How to minimize sum of matrix-convolutions?












2












$begingroup$


Given $A$, what should be B so that



$lVert I circledast A - I circledast B rVert _2$



is minimal for any $I$?





  • $I in mathbb{R}^{20x20}, A in mathbb{R}^{5x5}, B in mathbb{R}^{3x3}. $ Note that $B$ is smaller than $A$.

  • I $circledast$ K is a convolution on $I$ with kernel $K$. The result is padded with zeros as to match the shape of input $I$, this means that $(I circledast K ) in mathbb{R}^{20x20}$.


Does a closed form exist? Do I need to use a Fourier transform? As an extension, how does this work when $A,B$ are not square, and can be of arbitrary size (instead of the special case here where $A$ is larger than $B$?










share|cite|improve this question











$endgroup$












  • $begingroup$
    Interesting problem. In other words, you're looking for a smaller filter that works as close as possible to the bigger one. In that case, maybe $B$ should be padded so that its center matches $A$'s. The convolution operator is linear i.e. $Icircledast A - Icircledast B = Icircledast (A-B)$. You can apply Fourier transform, and make use of Parseval's theorem, but from there I don't know how to proceed...
    $endgroup$
    – syockit
    Dec 12 '18 at 15:59










  • $begingroup$
    Yeah I think so too! I built a small NN that optimized the objective function and it always learnt to match the center of A so I guess that must be it. I still can't prove it though.
    $endgroup$
    – Frederik Bode
    Dec 13 '18 at 18:15
















2












$begingroup$


Given $A$, what should be B so that



$lVert I circledast A - I circledast B rVert _2$



is minimal for any $I$?





  • $I in mathbb{R}^{20x20}, A in mathbb{R}^{5x5}, B in mathbb{R}^{3x3}. $ Note that $B$ is smaller than $A$.

  • I $circledast$ K is a convolution on $I$ with kernel $K$. The result is padded with zeros as to match the shape of input $I$, this means that $(I circledast K ) in mathbb{R}^{20x20}$.


Does a closed form exist? Do I need to use a Fourier transform? As an extension, how does this work when $A,B$ are not square, and can be of arbitrary size (instead of the special case here where $A$ is larger than $B$?










share|cite|improve this question











$endgroup$












  • $begingroup$
    Interesting problem. In other words, you're looking for a smaller filter that works as close as possible to the bigger one. In that case, maybe $B$ should be padded so that its center matches $A$'s. The convolution operator is linear i.e. $Icircledast A - Icircledast B = Icircledast (A-B)$. You can apply Fourier transform, and make use of Parseval's theorem, but from there I don't know how to proceed...
    $endgroup$
    – syockit
    Dec 12 '18 at 15:59










  • $begingroup$
    Yeah I think so too! I built a small NN that optimized the objective function and it always learnt to match the center of A so I guess that must be it. I still can't prove it though.
    $endgroup$
    – Frederik Bode
    Dec 13 '18 at 18:15














2












2








2


1



$begingroup$


Given $A$, what should be B so that



$lVert I circledast A - I circledast B rVert _2$



is minimal for any $I$?





  • $I in mathbb{R}^{20x20}, A in mathbb{R}^{5x5}, B in mathbb{R}^{3x3}. $ Note that $B$ is smaller than $A$.

  • I $circledast$ K is a convolution on $I$ with kernel $K$. The result is padded with zeros as to match the shape of input $I$, this means that $(I circledast K ) in mathbb{R}^{20x20}$.


Does a closed form exist? Do I need to use a Fourier transform? As an extension, how does this work when $A,B$ are not square, and can be of arbitrary size (instead of the special case here where $A$ is larger than $B$?










share|cite|improve this question











$endgroup$




Given $A$, what should be B so that



$lVert I circledast A - I circledast B rVert _2$



is minimal for any $I$?





  • $I in mathbb{R}^{20x20}, A in mathbb{R}^{5x5}, B in mathbb{R}^{3x3}. $ Note that $B$ is smaller than $A$.

  • I $circledast$ K is a convolution on $I$ with kernel $K$. The result is padded with zeros as to match the shape of input $I$, this means that $(I circledast K ) in mathbb{R}^{20x20}$.


Does a closed form exist? Do I need to use a Fourier transform? As an extension, how does this work when $A,B$ are not square, and can be of arbitrary size (instead of the special case here where $A$ is larger than $B$?







optimization fourier-transform convolution fast-fourier-transform






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share|cite|improve this question













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share|cite|improve this question








edited Dec 19 '18 at 4:11









Eric Wofsey

186k14215342




186k14215342










asked Dec 9 '18 at 16:54









Frederik BodeFrederik Bode

133




133












  • $begingroup$
    Interesting problem. In other words, you're looking for a smaller filter that works as close as possible to the bigger one. In that case, maybe $B$ should be padded so that its center matches $A$'s. The convolution operator is linear i.e. $Icircledast A - Icircledast B = Icircledast (A-B)$. You can apply Fourier transform, and make use of Parseval's theorem, but from there I don't know how to proceed...
    $endgroup$
    – syockit
    Dec 12 '18 at 15:59










  • $begingroup$
    Yeah I think so too! I built a small NN that optimized the objective function and it always learnt to match the center of A so I guess that must be it. I still can't prove it though.
    $endgroup$
    – Frederik Bode
    Dec 13 '18 at 18:15


















  • $begingroup$
    Interesting problem. In other words, you're looking for a smaller filter that works as close as possible to the bigger one. In that case, maybe $B$ should be padded so that its center matches $A$'s. The convolution operator is linear i.e. $Icircledast A - Icircledast B = Icircledast (A-B)$. You can apply Fourier transform, and make use of Parseval's theorem, but from there I don't know how to proceed...
    $endgroup$
    – syockit
    Dec 12 '18 at 15:59










  • $begingroup$
    Yeah I think so too! I built a small NN that optimized the objective function and it always learnt to match the center of A so I guess that must be it. I still can't prove it though.
    $endgroup$
    – Frederik Bode
    Dec 13 '18 at 18:15
















$begingroup$
Interesting problem. In other words, you're looking for a smaller filter that works as close as possible to the bigger one. In that case, maybe $B$ should be padded so that its center matches $A$'s. The convolution operator is linear i.e. $Icircledast A - Icircledast B = Icircledast (A-B)$. You can apply Fourier transform, and make use of Parseval's theorem, but from there I don't know how to proceed...
$endgroup$
– syockit
Dec 12 '18 at 15:59




$begingroup$
Interesting problem. In other words, you're looking for a smaller filter that works as close as possible to the bigger one. In that case, maybe $B$ should be padded so that its center matches $A$'s. The convolution operator is linear i.e. $Icircledast A - Icircledast B = Icircledast (A-B)$. You can apply Fourier transform, and make use of Parseval's theorem, but from there I don't know how to proceed...
$endgroup$
– syockit
Dec 12 '18 at 15:59












$begingroup$
Yeah I think so too! I built a small NN that optimized the objective function and it always learnt to match the center of A so I guess that must be it. I still can't prove it though.
$endgroup$
– Frederik Bode
Dec 13 '18 at 18:15




$begingroup$
Yeah I think so too! I built a small NN that optimized the objective function and it always learnt to match the center of A so I guess that must be it. I still can't prove it though.
$endgroup$
– Frederik Bode
Dec 13 '18 at 18:15










1 Answer
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$begingroup$

I will start with the case of one dimension first.
Convolution is linear
$$z=I*B-I*A=I*(B-A)$$
Expand to definition of convolution
$$z_n = sum_{n'}I_{n-n'}(B_{n'}-A_{n'})$$
Square of norm is
$$|I*B-I*A|^2=sum_nz_n^2$$
To find the minimum (proof that this yields minimum is shown later), do partial differentiation on each element of $B$
$${partialoverpartial B_p}sum_nz_n^2=2sum_nz_n{partial z_noverpartial B_p} = 0 tag{1}label{eq1}$$
where $m$ is valid index of $B$. Partial differentiation of convolution is
$${partial z_noverpartial B_p}=I_{n-p} tag{2}label{eq2}$$
therefore $eqref{eq1}$ is
$$sum_nz_n{partial z_noverpartial B_p} = sum_nI_{n-p}z_n = sum_nsum_{n'}I_{n-p}I_{n-n'}(B_{n'}-A_{n'})=0$$
giving us the following relation
$$sum_nsum_{n'in B}I_{n-p}I_{n-n'}B_{n'} = sum_nsum_{n'in A}I_{n-p}I_{n-n'}A_{n'}tag{3}label{eq3}$$
This is a linear system of equations that can be solved using matrix methods. Note that the notation $n'in A$ is just a notation to mean the indices where $A$ is defined.



With change of variable
$$n=k+p$$
we make things more readable, and find that the coefficient is auto-correlation of $I$.
$$begin{aligned}sum_nsum_{n'}I_{n-p}I_{n-n'}A_{n'} &=sum_psum_{n'}I_kI_{k+p-n'}A_{n'} \ &= sum_{n'}(Istar I)_{p-n'}A_{n'}end{aligned}$$
using this on both sides of $eqref{eq1}$, we get
$$sum_{n'in B}(Istar I)_{p-n'}B_{n'}=sum_{n'in A}(Istar I)_{p-n'}A_{n'}$$
RHS consists of only constants, and autocorrelation of real values are symmetric about index 0. Therefore
$$boxed{sum_{n'in B}(Istar I)_{p-n'}B_{n'}=[(Istar I)*A]_p}$$
There are as many $p$ as there are $n'$ on the LHS, and also due to the symmetry of $Istar I$, the coeffiecients form a symmetric circulant matrix. Solve this system to get the optimal $B$.



Unfortunately, the above also says that optimal $B$ depends on $I$ as well. Also, as I've mentioned in the comment, if you want the centers of $A$ and $B$ to match, you have to pad $B$ accordingly on both sides.



Proof that this minimizes $|z|$



From $eqref{eq2}$ we see that second order derivative does not exist. Hessian of $|z|$ is then $$begin{aligned}mathrm{H}_{pq}&={partial^2overpartial B_ppartial B_q}sum_nz_n^2=2{partialoverpartial B_q}sum_nz_n{partial z_noverpartial B_p}\
&= 2{partialoverpartial B_q}sum_nz_nI_{n-p} \
&= 2sum_nI_{n-p}I_{n-q}
end{aligned}$$

$I_{n-p}$ is an element of a circulant matrix $C$. The Hessian can be rewritten as
$$mathrm{H} = 2C^TC$$
so the second derivative test is
$$det(mathrm{H}) = 2det(C^TC)=2det(C^T)det(C)=2[det(C)]^2geq 0$$
The test is inconclusive when $det(C)=0$, which happens when you have a flat image.



2D version



The line of reasoning is the same as the 1D version. For convolution
$$z_{mn} = sum_{m'n'}I_{(m-m')(n-n')}(B_{m'n'}-A_{m'n'})$$
minimizing the norm of the above is equivalent to solving the linear equation
$$boxed{sum_{m'n'in B}(Istar I)_{(p-m')(q-n')}B_{m'n'}=[(Istar I)*A]_{p'q'}}$$
The matrix on the LHS is no longer a symmetric circulant matrix. But if you index $B$ row by row (or maybe column by column, I've not tried that) you instead get a symmetric block Toeplitz matrix.






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    $begingroup$

    I will start with the case of one dimension first.
    Convolution is linear
    $$z=I*B-I*A=I*(B-A)$$
    Expand to definition of convolution
    $$z_n = sum_{n'}I_{n-n'}(B_{n'}-A_{n'})$$
    Square of norm is
    $$|I*B-I*A|^2=sum_nz_n^2$$
    To find the minimum (proof that this yields minimum is shown later), do partial differentiation on each element of $B$
    $${partialoverpartial B_p}sum_nz_n^2=2sum_nz_n{partial z_noverpartial B_p} = 0 tag{1}label{eq1}$$
    where $m$ is valid index of $B$. Partial differentiation of convolution is
    $${partial z_noverpartial B_p}=I_{n-p} tag{2}label{eq2}$$
    therefore $eqref{eq1}$ is
    $$sum_nz_n{partial z_noverpartial B_p} = sum_nI_{n-p}z_n = sum_nsum_{n'}I_{n-p}I_{n-n'}(B_{n'}-A_{n'})=0$$
    giving us the following relation
    $$sum_nsum_{n'in B}I_{n-p}I_{n-n'}B_{n'} = sum_nsum_{n'in A}I_{n-p}I_{n-n'}A_{n'}tag{3}label{eq3}$$
    This is a linear system of equations that can be solved using matrix methods. Note that the notation $n'in A$ is just a notation to mean the indices where $A$ is defined.



    With change of variable
    $$n=k+p$$
    we make things more readable, and find that the coefficient is auto-correlation of $I$.
    $$begin{aligned}sum_nsum_{n'}I_{n-p}I_{n-n'}A_{n'} &=sum_psum_{n'}I_kI_{k+p-n'}A_{n'} \ &= sum_{n'}(Istar I)_{p-n'}A_{n'}end{aligned}$$
    using this on both sides of $eqref{eq1}$, we get
    $$sum_{n'in B}(Istar I)_{p-n'}B_{n'}=sum_{n'in A}(Istar I)_{p-n'}A_{n'}$$
    RHS consists of only constants, and autocorrelation of real values are symmetric about index 0. Therefore
    $$boxed{sum_{n'in B}(Istar I)_{p-n'}B_{n'}=[(Istar I)*A]_p}$$
    There are as many $p$ as there are $n'$ on the LHS, and also due to the symmetry of $Istar I$, the coeffiecients form a symmetric circulant matrix. Solve this system to get the optimal $B$.



    Unfortunately, the above also says that optimal $B$ depends on $I$ as well. Also, as I've mentioned in the comment, if you want the centers of $A$ and $B$ to match, you have to pad $B$ accordingly on both sides.



    Proof that this minimizes $|z|$



    From $eqref{eq2}$ we see that second order derivative does not exist. Hessian of $|z|$ is then $$begin{aligned}mathrm{H}_{pq}&={partial^2overpartial B_ppartial B_q}sum_nz_n^2=2{partialoverpartial B_q}sum_nz_n{partial z_noverpartial B_p}\
    &= 2{partialoverpartial B_q}sum_nz_nI_{n-p} \
    &= 2sum_nI_{n-p}I_{n-q}
    end{aligned}$$

    $I_{n-p}$ is an element of a circulant matrix $C$. The Hessian can be rewritten as
    $$mathrm{H} = 2C^TC$$
    so the second derivative test is
    $$det(mathrm{H}) = 2det(C^TC)=2det(C^T)det(C)=2[det(C)]^2geq 0$$
    The test is inconclusive when $det(C)=0$, which happens when you have a flat image.



    2D version



    The line of reasoning is the same as the 1D version. For convolution
    $$z_{mn} = sum_{m'n'}I_{(m-m')(n-n')}(B_{m'n'}-A_{m'n'})$$
    minimizing the norm of the above is equivalent to solving the linear equation
    $$boxed{sum_{m'n'in B}(Istar I)_{(p-m')(q-n')}B_{m'n'}=[(Istar I)*A]_{p'q'}}$$
    The matrix on the LHS is no longer a symmetric circulant matrix. But if you index $B$ row by row (or maybe column by column, I've not tried that) you instead get a symmetric block Toeplitz matrix.






    share|cite|improve this answer











    $endgroup$


















      0












      $begingroup$

      I will start with the case of one dimension first.
      Convolution is linear
      $$z=I*B-I*A=I*(B-A)$$
      Expand to definition of convolution
      $$z_n = sum_{n'}I_{n-n'}(B_{n'}-A_{n'})$$
      Square of norm is
      $$|I*B-I*A|^2=sum_nz_n^2$$
      To find the minimum (proof that this yields minimum is shown later), do partial differentiation on each element of $B$
      $${partialoverpartial B_p}sum_nz_n^2=2sum_nz_n{partial z_noverpartial B_p} = 0 tag{1}label{eq1}$$
      where $m$ is valid index of $B$. Partial differentiation of convolution is
      $${partial z_noverpartial B_p}=I_{n-p} tag{2}label{eq2}$$
      therefore $eqref{eq1}$ is
      $$sum_nz_n{partial z_noverpartial B_p} = sum_nI_{n-p}z_n = sum_nsum_{n'}I_{n-p}I_{n-n'}(B_{n'}-A_{n'})=0$$
      giving us the following relation
      $$sum_nsum_{n'in B}I_{n-p}I_{n-n'}B_{n'} = sum_nsum_{n'in A}I_{n-p}I_{n-n'}A_{n'}tag{3}label{eq3}$$
      This is a linear system of equations that can be solved using matrix methods. Note that the notation $n'in A$ is just a notation to mean the indices where $A$ is defined.



      With change of variable
      $$n=k+p$$
      we make things more readable, and find that the coefficient is auto-correlation of $I$.
      $$begin{aligned}sum_nsum_{n'}I_{n-p}I_{n-n'}A_{n'} &=sum_psum_{n'}I_kI_{k+p-n'}A_{n'} \ &= sum_{n'}(Istar I)_{p-n'}A_{n'}end{aligned}$$
      using this on both sides of $eqref{eq1}$, we get
      $$sum_{n'in B}(Istar I)_{p-n'}B_{n'}=sum_{n'in A}(Istar I)_{p-n'}A_{n'}$$
      RHS consists of only constants, and autocorrelation of real values are symmetric about index 0. Therefore
      $$boxed{sum_{n'in B}(Istar I)_{p-n'}B_{n'}=[(Istar I)*A]_p}$$
      There are as many $p$ as there are $n'$ on the LHS, and also due to the symmetry of $Istar I$, the coeffiecients form a symmetric circulant matrix. Solve this system to get the optimal $B$.



      Unfortunately, the above also says that optimal $B$ depends on $I$ as well. Also, as I've mentioned in the comment, if you want the centers of $A$ and $B$ to match, you have to pad $B$ accordingly on both sides.



      Proof that this minimizes $|z|$



      From $eqref{eq2}$ we see that second order derivative does not exist. Hessian of $|z|$ is then $$begin{aligned}mathrm{H}_{pq}&={partial^2overpartial B_ppartial B_q}sum_nz_n^2=2{partialoverpartial B_q}sum_nz_n{partial z_noverpartial B_p}\
      &= 2{partialoverpartial B_q}sum_nz_nI_{n-p} \
      &= 2sum_nI_{n-p}I_{n-q}
      end{aligned}$$

      $I_{n-p}$ is an element of a circulant matrix $C$. The Hessian can be rewritten as
      $$mathrm{H} = 2C^TC$$
      so the second derivative test is
      $$det(mathrm{H}) = 2det(C^TC)=2det(C^T)det(C)=2[det(C)]^2geq 0$$
      The test is inconclusive when $det(C)=0$, which happens when you have a flat image.



      2D version



      The line of reasoning is the same as the 1D version. For convolution
      $$z_{mn} = sum_{m'n'}I_{(m-m')(n-n')}(B_{m'n'}-A_{m'n'})$$
      minimizing the norm of the above is equivalent to solving the linear equation
      $$boxed{sum_{m'n'in B}(Istar I)_{(p-m')(q-n')}B_{m'n'}=[(Istar I)*A]_{p'q'}}$$
      The matrix on the LHS is no longer a symmetric circulant matrix. But if you index $B$ row by row (or maybe column by column, I've not tried that) you instead get a symmetric block Toeplitz matrix.






      share|cite|improve this answer











      $endgroup$
















        0












        0








        0





        $begingroup$

        I will start with the case of one dimension first.
        Convolution is linear
        $$z=I*B-I*A=I*(B-A)$$
        Expand to definition of convolution
        $$z_n = sum_{n'}I_{n-n'}(B_{n'}-A_{n'})$$
        Square of norm is
        $$|I*B-I*A|^2=sum_nz_n^2$$
        To find the minimum (proof that this yields minimum is shown later), do partial differentiation on each element of $B$
        $${partialoverpartial B_p}sum_nz_n^2=2sum_nz_n{partial z_noverpartial B_p} = 0 tag{1}label{eq1}$$
        where $m$ is valid index of $B$. Partial differentiation of convolution is
        $${partial z_noverpartial B_p}=I_{n-p} tag{2}label{eq2}$$
        therefore $eqref{eq1}$ is
        $$sum_nz_n{partial z_noverpartial B_p} = sum_nI_{n-p}z_n = sum_nsum_{n'}I_{n-p}I_{n-n'}(B_{n'}-A_{n'})=0$$
        giving us the following relation
        $$sum_nsum_{n'in B}I_{n-p}I_{n-n'}B_{n'} = sum_nsum_{n'in A}I_{n-p}I_{n-n'}A_{n'}tag{3}label{eq3}$$
        This is a linear system of equations that can be solved using matrix methods. Note that the notation $n'in A$ is just a notation to mean the indices where $A$ is defined.



        With change of variable
        $$n=k+p$$
        we make things more readable, and find that the coefficient is auto-correlation of $I$.
        $$begin{aligned}sum_nsum_{n'}I_{n-p}I_{n-n'}A_{n'} &=sum_psum_{n'}I_kI_{k+p-n'}A_{n'} \ &= sum_{n'}(Istar I)_{p-n'}A_{n'}end{aligned}$$
        using this on both sides of $eqref{eq1}$, we get
        $$sum_{n'in B}(Istar I)_{p-n'}B_{n'}=sum_{n'in A}(Istar I)_{p-n'}A_{n'}$$
        RHS consists of only constants, and autocorrelation of real values are symmetric about index 0. Therefore
        $$boxed{sum_{n'in B}(Istar I)_{p-n'}B_{n'}=[(Istar I)*A]_p}$$
        There are as many $p$ as there are $n'$ on the LHS, and also due to the symmetry of $Istar I$, the coeffiecients form a symmetric circulant matrix. Solve this system to get the optimal $B$.



        Unfortunately, the above also says that optimal $B$ depends on $I$ as well. Also, as I've mentioned in the comment, if you want the centers of $A$ and $B$ to match, you have to pad $B$ accordingly on both sides.



        Proof that this minimizes $|z|$



        From $eqref{eq2}$ we see that second order derivative does not exist. Hessian of $|z|$ is then $$begin{aligned}mathrm{H}_{pq}&={partial^2overpartial B_ppartial B_q}sum_nz_n^2=2{partialoverpartial B_q}sum_nz_n{partial z_noverpartial B_p}\
        &= 2{partialoverpartial B_q}sum_nz_nI_{n-p} \
        &= 2sum_nI_{n-p}I_{n-q}
        end{aligned}$$

        $I_{n-p}$ is an element of a circulant matrix $C$. The Hessian can be rewritten as
        $$mathrm{H} = 2C^TC$$
        so the second derivative test is
        $$det(mathrm{H}) = 2det(C^TC)=2det(C^T)det(C)=2[det(C)]^2geq 0$$
        The test is inconclusive when $det(C)=0$, which happens when you have a flat image.



        2D version



        The line of reasoning is the same as the 1D version. For convolution
        $$z_{mn} = sum_{m'n'}I_{(m-m')(n-n')}(B_{m'n'}-A_{m'n'})$$
        minimizing the norm of the above is equivalent to solving the linear equation
        $$boxed{sum_{m'n'in B}(Istar I)_{(p-m')(q-n')}B_{m'n'}=[(Istar I)*A]_{p'q'}}$$
        The matrix on the LHS is no longer a symmetric circulant matrix. But if you index $B$ row by row (or maybe column by column, I've not tried that) you instead get a symmetric block Toeplitz matrix.






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        $endgroup$



        I will start with the case of one dimension first.
        Convolution is linear
        $$z=I*B-I*A=I*(B-A)$$
        Expand to definition of convolution
        $$z_n = sum_{n'}I_{n-n'}(B_{n'}-A_{n'})$$
        Square of norm is
        $$|I*B-I*A|^2=sum_nz_n^2$$
        To find the minimum (proof that this yields minimum is shown later), do partial differentiation on each element of $B$
        $${partialoverpartial B_p}sum_nz_n^2=2sum_nz_n{partial z_noverpartial B_p} = 0 tag{1}label{eq1}$$
        where $m$ is valid index of $B$. Partial differentiation of convolution is
        $${partial z_noverpartial B_p}=I_{n-p} tag{2}label{eq2}$$
        therefore $eqref{eq1}$ is
        $$sum_nz_n{partial z_noverpartial B_p} = sum_nI_{n-p}z_n = sum_nsum_{n'}I_{n-p}I_{n-n'}(B_{n'}-A_{n'})=0$$
        giving us the following relation
        $$sum_nsum_{n'in B}I_{n-p}I_{n-n'}B_{n'} = sum_nsum_{n'in A}I_{n-p}I_{n-n'}A_{n'}tag{3}label{eq3}$$
        This is a linear system of equations that can be solved using matrix methods. Note that the notation $n'in A$ is just a notation to mean the indices where $A$ is defined.



        With change of variable
        $$n=k+p$$
        we make things more readable, and find that the coefficient is auto-correlation of $I$.
        $$begin{aligned}sum_nsum_{n'}I_{n-p}I_{n-n'}A_{n'} &=sum_psum_{n'}I_kI_{k+p-n'}A_{n'} \ &= sum_{n'}(Istar I)_{p-n'}A_{n'}end{aligned}$$
        using this on both sides of $eqref{eq1}$, we get
        $$sum_{n'in B}(Istar I)_{p-n'}B_{n'}=sum_{n'in A}(Istar I)_{p-n'}A_{n'}$$
        RHS consists of only constants, and autocorrelation of real values are symmetric about index 0. Therefore
        $$boxed{sum_{n'in B}(Istar I)_{p-n'}B_{n'}=[(Istar I)*A]_p}$$
        There are as many $p$ as there are $n'$ on the LHS, and also due to the symmetry of $Istar I$, the coeffiecients form a symmetric circulant matrix. Solve this system to get the optimal $B$.



        Unfortunately, the above also says that optimal $B$ depends on $I$ as well. Also, as I've mentioned in the comment, if you want the centers of $A$ and $B$ to match, you have to pad $B$ accordingly on both sides.



        Proof that this minimizes $|z|$



        From $eqref{eq2}$ we see that second order derivative does not exist. Hessian of $|z|$ is then $$begin{aligned}mathrm{H}_{pq}&={partial^2overpartial B_ppartial B_q}sum_nz_n^2=2{partialoverpartial B_q}sum_nz_n{partial z_noverpartial B_p}\
        &= 2{partialoverpartial B_q}sum_nz_nI_{n-p} \
        &= 2sum_nI_{n-p}I_{n-q}
        end{aligned}$$

        $I_{n-p}$ is an element of a circulant matrix $C$. The Hessian can be rewritten as
        $$mathrm{H} = 2C^TC$$
        so the second derivative test is
        $$det(mathrm{H}) = 2det(C^TC)=2det(C^T)det(C)=2[det(C)]^2geq 0$$
        The test is inconclusive when $det(C)=0$, which happens when you have a flat image.



        2D version



        The line of reasoning is the same as the 1D version. For convolution
        $$z_{mn} = sum_{m'n'}I_{(m-m')(n-n')}(B_{m'n'}-A_{m'n'})$$
        minimizing the norm of the above is equivalent to solving the linear equation
        $$boxed{sum_{m'n'in B}(Istar I)_{(p-m')(q-n')}B_{m'n'}=[(Istar I)*A]_{p'q'}}$$
        The matrix on the LHS is no longer a symmetric circulant matrix. But if you index $B$ row by row (or maybe column by column, I've not tried that) you instead get a symmetric block Toeplitz matrix.







        share|cite|improve this answer














        share|cite|improve this answer



        share|cite|improve this answer








        edited Dec 15 '18 at 13:09

























        answered Dec 15 '18 at 13:00









        syockitsyockit

        257310




        257310






























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