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Frames, Quadratures and Global
Illumination: New Math for Games




       Robin Green – Microsoft Corp
       Manny Ko – PDI/Dreamworks
WARNING
• This talk is MATH HEAVY
• We assume you understand the basics of:
   –   Linear Algebra, Calculus, 3D Mathematics
   –   Spherical Harmonic Lighting, Visibility, BRDF, Cosine Term
   –   Monte Carlo Integration, Unbiased Spherical Sampling
   –   Precomputed Radiance Transfer, Rendering Equation


• This is bleeding edge research.
• There are still a lot of unanswered questions.
The Mission
• We need to find a spherical basis that is

   –   Is defined natively on the sphere
   –   Retains the norm as a Parseval Tight Frame
   –   Allows us to select the number of coefficients
   –   Is spectrally and spatially concentrated
   –   Is cheap to project
   –   Is cheap to rotate
   –   Exhibits rotational invariance
Spherical Harmonics
• The Real SH functions are a family of orthonormal basis
  function on the sphere.
Spherical Harmonics
SH the Good
•   Analysis is simple projection due to orthonormal basis
•   Reconstruction as weighted-sum
•   Successive approximation property
•   Product-integral is dot-product of two coefficient vectors
SH Deficiencies
•   SH produces signed values yet all
    visibility functions, BRDFs and light
    probes are strictly positive.

•   SH projections are global and
    smooth, visibility functions are local
    and sharp.

•   SH reproduces a signal at the limit.
    There is no guarantee the result is
    close to the original at low orders.
    Even at high orders it “rings” esp
    when restricted to the hemisphere.
SH Deficiencies II
• SH support is well localized in frequencies but its spatial
  support is global. Limiting them to the hemisphere produces
  ringing – Gibbs.
• More important it is not just a problem with SH, all ONB will
  have the same issue (see Strang ‘The search for a good Basis’
  http://www-math.mit.edu/~gs)
Strang
• “Smooth variations are well represented by low frequency
  terms. But edges that are easy in the standard basis have
  become extremely expensive – because of the slow 1/k decay
  of Fourier coefficients, and the ripple from the Gibbs
  phenomenon when the series is truncated. These shadows
  near a discontinuity are called ringing.” G. Strang
Haar Wavelets
• Haar wavelets are spatially
  compact and produce a lot of
  zero coefficients.

• Generating 6 times the
  coefficients, papers rely on
  compression and highly
  conditional code.

• Projecting cube faces onto the
  sphere introduces distortions,
  and seams for filtering and
  rotation.
Spherical Wavelets?
• Spherical wavelets typical are tensored-1D wavelets lifted
  onto the sphere using inverse stereographic projection
   – Often realized as separable filters. However, directions in images are
     not limited to the two axes.
• All the vanishing moments and other properties don’t
  automatically carry over from 1D to 2D
• The parameterization often is non-manifold since they are
  based on tangent-plane arguments.
• Antonine & McEwen’s directional wavelets still worth a look
Radial Basis Functions
• Radial Basis Functions are also
  used, usually sums of Gaussian
  lobes.

• Need to solve two variables –
  direction and spread. Leads to
  conditional code that is not GPU
  friendly.

• Zonal Harmonics are another
  form of steerable RBF built out of
  orthogonal parts.
Smoothness vs. Localization
• Haar and SH are two ends of a continuum – one smooth and global,
  the other highly local and unsmooth. This is Spatial vs. Spectral
  compactness.




Q: What lives in the middle ground?
Spatial vs. Spectral
• It turns out, the Spatial vs. Spectral problem is exactly
  Heisenberg’s Uncertainty Principle.
• You cannot have both spatial compactness and spectral
  compactness at the same time – e.g. The Fourier transform of
  a delta function is infinitely spread out spectrally.



• But… thanks to a solution by David Slepian to the
  Concentration Problem you can get pretty close.
Fundamental Questions

1. Where do these Orthonormal Basis Functions come from?

2. How can we loosen the rules so we can define better
   functions for our own use cases?

3. What are the key properties we need to retain for our
   functions to be useful?
What You Need To Know
• We are going to introduce Frame Theory and Spherical
  Quadrature, just enough to understand two key concepts:


             Parseval Tight Frames

             Spherical t-Designs
Hilbert Spaces
Orthonormal Basis
Orthonormal Bases




                1.57 1



3.14 2                           3.14 2
                             x
                1.57 1
Orthonormal Bases




            1




1                       1
                    x


            1
Orthonormal Bases
Orthonormal Basis Characteristics
Orthonormal Basis Characteristics
Orthonormal Basis Characteristics
ONB Characteristics
General Bases
• We use Orthonormal Bases all the time
• Every rotation matrix in 3D is an Orthonormal Basis
General Bases
• What if you chose vectors that are not orthogonal?
General Base
• We can still represent points, but we need a “helper” basis to
  get us there.
General Bases
Biorthogonal Bases
Matrix Notation
Matrix Notation
Breaking the Rules
• What happens if we add another vector to the basis?




• Now we have an overcomplete system, and coordinates are
  now linearly dependent
Breaking the Rules
Breaking the Rules
• We can still project a point and reconstruct it
General Biorthogonal Bases
Frames
Mercedes Benz Frame
Parseval Tight Frame
PTF-Mercedes Benz is Self Dual
Parseval Tight Frame
Frame Bounds
Frame Bounds
• We can categorize frames based on their construction

                           Unit Frame
                           Tight Frame
                           Parseval Tight Frame



• Any tight frame can be factored into a PTF
Tight Frames
• Self-dual
   – Dual preserves any structure in the frame – e.g. wavelet property, or
     spatial/spectral locality.
   – Not true for general frames
• Computational tractable
• The ratio B/A for a frame is critical as it controls the condition-
  number of the frame operator. The closer B/A=1 the better.
Gram Matrix
Gram Matrix II
TF vs. ONB
• Analysis is no longer simple projection
   – Frame operator etc.
• Reconstruction as weighted-sum
• Successive approximation property
• Product-integral is dot-product of two coefficient vectors
   – Need to add the Gram-matrix
Spherical Polynomials
Integrating on the Sphere
Gaussian Quadrature
• If you are integrating a fixed order polynomial over a closed
  range, Gaussian quadrature can find the integral using a small
  number of evaluations


                       Simpson’s rule graph



• Trapezium Rule is a quadrature for linear curves.
• Simpson’s Rule is a quadrature for quadratic curves.
Spherical Quadrature
Spherical t-designs
Minimum Order t-designs



order 2         order 3      order 4
verts 4         verts 6      verts 14




order 5         order 6      order 7
verts 20        verts 26     verts 24
Spherical Needlet
Simplifications
Legendre Polynomials
Littlewood-Paley Decomposition
Littlewood Paley Decomposition
Spherical Needlet




                                                               quadrature
A single                                                        direction
needlet                                                Legendre
           over the   quadrature   Littlewood-Paley
            sphere      weight         weighting      polynomial
Spherical Needlet
What does this integrate to?
What does this integrate to?
Needlet B=2.0 and j=1
Needlet B=2.0 and j=2
Needlet B=2.0 and j=3
Needlet B=3.0 and j=1
Needlet B=2.4 and j=1
Spherical Basis
Approximation Order
Needlet vs. SH
Monte Carlo Sampling
• Sampling needlets correctly requires non-uniform sampling
Fast Projection




Plot error of lerp LUT versus
       actual function.
Key Features of a Spherical Basis
• Radially symmetric basis
   – Allows fast projection
   – Allows fast and stable rotation

• Defined from natively embedded atoms
   – No parameterization problems
   – Use lifting to construct a more performant basis
   – Spherical concentration shows that localization is possible

• Using Frames
   – Allows simpler definition of the problem
   – Who needs successive approximation anyway?
Future Work
• Littlewood-Paley is just one partition of unity optimized for
  spectral concentration. Other papers have optimized for
  spatial and other metrics.
• Ridgelets, Curvelets, Bandlets, Shearlets etc. – all utilizes
  frame construct and theories
• Compressive Sensing & Sparsity
Key References
• D. Marinucci et al, “Spherical Needlets for CMB Data Analysis”,
  arxiv.org/pdf/7070.0844.pdf, 2008

• F. Guilloux et al, “Practical Wavelet Design on the Sphere”, Applied
  and Computational Harmonic Analysis, 2008

• J. Kovacevic et al, “Life Beyond Bases: The Advent of Frames”, Signal
  Processing Magazine, IEEE, Vol.24, No.4, July 2007

• T. Hines, “An Introduction to Frame Theory”, Aug 2009,
  http://mathpost.asu.edu/~hines/docs/090727IntroFrames.pdf
References
• [Dhillon] “Inverse Eigenvalue Problem in Wireless
  Communications”
• [Gilles] “Image Decomposition: Theory, Numerical Schemes,
  and Performance Evaluation”.
• [Strang] “The Search for a Good Basis”.
quadrature
A single                                                        direction
needlet                                                Legendre
           over the   quadrature   Littlewood-Paley
            sphere      weight         weighting      polynomial

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Gdc2012 frames, sparsity and global illumination

  • 1. Frames, Quadratures and Global Illumination: New Math for Games Robin Green – Microsoft Corp Manny Ko – PDI/Dreamworks
  • 2. WARNING • This talk is MATH HEAVY • We assume you understand the basics of: – Linear Algebra, Calculus, 3D Mathematics – Spherical Harmonic Lighting, Visibility, BRDF, Cosine Term – Monte Carlo Integration, Unbiased Spherical Sampling – Precomputed Radiance Transfer, Rendering Equation • This is bleeding edge research. • There are still a lot of unanswered questions.
  • 3. The Mission • We need to find a spherical basis that is – Is defined natively on the sphere – Retains the norm as a Parseval Tight Frame – Allows us to select the number of coefficients – Is spectrally and spatially concentrated – Is cheap to project – Is cheap to rotate – Exhibits rotational invariance
  • 4. Spherical Harmonics • The Real SH functions are a family of orthonormal basis function on the sphere.
  • 6. SH the Good • Analysis is simple projection due to orthonormal basis • Reconstruction as weighted-sum • Successive approximation property • Product-integral is dot-product of two coefficient vectors
  • 7. SH Deficiencies • SH produces signed values yet all visibility functions, BRDFs and light probes are strictly positive. • SH projections are global and smooth, visibility functions are local and sharp. • SH reproduces a signal at the limit. There is no guarantee the result is close to the original at low orders. Even at high orders it “rings” esp when restricted to the hemisphere.
  • 8. SH Deficiencies II • SH support is well localized in frequencies but its spatial support is global. Limiting them to the hemisphere produces ringing – Gibbs. • More important it is not just a problem with SH, all ONB will have the same issue (see Strang ‘The search for a good Basis’ http://www-math.mit.edu/~gs)
  • 9. Strang • “Smooth variations are well represented by low frequency terms. But edges that are easy in the standard basis have become extremely expensive – because of the slow 1/k decay of Fourier coefficients, and the ripple from the Gibbs phenomenon when the series is truncated. These shadows near a discontinuity are called ringing.” G. Strang
  • 10. Haar Wavelets • Haar wavelets are spatially compact and produce a lot of zero coefficients. • Generating 6 times the coefficients, papers rely on compression and highly conditional code. • Projecting cube faces onto the sphere introduces distortions, and seams for filtering and rotation.
  • 11. Spherical Wavelets? • Spherical wavelets typical are tensored-1D wavelets lifted onto the sphere using inverse stereographic projection – Often realized as separable filters. However, directions in images are not limited to the two axes. • All the vanishing moments and other properties don’t automatically carry over from 1D to 2D • The parameterization often is non-manifold since they are based on tangent-plane arguments. • Antonine & McEwen’s directional wavelets still worth a look
  • 12. Radial Basis Functions • Radial Basis Functions are also used, usually sums of Gaussian lobes. • Need to solve two variables – direction and spread. Leads to conditional code that is not GPU friendly. • Zonal Harmonics are another form of steerable RBF built out of orthogonal parts.
  • 13. Smoothness vs. Localization • Haar and SH are two ends of a continuum – one smooth and global, the other highly local and unsmooth. This is Spatial vs. Spectral compactness. Q: What lives in the middle ground?
  • 14. Spatial vs. Spectral • It turns out, the Spatial vs. Spectral problem is exactly Heisenberg’s Uncertainty Principle. • You cannot have both spatial compactness and spectral compactness at the same time – e.g. The Fourier transform of a delta function is infinitely spread out spectrally. • But… thanks to a solution by David Slepian to the Concentration Problem you can get pretty close.
  • 15. Fundamental Questions 1. Where do these Orthonormal Basis Functions come from? 2. How can we loosen the rules so we can define better functions for our own use cases? 3. What are the key properties we need to retain for our functions to be useful?
  • 16. What You Need To Know • We are going to introduce Frame Theory and Spherical Quadrature, just enough to understand two key concepts: Parseval Tight Frames Spherical t-Designs
  • 19. Orthonormal Bases 1.57 1 3.14 2 3.14 2 x 1.57 1
  • 20. Orthonormal Bases 1 1 1 x 1
  • 26. General Bases • We use Orthonormal Bases all the time • Every rotation matrix in 3D is an Orthonormal Basis
  • 27. General Bases • What if you chose vectors that are not orthogonal?
  • 28. General Base • We can still represent points, but we need a “helper” basis to get us there.
  • 33. Breaking the Rules • What happens if we add another vector to the basis? • Now we have an overcomplete system, and coordinates are now linearly dependent
  • 35. Breaking the Rules • We can still project a point and reconstruct it
  • 40. PTF-Mercedes Benz is Self Dual
  • 43. Frame Bounds • We can categorize frames based on their construction Unit Frame Tight Frame Parseval Tight Frame • Any tight frame can be factored into a PTF
  • 44. Tight Frames • Self-dual – Dual preserves any structure in the frame – e.g. wavelet property, or spatial/spectral locality. – Not true for general frames • Computational tractable • The ratio B/A for a frame is critical as it controls the condition- number of the frame operator. The closer B/A=1 the better.
  • 47. TF vs. ONB • Analysis is no longer simple projection – Frame operator etc. • Reconstruction as weighted-sum • Successive approximation property • Product-integral is dot-product of two coefficient vectors – Need to add the Gram-matrix
  • 50. Gaussian Quadrature • If you are integrating a fixed order polynomial over a closed range, Gaussian quadrature can find the integral using a small number of evaluations Simpson’s rule graph • Trapezium Rule is a quadrature for linear curves. • Simpson’s Rule is a quadrature for quadratic curves.
  • 53. Minimum Order t-designs order 2 order 3 order 4 verts 4 verts 6 verts 14 order 5 order 6 order 7 verts 20 verts 26 verts 24
  • 59. Spherical Needlet quadrature A single direction needlet Legendre over the quadrature Littlewood-Paley sphere weight weighting polynomial
  • 61. What does this integrate to?
  • 62. What does this integrate to?
  • 71. Monte Carlo Sampling • Sampling needlets correctly requires non-uniform sampling
  • 72. Fast Projection Plot error of lerp LUT versus actual function.
  • 73. Key Features of a Spherical Basis • Radially symmetric basis – Allows fast projection – Allows fast and stable rotation • Defined from natively embedded atoms – No parameterization problems – Use lifting to construct a more performant basis – Spherical concentration shows that localization is possible • Using Frames – Allows simpler definition of the problem – Who needs successive approximation anyway?
  • 74. Future Work • Littlewood-Paley is just one partition of unity optimized for spectral concentration. Other papers have optimized for spatial and other metrics. • Ridgelets, Curvelets, Bandlets, Shearlets etc. – all utilizes frame construct and theories • Compressive Sensing & Sparsity
  • 75. Key References • D. Marinucci et al, “Spherical Needlets for CMB Data Analysis”, arxiv.org/pdf/7070.0844.pdf, 2008 • F. Guilloux et al, “Practical Wavelet Design on the Sphere”, Applied and Computational Harmonic Analysis, 2008 • J. Kovacevic et al, “Life Beyond Bases: The Advent of Frames”, Signal Processing Magazine, IEEE, Vol.24, No.4, July 2007 • T. Hines, “An Introduction to Frame Theory”, Aug 2009, http://mathpost.asu.edu/~hines/docs/090727IntroFrames.pdf
  • 76. References • [Dhillon] “Inverse Eigenvalue Problem in Wireless Communications” • [Gilles] “Image Decomposition: Theory, Numerical Schemes, and Performance Evaluation”. • [Strang] “The Search for a Good Basis”.
  • 77. quadrature A single direction needlet Legendre over the quadrature Littlewood-Paley sphere weight weighting polynomial