ETNA Electronic Transactions on Numerical Analysis. Volume 23, pp. 219-250, 2006. Copyright 2006, Kent State University. ISSN 1068-9613. Kent State University etna@mcs.kent.edu A STUDY OF THE FAST SOLUTION OF THE OCCLUDED RADIOSITY EQUATION KENDALL ATKINSON AND DAVID CHIEN Abstract. Consider the numerical solution of the radiosity equation over an occluded surface using a collocation method based on piecewise polynomial interpolation. Hackbusch and Nowak [Numer. Math., 54 (1989) pp. 463–491] proposed a fast method of solution for boundary integral equations, and we consider the application of their method to the collocation solution of the radiosity equation. We give a combined analytical and experimental study of the ‘clustering method’ of Hackbusch and Nowak, yielding further insight into the method. Key words. Radiosity equation, clustering method, collocation, fast solution method AMS subject classifications. 65R20, 65F99 1. Introduction. The radiosity equation is a mathematical model for the brightness of a collection of one or more surfaces when their reflectivity and emissivity are given. The equation is (1.1) with !#"%$&'( ' $& *)+ ,)+ the “brightness” or radiosity at and 3 the emissivity at . The function ). 254 gives the reflectivity 6 at )7 , with /10 . In deriving this equation, the reflectivity at any point of is assumed, to)+be uniform in all directions from ; and in addition, the diffusion of light from all points is assumed to be uniform in all directions from . Such a surface is called a Lambertian diffuse reflector. The radiosity equation is used in the approximate solution of the ‘global illumination problem’ of computer graphics; see Cohen and Wallace [9] and Sillion and Puech [21]. The function is given by 8" (1.2) I " 9(:<;=?>@9A:B;= C D&C E F G(H I ' DKHLIK > J F K J C M N&C O P I Q 1 > and In this > is the inner unit normal to at , = > is the angle between and I 'R and = are defined analogously; cf. Figure 1.1. The function is a “line of sight” and can “see each other” along a straight line function. More precisely, if the points &"54BS segment which does not intersect at any other point, then and otherwise, &T" .U.4 on ; otherwise the surface is / . An unoccluded surface is one for which called occluded. The numerical solution of the unoccluded case by collocation methods has been studied previously. For example, see [4] for piecewise constant and piecewise linear approximations over unoccluded piecewise smooth surfaces. For an analysis of the effects of edges and corners on the solvability of the radiosity equation and its numerical solution, see [14], [15], and [18]. For a discussion of the numerical integration needed in implementing collocation methods, see [6] and [19]. Note that need not be connected; and is usually only piecewise V Received September 2, 2005. Accepted for publication May 2, 2006. Recommended by F. Stenger. Dept of Mathematics, University of Iowa, Iowa City, Iowa 52242 (atkinson@math.uiowa.edu). Dept of Mathematics, California State University San Marcos, San Marcos, CA 92096 (chien@csusm.edu). 219 ETNA Kent State University etna@mcs.kent.edu 220 K. ATKINSON AND D. CHIEN P Q θP θQ nP n Q F IG . 1.1. Illustrative graph for defining radiosity kernel (1.2) smooth. General introductions to the derivation, numerical solution, and application of the radiosity equation (1.1) from a computer graphics perspective can be found in the books [9] and [21]. One of the principal problems in solving (1.2) is the very large operations cost in setting up and solving the large linear systems that arise when discretizing the integral equation. This is true with both Galerkin methods and collocation methods. The matrix coefficients with Galerkin methods are four-fold integrals, and those with collocation methods are two-fold integrals; and near to edges and corners of , the integrands can be nearly singular. In [5] we solution of the proposed and illustrated the use of Hackbusch’s clustering method [12] for the linear system arising with the collocation method in the case that the surface is unoccluded. In that case, the operations cost is WQX'Y[Z :]\B^ Y`_ , where Y denotes the number of elements into which is sub-divided in the discretization of the integral equation. The present paper is an analytical and experimental study of the clustering method in the case the surface is occluded. In particular, it is shown that it is not possible to have as good an operations cost as is possible with unoccluded surfaces. There has been a great deal of work done by researchers from the computer graphics community on rapid methods of solution of discretizations of the radiosity equation. For examples of this, see [10] and [13]. Their perspective is different than that of numerical analysts, who are usually interested in asymptotic rates of convergence regarded as a function of the discretization parameter, and this results in a different way of analyzing operation counts. We comment on this later when our methods are illustrated numerically. We often write (1.1) in the simpler form (1.3) 'K acb b 'hi" !#"d$'e ' *)fg 'hjk'he or in operator form as (1.4) 'lh nm "%$ P For a discussion of general stability and convergence results for the collocation solution of m this equation, refer to the papers cited above. We note that in general the integral operator is not compact for most surfaces of practical interest, and this has made more difficult the mathematical analysis of collocation methods. ETNA Kent State University etna@mcs.kent.edu 221 FAST SOLUTION OF THE RADIOSITY EQUATION We discuss the triangulation of and the definition of the collocation method in o 2. The clustering method is introduced in o 3, and in o 4 the error analysis from Hackbusch and Nowak [12] is specialized to the radiosity equation over polyhedral surfaces. In o 5 the surface and true solutions used in our experiments are introduced, and a very brief description is given of the programs and computing equipment used in the experimental study. In o 6 we give our experimental results, discussing the cost as a function of the parameters of the numerical scheme. 2. Triangulation and collocation. We limit our presentation to polyhedral surfaces. The treatment of more general surfaces requires certain nuances which we do not want to consider here; and the problems and methods in which we are interested are illustrated well with polyhedral surfaces. Moreover, many of the surfaces of practical interest are polyhedral. Our scheme for the triangulation of is essentially that described in [1, Chap. 5] and implemented in the boundary element package BIEPACK, described in [2]. We subdivide the surface into closed triangular elements prqtsvu and we approximate by a low-degree " polynomial over each element. We assume there is a sequence of triangulations of , wyx C4 pzq@x{ | 0d}&01Yu with some increasing sequence of integer values Y , with Y~ . In our codes the values of Y increase by a factor of 4, due to our method for refining a triangulation. To refine a triangle q x{ | , we connect the midpoints of its sides, creating four new smaller and congruent triangular elements. There are standard assumptions made on the triangulations. We describe the triangulation process briefly, and the details are left to [1, Chap. 5], [2]. Associated with most surfaces are parameterizations of the surface. We assume the sur face can be written as N"`ik with each s HLHAHLf E a closed polygonal region. Triangulate s pzq C "Q4] } x{ | , say as s Y svu P PPP y This need not be a ‘conforming triangulation’, in contrast to the situation with finite element methods for solving partial differential equations. For as a whole, define " wx s K q s C x{ | "4B } Y s PPP y P s Sometimes we dispense with the subscript Y in q x{ | , although it is to be understood implicitly. We introduce notation and assumptions regarding the mesh size of the triangulations pLw x u . The mesh size of this triangulation is defined by (2.1) U "? R s x e v v(Az q | x? s x{ | P " Cy4 As noted earlier, the elements of wax are denoted collectively by wax pzq@x{ | 0}0%Yu . With each increase of Y to ]Y in our programs, the mesh size decreases to E . Let q denote the center of the smallest circle (or smallest ball if it is in 3D) containing its radius, and ¡ q its area. Introduce q , q (2.2) ¢Lx "%? pr q ¤£ q ) wxyu P ETNA Kent State University etna@mcs.kent.edu 222 K. ATKINSON AND D. CHIEN We assume there are positive numbers ¥¦ , ¥¤§ for which (2.3) (2.4) q ¡ q ¨ ¢Ax ¨ ¥©¦ E ¢ x § ¥ ) for all q wx . These assumptions imply the mesh scheme is uniform over wªx in the manner with which the elements decrease in size as Y~ . For purposes of numerical integration and interpolation over the triangular elements in w x , we need a parameterization of each such triangular element with respect to a standard reference triangle in the plane, namely the unit simplex " « p ¬]­j£ ¬]­e¬¤®D­ /@0 4 0 ) Let q@x{ | wx , and let the R² vertices of qx{ | be denoted by £ zation function ±| « ³ ~ x?´ ³ q@x{ | by ¬B­jT" ±+| "Q4 D¬ G­ with ®7­ y¯v° ? pr¯ ? ¯ P ¯ E ¬]­j) ¯v°?u . Define a parameteri- « . Using this, we can write ",C ·¸ · · ±f|t¹ §iµK¶ C ·¸ ®#¬ ¯ E u º C ´±+| ¬Bj­j « ¶ ±f| C since ±+|@¹ ´»±f| is a constant function, equal to twice the area of qx{ | . This formula can be used to numerically evaluate the left-hand integral by using numerical integration formulas developed for the region « ; e.g. see [22]. 2.1. Interpolatory projections. To define collocation methods, we need to consider interpolation over the surface . The centroid of q x{ | is defined as Define the operator ¼ ) " ±f| X ° ° _ " ° ¯ i® ® ¯ E ¯v° P associated with piecewise constant interpolation over x for | ¼ x i '©" ¶ ' | (8.) ¶ q | "4B } by PPP Y . We also wish to consider approximations based on piecewise linear approximations over ) i the triangulation wax . Given ½ , we define the interpolating function ¼¾xB½ as follows, ¥ 2 basing it on interpolation over the unit simplex « . Let ¿ be a given constant with /@01¿ ° ; and define interpolation nodes in « by ¶ (2.5) ¥ prÀ z À E " ÀA°]u p ¿ ¿ eL ¿ L4c DÁ ¿ eLj4 7Á ¿ ¿ u P " « If ¿ / , these are the three vertices of ; and otherwise, they are symmetrically placed « points in the interior of . Define corresponding Lagrange interpolation basis functions by  ¬Bj­jT" ¿ 4 Gà ¿  E ¬Bj­ji" ­K 4 Nà ¿ ¿  ° ¬B­ji" ¬ 4 Nà ¿ ¿ ETNA Kent State University etna@mcs.kent.edu 223 FAST SOLUTION OF THE RADIOSITY EQUATION ¬]­j¤) « and for of (2.5) is given by ".4 N¬c n­ ¶ ) ¥ i Æ ° ÅÆ ¬Bj­jiÄ For ½ ) . The linear polynomial interpolating ¶ « at the nodes Æ Â À ¶ ¥ ¬Bj­j P , define (2.6) ¼x<½ ±+| Æ ° ÅÆ ¬Bj­jT" ½ "Ç4]RÁ ±+| Æ Â À ¬Bj­j( ¬Bj­j¤) « ' for } over each triangular element q&|GÈ , with the PPP Y . This interpolates ½ ¬ ­ interpolating function linear in the parameterization variables and . Let the interpolation nodes in q| be denoted byÆ Æ ¯]|r{ " ±+| À ( Ég"4]RÁÃa } "4] PPP Y P Then (2.6) can be written (2.7) ¼ x ½ T" "Ê4] Æ ° ÅÆ ½ Æ Â ¯ |r{ ¬B­je " ± | ¬Bj­j) q | Æ z for } ¯ E PPP ¯v°xu , PPP Y . Collectively, we refer to the interpolation nodes pL¯|r{ u by pr¯ for ¿7ËÌ/ . Higher degree extensions can be given of the piecewise constant and piecewise linear interpolation defined above. We refer to [1, Chap. 5] for some of the tools for this, along with results given in [17]. In our experimental studies, we have considered only piecewise constant and piecewise linear interpolation. In the numerical experiments discussed in this paper, we consider collocation methods based on only piecewise linear interpolation. Moreover, we assume / 2 ¿ 4 2 à which forces all interpolation nodes to be interior to each triangle q| . 2.2. Collocation. The collocation method for solving (1.3) or (1.4) can be written abstractly as (2.8) 'lh ¼x m yx " ¼x $ with ¼x an interpolatory projection. Our approximations x are generally not continuous over the boundaries of the triangular elements of our mesh for , in part because our collocation node points are chosen interior to the elements of the triangular mesh wªx we impose on . This is done, in part, to avoid having node points on edges of the original surface as I the normal > in (1.2) is undefined where two edges come together. To render the solution graphically with standard software, we would need to know values at the corner points of the triangulation; and that is easily accomplished from the solution we obtain at the interior points, although we do not consider it here. Æ " Let the number of collocation nodes be denoted by x ( x Y for the centroid method, "à x Y for the piecewise linear method), and let p u denote collectively these nodes. Let ETNA Kent State University etna@mcs.kent.edu 224Æ K. ATKINSON AND D. CHIEN C?ÉK"Q4B x u denote the Lagrange basis functions for the interpolation scheme being used. For the centroid rule, Æ prÍ PLPAP Æ Æ 4]Ç*) 'i"ÏÎ Í q ÇÑÐ) / q P For piecewise linear interpolation, use the basis functions implicit in (2.7), which are again nonzero over only a single triangular element. We also will write Í ( |Ò Ó "dÃLÕ Gþ® } s{ Ô Â ".4]RÁÃa  ",4 for the three linear basis functions"5 over the element qts . Also introduce the parameter Ö Ã for the centroid method, and Ö for the piecewise linear method. These ideas extend naturally to higher degree collocation functions. The solution of (2.8) reduces to the solution of the linear system Æ Æ (2.9) x ' ' g M Å ,× x s ÔØ £a4 x Å Â 0 0ÌÖÚ the with Ù |Ò Ó this system symbolically by ' | {Ô b Þ x Æ Æ x ' " ' x R collocation nodes inside Ö (2.10) Æ "%ß x R 'ß x q , for s Í !#"%$' | Ò Ó ÉÛ"Ü4B PLPAP x . We denote x Æ Æ ( Æ § lÝ Þ Æ "%$&' e É"4B PPP Y P To set up the linear system requires the evaluation of the integrals in (2.9). These may or by numerical integration (cf. [6]). Æ Note that be evaluated either analytically (cf. [20]) Rà)á Õ " Æ Æ b for avoids the need to Rcalculate s for some , we have / ; and this Æ " U many of the collocation integrals in (2.9). In particular, since x / / { Æ over a triangular element containing in its interior; and thus the system (2.10) contains no Æ singular integrals, although some are likely to be nearly singular when is near to an edge ' hTU / as or corner of . In addition, if varies over q s , the corresponding integral in (2.9) is zero. For codes evaluating these integrals numerically, see [2] and the discussion in [6]. For more of a computer graphics perspective on the piecewise linear collocation method, and for another way to evaluate analytically the needed collocation integrals, see [7], [8]. 2.3. Iteration. A standard iterative method of solution of (2.10) is based on a simple fixed point iteration. Define (2.11) ä ÞTâ |(ã x for some given initial guess Þ x b ® x Þiâ | x ä } " / A4B PPP . Easily, x b x ä âæå Þ "ß GÞTâ |eã x 2*4 ä " b x3ç Þ x ä GÞTâ | x.è and the method converges if é xé . In this case, the matrix norm being used is the row norm, compatible with the maximum norm on êTëRì . ETNA Kent State University etna@mcs.kent.edu 225 FAST SOLUTION OF THE RADIOSITY EQUATION b Examining the elements of x in the case ofÉ piecewise constant interpolation, the ele´'í ments are all non-negative and for the sum row, we have Æ of the x Å s Æ b x "î {s ' Æ & Æ h' a< It is well-known that b é xéÛ0é m m P é i i when is regarded as an operator on ïð to ï¤ð , and this is known to be bounded away from 1; cf. [6]. This proves the convergence of (2.11), with a rate that is independent of the size of Y . For piecewise linear interpolation, we need to further assume that the reflectivity is sufficiently small, although this assumption is probably an artifact of our method of proof. 3. Approximation by clustering. In practical problems x can be quite large, too large to set up the system for direct solution by standard Gaussian elimination or standard iteration methods. For larger values of x , it is impractical to set up this system completely, and socalled ‘fast matrix-vector multiplication methods’ are needed. An example of such is given in [5] for unoccluded surfaces; and other schemes have been proposed based on the ‘fast multipole method’ and ‘wavelet compression multi-resolution schemes’ (e.g. [11]). For a computer graphics perspective in designing such a fast method, see [13]. There are two main practical problems in dealing with the linear system b lÝ (3.1) x Þ x "dß b x E when Y is large. First the setup time for the matrix x is proportional to Y , with a large constant of proportionality. Second, the cost of the iteration method for solving the system E is also proportional to Y , even though usually we need only a few iterations. The setup time seems the greater expense in practice, as some of our timings from [5] suggest. In the following we propose a method to reduce the cost of both the matrix setup and the iteration E procedure to something less than W X Y _ . However, the method will not be as rapid as that given in [5], as we discuss later. The method is based on the work of Hackbusch and Nowak [12], who developed such a method for solving boundary integral equation reformulations of Laplace’s equation in ê ° . Following we describe their work and adapt it to the radiosity equation. To simplify the presentation and notation, we consider the collocation method with "ñ4 only piecewise constant functions ( Ö in (2.9)), but the central ideas are suitable for piecewise polynomial approximations of any fixed degree and our numerical examples use piecewise linear collocation. Based on the results given in [3], it does not seem a worthwhile b idea to look at higher degree collocation methods. Þ We do b notÞ compute x explicitly. Rather, for a given vector , we compute an approxb imation to x . The cost will be much less than it would be b if based on first computing Þ b , each of which has an x and then following it with the matrix-vector multiplication x Þ E operations cost of W X Y _ . This approximation of x is under the control of two parameters ± and ò to control the approximation error, and the user specifies these parameters. The )D A4z parameter ± is a positive integer and the parameter ò / ; they are introduced below. Recall (3.2) Æ b x ÞK " Å s x s b § Æ ' ! ÉK".4] PPP Y P ETNA Kent State University etna@mcs.kent.edu 226 K. ATKINSON AND D. CHIEN Æ q s of the triangulation w x into three distinct subsets, For each , weÆ subdivide the elements Æ called the near field, theÆ far field, and the gray field. For Æ each , the gray field for contains those elements q s that contain a ‘visibility ' R is neither identically 0 nor 1 over q s . The line of discontinuity line’, meaning that ' R for , as varies over q s , is called the visibility line. In the original paper [12, o 3], there was no need to consider such elements. The larger cost of our adaptation of the clustering method from [12, o 3] is due toÆ the existence of this gray field. q s of the triangulation w x that are not in the gray The near field contains those elements field and that are ‘sufficiently close’ to . For elements q s in the near field and the gray field, the corresponding integrals in (3.2) are computed by standard methods; we want to minimize the number of such integrations. The remaining elements in wªx , those not contained in either the near field or the gray field, are said to make up the far field. This separation between Æ b the near field and the far field is associated with a parameter the user’s control. For ò under R belonging to an element based on a Taylor qhs in the far field, we approximate Ì4 polynomial of degree ± and then we carry out exactly and efficiently all integrations of the Taylor polynomial. " z We have a sequence of triangulations wóx Y " Y å Y PPP Y`ô with wx]õ the most current ¨ Â Ô subdivision of . For simplicity, we assume YÔ Y å , / . Let wx Ó " Ô Ù q £ | "4] } PPP YÔ Ú Â " / A4B PPP ö P  We refer to this triangulation as being at ‘level ’. The collection " ÷ wxvø nHAHLHL wx]õ can be regarded as a tree structure of clusters of the elements from the finest subdivision wyx]õ of , from the various levels of the refinement process. For more on this tree structure and its Æ properties, see [12, o 3]. ) ÷ Given a collocation point , we say a cluster ù is admissible if Æ (3.3) Æ ' ù 0úò C ù AC Æ ) Æ and if is constant as varies over ù . If an element q wóx]õ is not admissible Æ Æ and is not in the gray field of , then we say it is in the near field of . The far field for is the closure of the complement in of the union of the near field and gray field for . As ò decreases,b theÞ size of the near field increases, and this generally increases the cost of approximating x . The size of )D the gray field is independent of ò . For theoretical reasons, A4z we assume there is a constant ò å and we consider the parameters ò satisfying / (3.4) / 2 ò0úò å . if ò å is chosen sufficiently small, then In the later theoretical analysis of o 4, it is shown that Æ various estimates will be true for all ò satisfying (3.4). An admissible covering of with respect to is a collection Æ û with each ù ) û " prù z ù üzuÝÈ PPP L ÷ D" ,ü satisfying ù ) wx]õ or ù admissible P ù ETNA Kent State University etna@mcs.kent.edu 227 FAST SOLUTION OF THE RADIOSITY EQUATION Æ It is shown in [12, Prop. 3.9] that for each , there is a unique minimal admissible covering, Æ b of containing a minimum number of clusters ù . unique in theÆ sense Þ To evaluate x , begin by writing the unique minimal admissible covering of with respect to by Æþý D" ô ç q Æ Æþÿ HLHAHL ô q è Æ Fù Æ gnHLHAHL ù J Æ ô with each ù an admissible cluster and each q a non-admissible element of the current ô triangulation w x õ (meaning q belongs to either the near field or the gray field of ). Then (3.5) Æ b x Þ " Å s Æ ü Æ b a< õ § Å ® s x Æ b ' R P The function x is the piecewise constant function over waxBõ with values determined from Þ . The first integrals (over the near field and gray field) are evaluated by traditional means, by analytic or numerical integration, and ) this is discussed at greater length in [6], [20]. For a gray field integral over an element q waxBõ , it is important to determine accurately the location of the visibility line that intersects q , thus allowing an accurate numerical or exact integral to be computed. For the the remaining integrals over the far field, we proceed as follows. Æ 3.1. The far field integration. For the integral over ù(s in (3.5), we use Taylor poly R nomial approximations of and then perform the remaining integration exactly. We now explain how to do this with some efficiency. This follows ideas in [12]. ) ÷ ú4 . Using a Taylor approximation in of degree ± about ù , write Let ù F (3.6) G(H I C M NC O > J Å Ä 'M ù *) ù with ù the center of the circumscribing circle for ù , as introduced earlier. The set ", ? consists of all multi-integers ¿ with ¿ ¿ E ¿ ° ¿ á"î ¿ E ¨ ¿ ° Be / ¿ " ý ® ® ¿ E ¿ ° 2 ± P As customary, if ò then ò . We often refer to ± the Taylor polynomial approximation. 'R From (3.6), we can obtain an analogous approximation of : F (3.7) M NeH I DHLI > J F C M NC O I ) J Ä Å 'M l ÷ ù as the order of P Note that'* 1 ishconstant over any ù . More important in obtaining (3.7) from (3.6), the ¤HvI * 1 quantity is constant over an element ù . To see this, decompose into 7 components perpendicular and parallel to takes place parallel to ù . All variation in ù as I varies over ù , and the part perpendicular to ù remains constant. 'Forming the dot product Ì !HRI with , the portion parallel to ù is zero, and the result follows that is constant over ù . Next, expand and rearrange the terms in (3.7) into the form (3.8) TÄ Å ' j ù .) ù P ETNA Kent State University etna@mcs.kent.edu 228 K. ATKINSON AND D. CHIEN Return to (3.5), to the approximation of Æ Recalling that ' x iU.4 x for Æ b Æ h< P in a farÆ field element, use (3.8) to write a<!7Äî Å j ù x ! P The integrals (3.9) x hj ) ù ÷ )+l ¿ can be evaluated explicitly, and they can be obtained in a preprocessing step before beginning the iterative solution of (3.1). What is the operations cost of calculating these integrals? The cost of producing (3.9) is independent of and of the center of expansion ù , and thus these integrals can be obtained in W Y steps. For unoccluded surfaces , this will result in there being only W Y such integrals to be evaluated. ) ÷ In greater detail, let ù . Then we can write Æþý Æ for some elements q " ù Æ ô ) (3.10) x ô q µ . Then w x õ HAHLHr ô q | Å !7" s x ! õ § h since x is constant over each element in wóx]õ . Produce) the integrals over the elements ÷ of wxBõ , and then extend those to the remaining clusters ù using (3.10). Since we are working with a polyhedral surface, the integrals on the right side of (3.10) can be evaluated explicitly. Again the cost is W Y operations. Following Hackbusch and Nowak [12], it can be shown that with appropriate choices of b b " " Þ Þ ò ò Y ± Y , the quantity and ± x x can be approximated, say by x x with (3.11) b x Þ x b x Þ " x W Þ é x é ð ð Þ x ) ê ëRì with the order of the underlying numerical scheme being used. If we assumed sufficient regularity in the unknown solution , then is the order of the collocation approximation "4 method being "* used. For piecewise constant collocation, and for piecewise linear Á collocation, . The derivation of (3.11) is discussed in detail in o 4.1. The result (3.11) also assumes the near field integrals in (3.5) are evaluated with an error consistent with the right side; in some cases they can be evaluated exactly. For notational purposes, we write b b x Þ x b " x Þ x with x a square matrix of order x . We never produce this matrix useful when giving a theoretical analysis of the approximation. b x explicitly, but it is ETNA Kent State University etna@mcs.kent.edu FAST SOLUTION OF THE RADIOSITY EQUATION b 229 Þ The cost of evaluating the portion of x x associated with the far field is shown in [12] Æ to be W Y[Z :B\<^ Y operations. Unfortunately, we have the additional cost of evaluating theÆ collocation integrals in (2.9) for the elements . With a uniform qhs in the gray field for triangulation of , as assumed in (2.3)-(2.4), even a single visibility line for a field point ! cutting across a face of will lead to W elements intersected by such a line and thus to Y Æ an additional operations cost of such W Y . When looking at the cumulative effect of W Y points , we have an additional operations cost of size (3.12) W Y Y P Thus the total operations cost cannot be brought below W Y Y for most occluded surfaces of practical interest, even when we retain the efficiency of the approximations in [12] for the E near and far fields. This result is an improvement on the cost of W Y for the standard setup and iterative solution, but not what we would have liked. The near-optimal performance of the clustering method in [12] cannot be matched when applied to the radiosity equation. Moreover, we do not see how any fast matrix-vector mul W Y elements intersected by each tiplication method can avoid this problem, due to the visibility line for W Y collocation points. 4. Theoretical error analysis . In this section, we discuss the error caused by the approximation of the far field integrations. The numerical integration of integrals over elements in the near field and the gray field is discussed at greater length in [6]. As we mentioned in o 2.2, the collocation method for solving (1.3) or (1.4) can be written abstractly as (2.8), l ¼ x m " x ¼ $ x The solution of this equation reduces to the solution of the linear system (2.9), or symbolically as in (2.10), b l b b Þ x "ß x x P is then approximated by x using the method described in o 3.1. Instead of solving the above system, we solve the system x (4.1) " b l Þ x# "%ß x x P Using standard perturbation theory, we can guarantee the unique solvability of this new approximation for Y chosen sufficiently large. ²!the b From theoretical error analysis for the original collocation method, it is known that 'lh ¨$ exists and is uniformly bounded for all sufficiently large Y , say for Y . In x addition, if is sufficiently smooth, then (4.2) é Þ+ NÞ " x é W ð ! ¨%$ Y with defined following b b (3.11); cf. [6]. From (3.11) (or from Theorem 4.1 given below) we have that x x is sufficiently small for all large values of Y . Using standard b ² 'l3 perturbation theory, we have that x also exists and is uniformly bounded in Y . Then the system in (4.1) is uniquely solvable for all large values of Y . Write Þ Þ x "QÞ+ NÞ x ®%Þ x Þ x ETNA Kent State University etna@mcs.kent.edu 230 K. ATKINSON AND D. CHIEN Þ+ é Þ x é Þ GÞ 0Qé ð Using the identity Þ (4.3) x Þ we have Þ é x Þ x`é b ".l x ð ² H b x é x b ²! x Þ é ð x b lÝ & 0é ® x é b é Þ x é jÞ x x b & x P ð x Þ xé P When combined with (3.11) and (4.2), we have Þ é Þ " x é W ð ¨%$ Y P We note an implicit assumption tob this work and to that of Hackbusch and Nowak [12]. We want to choose the approximation x in such a way that the operations count for calcub Þ lating x x is minimized while simultaneously maintaining the rate of convergence of the original collocation solution in (4.2). This is the reason for desiring the result (3.11), as it leads via (4.3) to the desired rate of convergence and to the operation counts that we obtain. In contrast, many fast methods used in the computer graphics community ask only that the b b Þ Þ x x be smaller than something related to the pixel size of the display deerror x x vice; e.g., see [13]. Both of these perspectives are reasonable, but they can lead to markedly different interpretations of the phrase ‘optimal operation counts’. 4.1. The error in clustering. We follow the development in [12] to bound b b é x Þ x x é and to bound the numbers of elements in the near and far fields of the triangulation. We do so m in the context of all our sub-surfaces being polygonal and planar, and of being the radiosity integral operator. In this case, more precise results can be obtained and some steps in the U ¢ x õ , with Y ô proof are simplified. As notation, recall the definition of ¢ x in (2.2) and let ¢ b the index for the current finest level mesh w x õ . b T HEOREM 4.1. Let ± be the order of the Taylor expansion of the kernel. Let x and x be described as above. Then (4.4) é b b x x jÞ x`é 0d¥ ¾²?Á where ¥ '`)(ai" ' ( Þ é xé ¡ ð ¢ i E j4¤® E ò å ¥ ò å E ¦ E O Á ° ò å 4c Proof. Define } ò 4©® ²! " ò å ã O P *(h +'ygH C ' .(C O Y-, ²!v*' /( ° where , , and . Let } be its Taylor expansion of degree Y , are vectors in ê 14 ( ) ­¤)G 4z ° around å . There exists such that the remainder ± ê / ²!v*'& +( " " *' 0(aK } 4 ±.162 ]­4 )(h +( å } å 4 ²! *' 0(ai" *'& +( Cæ'& +( *( ]­54 å ±.132 K G­(*(@ +( å G­(*(@ +( H å å LC O ®D­((h +( g .'H å å Y-, Cæ'& +( G­(*(t .( AC O å å Y , P ETNA Kent State University etna@mcs.kent.edu 231 FAST SOLUTION OF THE RADIOSITY EQUATION Define 7 ­j©" G­0]H The analytic continuation , Y G­0óC O C 7 Cy 9 C2M4?Ð ä " ¿ C[ +9;óC O P P 9A9 9 n­j ã CC C 9(:B;a= Y , C [ :9AªC O 0 0 C óC ° C 4 +B 4 ¿ 4 CC ó C? dC 9 C!C ó CþC ° 0 C 9 C]"%B for C° P ¿ C [ :9AªC ° 4 " C óC °FE 4 +B > G> E ° > HI> E E E E 4 C ­AC2CBt2 for C[ +9;óCC C , Y 2M4 0úò å 7 Á É=< 4 " C óC > ?> -@ C*[ :9ABKH D9<LC]" C Cª C *6BT" 4 ­ji" ±.1 Since 7 ° ê , Y CÛ :9;óC O Cauchy’s integral formula yields 7 â ) , Y with ¿ ¿ 4 8 ê Û :9;]KH 9T" is holomorphic in ­) and CÝ 9 n­AC¨JBÛ 14 for / 21­©2M4Ý2CBÝ",C y 9 C , we have 7 4 E â E ä E ±.1 E E E E 4 E E ã E E Á E 4 BÛ 14r C° ¿ B " ã D9<LC C < > ?> -@ Á 0 E C óC ° Cæ4 +B Á 9Ý G­j E 4 0 E 99 E Á ÉK< E E > ?> -@ E E 7 4 E E " ­j 7 C 9 n­AC ã C 9C B C óC ° Cæ4 .B ¿ C ° *B[ 14r ã P For 4 BÝ" 4 4©® Á 2 " 4 ¿ the above equation becomes 7 4 E â E ä E ±+1 E E 0 Á E " ¿ 2 0 E '­j 2 ®%4 E 4 4©® 4 ¿ ò å ò å ®d4z ¿ Có C ¿ Á ° 4 4 Có C° 2 4 ¿ 2 4 E ¿ Á ° ò å 4 2 4 ¿ ò å ¿ 4 ¿ ã 4 4 ¿ 4 4 4B 2 Á 4 ¿ ) ¿ 2 E 4 2 Á E Á ° 4 Á ° E Á E E ² ®%4 ¿ E ° 4 Có C 4 E 4 ®%4 ¿ 4©® " 2 4 ò å ò å 4 Á 2 4 ò å 4 ã° ¿ C óC ° P ETNA Kent State University etna@mcs.kent.edu 232 K. ATKINSON AND D. CHIEN The estimate C [ LóC E " Có C E C óC E E 4 E E E 0 Có C E E Có C E E E 4©® E 0 Có C E 4©® ¿70 E ò å E implies that 4©® 4 ò å C [ LóC P Có C 0 Thus, 7 C ¾²?]LC]" 4 E â E (4.5) 0 Ý"M'& +( , å h"%(t .( 2 å , 4©® E '­j E 0 E ±+1 E E E 4©® For ä ò å 4 ò å Á 4 4 2 Û Lh"N' +( 4 2 ò å 4 4 2 ¿ Ch ( +( , with C Có C C '& +( 01ò ² ° ¿ ° ò å C[ :ªC4 2 å ã° 4 ò å 4©® ã° 4 ò å Á ò å P C å , where òk0úò å and define " ò ò 4©® O E P ò Now, (4.5) becomes C '`P(aK } 4©® 0 " ¥ 2 4 ò å ò å ²?Á 2 ò 4 4 ò å ¿ Á 4 ò å 4©® 4 2 ò å 4 2 4 ò å 4©® " 0 ò å 4 2 ²!v*' P(aAC]"*C ! ² v*'& +( Q(h +( LC å å Á 4T® ã° ° } 2 4 4 ò å 2 ã° 4 4 C (t .( ã° Á 2 C& ' +( ò ò å ² C ' +(C ° ò å C[ :ªC*4 C å å 4T® 4 C 2 4©® 2 Cæ'& .( ° ò å C '& +(C j4©® " 4 å ò å Ì*(t .( 4 å ° AC 4 ò O Á ° Á ò å ò C & ' + (C ° ã O å P For the radiosity kernel, } Let } ²! 'ªhi"ÇF M NHLI ' DKHAI > J F C D&C O ú4 be the Taylor expansion of degree ± F NKHLI about > J C D&C O J P for å P The error is C } ª } ¾²?yLC]".C NgHAI 0 F C N&C ¥ J C ²vÁ M GgHAI E F E E E ò C D&C C M NC O ° 0 ¥ > J ²!?Á ò C NC E ²!]'T E E } E P E ETNA Kent State University etna@mcs.kent.edu 233 FAST SOLUTION OF THE RADIOSITY EQUATION *)f Given any point R R ) For every ù ' û T" . ) pLù , ù ¤£ û H 0 dist ò R Ð) , ù Ë H ò dist R Ð) ' ¨ ù ù Ð ù 2 ù Ð ù ) For every ù R ù ¨ q P ò P u ò P ¢ Ë ¦ ¥ ) for some q R ) Note, ù means that ù is a panel in near field. For every ù panel in w x õ or a cluster which contains several panels. Therefore, , which implies z' ; . Let , which implies ù z' ; w.r.t. is admissible with respect to ù ' For every ù is an admissible covering of w x õ P , r ; ¨ ù ù ¢ Ë ò P ¦ ò ¥ Thus, R ' b LS È ' @ where b 'i" @ p &CLC N&C B 0 u and BÝ" ¢ Since 'T 4T®J' E is increasing for " ò '+) ò 4©® F/ O ò 4 , J ò å 4©® O 0 E P ¦ ò ¥ ò å E P Then, BÝ" " ¥ ¢ ¦ ò ¨ ¥ ¢ ¦ U ã ¢ ¦ ¥ U where ¥ " O ø U ã 4©® ò å ¥¤¦ " U ò å ø E P ¢ O 4i® ò å ¥ ¦ ò å E " ¥ ¢ , ù is either a ETNA Kent State University etna@mcs.kent.edu 234 K. ATKINSON AND D. CHIEN The additional error caused by the Taylor expansion of the kernel is b E Þ E E E E E 0 E EV E ²!vÁ 0Ì¥ E E E ò Þ } Þ é W8XZY Þ é i x é ð E 4©® ¢ E E E E E E E E ! ò å ¥ ¦ j 4 © ® E E ¢ ò å [ \ ð ¡ x C D&C E ð xé E ' W8XZY[\ xé ²!v'©Þ é ò ²! Á ¥ ' x ò ²!vÁ 0Ì¥ Þ '¤K } ä E â> " b 'K x E ò å ¥ ò å E ¦ E P Thus the proof is completed. *' 4.2. The number of clusters.û We give an estimation of the number « of clusters in 'y ' the minimum admissible covering with respect to and the number of non-admissible û *' triangles in . Recall the definitions of ¢ and ¥¦ in (2.2) and (2.3), respectively. Since is the union of planes, b (4.6) ¡ 9^]fi @ B E 0 We begin with the following lemma. L EMMA 4.2. The condition (4.6) implies (4.7) ¨ E Y¢ B@¨ for all _9) / ° ê P T ¡ Ë1/ and Proof. Since qÏÈ Then, ¡ Ti" ä â § ¡ ¡ ba` q ¡ ì 0 q 01¡ Å § d q jb]f bc` â § q b]fi q Å § d õ ) for all q w x õ P , ä 0 E q ì E q 0 0 Å § d õ E q ì ¢ E P " Y¢ E P õ Before we prove the next theorem, we assume the following condition. This condition û_e describes how a limited part of û_ise covered by a part of an admissible covering. An upper bound of number of elements in B is given by (4.9), provided the clusters in the admissible covering all have the size ù 0 . 9+)D ¨fB C ONDITION 4.3. For any point andûb e Ë/ there is an admissible covering 9 ÷ with respect to for which there exists a subset È with b ` g] (4.8) (4.9) h û ù 9 e 0 0 B Áa È pAù ) for all ù Ð5B? E P e û ) u û e S wx]õ ETNA Kent State University etna@mcs.kent.edu 235 FAST SOLUTION OF THE RADIOSITY EQUATION *' and ò ' be the ratio. The number « T HEOREM 4.4. Let Y be the number of elements û 'y of cluster in the minimum admissible covering w.r.t. is bounded by the following inequality: º *'y « (4.10) C '& ÷ " ® i C ' E ò Y for all ')+ P . First we assume that ` b implying 0 Á Z :B\ is iAC 4 2 ò ú) Proof. Let the size of E 4 0Ì¥ 'y È "Á for P iLC Ë . In later step, we consider the case of R ² In this step, we calculate how 9t many clusters each annulus contains. For all i "N' " "Á j , and kj we apply the condition (4.3) with , B"NB kj ò " j " / 4] PAPAP P û There are coverings j with ` b g] 'y h û È Á jK0 j ) Ùvù 2 "Á 4 j Let û e û È j Note that it satisfies "MÁ 4 4 2 ò lon ba` *'mS E Ct ( +'KC¨ ©" ù j H tj Á *'` Ð]Á j e " j ) Ù ù for any C& ' +óC¨ H rq s Ë " i / û £ j ] ù j6" p Ú P b tj tj B 0 () H rq s p " ù " ù " j j "p B j ¨ ù ò . If ù ¨ u j ]k j S wx]õ È _ pLù is not a panel, j kj Á +B j " kj Á P ) û ' for any ù e j u ' û_e is admissible w.r.t. . The number of elements in the set j is h û e j 0 h û j 0 kj ò X û-e ) , C '& +(Cz dC (t .óC ò b )D û-e PLPAP(P jò 7 b ] j b Thus, û-e ù 0 ò dist ù . We can conclude that ù' is admissible w.r.t. j ]f Hence, j is an admissible covering of w.r.t. . We have and ù 4B 7 b is an annulus, and j contains clusters which covers *' *'y E ûbe by (4.8). Since `-l b j " dist Ð by j û b E j 2 jò b and define j j Ú E j B û Á 2 ò 4 E P ) û j e . ETNA Kent State University etna@mcs.kent.edu 236 K. ATKINSON AND D. CHIEN Let ï ¨ / be the first integer with Bvu" (¢ ù Ð ) ¥¤¦ û u e² Á " ò ò B ¢ 0 P ¦ ¥ j ’s are getting smaller when i ’s are getting larger.) Then no is fixed from (2.3) and BIu ) û u û u È1w x õ . Let can satisfy ù 0 ; hence by (4.8), all ù are panels, i.e., u e " û e û Since the clusters of satisfies ) pAù û " " j å "%g] å e ` û e nHAHLHL e û e û ) u û P to e û ebw with ù u u ²! j u u e ²! û there is no ù e G û ) pLù u û 3xÌg]Ky u ùu b P j P ) h û û û_e ) û 0 h Å e û 0 ï ®%4rjÁ ï h e ® j j å ", *'~} E 2 ) ù ï or ù Thus, is a covering of . If ù , then j for some i ) ù is admissible. In the latter case ù w x õ holds. Therefore, all ù ' û w.r.t. . The number of clusters u in² is estimated in u u h ý!z{| b j å *'T"M ø û ) prù ) e C û prù b e ) pLù " u u ² û are not disjoint, we restrict û û u 0Ì¥ Å j 0 j å 4 2 ò . In the former case w x õ are admissible S û Á E 4 2 ò j å E 4 4 2 ò û 0 E h Å u û u û ) P is the first integer such that the following relation is true, e² u Á ò "- ¢ 0 Á u ² 0 ¦ ¥ Á Then ïÌ01Z :B\ E " Z :B\ E ¥ ¦ ò 2 ¥ ¡ Now we proof the case of ¦ i C '& ý ® iAC ¦ ý # '& C& ' Z :B\ E 2 ý " W ¥¤¦ ò Á ¢ 4 P (Use (4.7)) X Z :B\ X Ác® ò E Y _r_ P . Let ® ¨ ï ý ¦ ò Y T j ý ¡ " òY Z :]\ E iAC Ë k ' "M9 C3 ' ¥ 4 ý 01Z :]\ E ¢ "- ¢ ò¥ i iAC P ' û . Let 0 Note that *'` @ be the) admissible covering w.r.t. as constructed before. ¨ K ' ' ÷ ù ù ù Since dist dist for all , is also admissible w.r.t. . Thus, the estimate '+) (4.10) is true for all . T HEOREM 4.5. Let Y be the numberû of panel and ò be the ratio. Assume (4.6). The *' e *'y number « of non-admissible panelsº5 in is bounded by the inequality: (4.11) « e *' E 4 01¥ 2 ò 4 for all ')+ P ETNA Kent State University etna@mcs.kent.edu 237 FAST SOLUTION OF THE RADIOSITY EQUATION ' coverings w.r.t. e have the Proof. Proposition 3.9(b) of [12] states that allû admissible 'y e *' û *' « *' w x õ . Then, same number « of non-admissible panels. Let be has non' b admissible panels w.r.t. . BN"ÇÁ Ð ) *'y ' p ¢ ò . For any q w x õ and q È , it is admissible w.r.t. . This is Let @ because that C& ' for q È p b @ *' ACa¨CBÛ q ¢ and ¢ is defined in (2.2). Now, C'& ò Thus, such q ACa¨ q *B[ ò i"Á ¢ e " ) pzq h *'y @ qîÈ ¨ ¢ û-e 0 b C wx]õ ¨ ò¢ « e *'y is admissible by (3.3). Therefore, û ¢ q P u where P With (4.6) and (2.4), we have « E e *'yiH ¢ ¥ Å § 0 § ¡ T" q ¡ p ) e û u 0#¡ b Thus, « e 'y 0 B E ¢ E ¥¤§ " ¢ where º Á H ¥¤§ E 2 º ¢ E " ò 4 *'-]fi @ ¥ B E P E 4 2 ò 0 4 " ¥ ¥¤§ P 5. The experimental problems. For , we use the following 5-piece surface. It consists E , ° , O , of four squares and one rectangular piece, labeled as , . In particular, 'Q( ^ `" F J / ¹ F / J in the -plane, facing upward; 9t"4 E J ¹ F/ J in the plane and ; ° are the bottom and top, respectively, of F / " @ 9 % " Á O F / ¥ J ¹ F / ¥ J in the plane , facing downward; " ' 9¤£ ' 9 4 v E using the side that is visible from p /@0 0Ì /0 0 u ^ and O . & We choose the parameters ¥ to satisfy (5.1) ¥ 2%& Áá2 P & G" This surface is illustrated in Figure 5.1. In all of our examples, we use ¥ DaÁL4r . A surprising number of phenomena can be studied with the use of this quite simple surface. contains ‘shadow lines’. More precisely, has shadow lines Ralong the boundRÁÊ Á* Á Á F/ F/ J ¹ J ; cf. Figure. aries of the squares F / ¥ J ¹ ¥ J and F / 5.2. Therefore one can study the effects of ‘discontinuity meshing’ (cf. [16]). For an analysis of this with examples for both piecewise constant and piecewise linear collocation; see [6]. ETNA Kent State University etna@mcs.kent.edu 238 K. ATKINSON AND D. CHIEN z (0,C,2) (0,B,1) (A,A,1) (A,A,0) x F IG . 5.1. The 5-piece surface z (0,C,2) (0,B,1) (A,A,1) (A,A,0) x F IG . 5.2. The 5-piece surface with shadow lines showing is an occluded surface. For example, ° cannot be seen from any portion of either or , and only portions of can be seen from O . Therefore, there will be ^ visibility lines cutting through a number of elements. There will usually be singular behaviour in the radiosity solution along the common edge of and . See [18] for an analysis of this singular behaviour. There is also Z] ^ singular behaviour associated with vertices of , as with the endpoints of ; ^ cf. [14]. For collocation points near to the common edge of and , the collocation in^ tegrals are nearly singular for those triangular elements near to the collocation point, ETNA Kent State University etna@mcs.kent.edu 239 FAST SOLUTION OF THE RADIOSITY EQUATION but on the opposite sub-surface. Examples are given in [6] along with a numerical scheme for the accurate and efficient evaluation of such integrals. Analytic methods for evaluating these integrals are discussed at length in [19], [20]. We could use more complicated and physically realistic surfaces, but our surface is sufficient for studying the principal mathematical questions we have in regard to the cost of the clustering method. To use a physically realistic surface would have required constructing a visibility complex for the surface, a nontrivial task that would have greatly complicated our programming without adding any additional insight on the questions we are studying. 5.1. Test solutions. We have $ carried out tests for a variety of true solutions . In these cases, we calculate the emissivity using highly accurate numerical integration. Then the collocation procedure is applied to find the approximate solution x which is then compared to the known true solution . In this paper we report on onlytwo cases. Õ3"64B is constant over each sub-surface s , . The collocation error is zero PAPLP and thus we have the exact solution of the discretized linear system (2.9). We can compare it to the solution obtained using the clustering method, thus measuring the effect of various approximations involvedK in clustering. The significance of the shadow lines in is that the first partial derivative of is often discontinuous when the derivative is in a direction perpendicular to the shadow Ä line. This affects the accuracy of the approximation ¼¾x . To study this phenomena, we use the following true solution : (5.2) ' ( '`( '`(y9<g" ¹ E " ® # Á .' " ã # ° Á +( '`0(9<©) ã *' 0(9¤)+ 4] / f ° O ^ *'`(aT"M f *' 0(9¤)f E ² â E ² ä , â E ² Aä P '`(y The function is used toRÁdecrease the size of away from the shadow / RÁ ¨ F/ J ¹ F/ J . The quantity line on the boundary of to if ã is equal 2 ¨ " 4 ¶ ¶ and it equals zero if , ¶ we have / . The exponent ¡ / / . With ¡ ¶ first a continuous nonlinear function which has bounded, but some discontinuous RÁ RÁ " J ¹ F/ J . With ¡ order partial derivatives along the boundary of F / E , we have an algebraic singularity along this boundary, and we can study the effects of U / on different types of triangulations for such a solution function. We choose RÁ Á F/ F/ J ¹ J . We have both and on the subset of outside of the square ^ also forced the function to be non-symmetric over , to lessen any special effects associated with the¬A­ symmetry of the various sub-surfaces. U%ö£¢ 4 "Q4 ­ In all cases we use Y Y 0 . Choosing does not present a problem, as we still m 2,4 have é é due to not being a closed surface. The cases we present here are sufficient for illustrating the fast matrix-vector multiplication method of this paper. Additional studies on the accuracy of piecewise constant and piecewise linear collocation are given in [6]. 5.2. Computing. We use the basic framework of [1, o 5.1]; and to implement it we use the software given in [2], with the addition of codes to implement the fast matrix-vector multiplication described in o 3.1. ETNA Kent State University etna@mcs.kent.edu 240 K. ATKINSON AND D. CHIEN The timings were done on a Dell PowerEdge 6650 workstation. This computer has four 2.0Ghz/2MB Cache Xeon processors with 12 GB RAM. The computer was networked, but otherwise was restricted to only the given program being timed, except that we might run the program for up to three data sets simultaneously. Based on the clustering method described in o 3, three lists of triangles are created: far field, gray field, and near field. These lists are very large, along with the lists of integrals for the gray and near fields. Our computer RAM memory cannot hold all of them, so a cache scheme is used to store the lists for rapid retrieval during the iteration phase. 6. Experimental results. The central questions involve the cost of our method for the Æ radiosity equation on an occluded surface. We begin by looking at the number of quantities Æ « ' in the near field, gray field, and far field. Let denote the number of admissable clusters in the far field for the point , and Æ "Ì? V « > « ' P Æ Define «m¤ and «m¥ similarly, for the near field and the gray field as cation nodes. From Theorems 4.4 and 4.5, « (6.1) V V ò 0Ì¥ «m¤ (6.2) ²m¦ 0d¥ Ác® F Z :B\ ranges over the collo- ¦ ò Y J ²¦ ¤ ò with Á constants ¥ V , ¥ ¤ that are independent of ò and Y . From (4.10) and (4.11) we know § ; below we examine its size empirically. Note that these formulas depend on ò , not on 0 the degree of the Taylor expansion used in approximating in the far field. In addition for a uniform triangulation scheme (as we are using), it is straightforward to show that «m¥ (6.3) 0Ì¥ ¥ Y P The constant ¥ ¥ is independent of ò . We give empirical results for (6.1)-(6.3) as both ò and Y vary, beginning with the gray field. Table 6.1 contains results for «m¥ , and as we noted the results do not depend on ò . TABLE 6.1 Values of ¨© for varying ª Y « ¥ 10 2 40 6 160 14 640 28 2560 60 10240 118 40960 248 163840 508 In Figure 6.1, we give a log-log graph of Y vs. «¥ , together with a linear least squares fit to determine experimentally the value of = in «Q¥ 4v¬ "%ö Yb« P 4v¬Bí " a4v® P The value obtained with a fit to the values /@01Yn0 , which is consistent </ is = P with the theoretically expected value of 0.5 from (6.3). For the near field, we give values of «¤ for varying Y and ò in Table 6.2, and a log-log graph of «m¤ vs. Y is given in Figure 6.2. The upper bound in (6.2) is independent of Y ; and ETNA Kent State University etna@mcs.kent.edu 241 FAST SOLUTION OF THE RADIOSITY EQUATION 7 6 G log(σ ) 5 4 3 2 1 0 0 2 4 6 log(n) 8 10 12 14 F IG . 6.1. Gray field values of ¨© and linear fit to log-log graph of values. TABLE 6.2 Values of ¨¯ for varying ª and ° Y " ò 10 40 160 640 2560 10240 40960 163840 P 4rÁ ò «m¤ " 6 16 70 128 232 262 262 262 P/ ¬BÁ " ¬<Á " ò 6 24 78 300 508 922 1044 1044 " P/ Ãó4rÁ 6 24 96 334 1206 2022 3700 4184 Ãa4zÁ for the larger values of Y (with ò and ò ), we have that «¤ is independent P/ P/ of Y as well. A table of values « V for the far field are given in Table 6.3. To look at the values ¦ graphically, we consider the theoretical formula of (6.1). We graph the values of Z :]\ Y vs. « V ò , as then the theory would say ¦ ò (6.4) « Ä V Ä Ác® V Z] : \ F ò ® §F V ¥ Z :B\ ò ¥ ¦ Y J Z :]\ Y J "*4 and the graph should be linear. The graphical results are shown in Figure 6.3 with § P § "Á rather than the theoretical value of . The results do show straight lines, approximately, for larger values of Y , and they are parallel for varying values of ò , as would be predicted by ETNA Kent State University etna@mcs.kent.edu 242 K. ATKINSON AND D. CHIEN 4 10 3 σ N 10 2 10 η =.125 η =.0625 η =.03125 1 10 0 10 2 4 6 8 log(n) 10 F IG . 6.2. The near field values of ¨ ¯ 12 14 for varying ª and ° TABLE 6.3 Values of ¨± for varying ª and ° Y ò " 10 40 160 640 2560 10240 40960 163840 P V « 4rÁ ò " 2 8 60 248 670 1116 1824 2598 P/ ¬BÁ 0 8 32 256 972 2686 4464 7242 ò " P/ Ãó4rÁ 0 0 32 128 1034 3860 10878 17754 ",4 (6.4). To" determine the experimental value of § , we observed the variation of « V vs. P 4I¬]í ò for Y B/ and we attempted to fit it based on the Hackbush model of (6.1) with a ",4 suitable value of § . The results, using a log-log scale, are shown in Figure 6.4 for § . P and there is close agreement for smaller values of ò . 6.1. Testing the program. By using a solution that is constant or linear over each sub-surface s , the true collocation solution !x equals , and the true error in the numerical method based on o 3.1 satisfies (6.5) x " yx yx P This allows testing the effects of the other sources of error in the numerical method. In this case the remaining error in solving the radiosity equation using the collocation method with ETNA Kent State University etna@mcs.kent.edu 243 FAST SOLUTION OF THE RADIOSITY EQUATION 120 η =.125 η =.0625 η =.03125 100 γ ησ F 80 60 40 20 0 2 4 6 8 log(n) 10 12 14 F IG . 6.3. The number of elements in the far field, normalized by °I² . b b method of o 3 is due to the following. the fast matrix-vector multiplication Ä The approximation x x . Numerical integration errors for the near field and the gray field collocation integrals (cf. (2.9)) Æ (6.6) & Æ R § Íg| Ò Ó a< P Integration errors in computing the right hand emissivity function (6.7) $&'T" ' & *) for the given known $solution . Of course, in actual graphics computations this is not a difficulty since is given explicitly. The numerical integration errors for (6.6) and (6.7) can be quite difficult "% to Õcontrol, especially 6)D p when integrating over a sub-surface , and near to a s with the field point | , } common edge joining s and | . The numerical integration methods used here are discussed in [6]. To illustrate the effects of these possible errors for our numerical method, we used the true solution (6.8) '`0(9<¤)+ 4] '`0(9<g"&³ / '`0(9<¤)+ E 3 ° f O f ^ P In order to study the effect of the fast matrix-vector multiplication method of o 3.1, the integrations of (6.6) and (6.7) were carried out to very high accuracy. Thus the only source of ETNA Kent State University etna@mcs.kent.edu 244 K. ATKINSON AND D. CHIEN 5 10 Far field σF Hackbusch model 4 σ F 10 3 10 2 10 −2 10 −1 0 10 η 10 F IG . 6.4. The model (6.1) with ´µ.¶· ¸¸I¹ and its comparison with the graph of ° vs. ¨± . The errors º¯ ¬ B/ Á ¬ 4 / Á $ ¤ ¢B?IBh" ¢B?AvBh"MÁ Y B/ 4I¬ TABLE 6.4 for (6.8) with °»µ½¼I· ¸ ¬ P à î P Á à / Á / Á B/ ® ¬ B/ / 4v¬]í Á Á </ E E E P PÀ¾¾ E ­a4 E P ­a4 E P ­BÁ E P à à à à à à à à à à à à / / / / / / 4v¬ 4 /v P P Á]Á P 4 P 4Là P 4v­ P P 4v® 4v® ¾ E E E E E E E ¢BzAIBh"M¬ Á /v /v à /v /v 4 P Á P¿¾ ® P Á­ PÁ P Á­¾ P Á­ /v /v /v P b E E E E E E E / / / / / / Ä / b error in the quantity !x x of (6.5) is the approximation x x , which depends on both the Taylor order ± and the far-field parameter ò . Tables 6.4-6.6 give the maximum for "MÁ ¬ . Because the x x at the collocation nodes for three values of ò and for orders ± '`0(a region is symmetric in "á4]and the solution is also symmetric (being constant), the numerÃa "QÁa ¬ ical results for orders ± are the same as those for orders ± , respectively. In the tables, Æ Æ (6.9) $ " Æ Æ ¤ C4 É Ã ? {¿Á¿Á¿Á { °x C yx yx ' AC with p 0 0 Yu the interpolation nodes for the triangulation and x the true collocation solution of (6.8). This type of example gives some idea of the error to be expected when dealing with an unknown function . ETNA Kent State University etna@mcs.kent.edu FAST SOLUTION OF THE RADIOSITY EQUATION The errors º_¯ B/ 4I¬ / ¬ B/ Á ¬ 4 Á / / B/ ®¬ B/ 4I¬]í P 4 E E E Á ¾ 4 Á® / B/ P P /v /v B/ 4I¬ / Á / / B/ ®¬ B/ 4I¬]í / B/ ¢B?AIB"Ĭ ® ­­ Ý4I¬ E Ý4 P Á ­ P ¾ E 4 ­ ® P¿¾ E / Á ® ® P / E / à Ãó4 ® E / ® P P B E / Ãó4 ® E P / TABLE 6.6 for (6.8) with °3µg¼I· ¼ÅI¶0ø $ ¤ ¢B?IBh" ® ­­ Ý4v¬ E P Á ­ Ý4I P ¾ E Á ¬­ Ý4I ¢B?IBh"MÁ ® ­­ Ý4v¬ E Ý4I P Á ­ P ¾ E Á ¬­ Ý4I E ® P PÀ¾ / E / à 4 ¬ P E / 4 4]4 E / ¬ P ¾ P ¾ E / Y 4 $ ¤ ¢B?IBh" ® ­­ Ý4v¬ E P Á ­ Ý4I P ¾ E 4 ®­ E / ¾ ­ P ¬ P/ E / ¾ ­ ¾ P E / ¾ ¾ P ¬ ¾ E / ¾ ¾P / E / ¾ /v The errors º ¯ ¬ B/ Á ¬ TABLE 6.5 for (6.8) with °»µÂ¼I·¿¶0ø ¢B?IBh"MÁ ® ­­ Ý4v¬ E Ý4I P Á ­ P ¾ E 4 P ¾ E / 4 ] ­ à E /v P 4 Á Y 245 ¢B?AIB"Ĭ ® ­­ Ý4I¬ E Ý4 P Á ­ P ¾ E Á ¬­ Ý4 E ¬ P ¬­ Ý4 E Ý4rÁ E ¬¾P ¬ ® Ý4 E /® P à 4 E / ® / P Á ­ ® E / P P Ã]à E Ý4rà ¾ à E Ý4rà P¿] E ¬ P ­¬ Ý4rà E P à P 4 b We want b to illustrate and confirm experimentally the result (4.4) in Theorem 4.1, looking jÞ at the error x x x when it is regarded as a function of the parameter ò for various " 4I¬]í " Á ± P Let Y B/ , and consider using the orders ± values of the %Taylor order 4" 4]Ã< (degrees ± for our Taylor expansion in the far field. The numerical results are given in Table 6.7, and empirically they imply (6.10) é Þ x Þ From Theorem 4.1, fixing both Y expansion, (6.11) é " x é W ð ò "Áa ± 4 the number of elements, and ± b x b Æ x jÞ x`é " jÁ W ð ò P , the degree of the Taylor P When we combine (4.4) and (6.10), we have that the theoretical rates of convergence to zero x agree with the experimental results given in Table 6.7 and (6.10). of x In order forÁ (6.11) to be consistent with the earlier bound (3.11), the value of ò must be " chosen so that ò W . This results in a relation between ò , Y , , and ± , ò " n ² W"LY E # S cf. [12, Lemma 5.2]. Our experimental results imply that it is probably better to experiment with various choices of ± and ò for cases in which the solution is known. Then choose values of ± and ò so as to give sufficient accuracy while also minimizing the operations cost. We further illustrate this in the following subsection. ETNA Kent State University etna@mcs.kent.edu 246 K. ATKINSON AND D. CHIEN TABLE 6.7 The error (6.5) as a function of ° ¢B?AvBh"MÁ ò / P / P / P / P/ / P/ é Þ x Þ Ratio x é à c ­<Á ­® P 4 Á® Á ¢B?AIBÝ" E E E t P à à P/ E 8¬ ¾ P ¾ E Á 4zÁ ¬BÁ Ãa4rÁ P P Á¬ à x 4I® Þ x é E t 4 à P E ¬ ¾ P ¬/® E 8­¾ P E 8® Á ­® E P ® PÀ¾ P é Þ ¾ P /]/ P Ratio ­ Ávà 4 4v¬ 4v¬ P ¬ ¾P Á P P Á −2 10 −3 10 −4 E n 10 −5 10 −6 10 −7 10 1 2 10 3 10 4 10 5 10 n 10 6 10 F IG . 6.5. Maximum errors in linear collocation solution. 6.2. Convergence results. We consider the numerical solution of the radiosity equation " 4BÇ#" 4 " 4 when the true solution is chosen as in (5.2) with ¡ / P . We have P , and chosen a smaller value of in order to accelerate the convergence of the iteration in (2.11); but the average cost of the individual iterates is not affected by this choice of . We begin with the uniform triangulation of the surface. leading to the number Y of triangles as listed in the preceding Tables 6.1-6.3. With this triangulation of the sub-surface , the shadow lines of Figure 5.2 will intersect with some of the triangular elements. As in (6.9), we evaluate the error at the collocation nodes; define Æ Æ $ ¤ " Æ v {¿Á¿Á¿Á { °x C ' x ' AC P These maximum errors are given in Table 6.8, and they are illustrated graphically in Figure 6.5. Note that for a given number Y of elements, the order of the approximating linear system à equals Y . Although the ratios by which the errors decrease show a great deal of variation, the ETNA Kent State University etna@mcs.kent.edu 247 FAST SOLUTION OF THE RADIOSITY EQUATION TABLE 6.8 Maximum errors in linear collocation solution $ Y 4 B/ 4I¬ ¬ B/ Á ¬ Á / P 4 ­ P/ à / P/ ­ Á­ B/ P 4 B à à P B/ P ® ¬ B/ / 4I¬]í ­ ­ØÉ ¢ cà E t E E t E 8¬ E 8¬ E E ¾ / ® P ]à / 4 ¤ à ¬ ­P ­ / P à 4 4Là P Á ¾P / à Á]Á P Á PÀ¾ TABLE 6.9 Errors for °Fµ½¼I· ¸ ¢B?IBh"4 Y 4 </ 4I¬ ¬ B/ Á ¬ 4 / Á / 4 4 B/ ®¬ B/ 4I¬]í 4 / / B/ 4 4 í E P ¾ E 4 P E P B/ E 4 P E 4 P E 4 P E P 4 $ ¤ ¢B?IB"%à à 4 / 4 Á à Á à Á à Á à Á PÀ¾ à Á ® / / / / / / Ãa4 P à E E E E E E E 4 P/ ¬® P ¬ P P P ® ®¾ / à / Iteration time (seconds) ¢B?IBh"dà ¢B?AIB"f ¢B?AIB"Ä 4 à E E P E ÃBà E P 4 P¿¾ E ­ P / E ­¬ E P / ® P¬ P ¾ 4 ¬ /v /v Á /v Á /v Á /v Á /v ¢B?AvB".4 à / / Á / 4rÁ P /B/ P/ /] P/ /] P /] ¬¬ à 4v® /] 4]4 /] P /]/ P/ B/ P/ P/ Á P / P P /]/ ¬ ¾ ­ P / Á a 4v¬ P 4I¬ ­ / ¾ / P Á 4 Á ¬ 4zÁ4 P P P ÃA Á]Á / 4LÃa4 ÀP ¾ / v ¾ / 4 ¬­ P Á ­A ¾ P 4LÃBà ­ P overall trend is more uniform, as is indicated in Figure 6.5. If we use the values of ¨¬ Y </ we obtain an empirical rate of convergence of $ with È ". P 4 P /]/ ¾ " . From (2.1)-(2.4), Y $ W W x x for ² " x ²! $ X Y E X Ä W _ , and this leads to _ E X _ P This is the expected rate of convergence for a linear collocation method, even though is not continuously differentiable over . For a further discussion, see [6]. Þ Þ The error é x é varies with Y , ò , and ± . To give some insight, we give values in Æ Æ Tables 6.9-6.11 for Æ $ ¤ " ? {¿Á¿Á¿Á { °x C ' x AC for selected values of the far field parameter ò and the Taylor order ± . We also give the average time (in seconds) for each iteration" (as Ãó described in o 2.3). "îà 4rÁ %4"ÏÁB The case with parameter values of ò and order (degree ± /P ± " 4v¬Bí à give completely sufficient accuracy up through Y gave </ . Using an order ± Ë essentially no additional4 accuracy. For smaller values of Y , we can use larger values of ò . Á " ¬BÁ For example, with Yd0 , / B/ , we can have essentially the same accuracy with ò P/ although we do not give those values here for reasons of space. To look at the cost, we show in Figure 6.6 the average iteration time as a function of ò , ".4v¬Bí B/ , and there for varying values of Taylor approximation order ± . This is done for Y U S É ò ± Y are similar graphs for smaller values of Y . Experimentally, the time É satisfies (6.12) É ÄdövÊ ´Ë ± Y ² ò ETNA Kent State University etna@mcs.kent.edu 248 K. ATKINSON AND D. CHIEN TABLE 6.10 Errors for °FµÂ¼I·¿¶0ø ¢B?AvBh".4 Y 4 B/ 4I¬ / ¬ B/ Á ¬ 4 / Á 4]4 ¾P 4 ®¬ ¾P 4 / ¾P </ Á P/ ¾P 4 / / P/ 4 B/ B/ 4v¬]í à P 4 $ ¤ ¢B?IB"%à à E E E E E E E 4 / à / ® P và /v P 4 /v à / ­ P/ 4]4 ­ P ­ 4 4 / / / P ® P/ P/ à E E E E E E E 4 / /v ¬ / / ¢B?AIBÝ".4 à E E P 4 ­ P/ E à 4 / E ­ P ¬ ¬ E P 4 4 P / E 4 P/ ¾ E / / à / ® P ]à / Iteration time (seconds) ¢B?IBh"dà ¢B?IB"Ä ¢BzAIBh"Ä / P /B/ P / Á ¬ P 4 / ¾ 4 P /] à /] / à ¾ ]</ 4]4 ¬A¾ / Á® ¾ Á à P / 4 P] Á à P / P /]/]B/ Á / P /v à Ã]à P P ¾ ¾ 4v® ­ ¬ P Á ® ® P 4zÁ P à P /]/ P /v ¾ à ¾ Á ¾ / Á ® P / 4 P / ¬ ¾Ã¬ P / ¬ P P TABLE 6.11 Errors for °3µg¼I· ¼Ìø ¢B?AvBh".4 Y 4 B/ 4I¬ / ¬ B/ Á ¬ 4 / Á 4 à / B/ ®¬ B/ 4v¬]í à / </ E E P ­ P/ E 4]4 E P à P ¾ E P ] E P E / ® P và $ ¤ ¢B?IB"%à à 4 / / / ¬ / ¬ / ¬ P 4 /v / à / ® P và ­ à P/ ­ P/ Á­ P 4 ] à à P P ­ E E E E E E E "*4 à 4 / / ­ Á ­ P/ P 4 B à à P ¬ / ­ P/ à ¬ / P 4 / / à / ® P ]à /v Iteration time (seconds) ¢B?IBh"dà ¢B?IB"Ä ¢BzAIBh"Ä ¾ P ­ E E E E E E E ¢B?AIBÝ".4 à / P /B/v</ ®Bà P/ ­ó4 </ P / /] / 4 ¬ / ­ ÃBà ¾ / ¬Bà ¾Á P ¬BÁB ¬ / / P/ / P 4 P /]/]B/ ¬ à / P/ ­ ®]à P / 4 4 I / ®® P à P ­ ¾ à ®<ÁvP¿Ã ¾ à P /]/] ¬ 4 ó / P/ ­B Á và P 4 / PÀ¾ 4B4rÁ Á ­®a4 P Á P ­® 4 ­­ with the experimental value È P P . This is consistent with the sizes for « V and «m¤ given in (6.1) and (6.2), and of course, «m¥ depends on only Y and is independent of both ± and increases, which is to be ò . In the graph we also see that the time increases as the order ± expected. The large increases in calculation time are associated with decreasing the size of ò rather than with increasing the order ± . In Figure 6.7 we show the growth of time as a function of Y for varying values of ò . From this log-log graph it is clear thatÃathat the rate of increase is a power law in Y for larger values " 4rÁ of Y . Using the case of ò / P/ , we obtain that (6.13) É "Q4 4I® Äö x ³ ʸ ë ò ± Y ü with À P P . This is better than the worst case scenario of (3.12) which predicted an overall cost of W X Y Á ^ _ . For our values of Y and ò , it appears that the cost arising from treating the far field and near field is much larger and more significant than is that for the gray field. Summary. We have examined the cost of the clustering method of Hackbusch and Nowak [12], both analytically and empirically. The empirical results agree with the form of the theoretical growth formulas given in o 4, while experimentally these formulas have somewhat smaller exponents as regards the cost; this is illustrated in ( 6.12) and (6.13). The experimental timings also show that it is important to determine adequate values of ± and ò , for example, by proceeding as we did in subsections 6.1 and 6.2 with known true solutions. Too small a value of ò or too large a value of ± will lead to unnecessary calculation and greatly increased computation times, as is illustrated in Tables 6.9-6.11. The clustering method allows the setup and solution of the discretized radiosity equation with a very large number of elements. In our examples, the number of equations to be set up ETNA Kent State University etna@mcs.kent.edu 249 FAST SOLUTION OF THE RADIOSITY EQUATION 4 time 10 order=1 order=2 order=3 order=4 order=5 order=6 3 10 2 10 −2 10 −1 0 10 η 10 F IG . 6.6. Time as a function of ° , for varying values of Taylor approximation order. 4v¬Bí à B/ in our examples, and solved is Y , with Y the number of elements being as large as ®ó4IBÁ / equations. We believe this illustrates the potential importance of this method. i.e. REFERENCES [1] K. ATKINSON , The Numerical Solution of Integral Equations of the Second Kind, Cambridge University Press, 1997. [2] K. ATKINSON , User’s Guide to a Boundary Element Package for Solving Integral Equations on Piecewise Smooth Surfaces, (Release #2), Reports on Computational Mathematics #103, Dept of Mathematics, University of Iowa, Iowa City, 1998. Programs and guide are available at http://www.math.uiowa.edu/˜atkinson/bie.html. [3] K. 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