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Simplex Volume Analysis
Based On Triangular
Factorization: A framework for
hyperspectral Unmixing

               Wei Xia, Bin Wang, Liming Zhang, and Qiyong Lu
               Dept. of Electronic Engineering
               Fudan University, China
Contents


 1. Introduction
 2. The Proposed Method
     2.1 Endmember extraction
     2.2 Abundance Estimation
 3.   Evaluation with Experiments
     3.1  Synthetic data
     3.2  Real hyperspectral data
 4.   Conclusion


                                    2
Contents


 1. Introduction
 2. The Proposed Method
     2.1 Endmember extraction
     2.2 Abundance Estimation
 3.   Evaluation with Experiments
     3.1  Synthetic data
     3.2  Real hyperspectral data
 4.   Conclusion


                                    3
Linear Mixture Model (LMM)

                                   Abundance
                                    fractions
                                                      x ∈ R L×1 ,
      The
  observation
   of a pixel                   x =As +e              A ∈ R L× P ,

                                                      s ∈ R P× N
                                  endmember
                                    spectra



                  si ≥ 0,       (i = 1, 2,..., P ).


                 P

                ∑s
                i =1
                       i   =1
                                                                    4
Different methods under the LMM




                                  5
Simplex Volume Analysis (1/2)
                                      e3




                              e2


                                     e1                               e0

A Simplex of P-vertices is defined by
       ⎧                                                  P
                                                                  ⎫
       ⎨x = s1e 0 + s1e1 + .... + sP −1e P −1 | si > 0,
       ⎩
                                                          ∑ si = 1⎭
                                                          i =1
                                                                  ⎬


                                                                           6
Simplex Volume Analysis (2/2)
Related work *
    • The observation pixels forms a simplex whose vertices
       correspond to the endmembers
    • Find the vertices by searching for the pixels which can form the
       largest volume of the simplex
Volume formula
                                    1         ⎛ ⎡1T ⎤ ⎞
                             V=           det ⎜ ⎢ ⎥ ⎟
                                              ⎜ E ⎟
                                                                      E = [e 0 , e1 ,..., e P −1 ]
                                ( P − 1)!     ⎝ ⎣ ⎦⎠
Disadvantages
      •     large computing cost caused by calculating volume, hard to be used
            for Real-time application
      •     Require dimensionality reduction (DR), loss of possible information
 * M. E. Winter, “N-findr: an algorithm for fast autonomous spectral endmember determination in hyperspectral data,” in: Proc. of the
 SPIE conference on Imaging Spectrometry V, vol. 3753, pp. 266–275, 1999.
 * C.-I Chang, C-C Wu, W. Liu, and Y-C Ouyang, “A new growing method for simplex-based endmember extraction algorithm,” IEEE
 Trans. Geosci. Remote Sens., vol. 44, no. 10, pp. 2804-2819, 2006.
 * M. Zortea and A. Plaza, “A quantitative and comparative analysis of different implementations of N-FINDR: A fast endmember
 extraction algorithm,” IEEE Geosci. Remote Sens. Lett., vol. 6, no. 4, pp. 787–791,Oct. 2009.                                          7
Contents


 1. Introduction
 2. The Proposed Method
     2.1 Endmember extraction
     2.2 Abundance Estimation
 3.   Evaluation with Experiments
     3.1  Synthetic data
     3.2  Real hyperspectral data
 4.   Conclusion


                                    8
The Proposed Method base on Triangular Factorization (TF)




                                 x

                                       A

                                           s



                                                      9
Proposed Endmember Extraction Framework

            SVATF (Simplex Volume Analysis based on Triangular Factorization)




                                                  Z = AT A                                            A


                                       Z                                                         A




               A = [e0 , e1 , e 2 ,..., e P−1 ]                       A = [e1 − e0 , e 2 − e0 ,..., e P−1 − e0 ]


* X. Tao, B. Wang, and L. Zhang, “Orthogonal Bases Approach for Decomposition of Mixed Pixels for Hyperspectral Imagery,” IEEE
Geosci. Remote Sens. Lett., vol. 6, no. 2, pp. 219–223, Apr. 2009.                                                          10
Develop by Cholesky Factorization(1/5)



•Simplex Volume
                                                     1
                                  1
                           V=           det( Z )     2
                              ( P − 1)!

                    ⎡ || α1 ||2 α1 ⋅ α2 ... α1 ⋅ αP−1 ⎤
                    ⎢                                    ⎥
                      α2 ⋅ α1 || α2 ||2 ... α2 ⋅ αP−1 ⎥
          Z = ATA = ⎢                                      , (where αi = ei − e0 )
                    ⎢                                    ⎥
                    ⎢                                    ⎥
                    ⎣αP−1 ⋅ α1 αP−1 ⋅ α2 ... || αP−1 ||2 ⎦


• Z is a positive definite symmetric matrix, which can be
decomposed by Cholesky Factorization
                                Z = LLT

                                                                                     11
Develop by Cholesky Factorization(2/5)


•Update the Simplex Volume
                                    1
                1
         V=           det( Z )      2
            ( P − 1)!
                                    1

                      det ( LLT )
                1                               1
          =                         2
                                        =             l11 ⋅ l22 ⋅   ⋅ l( P −1)( P −1)
            ( P − 1)!                       ( P − 1)!


•Calculating the simplex volume


                         Perform the Cholesky factorization


•Maximize the volume V


           maximizing diagonal element li , i , (i = 1, 2, ..., P − 1)
                                                                                        12
How does SVATF run ?
                                                                    1/2
                                           ⎛          i −1
                                                               ⎞
                                  li , i = ⎜ zi , i − ∑ li2, k ⎟ ,
                                           ⎝          k =1     ⎠
             Z = LLT                        ⎛          j −1
                                                                        ⎞
                                 li , j   = ⎜ zi , j − ∑ li , k l j , k ⎟ / l j , j ,   for i > j.
                                            ⎝          k =1             ⎠

• Find the endmember, i.e., search for the pixel which can maximize li , i ,

                •1 search for       e1                            l1, 1 = z1, 1               …… i=1


                •2 search for       e2                           l2, 2 = z2, 2 − l2, 1
                                                                                  2           …… i=2



                 •3 search for       e3                       l3, 3 = z3, 3 − l3, 1 − l3, 2
                                                                               2       2
                                                                                              …… i=3

  Easy to realize:
  Calculate Cholesky Factorization for N times
  to find all the endmembers (N is the number of pixels).                                              13
The benefit of using Cholesky Factorization


  • Simplify the searching process
                                     The number of calculated                 The matrix in calculated
              Algorithms
                                          Determinants*                           Determinant*
              N-FINDR
                                                  NP                             P × P size matrix
              (after DR)
                 SGA
                                   Nn ( n starting from 2 to P )                  n × n size matrix
              (after DR)
              SVATF
            (With/Without                          N                         (P-1) × (P-1) size matrix
                DR)


  • SVATF calculate the determinants on a smaller matrix using fewer
  number

                            SVATF can perform faster with/without DR

* C.-I Chang, C-C Wu, W. Liu, and Y-C Ouyang, “A new growing method for simplex-based endmember extraction algorithm,” IEEE
Trans. Geosci. Remote Sens., vol. 44, no. 10, pp. 2804-2819, 2006.
                                                                                                                       14
Develop by Cholesky Factorization(5/5)

Given the observation matrix X = [x1 , x 2 ,..., x N ]∈ R L× N, P:endmember number


                        e 0 = arg max(|| x n ||), ( n = 1, 2,..., N )
                                   xn


                        e1 = arg max(|| x n ||), (x n = x n − e 0 )
                                   xn


                     γ n = xn ,
                       1
                                        id (1) = arg max(γ n )
                                                           1

                                                     n




                                              t −1
                     η = ( x n ⋅ α t − ∑ η nkη id ( t ) ) / γ id ( t ) , γ n+1 =
                       t
                       n
                                                k

                                             k =1
                                                               t           t
                                                                                   (γ ) − (η )
                                                                                     t 2
                                                                                     n
                                                                                            t 2
                                                                                            n     , αt = et − e0

                       e t +1 = arg max(γ n+1 ), id (t + 1) = arg max(γ nt +1 )
                                          t

                                        xn                              n




                           A = [ e 0 , e 1 , ..., e P − 1 ]
                                                                                                                   15
Computational complexity among N-FINDR, VCA, SGA, OBA, and SVATF



           Algorithms                                                   Numbers of flops


            N-FINDR                             Pη +1 N

                                                 P
                SGA                            (∑ kη ) N
                                                k =2




               VCA                              2P 2 N             …… after dimensionality reduction
                                                2PLN               ……without dimensionality reduction

                                           N (3P 2 − 4 P + 1) + P − 1    …… after dimensionality reduction
               OBA*
                                           N ( P − 1 + 3PL − 2 L) + L    ……without dimensionality reduction

                                           0.5 N (3P 2 − P − 4)    …… after dimensionality reduction
              SVATF                        0.5 N ( P + 2 PL + P − 4)
                                                       2
                                                                   …… without dimensionality reduction



* X. Tao, B. Wang, and L. Zhang, “Orthogonal Bases Approach for Decomposition of Mixed Pixels for Hyperspectral Imagery,” IEEE
Geosci. Remote Sens. Lett., vol. 6, no. 2, pp. 219–223, Apr. 2009.

                                                                                                                           16
The numbers of flops in various endmembers

The flops of dimensionality reduction: > 2NL2
                                                                  Parameters
                                                     L                   P                  N
                                                     100            3, 4,…, 50             1000

                                             9
                                        10
    The number of floating operations




                                             8
                                        10


                                             7
                                        10

                                                                                                  VCA
                                             6                                                    SGA
                                        10
                                                                                                  NFINDR
                                                                                                  OBA
                                             5                                                    SVATF
                                        10
                                                 0         10        20          30          40            50
                                                                The number of endmembers
                                                                                                                17
The numbers of flops in various pixels

                                                                        Parameters
                                                       L                   P                    N
                                                      100                  10           100, 1000, …, 1e+8

                                         14
                                    10
The number of floating operations




                                         12
                                    10

                                         10
                                    10

                                         8
                                    10                                                           VCA
                                                                                                 SGA
                                         6                                                       NFINDR
                                    10                                                           OBA
                                                                                                 SVATF
                                         4
                                    10
                                                  2        3        4         5              6        7           8
                                             10       10       10          10           10       10          10
                                                                    The number of pixels

                                                                                                                      18
The numbers of flops in various bands

                                                                Parameters
                                                L                     P                      N
                                     100, 200, …, 800                  10                   1000

                                          10
                                     10
                                                      VCA
 The number of floating operations




                                                      SGA
                                          9
                                     10               NFINDR
                                                      OBA
                                                      SVATF
                                          8
                                     10



                                          7
                                     10



                                          6
                                     10
                                          100       200   300      400      500       600   700    800
                                                                The number of bands

                                                                                                         19
Contents


 1. Introduction
 2. The Proposed Method
     2.1 Endmember extraction
     2.2 Abundance Estimation
 3.   Evaluation with Experiments
     3.1  Synthetic data
     3.2  Real hyperspectral data
 4.   Conclusion


                                    20
Abundance Quantification based on TF

•Known the endmembers, the abundances can be given as
•                X=AS          S = inv( A)X


•Transform into     x = QRs          Q Tx = Rs

                ⎡ x1 ⎤ ⎡ r11   r12      r1P ⎤ ⎡ s1 ⎤
                ⎢x ⎥ ⎢         r22      r2 P ⎥ ⎢ s2 ⎥
             QT ⎢ 2 ⎥ = ⎢                    ⎥⎢ ⎥
                ⎢ ⎥ ⎢                        ⎥⎢ ⎥
                ⎢ ⎥ ⎢                        ⎥⎢ ⎥
                ⎣ xL ⎦ ⎣                rPP ⎦ ⎣ sP ⎦


• Estimate the abundance s i , ( i = 1 , 2 , . . . , P )
  by solving linear simultaneous equation
                                                           21
• Resulting formula
          ⎧        bP
          ⎪ sP = r
          ⎪         pp

          ⎪            b                        ⎡b1 ⎤      ⎡ x1 ⎤
          ⎪ sP −1 = P −1                        ⎢b ⎥       ⎢x ⎥
          ⎪          rP −1, P −1                ⎢ 2 ⎥ = QT ⎢ 2 ⎥
          ⎨                           , where
          ⎪                                     ⎢ ⎥        ⎢ ⎥
          ⎪                                     ⎢ ⎥        ⎢ ⎥
                                                ⎣ bP ⎦     ⎣ xL ⎦
          ⎪       b1 − ∑ i = 2 r1i si
                              P

          ⎪ s1 =
          ⎪
          ⎩                r11




                                                                    22
• Similarly,obtain A when S is known

     X = AS                X T = ST A T

A = QR                            S T =Q SR S

  Q Tx = Rs              Q S X T = R SA T
                           T




  S = inv(R )Q X         A = ( inv(RS ) Q X    )
                                              T T
              T                           T
                                          S


                                                   23
A = λ ( inv ( R S ) QS X1 ) + (1 − λ ) A
                     T  T T




                                   24
Contents


 1. Introduction
 2. The Proposed Method
     2.1 Endmember extraction
     2.2 Abundance Estimation
 3.   Evaluation with Experiments
     3.1  Synthetic data
     3.2  Real hyperspectral data
 4.   Conclusion


                                    25
Experiments


   Algorithms

         •     N-FINDR (M. E. Winter 1999) ***

         •     SGA (Chang, Wu, Liu, & Ouyang, 2006) **

         •     VCA (Nascimento & Bioucas-Dias, 2005) *




* J. Nascimento and J. Bioucas-Dias, “Vertex Component Analysis: A Fast Algorithm to Unmix Hyperspectral Data,” IEEE Trans.
Geosci. Remote Sens., vol. 43, no. 4, pp. 898-910, Apr. 2005.
* * C.-I Chang, C-C Wu, W. Liu, and Y-C Ouyang, “A new growing method for simplex-based endmember extraction algorithm,” IEEE
Trans. Geosci. Remote Sens., vol. 44, no. 10, pp. 2804-2819, 2006.
* * * M. E. Winter, “N-findr: an algorithm for fast autonomous spectral endmember determination in hyperspectral data,” in: Proc. of the
SPIE conference on Imaging Spectrometry V, vol. 3753, pp. 266-275, 1999

                                                                                                                                 26
Criteria

                                     aiT ai
                                         ˆ
• SAD                 SADi = arccos
                                    ai ⋅ aiˆ
               ai ∈RL×1     The spectral of the ith endmember

               ai ∈RL×P
               ˆ             The estimated spectral of the ith endmember


                                          N
• RMSE                      RMSEi =      ∑ ( yij − sij ) 2 / N
                                          j =1


               sij    The abundance of the ith endmember according
                      to the jth pixel

                yij   The estimated abundance of the ith endmember
                      according to the jth pixel
                                                                       27
Synthetic Data (1/5)

x
                           1
                                                                            a
                          0.9                                               b
                                                                            c
                          0.8                                               d
                                                                            e
                          0.7



||          reflectance
                          0.6

                          0.5

                          0.4




A                         0.3

                          0.2

                          0.1




×
                           0
                                0   50    100           150          200
                                                band

          Endmember spectra from USGS. a. Andradite_WS488, b. Kaolinite_CM9, c.
          Montmorillonite_CM20, d. Desert_Varnish_GDS141, and e. Muscovite_GDS116.



s         The abundances fractions are subject to Dirichlet distribution.



                                                                                     28
Synthetic Data (2/5)

                Results of the algorithms with Different image sizes
              CPU                      memory                 OS            Software
       Intel(R) Xeon CPU
                                      48 GBytes        64-bit Window7      Matlab 2010
        X5667 3.07GHZ

                                              Parameters
                       L             P                             N
                     224              5         100×100, 200×200, …, 600×600
            2
       10


            1
       10


            0
                                                                        SVATF without DR
Time




       10
                                                                        Other Methods: use DR
                                                        VCA
            -1                                          N-FINDR
       10
                                                        SGA
                                                        SVATF
            -2
       10
       100×100       200×200   300×300    400×400   500×500   600×600
                                   Image Size
                                                                                          29
Synthetic Data (3/5)

Results of the algorithms with different mixing degrees




                                                          30
Synthetic Data (4/5)

Results of the algorithms with Different noise levels




                                                        31
Synthetic Data (5/5)

The effectiveness of AQTF with different mixing degrees




                                                          32
Real Data-Cuprite(1/3)

  Cuprite dataset * .
• 224 bands
• spectral resolution 10nm
• captured by AVIRIS in June 1997




                                    33
Estimated abundance maps




(a) Muscovite #1, (b) Desert_Varnish, (c) Alunite, (d) Kaolinite #1, (e) Montmorillonite #1, (f) Kaolinite #2, (g)
Buddingtonite, (h) Jarosite, (i) Nontronite, (j) Chalcadony, (k) Kaolinite #3, (l) Muscovite #2, (m) Sphene, (n)
Montmorillonite #2.
                                                                                                               34
The Spectra obtained by SVATF
          1                    0.5                      1                      1

        0.5                      0                     0.5                    0.5

          0                    -0.5                     0                      0
              50 100 150 200          50 100 150 200         50 100 150 200         50 100 150 200
                  (a)                     (b)                    (c)                    (d)
          1                      1                      1                      1

        0.5                    0.5                     0.5                    0.5

          0                      0                      0                      0
              50 100 150 200          50 100 150 200         50 100 150 200         50 100 150 200
                  (e)                     (f)                    (g)                    (h)
          1                      1                      1                      1

        0.5                    0.5                     0.5                    0.5

          0                      0                      0                      0
              50 100 150 200          50 100 150 200         50 100 150 200         50 100 150 200
                  (i)                     (j)                    (k)                    (l)
        0.5                      1

                               0.5                                     Solid line: Reference,
          0                      0                                     Dashed line: Estimated result
              50 100 150 200          50 100 150 200
                  (m)                     (n)

(a)Muscovite #1, (b)Desert_Varnish, (c)Alunite, (d)Kaolinite #1, (e)Montmorillonite, (f)Jarosite,
(g)Buddingtonite, (h)Kaolinite #2, (i)Nontronite, (j)Chalcadony, (k)Kaolinite #3, (l) Muscovite#2, (M)
Sphene, (n)Montmorillonite #2                                                                    35
The comparison of SAD

Index          Reference Spectra       N-FINDR   SGA      VCA      SVATF

 1             Muscovite GDS108         0.0900   0.0724   0.1631   0.0801

 2          Desert_Varnish GDS141       0.2252   0.1599   0.2454   0.1595

 3            Alunite GDS82 Na82        0.0690   0.0690   0.2172   0.0714

 4              Kaolinite KGa-2         0.2574   0.2577   0.2201   0.2586

 5         Montmorillonite+Illi CM37    0.1519   0.1259   0.0544   0.0501

 6               Kaolinite CM7          0.2530   0.2550   0.1769   0.0814

 7         Buddingtonite GDS85 D-206    0.0761   0.1598   0.1053   0.0674

 8              Jarosite GDS98          0.2812   0.2113   0.2368   0.2163

 9             Nontronite NG-1.a        0.0717   0.1374   0.0741   0.0682

 10            Chalcedony CU91          0.1241   0.1666   0.1317   0.0727

 11         Kaolinite GDS11 <63um       0.1870   0.1896   0.2376   0.1752

 12             Muscovite IL107         0.1019   0.0995   0.0888   0.0801

 13            Sphene HS189.3B          0.2128   0.1502   0.0970   0.0677

 14          Montmorillonite Sca2b      0.1298   0.1206   0.1103   0.1674

           sum SAD values               2.2311   2.1749   2.1587   1.6161




                                                                            36
Computing time for the Cuprite dataset

               NFINDR-FCLS            SGA-FCLS               VCA-FCLS             SVATF-AQTF
Algorithms
             NFINDR      FCLS       SGA       FCLS        VCA       FCLS        SVATF       AQTF


   Time
             28.27780   16.63869   3.13832   16.38314    0.85985   16.97822     0.24133     0.22719
 (seconds)




                              The computer environment

                    CPU                memory                OS                Software
             Intel(R) Xeon CPU
                                      48 GBytes         64-bit Window7        Matlab 2010
              X5667 3.07GHZ

                                                                                              37
Contents


 1. Introduction
 2. The Proposed Method
     2.1 Endmember extraction
     2.2 Abundance Estimation
 3.   Evaluation with Experiments
     3.1  Synthetic data
     3.2  Real hyperspectral data
 4.   Conclusion


                                    38
Conclusion

•   Proposed a new method based on triangular factorization for
    the simplex analysis of hyperspectral unmixing.
•   A framework including a group of algorithms.
•   Dimensionality reduction (DR) is optional .
•   Efficiency and accuracy. Both the theoretical analysis and
    experimental results show that the proposed methods can
    perform faster than the state-of-the-art methods, with precise
    results.
    Should be very useful for Real-time application.
•   Steady. always outputs the same results in the same
    sequence when being applied to a certain dataset.


                                                                39
40

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SIMPLEX VOLUME ANALYSIS BASED ON TRIANGULAR FACTORIZATION: A FRAMEWORK FOR HYPERSPECTRAL UNMIXING

  • 1. Simplex Volume Analysis Based On Triangular Factorization: A framework for hyperspectral Unmixing Wei Xia, Bin Wang, Liming Zhang, and Qiyong Lu Dept. of Electronic Engineering Fudan University, China
  • 2. Contents 1. Introduction 2. The Proposed Method 2.1 Endmember extraction 2.2 Abundance Estimation 3.   Evaluation with Experiments 3.1  Synthetic data 3.2  Real hyperspectral data 4.   Conclusion 2
  • 3. Contents 1. Introduction 2. The Proposed Method 2.1 Endmember extraction 2.2 Abundance Estimation 3.   Evaluation with Experiments 3.1  Synthetic data 3.2  Real hyperspectral data 4.   Conclusion 3
  • 4. Linear Mixture Model (LMM) Abundance fractions x ∈ R L×1 , The observation of a pixel x =As +e A ∈ R L× P , s ∈ R P× N endmember spectra si ≥ 0, (i = 1, 2,..., P ). P ∑s i =1 i =1 4
  • 6. Simplex Volume Analysis (1/2) e3 e2 e1 e0 A Simplex of P-vertices is defined by ⎧ P ⎫ ⎨x = s1e 0 + s1e1 + .... + sP −1e P −1 | si > 0, ⎩ ∑ si = 1⎭ i =1 ⎬ 6
  • 7. Simplex Volume Analysis (2/2) Related work * • The observation pixels forms a simplex whose vertices correspond to the endmembers • Find the vertices by searching for the pixels which can form the largest volume of the simplex Volume formula 1 ⎛ ⎡1T ⎤ ⎞ V= det ⎜ ⎢ ⎥ ⎟ ⎜ E ⎟ E = [e 0 , e1 ,..., e P −1 ] ( P − 1)! ⎝ ⎣ ⎦⎠ Disadvantages • large computing cost caused by calculating volume, hard to be used for Real-time application • Require dimensionality reduction (DR), loss of possible information * M. E. Winter, “N-findr: an algorithm for fast autonomous spectral endmember determination in hyperspectral data,” in: Proc. of the SPIE conference on Imaging Spectrometry V, vol. 3753, pp. 266–275, 1999. * C.-I Chang, C-C Wu, W. Liu, and Y-C Ouyang, “A new growing method for simplex-based endmember extraction algorithm,” IEEE Trans. Geosci. Remote Sens., vol. 44, no. 10, pp. 2804-2819, 2006. * M. Zortea and A. Plaza, “A quantitative and comparative analysis of different implementations of N-FINDR: A fast endmember extraction algorithm,” IEEE Geosci. Remote Sens. Lett., vol. 6, no. 4, pp. 787–791,Oct. 2009. 7
  • 8. Contents 1. Introduction 2. The Proposed Method 2.1 Endmember extraction 2.2 Abundance Estimation 3.   Evaluation with Experiments 3.1  Synthetic data 3.2  Real hyperspectral data 4.   Conclusion 8
  • 9. The Proposed Method base on Triangular Factorization (TF) x A s 9
  • 10. Proposed Endmember Extraction Framework SVATF (Simplex Volume Analysis based on Triangular Factorization) Z = AT A A Z A A = [e0 , e1 , e 2 ,..., e P−1 ] A = [e1 − e0 , e 2 − e0 ,..., e P−1 − e0 ] * X. Tao, B. Wang, and L. Zhang, “Orthogonal Bases Approach for Decomposition of Mixed Pixels for Hyperspectral Imagery,” IEEE Geosci. Remote Sens. Lett., vol. 6, no. 2, pp. 219–223, Apr. 2009. 10
  • 11. Develop by Cholesky Factorization(1/5) •Simplex Volume 1 1 V= det( Z ) 2 ( P − 1)! ⎡ || α1 ||2 α1 ⋅ α2 ... α1 ⋅ αP−1 ⎤ ⎢ ⎥ α2 ⋅ α1 || α2 ||2 ... α2 ⋅ αP−1 ⎥ Z = ATA = ⎢ , (where αi = ei − e0 ) ⎢ ⎥ ⎢ ⎥ ⎣αP−1 ⋅ α1 αP−1 ⋅ α2 ... || αP−1 ||2 ⎦ • Z is a positive definite symmetric matrix, which can be decomposed by Cholesky Factorization Z = LLT 11
  • 12. Develop by Cholesky Factorization(2/5) •Update the Simplex Volume 1 1 V= det( Z ) 2 ( P − 1)! 1 det ( LLT ) 1 1 = 2 = l11 ⋅ l22 ⋅ ⋅ l( P −1)( P −1) ( P − 1)! ( P − 1)! •Calculating the simplex volume Perform the Cholesky factorization •Maximize the volume V maximizing diagonal element li , i , (i = 1, 2, ..., P − 1) 12
  • 13. How does SVATF run ? 1/2 ⎛ i −1 ⎞ li , i = ⎜ zi , i − ∑ li2, k ⎟ , ⎝ k =1 ⎠ Z = LLT ⎛ j −1 ⎞ li , j = ⎜ zi , j − ∑ li , k l j , k ⎟ / l j , j , for i > j. ⎝ k =1 ⎠ • Find the endmember, i.e., search for the pixel which can maximize li , i , •1 search for e1 l1, 1 = z1, 1 …… i=1 •2 search for e2 l2, 2 = z2, 2 − l2, 1 2 …… i=2 •3 search for e3 l3, 3 = z3, 3 − l3, 1 − l3, 2 2 2 …… i=3 Easy to realize: Calculate Cholesky Factorization for N times to find all the endmembers (N is the number of pixels). 13
  • 14. The benefit of using Cholesky Factorization • Simplify the searching process The number of calculated The matrix in calculated Algorithms Determinants* Determinant* N-FINDR NP P × P size matrix (after DR) SGA Nn ( n starting from 2 to P ) n × n size matrix (after DR) SVATF (With/Without N (P-1) × (P-1) size matrix DR) • SVATF calculate the determinants on a smaller matrix using fewer number SVATF can perform faster with/without DR * C.-I Chang, C-C Wu, W. Liu, and Y-C Ouyang, “A new growing method for simplex-based endmember extraction algorithm,” IEEE Trans. Geosci. Remote Sens., vol. 44, no. 10, pp. 2804-2819, 2006. 14
  • 15. Develop by Cholesky Factorization(5/5) Given the observation matrix X = [x1 , x 2 ,..., x N ]∈ R L× N, P:endmember number e 0 = arg max(|| x n ||), ( n = 1, 2,..., N ) xn e1 = arg max(|| x n ||), (x n = x n − e 0 ) xn γ n = xn , 1 id (1) = arg max(γ n ) 1 n t −1 η = ( x n ⋅ α t − ∑ η nkη id ( t ) ) / γ id ( t ) , γ n+1 = t n k k =1 t t (γ ) − (η ) t 2 n t 2 n , αt = et − e0 e t +1 = arg max(γ n+1 ), id (t + 1) = arg max(γ nt +1 ) t xn n A = [ e 0 , e 1 , ..., e P − 1 ] 15
  • 16. Computational complexity among N-FINDR, VCA, SGA, OBA, and SVATF Algorithms Numbers of flops N-FINDR Pη +1 N P SGA (∑ kη ) N k =2 VCA 2P 2 N …… after dimensionality reduction 2PLN ……without dimensionality reduction N (3P 2 − 4 P + 1) + P − 1 …… after dimensionality reduction OBA* N ( P − 1 + 3PL − 2 L) + L ……without dimensionality reduction 0.5 N (3P 2 − P − 4) …… after dimensionality reduction SVATF 0.5 N ( P + 2 PL + P − 4) 2 …… without dimensionality reduction * X. Tao, B. Wang, and L. Zhang, “Orthogonal Bases Approach for Decomposition of Mixed Pixels for Hyperspectral Imagery,” IEEE Geosci. Remote Sens. Lett., vol. 6, no. 2, pp. 219–223, Apr. 2009. 16
  • 17. The numbers of flops in various endmembers The flops of dimensionality reduction: > 2NL2 Parameters L P N 100 3, 4,…, 50 1000 9 10 The number of floating operations 8 10 7 10 VCA 6 SGA 10 NFINDR OBA 5 SVATF 10 0 10 20 30 40 50 The number of endmembers 17
  • 18. The numbers of flops in various pixels Parameters L P N 100 10 100, 1000, …, 1e+8 14 10 The number of floating operations 12 10 10 10 8 10 VCA SGA 6 NFINDR 10 OBA SVATF 4 10 2 3 4 5 6 7 8 10 10 10 10 10 10 10 The number of pixels 18
  • 19. The numbers of flops in various bands Parameters L P N 100, 200, …, 800 10 1000 10 10 VCA The number of floating operations SGA 9 10 NFINDR OBA SVATF 8 10 7 10 6 10 100 200 300 400 500 600 700 800 The number of bands 19
  • 20. Contents 1. Introduction 2. The Proposed Method 2.1 Endmember extraction 2.2 Abundance Estimation 3.   Evaluation with Experiments 3.1  Synthetic data 3.2  Real hyperspectral data 4.   Conclusion 20
  • 21. Abundance Quantification based on TF •Known the endmembers, the abundances can be given as • X=AS S = inv( A)X •Transform into x = QRs Q Tx = Rs ⎡ x1 ⎤ ⎡ r11 r12 r1P ⎤ ⎡ s1 ⎤ ⎢x ⎥ ⎢ r22 r2 P ⎥ ⎢ s2 ⎥ QT ⎢ 2 ⎥ = ⎢ ⎥⎢ ⎥ ⎢ ⎥ ⎢ ⎥⎢ ⎥ ⎢ ⎥ ⎢ ⎥⎢ ⎥ ⎣ xL ⎦ ⎣ rPP ⎦ ⎣ sP ⎦ • Estimate the abundance s i , ( i = 1 , 2 , . . . , P ) by solving linear simultaneous equation 21
  • 22. • Resulting formula ⎧ bP ⎪ sP = r ⎪ pp ⎪ b ⎡b1 ⎤ ⎡ x1 ⎤ ⎪ sP −1 = P −1 ⎢b ⎥ ⎢x ⎥ ⎪ rP −1, P −1 ⎢ 2 ⎥ = QT ⎢ 2 ⎥ ⎨ , where ⎪ ⎢ ⎥ ⎢ ⎥ ⎪ ⎢ ⎥ ⎢ ⎥ ⎣ bP ⎦ ⎣ xL ⎦ ⎪ b1 − ∑ i = 2 r1i si P ⎪ s1 = ⎪ ⎩ r11 22
  • 23. • Similarly,obtain A when S is known X = AS X T = ST A T A = QR S T =Q SR S Q Tx = Rs Q S X T = R SA T T S = inv(R )Q X A = ( inv(RS ) Q X ) T T T T S 23
  • 24. A = λ ( inv ( R S ) QS X1 ) + (1 − λ ) A T T T 24
  • 25. Contents 1. Introduction 2. The Proposed Method 2.1 Endmember extraction 2.2 Abundance Estimation 3.   Evaluation with Experiments 3.1  Synthetic data 3.2  Real hyperspectral data 4.   Conclusion 25
  • 26. Experiments Algorithms • N-FINDR (M. E. Winter 1999) *** • SGA (Chang, Wu, Liu, & Ouyang, 2006) ** • VCA (Nascimento & Bioucas-Dias, 2005) * * J. Nascimento and J. Bioucas-Dias, “Vertex Component Analysis: A Fast Algorithm to Unmix Hyperspectral Data,” IEEE Trans. Geosci. Remote Sens., vol. 43, no. 4, pp. 898-910, Apr. 2005. * * C.-I Chang, C-C Wu, W. Liu, and Y-C Ouyang, “A new growing method for simplex-based endmember extraction algorithm,” IEEE Trans. Geosci. Remote Sens., vol. 44, no. 10, pp. 2804-2819, 2006. * * * M. E. Winter, “N-findr: an algorithm for fast autonomous spectral endmember determination in hyperspectral data,” in: Proc. of the SPIE conference on Imaging Spectrometry V, vol. 3753, pp. 266-275, 1999 26
  • 27. Criteria aiT ai ˆ • SAD SADi = arccos ai ⋅ aiˆ ai ∈RL×1 The spectral of the ith endmember ai ∈RL×P ˆ The estimated spectral of the ith endmember N • RMSE RMSEi = ∑ ( yij − sij ) 2 / N j =1 sij The abundance of the ith endmember according to the jth pixel yij The estimated abundance of the ith endmember according to the jth pixel 27
  • 28. Synthetic Data (1/5) x 1 a 0.9 b c 0.8 d e 0.7 || reflectance 0.6 0.5 0.4 A 0.3 0.2 0.1 × 0 0 50 100 150 200 band Endmember spectra from USGS. a. Andradite_WS488, b. Kaolinite_CM9, c. Montmorillonite_CM20, d. Desert_Varnish_GDS141, and e. Muscovite_GDS116. s The abundances fractions are subject to Dirichlet distribution. 28
  • 29. Synthetic Data (2/5) Results of the algorithms with Different image sizes CPU memory OS Software Intel(R) Xeon CPU 48 GBytes 64-bit Window7 Matlab 2010 X5667 3.07GHZ Parameters L P N 224 5 100×100, 200×200, …, 600×600 2 10 1 10 0 SVATF without DR Time 10 Other Methods: use DR VCA -1 N-FINDR 10 SGA SVATF -2 10 100×100 200×200 300×300 400×400 500×500 600×600 Image Size 29
  • 30. Synthetic Data (3/5) Results of the algorithms with different mixing degrees 30
  • 31. Synthetic Data (4/5) Results of the algorithms with Different noise levels 31
  • 32. Synthetic Data (5/5) The effectiveness of AQTF with different mixing degrees 32
  • 33. Real Data-Cuprite(1/3) Cuprite dataset * . • 224 bands • spectral resolution 10nm • captured by AVIRIS in June 1997 33
  • 34. Estimated abundance maps (a) Muscovite #1, (b) Desert_Varnish, (c) Alunite, (d) Kaolinite #1, (e) Montmorillonite #1, (f) Kaolinite #2, (g) Buddingtonite, (h) Jarosite, (i) Nontronite, (j) Chalcadony, (k) Kaolinite #3, (l) Muscovite #2, (m) Sphene, (n) Montmorillonite #2. 34
  • 35. The Spectra obtained by SVATF 1 0.5 1 1 0.5 0 0.5 0.5 0 -0.5 0 0 50 100 150 200 50 100 150 200 50 100 150 200 50 100 150 200 (a) (b) (c) (d) 1 1 1 1 0.5 0.5 0.5 0.5 0 0 0 0 50 100 150 200 50 100 150 200 50 100 150 200 50 100 150 200 (e) (f) (g) (h) 1 1 1 1 0.5 0.5 0.5 0.5 0 0 0 0 50 100 150 200 50 100 150 200 50 100 150 200 50 100 150 200 (i) (j) (k) (l) 0.5 1 0.5 Solid line: Reference, 0 0 Dashed line: Estimated result 50 100 150 200 50 100 150 200 (m) (n) (a)Muscovite #1, (b)Desert_Varnish, (c)Alunite, (d)Kaolinite #1, (e)Montmorillonite, (f)Jarosite, (g)Buddingtonite, (h)Kaolinite #2, (i)Nontronite, (j)Chalcadony, (k)Kaolinite #3, (l) Muscovite#2, (M) Sphene, (n)Montmorillonite #2 35
  • 36. The comparison of SAD Index Reference Spectra N-FINDR SGA VCA SVATF 1 Muscovite GDS108 0.0900 0.0724 0.1631 0.0801 2 Desert_Varnish GDS141 0.2252 0.1599 0.2454 0.1595 3 Alunite GDS82 Na82 0.0690 0.0690 0.2172 0.0714 4 Kaolinite KGa-2 0.2574 0.2577 0.2201 0.2586 5 Montmorillonite+Illi CM37 0.1519 0.1259 0.0544 0.0501 6 Kaolinite CM7 0.2530 0.2550 0.1769 0.0814 7 Buddingtonite GDS85 D-206 0.0761 0.1598 0.1053 0.0674 8 Jarosite GDS98 0.2812 0.2113 0.2368 0.2163 9 Nontronite NG-1.a 0.0717 0.1374 0.0741 0.0682 10 Chalcedony CU91 0.1241 0.1666 0.1317 0.0727 11 Kaolinite GDS11 <63um 0.1870 0.1896 0.2376 0.1752 12 Muscovite IL107 0.1019 0.0995 0.0888 0.0801 13 Sphene HS189.3B 0.2128 0.1502 0.0970 0.0677 14 Montmorillonite Sca2b 0.1298 0.1206 0.1103 0.1674 sum SAD values 2.2311 2.1749 2.1587 1.6161 36
  • 37. Computing time for the Cuprite dataset NFINDR-FCLS SGA-FCLS VCA-FCLS SVATF-AQTF Algorithms NFINDR FCLS SGA FCLS VCA FCLS SVATF AQTF Time 28.27780 16.63869 3.13832 16.38314 0.85985 16.97822 0.24133 0.22719 (seconds) The computer environment CPU memory OS Software Intel(R) Xeon CPU 48 GBytes 64-bit Window7 Matlab 2010 X5667 3.07GHZ 37
  • 38. Contents 1. Introduction 2. The Proposed Method 2.1 Endmember extraction 2.2 Abundance Estimation 3.   Evaluation with Experiments 3.1  Synthetic data 3.2  Real hyperspectral data 4.   Conclusion 38
  • 39. Conclusion • Proposed a new method based on triangular factorization for the simplex analysis of hyperspectral unmixing. • A framework including a group of algorithms. • Dimensionality reduction (DR) is optional . • Efficiency and accuracy. Both the theoretical analysis and experimental results show that the proposed methods can perform faster than the state-of-the-art methods, with precise results. Should be very useful for Real-time application. • Steady. always outputs the same results in the same sequence when being applied to a certain dataset. 39
  • 40. 40