Monte Carlo Global Illumination
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Monte Carlo Global Illumination
Brandon Lloyd
COMP 238December 16, 2002
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Monte Carlo Method
• Advantages– Good for integrals of high dimension– All you need is point samples– Allows for arbitrary number of samples
• Disadvantages– Susceptible to noise (caused by high frequencies in
the integrand)– Slow convergence where N is the number
of samples)( NO
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Monte Carlo Method
• The expected value of a function f according to a pdf p:
• Can be approximated with a discrete number of samples xi ~ p (converges as N)
dxxpxfxfE )()()]([
N
iixfN
xfE1
)(1
)]([
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Monte Carlo Method
• … but we are interested in the integral of an arbitrary function f.
N
i i
i
xp
xf
Nxf
1 )(
)(1)(
N
iii xf
Nxpxf
1
)(1
)()(
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Importance Sampling
• We can use any distribution p that is non-zero over the domain
• The distribution affects variance • The more closely p matches f the less variance
you will have.• If p = f then you get the right answer with one
sample! But that requires we know f.
N
i i
i
xp
xf
Nxf
1 )(
)(1)(
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Importance Sampling
• Directional formulation of the rendering equation:
• We don’t know Li . We can sample according to: f, cos , or f cos
iiiioiro dLxfxL cos)(),(),(
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Importance Sampling
• Point formulation of the rendering equation:
• A bit more complicated. Usually just generate points on the surfaces.
)(coscos
),(),(),,(),( 2 xdAxx
xxVxxLxxxfxxLS
ir
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Generating Samples
• We can easily generate a uniform random variable U.
• Use the Inversion Method to transform U to X ~ p.
– Create the CDF of p
– Use the inverse of P to transform U.
x
dsspxP )()(
)(1 UPX
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Example: Diffuse BRDF
• Choose
iiiio dLxL cos)(),(
2
0 0
sincos)(2
iiiiii ddL
sincos),( p
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Example: Diffuse BRDF
• p is separable so we treat each dimension independently
• Invert by solving for u0 = P and u1 = P
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1
cossincos
0
0
2
dP
dP
)2),(arccos(),( 21 uu
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Example: Diffuse BRDF
• Final Estimator
• The Global Illumination Compendium [Dutre 2001] contains transformations for a number of useful pdfs that arise in global illumination problems
)(1
),( iio LN
xL
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Tranforming the Distribution
• The distribution is created in a canonical space but we need to have it about the surface normal.
ZN
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Tranforming the Distribution
• Obvious method. Create a coordinate frame by picking arbitrary S. T = ||NxS|| S=||TxN||
• Can be done more cheaply [Hughes99]• If the distribution is isotropic then reflect about
the half-way vector
Z
H
N
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Results
Test Scene
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BRDF sampling Area sampling
Path tracing (combined sampling)
Multiple Importancesampling
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Path tracing
Multiple ImportanceSampling
Multiple ImportanceSampling
Bias!
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References
[Hughes99] John F. Hughes and Tomas Möller, “Building an Orthonormal Basis from a Unit Vector'' Journal of Graphics Tools, vol. 4, no. 4, pp. 33-35, 1999.
[Dutre01] Phillip Dutre, Global Illumination Compendium, http://www.graphics.cornell.edu/~phil/GI/, 2001