extensive experiments

Towards High-Frequency Tracking and Fast Edge-Aware Optimization

This dissertation advances the state of the art for AR/VR tracking systems by increasing the tracking frequency by orders of magnitude and proposes an efficient algorithm for the problem of edge-aware optimization. AR/VR is a natural way of interacting with computers, where the physical and digital worlds coexist. We are on the cusp of a radical change in how humans perform and interact with computing. Humans are sensitive to small misalignments between the real and the virtual world, and tracking at kilo-Hertz frequencies becomes essential. Current vision-based systems fall short, as their tracking frequency is implicitly limited by the frame-rate of the camera. This thesis presents a prototype system which can track at orders of magnitude higher than the state-of-the-art methods using multiple commodity cameras. The proposed system exploits characteristics of the camera traditionally considered as flaws, namely rolling shutter and radial distortion. The experimental evaluation shows the effectiveness of the method for various degrees of motion. Furthermore, edge-aware optimization is an indispensable tool in the computer vision arsenal for accurate filtering of depth-data and image-based rendering, which is increasingly being used for content creation and geometry processing for AR/VR. As applications increasingly demand higher resolution and speed, there exists a need to develop methods that scale accordingly. This dissertation proposes such an edge-aware optimization framework which is efficient, accurate, and algorithmically scales well, all of which are much desirable traits not found jointly in the state of the art. The experiments show the effectiveness of the framework in a multitude of computer vision tasks such as computational photography and stereo.Comment: PhD thesi

09061 Abstracts Collection -- Combinatorial Scientific Computing

From 01.02.2009 to 06.02.2009, the Dagstuhl Seminar 09061 ``Combinatorial Scientific Computing \u27\u27 was held in Schloss Dagstuhl -- Leibniz Center for Informatics. During the seminar, several participants presented their current research, and ongoing work and open problems were discussed. Abstracts of the presentations given during the seminar as well as abstracts of seminar results and ideas are put together in this paper. The first section describes the seminar topics and goals in general. Links to extended abstracts or full papers are provided, if available