# Chapter 38: Monte Carlo Ray Tracing

## Monte Carlo

The Monte Carlo Methods are a broad class of algorithms that use repeated random sampling to solve problems. In computer graphics, we often use Monte Carlo methods to estimate the value of integrals.

Perhaps the simplest example of something you can do with Monte Carlo estimation is compute the value of $\pi$. Given a random number generator that generates points in the range 0 to 1, we can easily generate random points in a unit square. We can also determine which points of these are inside a unit sphere circumscribed by the box, by checking the distance of a given point from the center of the box. We know that the area of the box is 1, but the area of the circle is $\pi$. Therefore, the ratio of points that land inside the circle to points that land inside the box should be the ratio of the areas, $\pi$ to 1.

You can see a video of this in action here.

## Global Illumination

The problem of global illumination involves finding a way to simulate light that bounces off of parts of the scene onto other parts of the scene. Another word for this phenomenon is color bleeding. The idea is that if a red sphere is near to a blue wall, we would expect to see some red light reflected onto the blue wall.

When we added support for reflection rays to our ray tracers, that was in some ways a form of indirect (i.e. global) illumination. However, it was only for perfectly smooth mirror-like surfaces. We would like to add support for indirect lighting for rough surfaces as well.

Specifically, this means replacing our simple ambient term with a recursively gathered illumination value that is based on the color of nearby objects, not just the color of the object itself. Whereas with reflection we needed to cast a single ray into the scene to gather indirect light, we must now cast a large number of rays in all directions to gather diffusely reflected indirect light.

Before we talk about specifics, though, we should first introduce a few topics from Probability Theory to give this some mathematical backing.

## Probability Theory

### Random Variables

Suppose we have a random variable $x$. This means that $x$ can take on a wide variety of values. We call individual samples of this random variable $x_1$, $x_2$, etc.

The random variable $x$ is governed by some probability density function $p$. This function tells us the comparative likeliness of different values of $x$. For example, if

and

then we know that $x$ is twice as likely to produce values at or near $x_1$ as it is likely to produce values at or near $x_2$.

This relationship between $x$ and $p$ is indicated with the following notation:

In general, $p(x)$ is used as part of an integral to indicate likelihood for some given region. All probability density functions must satisfy the following equation:

Which means that the probability that $x$ is between negative and positive infinity is 1 (which of course is true given that any sample of x is a real number).

More generally,

gives us the probability that $x$ will land in the region $[a, b]$

If a random variable $x$ is equally likely to produce any value within its range, we say that it has a uniform distribution. The standard number generator in C++ (and in most languages) produces numbers in a specified range 0 to RAND_MAX with uniform distribution.

### Functions of Random Variables

Given some function $f$, we say that the expected value of $f(x)$ is:

The expected value is simply what we expect the average of repeated samples of $f(x)$ to approach for a very large number of samples $N$. This value can be analytically computed using the integral but this integral is not usually easy to compute. Instead we can simply produce a large number of samples.

Note that in the above equation we introduced a few new variables. We have $S$, which is the space in which we are generating samples, and $d\mu$, which is a small region of that space.

As you might imagine, in computer graphics we are often concerned with approximating intervals over some hemisphere. Thus the space $S$ that we are concerned with is the surface of hemisphere, and $d\mu$ is a small area of surface on that hemisphere.

This form of the expected value function is not useful to us since we generally want to approximate an integral of some known function, not the function multiplied by a pdf. So let’s just do some minor term substitution:

Note that this new equation is often written using $f$ instead of $g$ since it no longer contains any references to $f$. Yes, this is yet another entry in the “letters reused to mean similar things” saga. Sorry!

This equation is very useful for us because it lets us approximate an integral of an arbitrary function by computing random samples of that function and dividing by the probability density function of our random variable generation. If we pick a random generator with uniform distribution this is just a constant factor. However, we can sometimes pick a probability density function that is better suited to the problem at hand.

## Rendering Equation

So how can we apply the Monte Carlo method and probability theory to our global illumination problem? Let’s look back at the rendering equation:

Where:

$L(p, \omega_o)$ is the outgoing light in the direction $\omega_o$ for a point $p$

$f_r(p, \omega_o, \omega_i)$ is the BRDF, for a point $p$, in direction $\omega_o$ for incoming light $\omega_i$

$L_i(p, \omega_i)$ is the incoming light

There are three principles adhered to by the rendering equation:

• Principle of global illumination - every object in the scene contributes illumination
• Principle of equivalence - there is no distrinction between emitted and reflected light
• Principle of direction - reflected and scattered light travels in a direction (described by the BRDF)

This is the integral that we want to approximate. However, for a variety of reasons we want to split up the direct and indirect illumination:

Where $L_d$ is the direct illumination and $L_a$ is the indirection/ambient illumination.

We will continue to calculate $L_d$ in the way we always have, using shadow feelers and the material brdf.

However, we will now calculate the $L_a$ indirect light using the Monte Carlo method to approximate the integral:

Where $L_r$ is the recursively-gather light reflected off of other objects.

For the sake of simplicity, we’ll ignore the specular component of $f_r$ (the brdf) when it comes to reflected global illumination. This is a reasonable choice that saves us some headache in exchange for a relatively unchanged image.

## Pseudo-Code

function raytrace(ray) {
let diffuse, specular;
[diffuse, specular] = blinn_phong();

let reflection = raytrace(reflection_ray);
let transmission = raytrace(transmission_ray);

let ambient = 0;
for (i = 0 to num_samples) {
let sample_pt = generate_hemisphere_sample_point();
ambient += raytrace(pt) * dot(pt, normal);
}

ambient *= 2 / num_pts; // 2 because of the probability density function, described below

let total_color = combine(ambient, diffuse, specular, reflection, transmission);
}


Note that we assume constant brdf, e.g. purely diffuse surface. This also assumes that our generated hemisphere points have uniform distribution with respect to $d\mu$, i.e. with respect to surface area of the hemisphere.

But how do we generate points on a hemisphere? One common attempt is to generate random points in a cube and normalize them. This produces biases along the diagonals of the cube. You can see an example of this in 2D on my 476 notes about ambient occlusion.

Another thing we could try is generating $\theta$ and $\phi$ spherical coordinates with uniform distribution. However, this is going to give a tremendous bias towards points at the top of the hemisphere.

If we generate two random variables $u$ and $v$ with uniform distribution from 0 to 1, we can generate uniformly distributed (with respect to surface area) points on a hemisphere like so:

The PDF of this distribution has value $\frac{1}{2\pi}$ everywhere. We’ll ignore the $\pi$ in this class (we tend to do that in graphics), but we need to multiply the final result by $2$ to get the right result.

## Sample Distribution

This approach will work but is not optimal. Specifically, the random sampling approach to Monte Carlo inherently brings noise into the image. Increasing the number of sample points (i.e. rays) will reduce noise, but also significantly increase runtime. In general, an N increase in rays will produce an sqrt(N) decrease in noise. So if we can find a way to decrease noise without increasing ray count, that will be incredibly valuable to us.

We can accomplish this by modifying the distribution function of our random hemisphere samples. Specifically, if we choose a distribution function with cosine weighting, that is, $p(x) = \frac{cos(\theta)}{\pi}$, we can eliminate the $cos(\theta)$ component of our function. We’ll also significantly improve the image quality (i.e. reduce noise, or variance) since we’ll be concentrating our rays in the direction that matters, avoiding rays near the edge of the hemisphere which have little effect on the image.

As it happens, we can generate random samples on a hemisphere with cosine weight by simpling generating uniform samples on a disc (uniform with respect to area) and projecting them upwards onto the hemisphere.

The code for this generation/projection looks like this:

function generateCosineWeightedPoint(u, v) {
let theta = 2.0 * pi * v;

let x = radial * Math.cos(theta);
let y = radial * Math.sin(theta);

return [x, y, Math.sqrt(1 - u)];
}


Here, u and v are random parameters generated uniformly between 0 and 1. We’ll discuss these parameters further later, but it would suffice to simply use something like this:

const float u = rand() / (float) RAND_MAX;
const float v = rand() / (float) RAND_MAX;


The probability density function for our uniform hemisphere points was $p(x) = \frac{1}{2\pi}$, so we’ll also lose our factor of two when we use points with pdf $p(x) = \frac{cos(\theta)}{\pi}$. With cosine weighted sample points, our pseudocode now looks like this:

function raytrace(ray) {

// ...

let ambient = 0;
for (i = 0 to num_samples) {
let sample_pt = generate_cosine_weighted_hemisphere_sample_point();
ambient += raytrace(pt);
}

ambient *= 1 / num_pts;

// ...
}


### Other Distributions

If we choose the model indirect light including specular highlights or according to a different BRDF (e.g. Cook-Torrance), we need to choose a different distribution that “matches the shape” of the function we are approximating. We won’t bother to do that in this class but just be aware!

## Hemisphere Alignment

Our function generateCosineWeightPoint gives us points on a hemisphere which is oriented on the coordinate frame with the top of the hemisphere pointing upwards (e.g. towards <0, 0, 1>). We need to align this hemisphere with the surfel we are rendering. Specifically, we need to point it towards the normal.

We can do this by transforming the generated vector by a rotation matrix which rotates from the sample hemisphere direction (i.e. <0, 0, 1>) to the normal.

Here’s some pseudocode:

function alignSampleVector(sample, up, normal)
{
let angle = Math.acos(Math.dot(up, normal));
let axis = Math.cross(up, normal);

let matrix = make_rotation_matrix(angle, axis);

return transform(matrix, sample);
}


up here is not the camera up vector. It is just the direction in which our sample hemisphere is facing. Because of the way we generated hemisphere points, that direction is $(0, 0, 1)$.

Note that this code will break if up and normal are the same direction - the cross product will be zero and the rotation matrix will be filled with NaN. So we need to add some sort of check for this. But if up and normal are the same, we can just use the samples as is - no alignment is necessary. The rotation matrix will also break if up and normal are opposites, but there’s an easy fix for that too.

if (up == normal)
return sample;
else if (up == -normal)
return -sample;
else {
// construct rotation matrix and align
}


## Stratifed Samples

I mentioned that we would revist the u and v parameters from the function generateCosineWeightedPoint. While purely random values for these parameters would work, we can reduce noise in the output image by using stratified samples. This means dividing the u*v space (e.g. a square) into N distinct areas, then picking N samples each of which are a random sample within their respective small area.

If N is not a perfect square, you’ll need to be careful about how you subdivide the u*v space. I recommend simply duplicating a few sample regions.

## Implementation Details

Since we are now simulating indirect light it’s a good idea to turn off the constant ambient approximation.

We also need to figure out what material properties we should apply to the color value calculated by indirect illumination. You could make strong arguments for multiplying by either material.diffuse or material.ambient. I recommend simply using the value outright - it produces more visually interesting images.