An inexact Newton-Krylov algorithm for constrained diffeomorphic image registration

We propose numerical algorithms for solving large deformation diffeomorphic image registration problems. We formulate the nonrigid image registration problem as a problem of optimal control. This leads to an infinite-dimensional partial differential equation (PDE) constrained optimization problem. The PDE constraint consists, in its simplest form, of a hyperbolic transport equation for the evolution of the image intensity. The control variable is the velocity field. Tikhonov regularization on the control ensures well-posedness. We consider standard smoothness regularization based on $H^1$- or $H^2$-seminorms. We augment this regularization scheme with a constraint on the divergence of the velocity field rendering the deformation incompressible and thus ensuring that the determinant of the deformation gradient is equal to one, up to the numerical error. We use a Fourier pseudospectral discretization in space and a Chebyshev pseudospectral discretization in time. We use a preconditioned, globalized, matrix-free, inexact Newton-Krylov method for numerical optimization. A parameter continuation is designed to estimate an optimal regularization parameter. Regularity is ensured by controlling the geometric properties of the deformation field. Overall, we arrive at a black-box solver. We study spectral properties of the Hessian, grid convergence, numerical accuracy, computational efficiency, and deformation regularity of our scheme. We compare the designed Newton-Krylov methods with a globalized preconditioned gradient descent. We study the influence of a varying number of unknowns in time. The reported results demonstrate excellent numerical accuracy, guaranteed local deformation regularity, and computational efficiency with an optional control on local mass conservation. The Newton-Krylov methods clearly outperform the Picard method if high accuracy of the inversion is required.Comment: 32 pages; 10 figures; 9 table

Distributed-memory large deformation diffeomorphic 3D image registration

We present a parallel distributed-memory algorithm for large deformation diffeomorphic registration of volumetric images that produces large isochoric deformations (locally volume preserving). Image registration is a key technology in medical image analysis. Our algorithm uses a partial differential equation constrained optimal control formulation. Finding the optimal deformation map requires the solution of a highly nonlinear problem that involves pseudo-differential operators, biharmonic operators, and pure advection operators both forward and back- ward in time. A key issue is the time to solution, which poses the demand for efficient optimization methods as well as an effective utilization of high performance computing resources. To address this problem we use a preconditioned, inexact, Gauss-Newton- Krylov solver. Our algorithm integrates several components: a spectral discretization in space, a semi-Lagrangian formulation in time, analytic adjoints, different regularization functionals (including volume-preserving ones), a spectral preconditioner, a highly optimized distributed Fast Fourier Transform, and a cubic interpolation scheme for the semi-Lagrangian time-stepping. We demonstrate the scalability of our algorithm on images with resolution of up to $1024^3$ on the "Maverick" and "Stampede" systems at the Texas Advanced Computing Center (TACC). The critical problem in the medical imaging application domain is strong scaling, that is, solving registration problems of a moderate size of $256^3$---a typical resolution for medical images. We are able to solve the registration problem for images of this size in less than five seconds on 64 x86 nodes of TACC's "Maverick" system.Comment: accepted for publication at SC16 in Salt Lake City, Utah, USA; November 201

A Semi-Lagrangian two-level preconditioned Newton-Krylov solver for constrained diffeomorphic image registration

We propose an efficient numerical algorithm for the solution of diffeomorphic image registration problems. We use a variational formulation constrained by a partial differential equation (PDE), where the constraints are a scalar transport equation. We use a pseudospectral discretization in space and second-order accurate semi-Lagrangian time stepping scheme for the transport equations. We solve for a stationary velocity field using a preconditioned, globalized, matrix-free Newton-Krylov scheme. We propose and test a two-level Hessian preconditioner. We consider two strategies for inverting the preconditioner on the coarse grid: a nested preconditioned conjugate gradient method (exact solve) and a nested Chebyshev iterative method (inexact solve) with a fixed number of iterations. We test the performance of our solver in different synthetic and real-world two-dimensional application scenarios. We study grid convergence and computational efficiency of our new scheme. We compare the performance of our solver against our initial implementation that uses the same spatial discretization but a standard, explicit, second-order Runge-Kutta scheme for the numerical time integration of the transport equations and a single-level preconditioner. Our improved scheme delivers significant speedups over our original implementation. As a highlight, we observe a 20$\times$ speedup for a two dimensional, real world multi-subject medical image registration problem

FFT, FMM, or Multigrid? A comparative Study of State-Of-the-Art Poisson Solvers for Uniform and Nonuniform Grids in the Unit Cube

In this work, we benchmark and discuss the performance of the scalable methods for the Poisson problem which are used widely in practice: the fast Fourier transform (FFT), the fast multipole method (FMM), the geometric multigrid (GMG), and algebraic multigrid (AMG). In total we compare five different codes, three of which are developed in our group. Our FFT, GMG, and FMM are parallel solvers that use high-order approximation schemes for Poisson problems with continuous forcing functions (the source or right-hand side). We examine and report results for weak scaling, strong scaling, and time to solution for uniform and highly refined grids. We present results on the Stampede system at the Texas Advanced Computing Center and on the Titan system at the Oak Ridge National Laboratory. In our largest test case, we solved a problem with 600 billion unknowns on 229,379 cores of Titan. Overall, all methods scale quite well to these problem sizes. We have tested all of the methods with different source functions (the right-hand side in the Poisson problem). Our results indicate that FFT is the method of choice for smooth source functions that require uniform resolution. However, FFT loses its performance advantage when the source function has highly localized features like internal sharp layers. FMM and GMG considerably outperform FFT for those cases. The distinction between FMM and GMG is less pronounced and is sensitive to the quality (from a performance point of view) of the underlying implementations. The high-order accurate versions of GMG and FMM significantly outperform their low-order accurate counterparts.Comment: 25 pages; accepted paper in SISC journa

Far-Field Compression for Fast Kernel Summation Methods in High Dimensions

We consider fast kernel summations in high dimensions: given a large set of points in $d$ dimensions (with $d \gg 3$) and a pair-potential function (the {\em kernel} function), we compute a weighted sum of all pairwise kernel interactions for each point in the set. Direct summation is equivalent to a (dense) matrix-vector multiplication and scales quadratically with the number of points. Fast kernel summation algorithms reduce this cost to log-linear or linear complexity. Treecodes and Fast Multipole Methods (FMMs) deliver tremendous speedups by constructing approximate representations of interactions of points that are far from each other. In algebraic terms, these representations correspond to low-rank approximations of blocks of the overall interaction matrix. Existing approaches require an excessive number of kernel evaluations with increasing $d$ and number of points in the dataset. To address this issue, we use a randomized algebraic approach in which we first sample the rows of a block and then construct its approximate, low-rank interpolative decomposition. We examine the feasibility of this approach theoretically and experimentally. We provide a new theoretical result showing a tighter bound on the reconstruction error from uniformly sampling rows than the existing state-of-the-art. We demonstrate that our sampling approach is competitive with existing (but prohibitively expensive) methods from the literature. We also construct kernel matrices for the Laplacian, Gaussian, and polynomial kernels -- all commonly used in physics and data analysis. We explore the numerical properties of blocks of these matrices, and show that they are amenable to our approach. Depending on the data set, our randomized algorithm can successfully compute low rank approximations in high dimensions. We report results for data sets with ambient dimensions from four to 1,000.Comment: 43 pages, 21 figure