A couple years ago I was placed in charge of porting a project written in MATLAB to C++. The resulting product, which we call LoCA Chop internally, takes a set of meshes and prepares them to be suitable for Localized Components Analysis, a method developed by some fellow students at UC Davis. LoCA Chop accepts a set of input shapes. The assumption is that all of the shapes are different samples of the same structure. In my case I was applying it to a set of hippocampi. Each input sample does not necessarily contain the entire hippocampus; portions of either end may have been omitted because they didn’t show up in the brain scan. LoCA Chop’s job is to find the largest subset of the shape that exists in all input meshes.

I found it to be a very interesting problem, and had a lot of fun porting it to C++ because it forced me to understand the entire solution. It worked by maximizing an objective function which depended on a handful of MATLAB functions. This is where the headaches began. The method worked by optimizing a function which had no derivative, so I needed my implementation of the objective function to be as numerically similar as possible. This meant doing a lot of work to replicate MATLAB functions in C++. One of the most basic parts I had to port was a function which smoothed a vector of numbers:

function [smoothedVector] = gaussianSmooth1D(vector) % Construct blurring window. windowWidth = int16(7); halfWidth = windowWidth / 2; gaussFilter = gausswin(double(windowWidth)); gaussFilter = gaussFilter / sum(gaussFilter); % Normalize. % Do the blur. smoothedVector = conv(vector, gaussFilter); smoothedVector = smoothedVector(halfWidth:end-halfWidth); end

The corresponding C++ function takes a vector of doubles, smooths it, and returns it. It also turns out that MATLAB rounds the result of integer division (instead of truncating it) when you use the resulting number to do subset selection, so my C++ implementation ended up looking like this:

std::vector< double > smoothVector( std::vectorvect, int windowWidth ) { std::vector gaussFilter; std::vector result; std::vector smoothedVector; gaussFilter = makeGaussianWindow( windowWidth ); gaussFilter = normalize( gaussFilter ); // Note the use of rounding here instead of truncating integer divsion int halfWidth = floor((double)windowWidth / 2.0 + 0.5); smoothedVector = convolve( vect, gaussFilter ); result = std::vector ( smoothedVector.begin() + halfWidth-1, smoothedVector.end() - halfWidth ); return result; }

I found the implementation of gausswin to be a little contradictory as I needed to use regular truncating integer division inside instead of the rounding division from earlier that is used to select a subset of the smoothed vector.

// Replicates gausswin(N, Alpha) in MATLAB. // See: http://www.mathworks.com/help/toolbox/signal/ref/gausswin.html std::vector< double > makeGaussianWindow( int size, double alpha ) { std::vector< double > window( size, 0.0 ); int halfWidth = size/2; // integer division (truncating) for( int i = 0; i < size; ++i ) { // w(n) = e^( -1/2 * ( alpha * n/(n/2) )^2 ) // for n such that -N/2 <= n <= N/2 int n = i - halfWidth; window[i] = pow( E_CONST, -0.5 * ( ( alpha * n / ( (double) halfWidth ) ) * ( alpha * n / ( (double) halfWidth ) ) ) ); } return window; }

It was the same story with the truncating division in convolve. I can only conclude that there must be something weird about the subset selection in MATLAB.

/** * Output has same dimension has f * * @param f - Some data set * @param g - The kernel to convolve with */ std::vector< double > convolve( std::vectorf, const std::vector & g ) { int halfKernelWidth = g.size() / 2; // truncating division // Pad f in matlab style f.insert( f.begin(), halfKernelWidth, 0.0 ); f.insert( f.end(), 2*halfKernelWidth, 0.0 ); //std::vector< double > result( f.size()+2*halfKernelWidth, 0.0 ); std::vector< double > result( f.size(), 0.0 ); // Set result[g.size()-1] to result[f.size()-1] for( int i = g.size() - 1; i < f.size(); ++ i ) { for( int j = i, k = 0; k < g.size(); --j, ++k ) { result[i] += f[j] * g[k]; } } // Set result[0] through result[g.size()-2] for( int i = 0; i < g.size() - 1; ++i ) { for( int j = i, k = 0; j >= 0; --j, ++k ) { result[i] += f[j] * g[k]; } } // more matlab-ism result.erase( result.begin(), result.begin()+3 ); return result; }

The implementation of normalize is trivial, but reproduced here for completeness.

std::vector< double > normalize( std::vectorvect ) { double sum; std::vector< double > result; sum = 0.0; for( unsigned int i = 0; i < vect.size(); ++i ) sum += vect[i]; assert( sum != 0 ); for( unsigned int i = 0; i < vect.size(); ++i ) result.push_back( vect[i] / sum ); return result; }

That concludes the implementation. Hopefully someone will find this as useful as I did. I spent a fair amount of time ensuring that these methods fell within a pretty strict numerical tolerance (1e-9) of the MATLAB implementation.