xcorr2

2-D cross-correlation

Syntax

c = xcorr2(a,b)

c = xcorr2(a)

Description

c = xcorr2(a,b) returns the cross-correlation of matrices a and b with no scaling. xcorr2 is the two-dimensional version of xcorr.

c = xcorr2(a) is the autocorrelation matrix of input matrix a. This syntax is equivalent to xcorr2(a,a).

Examples

Output Matrix Size and Element Computation

Create two matrices, M1 and M2.

M1 = [17 24  1  8 15;
      23  5  7 14 16;
       4  6 13 20 22;
      10 12 19 21  3;
      11 18 25  2  9];

M2 = [8 1 6;
      3 5 7;
      4 9 2];

M1 is 5-by-5 and M2 is 3-by-3, so their cross-correlation has size (5+3-1)-by-(5+3-1), or 7-by-7. In terms of lags, the resulting matrix is

$$C=\left(\begin{array}{ccccccc}{c}_{-2,-2}& c_{-2,-1}& c_{-2,0}& c_{-2,1}& c_{-2,2}& c_{-2,3}& c_{-2,4}\\ c_{-1,-2}& c_{-1,-1}& c_{-1,0}& c_{-1,1}& c_{-1,2}& c_{-1,3}& c_{-1,4}\\ c_{0,-2}& c_{0,-1}& c_{0,0}& c_{0,1}& c_{0,2}& c_{0,3}& c_{0,4}\\ c_{1,-2}& c_{1,-1}& c_{1,0}& c_{1,1}& c_{1,2}& c_{1,3}& c_{1,4}\\ c_{2,-2}& c_{2,-1}& c_{2,0}& c_{2,1}& c_{2,2}& c_{2,3}& c_{2,4}\\ c_{3,-2}& c_{3,-1}& c_{3,0}& c_{3,1}& c_{3,2}& c_{3,3}& c_{3,4}\\ c_{4,-2}& c_{4,-1}& c_{4,0}& c_{4,1}& c_{4,2}& c_{4,3}& c_{4,4}\end{array}\right).$$

As an example, compute the element $$c_{0,2}$$ (or C(3,5) in MATLAB®, since M2 is 3-by-3). Line up the two matrices so their (1,1) elements coincide. This placement corresponds to $$c_{0,0}$$. To find $$c_{0,2}$$, slide M2 two rows to the right.

Now M2 is on top of the matrix M1(1:3,3:5). Compute the element-by-element products and sum them. The answer should be

$$1\times 8+7\times 3+13\times 4+8\times 1+14\times 5+20\times 9+15\times 6+16\times 7+22\times 2=585.$$

[r2,c2] = size(M2);

CC = sum(sum(M1(0+(1:r2),2+(1:c2)).*M2))

CC = 585

Verify the result using xcorr2.

D = xcorr2(M1,M2);

DD = D(0+r2,2+c2)

DD = 585

Two-Dimensional Cross-Correlation of Arbitrary Complex Matrices

Given a matrix $$\mathcal{X}$$ of size $$M\times N$$ and a matrix $$\mathcal{H}$$ of size $$P\times Q$$, their two-dimensional cross-correlation, $$\mathcal{C}=\mathcal{X}\star \mathcal{H}$$, is a matrix of size $$(M+P-1)\times (N+Q-1)$$ with elements

$$\mathcal{C}(k,l)=Tr\left\{\underset{}{\overset{\sim }{\mathcal{X}}}{\underset{}{\overset{\sim }{\mathcal{H}}}}_{kl}^{†}\right\}\begin{array}{c}1\le k\le M+P-1,\\ 1\le l\le N+Q-1.\end{array}$$

$$Tr$$ is the trace and the dagger denotes Hermitian conjugation. The matrices $$\underset{}{\overset{\sim }{\mathcal{X}}}$$ and $${\underset{}{\overset{\sim }{\mathcal{H}}}}_{kl}$$ have size $$(M+2(P-1))\times (N+2(Q-1))$$ and nonzero elements given by

$$\underset{}{\overset{～}{\mathcal{X}}}(m,n)=\mathcal{X}(m-P+1,n-Q+1),\begin{array}{c}P\le m\le M+P-1,\\ Q\le n\le N+Q-1\end{array}$$

and

$${\underset{}{\overset{～}{\mathcal{H}}}}_{kl}(p,q)=\mathcal{H}(p-k+1,q-l+1),\begin{array}{c}k\le p\le P+k-1,\\ l\le q\le Q+l-1.\end{array}$$

Calling xcorr2 is equivalent to this procedure for general complex matrices of arbitrary size.

Create two complex matrices, $$\mathcal{X}$$ of size $$7\times 22$$ and $$\mathcal{H}$$ of size $$6\times 17$$.

X = randn([7 22])+1j*randn([7 22]);
H = randn([6 17])+1j*randn([6 17]);

[M,N] = size(X);
m = 1:M;
n = 1:N;

[P,Q] = size(H);
p = 1:P;
q = 1:Q;

Initialize $$\underset{}{\overset{\sim }{\mathcal{X}}}$$ and $$\mathcal{C}$$.

Xt = zeros([M+2*(P-1) N+2*(Q-1)]);
Xt(m+P-1,n+Q-1) = X;
C = zeros([M+P-1 N+Q-1]);

Compute the elements of $$\mathcal{C}$$ by looping over $$k$$ and $$l$$. Reset $${\underset{}{\overset{\sim }{\mathcal{H}}}}_{kl}$$ to zero at each step. Save time and memory by summing element products instead of multiplying and taking the trace.

for k = 1:M+P-1
    for l = 1:N+Q-1
        Hkl = zeros([M+2*(P-1) N+2*(Q-1)]);
        Hkl(p+k-1,q+l-1) = H;
        C(k,l) = sum(sum(Xt.*conj(Hkl)));
    end
end

max(max(abs(C-xcorr2(X,H))))

ans = 1.5139e-14

The answer coincides to machine precision with the output of xcorr2.

Align Two Images Using Cross-Correlation

Use cross-correlation to find where a section of an image fits in the whole. Cross-correlation enables you to find the regions in which two signals most resemble each other. For two-dimensional signals, like images, use xcorr2.

Load a black-and-white test image into the workspace. Display it with imagesc.

load durer
img = X;
White = max(max(img));

imagesc(img)
axis image off
colormap gray
title('Original')

Select a rectangular section of the image. Display the larger image with the section missing.

x = 435;
X = 535;
szx = x:X;

y = 62;
Y = 182;
szy = y:Y;

Sect = img(szx,szy);

kimg = img;
kimg(szx,szy) = White;

kumg = White*ones(size(img));
kumg(szx,szy) = Sect;

subplot(1,2,1)
imagesc(kimg)
axis image off
colormap gray
title('Image')

subplot(1,2,2)
imagesc(kumg)
axis image off
colormap gray
title('Section')

Use xcorr2 to find where the small image fits in the larger image. Subtract the mean value so that there are roughly equal numbers of negative and positive values.

nimg = img-mean(mean(img));
nSec = nimg(szx,szy);

crr = xcorr2(nimg,nSec);

The maximum of the cross-correlation corresponds to the estimated location of the lower-right corner of the section. Use ind2sub to convert the one-dimensional location of the maximum to two-dimensional coordinates.

[ssr,snd] = max(crr(:));
[ij,ji] = ind2sub(size(crr),snd);

figure
plot(crr(:))
title('Cross-Correlation')
hold on
plot(snd,ssr,'or')
hold off
text(snd*1.05,ssr,'Maximum')

Place the smaller image inside the larger image. Rotate the smaller image to comply with the convention that MATLAB® uses to display images. Draw a rectangle around it.

img(ij:-1:ij-size(Sect,1)+1,ji:-1:ji-size(Sect,2)+1) = rot90(Sect,2);

imagesc(img)
axis image off
colormap gray
title('Reconstructed')
hold on
plot([y y Y Y y],[x X X x x],'r')
hold off

Recovery of Template Shift with Cross-Correlation

Shift a template by a known amount and recover the shift using cross-correlation.

Create a template in an 11-by-11 matrix. Create a 22-by-22 matrix and shift the original template by 8 along the row dimension and 6 along the column dimension.

template = 0.2*ones(11);
template(6,3:9) = 0.6;
template(3:9,6) = 0.6;
offsetTemplate = 0.2*ones(22);
offset = [8 6];
offsetTemplate((1:size(template,1))+offset(1), ...
    (1:size(template,2))+offset(2)) = template;

Plot the original and shifted templates.

imagesc(offsetTemplate)
colormap gray
hold on
imagesc(template)
axis equal

Cross-correlate the two matrices and find the maximum absolute value of the cross-correlation. Use the position of the maximum absolute value to determine the shift in the template. Check the result against the known shift.

cc = xcorr2(offsetTemplate,template);
[max_cc, imax] = max(abs(cc(:)));
[ypeak, xpeak] = ind2sub(size(cc),imax(1));
corr_offset = [(ypeak-size(template,1)) (xpeak-size(template,2))];

isequal(corr_offset,offset)

ans = logical
   1

The shift obtained from the cross-correlation equals the known template shift in the row and column dimensions.

GPU Acceleration for Cross-Correlation Matrix Computation

This example requires Parallel Computing Toolbox™ software. Refer to GPU Support by Release (Parallel Computing Toolbox) to see what GPUs are supported.

Shift a template by a known amount and recover the shift using cross-correlation.

Create a template in an 11-by-11 matrix. Create a 22-by-22 matrix and shift the original template by 8 along the row dimension and 6 along the column dimension.

template = 0.2*ones(11); 
template(6,3:9) = 0.6;   
template(3:9,6) = 0.6;
offsetTemplate = 0.2*ones(22); 
offset = [8 6];
offsetTemplate((1:size(template,1))+offset(1), ...
    (1:size(template,2))+offset(2)) = template;

Put the original and shifted template matrices on your GPU using gpuArray objects.

template = gpuArray(template);
offsetTemplate = gpuArray(offsetTemplate);

Compute the cross-correlation on the GPU.

cc = xcorr2(offsetTemplate,template);

Return the result to the MATLAB® workspace using gather. Use the maximum absolute value of the cross-correlation to determine the shift, and compare the result with the known shift.

cc = gather(cc);
[max_cc,imax] = max(abs(cc(:)));
[ypeak,xpeak] = ind2sub(size(cc),imax(1));
corr_offset = [(ypeak-size(template,1)) (xpeak-size(template,2))];
isequal(corr_offset,offset)

ans = logical
   1

Input Arguments

a, b — Input arrays

matrices | gpuArray objects

Input arrays, specified as matrices or gpuArray objects.

See Run MATLAB Functions on a GPU (Parallel Computing Toolbox) and GPU Support by Release (Parallel Computing Toolbox) for details on using xcorr2 with gpuArray (Parallel Computing Toolbox) objects.

Example: sin(2*pi*(0:9)'/10)*sin(2*pi*(0:13)/20) specifies a two-dimensional sinusoidal surface.

Example: gpuArray(sin(2*pi*(0:9)'/10)*sin(2*pi*(0:13)/20)) specifies a two-dimensional sinusoidal surface as a gpuArray object.

Data Types: single | double
Complex Number Support: Yes

Output Arguments

c — 2-D cross-correlation or autocorrelation matrix

matrix | gpuArray object

2-D cross-correlation or autocorrelation matrix, returned as a matrix or a gpuArray object.

More About

2-D Cross-Correlation

The 2-D cross-correlation of an M-by-N matrix, X, and a P-by-Q matrix, H, is a matrix, C, of size M+P–1 by N+Q–1. Its elements are given by

$$C(k,l)={\displaystyle \sum _{m=0}^{M-1}{\displaystyle \sum _{n=0}^{N-1}X(m,n)\overline{H}(m-k,n-l),}}\begin{array}{c}-(P-1)\le k\le M-1,\\ -(Q-1)\le l\le N-1,\end{array}$$

where the bar over H denotes complex conjugation.

The output matrix, C(k,l), has negative and positive row and column indices.

• A negative row index corresponds to an upward shift of the rows of H.

• A negative column index corresponds to a leftward shift of the columns of H.

• A positive row index corresponds to a downward shift of the rows of H.

• A positive column index corresponds to a rightward shift of the columns of H.

To cast the indices in MATLAB^® form, add the size of H: the element C(k,l) corresponds to C(k+P,l+Q) in the workspace.

For example, consider this 2-D cross-correlation:

X = ones(2,3);
H = [1 2; 3 4; 5 6];  % H is 3 by 2
C = xcorr2(X,H)

C =
     6    11    11     5
    10    18    18     8
     6    10    10     4
     2     3     3     1

The C(1,1) element in the output corresponds to C(1–3,1–2) = C(–2,–1) in the defining equation, which uses zero-based indexing. To compute the C(1,1) element, shift H two rows up and one column to the left. Accordingly, the only product in the cross-correlation sum is X(1,1)*H(3,2) = 6. Using the defining equation, you obtain

$$C(-2,-1)={\displaystyle \sum _{m=0}^1{\displaystyle \sum _{n=0}^{2}X(m,n)\overline{H}(m+2,n+1)}}=X(0,0)\overline{H}(2,1)=1\times 6=6,$$

with all other terms in the double sum equal to zero.

Extended Capabilities

C/C++ Code Generation
Generate C and C++ code using MATLAB® Coder™.

GPU Arrays

Accelerate code by running on a graphics processing unit (GPU) using Parallel Computing Toolbox™.

This function fully supports GPU arrays. For more information, see Run MATLAB Functions on a GPU (Parallel Computing Toolbox).