At the Foothills of Eccentricity



Right and wrong ways to pick random points inside a sphere

updated 2018-11-28

Last things first

I’m going to cut to the chase: I could not find a way to choose uniformly distributed random points inside the volume of a unit sphere that was faster than picking one in the 8-unit cube, testing to see if it was inside the unit-sphere, and trying again if it wasn’t – but I did come real close. But that’s getting ahead of myself. Before we come to the stunning conclusion, there are many rabbit holes and digressions awaiting.

First things first

A couple months ago, I started working my way through a nice little book called Ray Tracing in One Weekend, which all the cool kids are doing, it seems. Which makes sense, because making pretty pictures is fun.

Anyway, around midway through, you get to the point where you’re rendering some spheres that are supposed to act as diffuse reflectors, like a subtly fuzzy mirror1. This involves performing a task that is, in slightly technical words, randomly choosing a point from uniformly distributed set of points inside the volume of the unit sphere (the sphere with a radius of 1). The book describes a method of doing so that involves picking three uniformly distributed points inside the 8-unit cube (whose corners go from (-1, -1, -1) to (+1, +1, +1)),

8-unit cube

testing to to see if the point so described has a length less than 1.0, returning it if it does, tossing it and trying again if it doesn’t. In pseudo-Python code, it looks like this:

while True:
    point = Point(random(-1, 1), random(-1, 1), random(-1, 1))
    if length(point) < 1:
        return point # victory!
    else:
        pass # do nothing, pick a new random point the next roll through
             # the loop

This seems like it might be wasteful, because you don’t know how many times you’ll have to try generating a random point before you luck out by making a valid one. But, you can come up with a pretty confident guess based on the relative volumes. We know that the 8-unit cube is 8 cubic units in volume, since its sides are 2 units long (from -1 to +1). Also, the name is a dead giveaway. It’s obviously larger than the unit sphere, because the latter is contained within the former, shown pinkly below:

unit sphere The sphere touches the cube at the center of each cubic face.

In three dimensions, the volume of a sphere is 4/3 π r^3, or “four-thirds times Pi times the radius cubed”. By definition, the unit sphere’s radius is one, leaving us with 43 π, or about 4.1888. So if you had a four-dimensional dart you were throwing at an 8-unit three-dimensional cubic dartboard with an equal chance of hitting any particular single point inside it, your chance of hitting one inside the unit sphere is (4.1888)/8 or about 52%. Meaning that on average, you have to try just a smidge less than twice before you get lucky. That also means that we’re basically generating six random numbers each time.

I wanted to know if it were possible to randomly select a valid point by construction, meaning, at the end of the process, I’d know that the point was chosen from the uniformly-distributed set of random points inside the unit sphere and could be used without having to check it. If you’ve been using it to implement the raytracer from the book and you’ve done it right, at the end of Chapter 7 you get an image that looks like this:

matte gray spheres Technically, this is an image of a small ball sitting on top of a larger ball that’s made of the same material. They’re both matte gray, and are just reflecting the image of the sky from the background.

The first wrong way

The first obvious but wrong way to choose a random point (x, y, z), where x, y, and z are uniformly distributed random numbers, normalize its length to 1 in order to place it on the surface of the unit sphere, then scale it by some random factor r that is less than 1 (but more than 0). In pseudo-Python code,

point = Point(random(-1, 1),
              random(-1, 1),
              random(-1, 1))

point = point / length(point) # normalize length to 1

point = point * random(0, 1)  # randomly scale it to the interior of the unit sphere

return point

There are actually two things wrong with this, but first, a brief digression into some math-ish stuff.

Length of a point?

Do you remember how to calculate the length of a right triangle’s hypotenuse with Pythagoras’ Theorem? You know, a-squared plus b-squared equals c-squared?

right triangle

What if we replaced a with x and interpreted it as a coordinate on the horizontal axis, with an origin at 0? Similarly, replace b with y, and think of it as a 0-origined coordinate on a vertical axis. If you now have not a triangle but instead a two-dimensional point at the Cartesian coordinate (x, y), what is c? It’s now the length of the point.

length of the point (x, y) The length here is the square root of 25 plus 16, or about 6.4.

That’s all well and good, you may say, but what about a point in THREE dimensions?? It turns out the same trick works, you just do

Pythagoras in 3D

Length of a point in 3D

So if we have a point (3, 1, 2), its length is the square root of 3^2 + 1^2 + 2^2 which is the square root of fourteen, which is about 3.74. What if we wanted to make it so that it was pointing in the same direction from the origin, but the length was 1? That’s called normalizing, and is done by dividing each coordinate by the length. Below, the point P’2 has the same direction as point P, but the length of P’ is 1.

normalized 3D point

Now, we could have chosen to multiply each component coordinate by a number other than the reciprocal of the length of P to make P’. No matter what number we chose (as long as it was greater than zero), it would still point in the same direction as P, but its length would be something else. This operation, keeping the direction but changing the length by multiplying each coordinate by some number, is called scaling. Normalizing is just scaling by the reciprocal of the length.

OK, back to being wrong about constructing random points

So, the first obvious way is to pick a random, uniformly distributed point inside the 8-unit cube, change its length so that it lies on the surface of the unit sphere, then scale it by some random amount so that it’s somewhere in the interior of the sphere. Here’s what it looks like when you do that:

first wrong image

Hmm…. close… Let’s see our reference, correct image again:

matte gray spheres

The reference image has a much softer shadow under the smaller ball, meaning the edge is less distinctly defined, than the image using the first wrong technique for generating random points. The experimental shadow also seems to be smaller than the reference one, but it’s hard to tell for sure given the diffuse way the correct shadow dissipates. Still, something is obviously wrong.3

The first obviously wrong thing about the first obvious wrong way

Let’s look again at the unit sphere inside the 8-unit cube:

unit sphere

Taking a moment to become unblinded by the brilliance of the diagram, we can see that if we’re taking a truly random point inside the cube, and if the point happens to not be inside the unit sphere (which, as you know, happens about half the time), it’s a lot more likely that the invalid point is in the direction of one of the eight corners, than near the center of the cubic face, because there’s a lot more non-sphere space there. So what would it mean, on average, for us to not throw those points away, but instead normalize them so that they have a length of 1 and are on the surface of the unit sphere? You’d have eight “hot spots” on the sphere’s surface where points would be more likely to be found, and your surface distribution would not be uniform.

You keep saying “uniformly distributed”; what does that mean?

I’ve been meaning to take a brief aside to talk about what I mean by “uniformly distributed”, or, “random”. In everyday speech, people usually take “random” to mean, “each distinct event in a set of related events has an equal probability of happening.” Examples are rolls of fair dice or flipping a fair coin; ones and sixes and fives and fours and twos and threes should each come up 16 the time, heads and tails should be 5050. When this happens, you say that the values are uniformly distributed, or they have a uniform distribution.

Just because we usually want to talk about random events that happen with a uniform distribution doesn’t mean that non-uniform distributions are unimportant. One of the most important and useful distributions is called the Standard, or Normal, Distribution. Another name is the “Gaussian Distribution”, but really, it’s Normal when it’s a Gaussian distribution whose expected value is 0 with a standard deviation of 1. It looks like this:

normal distribution taken from the wikipedia page on “standard deviation”

A good way of thinking about distributions is, if you pretend that they’re like a one-dimensional (numberline) dartboard, and you throw a bunch of darts at them, then the distribution is the chance that the dart lands within the given interval. When it’s uniform, the line is a straight horizontal line at some height; if the height were 1, the odds are 100%, and if the line were at 0, the odds are 0%, but the take-away is that each point on the numberline-dartboard would be equally likely to be hit by a dart in a uniform distribution. If your dart throws were normally distributed, you’d be hitting near the middle about 40% of the time; hit within the interval -1 to +1 about 68% of the time, and within -3 to +3 like 99% of the time. There’s technically no theoretical limit to the magnitude of a normally distributed random value. Your dart could land at like -1,000,000, but the odds are really, really, really low.

The Normal Distribution to the rescue!

Early on in my search for methods for choosing a random point inside a sphere, I’d seen a fancy Javascript math font formula on like math.stackexchange.com4 that looked something like this,

formula for constructing uniform random points inside a
sphere note: this formula doesn’t make total sense so don’t worry too hard about the details; it’s meant to reflect the fact of my own confusion about it making it hard to remember it accurately

but it was too soon in my search, so I’d not become familiar with the distinction between differently distributed sets of random values, and all I took from it immediately was that they were scaling a nomalized point. Later, after grasping that it was incorrect to just normalize points whose coordinates were uniformly distributed, I read somewhere else5 something like, “Three independantly selected Gaussian variables, when normalized, will be uniformly distributed on the unit sphere,”6 and it clicked what those “.. = N”s meant: they were random values sampled from the Normal Distribution. I quickly updated my code to something like the following:

point = Point(random(0, 1, gaussian=True), # first arg is expected val,
                                           # second is standard deviation
              random(0, 1, gaussian=True),
              random(0, 1, gaussian=True))

point = point / length(point) # normalize length to 1

point = point * random(0, 1)  # randomly scale it to the interior of the unit sphere

return point

As you can see, it’s basically exactly the same as the previous code, except our initial x, y, and z component coordinates are random values with a Gaussian distribution, instead of a uniform distribution. I eagerly re-ran the render, and it produced the following image:

gaussian variables incorrectly
scaled

Which.. looks… a LOT like the previous one, which was wrong. If anything, the shadow is darker and sharper than the previous wrong one, so it’s even MORE wrong now. Which brings us to

The second wrong thing about all previous wrong things

Those of you who are, unlike me, not infested with brain worms may have been wondering to yourselves, What the heck was up with the “13” next to the “U” in that awesomely hand-written formula from just a second ago? Shouldn’t there be a term in the code that reflects whatever that might mean? You would be right to wonder that. That means, “take the cube root of a uniform random number”.

Because of the brain worms, though, I did not at first make that connection. However, luckily for me, at the time I was trying to figure all this out, I was hanging out with my friends Allen and Mike, two incredibly creative, smart, and curious people, and who had started to be taken in by this problem I was having. Both of them are highly skilled and talented professional visual effects artists, and have good eyes for seeing when images are wrong, so this was right up their alley.

Mike suggested taking a look directly at the random points being generated, so I changed my program to also print out each randomly generated point in a format that Mike could import into Houdini in order to visualize them. When he did, it was super obvious that the points were incorrectly distributed, because they were mostly clustered very close to the center of the sphere, instead of being evenly spread out throughout the volume of it.

Incredibly, even this wasn’t enough for me to connect the dots. I wound up going on a convoluted journey through trying to understand how to generate the right probability distribution to compensate for the fact that as distance from the center increases, the amount of available space drastically increases. Increases as the cube of the radius. If only there were an inverse operation for cubing something…

I don’t know what it finally was, but the whole, “volume goes up as radius cubed” and “U to the 13 power” and probably Mike saying, “What about the cube root?” gestalt made me realize: I needed to take the cube root of the uniformly distributed random scaling factor! I changed the code to do that, and handed Mike a new set of data to visualize. He put together this spiffy animation showing the effect of taking the cube root of the random number and then scaling the points with that, instead of just scaling them by a uniform random number (ignore the captions embedded in the image and just notice how the distrubition changes):

animation of points being
redistributed

You can see pretty clearly how the points are clustered near the origin, where there are a lot fewer possible places to be, vs. when using the cube root. Taking the cube root of the uniformly distributed random number between 0 and 1 “pushes” it away from the origin; check out a graph of the cube root of x between 0 and 1:

graph of cube root between 0 and
1

This shows that if you randomly got, say, 0.2, it would get pushed to near 0.6. But if you got something close to 1, it won’t go past 1. In other words, this changes the distribution from uniform to a Power Law distribution; thanks to this commenter on lobste.rs!

Anyway, the proof, of course, is in the pudding, which is weird, because how did it get there. Anyway, when I ran the render with the updated code, it produced the following pretty picture, which we all agreed looked right:

correctly rendered
image

Time to celebrate!

Not so fast

Although this new method of randomly choosing points within the unit sphere with a uniform distribution seemed to be correct, I noticed that my renders were a little slower. By which I meant, about 50% slower, so like 13 seconds instead of 9. This wasn’t yet unacceptably slow in any absolute sense, but one of the reasons I wanted to try to do this by construction was to do it less wastefully. In general with programming, that means, “faster”. Taking 150% of the time was not less wasteful. But where was the extra work being done?

I knew that generating a Gaussian random number would be more work than a uniformly distributed one, but didn’t think it would be THAT much more. It turns out that it takes almost twice as long to make a Gaussian one than a uniform one for my system7. With the textbook method of generating and testing to see if you should keep it, you’ll have to generate almost six uniformly distributed random numbers. With our constructive method, we have to generate three Gaussian values, plus one uniform one, for an effective cost of seven uniform random number generations. Hmm, so, not really a win there, random-number-generation-wise.

The only other expensive thing we’re doing is taking a cube root8, and indeed, almost half the time of running the new code is spent performing that operation! I suspected this might be the case; I figured that even the square root would have direct support by the hardware of the CPU, but the cube root would have to be done “in software”, which means, “slowly”. But I know that there are some tricks you can pull if you’re willing to trade accuracy for speed.

A quick and dirty implementation of “fast cube root” later, and I got the following image:

correct image with fast cube
root

which looked pretty good! And after benchmarking, it was… ALMOST as fast as the original method from the book. Still more wasteful, and technically less accurate (the name of the page I got the algorithm from is “approximate cube root”, and the function is most inaccurate in the region near zero, sometimes wrong by over 300%).

Lessons learned

This really has been a long and twisted voyage of distractions for me. For as long as this post is, it’s really only scratching the surface on most of the material, and omitting quite a bit of other stuff completely. Things I’ve left out completely:

  • going into detail on the fast cube root; I had a bunch of graphs of things like the absolute and percentage error values for it vs. the native “correct” cube root, and will probably attempt to improve my implementation in the future to work better for values close to zero and write that up.

  • Going into detail on how to generate random Gaussian numbers. The most common way that I see referenced is called the Box-Muller Transform, and it requires first generating two uniform random values then doing some trigonometry with them, which would be a very expensive operation for a computer to do. But there are clever ways to generate them that are almost as fast as generating uniformly distributed ones; the random number library I’m using is pretty clever in that way. There’s still room for improvement, though!

  • Details on using cargo bench to benchmark my algorithms, which is intrinsic to Rust, the hip new-ish language from Mozilla, the web browser people. This would be of interest to programming nerds like me.

  • You can generalize spheres to more than three dimensions; for example, in 4D, it’s called a glome. As the number of dimensions increases, it becomes less and less likely that a randomly selected point from the enclosing cube will be inside the sphere, so the “rejection sampling” method of the text becomes more and more slow compared to the various constructive techniques.

  • Yet MORE ways to do this task, and how I might be able to get a constructive technique to actually be faster, and hot-rodding software in general.

Some of these will come up in the near future, in more blog posts. Some will just have to be taken up by someone else, or never at all (or already exhaustively covered by smarter people than I, of course). Most of all, though, I’ve been surprised and delighted by how rich and deep this problem is, and I hope some of that has come through here.

I also want to give huge thanks to Allen and Mike, who were both extremely supportive of cracking this nut in person and over email. They said figuring this out should lead to the mother of all blog posts, so I hope this isn’t a disappointment. No pressure all around!

da code

Not that it’s of that much interest to most, but of course, my code is freely available. See https://github.com/nebkor/weekend-raytracer/ for the repository, and take a look at https://github.com/nebkor/weekend-raytracer/blob/random_points_blog_post/src/lib.rs to see the implementations of the different techniques, right and wrong, from this post.

Eventually, I’ll be parallelizing the code, and possibly attempting to use the GPU. But before then, I need to finish the last couple chapters of this book, and maybe chase fewer rabbits until I’ve done that :)



  1. A more common name for this is that it’s a Lambertian surface or material. See https://en.wikipedia.org/wiki/Lambertian_reflectance

    [return]
  2. The little single-quote mark after P in P’ is pronounced “prime”, so the whole thing is pronounced “pee prime”. “Prime” is meant to indicate that the thing so annotated is derived directly from some original thing; in our case, P. I don’t know why the word “prime” is chosen to mean that; something like “secondary” would make more semantic sense, but here we are, stuck in Hell.

    [return]
  3. This may sound weird, but one of the most fun things about writing software that makes images (or, as I and most others like to say, “pretty pictures”) is that when you have a bug, it shows up in a way that you might not realize is wrong, or it produces an unexpected but pleasing image, etc. It’s fun to look at the picture, try to reason about what must have happened to make it incorrect, then try to fix and re-render to see if you were right.

    [return]
  4. If you want to feel like an ignorant moron, try googling for stuff like “random point on sphere” and “probability distribution”. I promise you, it made about as much sense to me as to you, assuming it makes very little sense to you on first glance. Look at this shit from http://mathworld.wolfram.com/SpherePointPicking.html

    quaternion transformation
obvs

    I mean come ON with that. I’m trying real hard here to explain everything so that even if you already know it, you’ll still be entertained, and if you don’t, you won’t run away screaming because it’s all incomprehensible jargon.

    [return]
  5. OK, looks like it’s the Mathworld.wolfram link from above, because right below that quaternion nonsense there’s

    normalized gaussian
point

    which is pretty much exactly what I remember reading.

    [return]
  6. Getting into the reason WHY three Gaussian random values will be uniformly distributed on the surface of the unit sphere when normalized is a rabbit hole I did not go deeply down, but I think it would be another whole thing if I did. The magic phrase is “rotational invariance”, if you’d like to look into it.

    [return]
  7. How do I know how long it takes on my system to produce a Gaussian random value vs. a uniform one? I wrote a tiny program that generates random values, either Gaussian or uniform, and timed how long it took to generate a a few billion values of each kind. On my system, that program will take about five seconds to generate and sum a billion Gaussian values, while doing the same for uniform values takes less than three. Also, it turns out that the “fast” Gaussian value generator technique is, like the fast way to pick a random point in the sphere, to generate a random value, check to see if it’s a valid Gaussian one, and guess again. It seems that it takes a couple rounds of that on average no matter what.

    [return]
  8. The act of normalizing the point requires a square root, but most processors have pretty fast ways of calculating those, and as with the cube root, there are hacks to trade accuracy for speed if desired. But my processor, a 64-bit Intel CPU, has direct support for taking a square root, so any hack to trade accuracy for speed is likely to simply be worse in both respects.

    [return]