A clever elimination strategy for efficient minimal solvers

We present a new insight into the systematic generation of minimal solvers in computer vision, which leads to smaller and faster solvers. Many minimal problem formulations are coupled sets of linear and polynomial equations where image measurements enter the linear equations only. We show that it is useful to solve such systems by first eliminating all the unknowns that do not appear in the linear equations and then extending solutions to the rest of unknowns. This can be generalized to fully non-linear systems by linearization via lifting. We demonstrate that this approach leads to more efficient solvers in three problems of partially calibrated relative camera pose computation with unknown focal length and/or radial distortion. Our approach also generates new interesting constraints on the fundamental matrices of partially calibrated cameras, which were not known before.Comment: 13 pages, 7 figure

Recent Advances in Computational Methods for the Power Flow Equations

The power flow equations are at the core of most of the computations for designing and operating electric power systems. The power flow equations are a system of multivariate nonlinear equations which relate the power injections and voltages in a power system. A plethora of methods have been devised to solve these equations, starting from Newton-based methods to homotopy continuation and other optimization-based methods. While many of these methods often efficiently find a high-voltage, stable solution due to its large basin of attraction, most of the methods struggle to find low-voltage solutions which play significant role in certain stability-related computations. While we do not claim to have exhausted the existing literature on all related methods, this tutorial paper introduces some of the recent advances in methods for solving power flow equations to the wider power systems community as well as bringing attention from the computational mathematics and optimization communities to the power systems problems. After briefly reviewing some of the traditional computational methods used to solve the power flow equations, we focus on three emerging methods: the numerical polynomial homotopy continuation method, Groebner basis techniques, and moment/sum-of-squares relaxations using semidefinite programming. In passing, we also emphasize the importance of an upper bound on the number of solutions of the power flow equations and review the current status of research in this direction.Comment: 13 pages, 2 figures. Submitted to the Tutorial Session at IEEE 2016 American Control Conferenc

New Results on Triangulation, Polynomial Equation Solving and Their Application in Global Localization

This thesis addresses the problem of global localization from images. The overall goal is to find the location and the direction of a camera given an image taken with the camera relative a 3D world model. In order to solve the problem several subproblems have to be handled. The two main steps for constructing a system for global localization consist of model building and localization. For the model construction phase we give a new method for triangulation that guarantees that the globally optimal position is attained under the assumption of Gaussian noise in the image measurements. A common framework for the triangulation of points, lines and conics is presented. The second contribution of the thesis is in the field of solving systems of polynomial equations. Many problems in geometrical computer vision lead to computing the real roots of a system of polynomial equations, and several such geometry problems appear in the localization problem. The method presented in the thesis gives a significant improvement in the numerics when Gröbner basis methods are applied. Such methods are often plagued by numerical problems, but by using the fact that the complete Gröbner basis is not needed, the numerics can be improved. In the final part of the thesis we present several new minimal, geometric problems that have not been solved previously. These minimal cases make use of both two and three dimensional correspondences at the same time. The solutions to these minimal problems form the basis of a localization system which aims at improving robustness compared to the state of the art

Improving numerical accuracy of Grobner basis polynomial equation solvers

This paper presents techniques for improving the numerical stability of Grobner basis solvers for polynomial equations. Recently Grobner basis methods have been used succesfully to solve polynomial equations arising in global optimization e.g. three view triangulation and in many important minimal cases of structure from motion. Such methods work extremely well for problems of reasonably low degree, involving a few variables. Currently, the limiting factor in using these methods for larger and more demanding problems is numerical difficulties. In the paper we (i) show how to change basis in the quotient space R[x]/I and propose a strategy for selecting a basis which improves the conditioning of a crucial elimination step, (ii) use this technique to devise a Grobner basis with improved precision and (iii) show how solving for the eigenvalues instead of eigenvectors can be used to improve precision further while retaining the same speed. We study these methods on some of the latest reported uses of Grobner basis methods and demonstrate dramatically improved numerical precision using these new techniques making it possible to solve a larger class of problems than previously

How AD Can Help Solve Differential-Algebraic Equations

A characteristic feature of differential-algebraic equations is that one needs to find derivatives of some of their equations with respect to time, as part of so called index reduction or regularisation, to prepare them for numerical solution. This is often done with the help of a computer algebra system. We show in two significant cases that it can be done efficiently by pure algorithmic differentiation. The first is the Dummy Derivatives method, here we give a mainly theoretical description, with tutorial examples. The second is the solution of a mechanical system directly from its Lagrangian formulation. Here we outline the theory and show several non-trivial examples of using the "Lagrangian facility" of the Nedialkov-Pryce initial-value solver DAETS, namely: a spring-mass-multipendulum system, a prescribed-trajectory control problem, and long-time integration of a model of the outer planets of the solar system, taken from the DETEST testing package for ODE solvers

Numerical Analysis

Acknowledgements: This article will appear in the forthcoming Princeton Companion to Mathematics, edited by Timothy Gowers with June Barrow-Green, to be published by Princeton University Press.\ud \ud In preparing this essay I have benefitted from the advice of many colleagues who corrected a number of errors of fact and emphasis. I have not always followed their advice, however, preferring as one friend put it, to "put my head above the parapet". So I must take full responsibility for errors and omissions here.\ud \ud With thanks to: Aurelio Arranz, Alexander Barnett, Carl de Boor, David Bindel, Jean-Marc Blanc, Mike Bochev, Folkmar Bornemann, Richard Brent, Martin Campbell-Kelly, Sam Clark, Tim Davis, Iain Duff, Stan Eisenstat, Don Estep, Janice Giudice, Gene Golub, Nick Gould, Tim Gowers, Anne Greenbaum, Leslie Greengard, Martin Gutknecht, Raphael Hauser, Des Higham, Nick Higham, Ilse Ipsen, Arieh Iserles, David Kincaid, Louis Komzsik, David Knezevic, Dirk Laurie, Randy LeVeque, Bill Morton, John C Nash, Michael Overton, Yoshio Oyanagi, Beresford Parlett, Linda Petzold, Bill Phillips, Mike Powell, Alex Prideaux, Siegfried Rump, Thomas Schmelzer, Thomas Sonar, Hans Stetter, Gil Strang, Endre Süli, Defeng Sun, Mike Sussman, Daniel Szyld, Garry Tee, Dmitry Vasilyev, Andy Wathen, Margaret Wright and Steve Wright