Intervals and gradients

Kragen Javier Sitaker, 02020-10-16 (4 minutes)

Darius Bacon linked me to https://twitter.com/paniq/status/1317063053339406336:

@paniq@mastodon.social / L. 🧩 . Ritter / @paniq:

apparently these good people solved the explosion in steps when the ray gets close to the surface during SDF sphere marching (thanks to @Atrix256 ) https://diglib.eg.org/handle/10.1111/cgf13951

i must say i'm a little angry with myself because i spent hundreds of hours on getting around this exact problem and couldn't find a better way.

there's only two shadertoys yet https://shadertoy.com/view/WdKczW

the classical sphere marching method: lipschitz continuity guarantees that the blue line never intersects the diagonal of the red stepping function, which always moves as many units forward as it has measured upwards.

plotting the first derivative of our curve (green), the light green lines designate the global lipschitz limit that the function is guaranteed never to overstep.

the purple lines bracket the local upper and lower bounds of the first derivative within a local region.

plotting the limits as as a wedge of tangents, all positive, we see that the region can't possibly contain a root, and thus deem it safe to skip the entire interval.

whereas in this less beneficial interval, our tangent bundle can only guarantee us safe passage up until the cyan colored point.

this region here however allows us to make a step twice as a large as a simple SDF lookup would permit us.

it is easy to see how this method becomes particularly useful when we are grazing surfaces with low curvature, as the tangent width narrows, and we can practically perform an interation of the newton-raphson method.

the authors don't do a good job of showing these connections. the provided formula is effectively a version of the newton-raphson method which uses a gradient interval instead of a local gradient.

to compute the gradient interval, you use a combination of automatic differentiation and interval arithmetic on the first derivative. here are primitives for both:

the new arithmetic primitives will likely look a lot like joint ranges from revised affine arithmetic (https://shadertoy.com/view/4sV3zm), except that we get a right facing interval cone instead.

a much more important consequence of all this is that the lipschitz continuity requirement |f'(x)| <= 1 no longer applies as we always see a local gradient cone. you can use this to trace any old implicit function, not just only distance functions.

bonus: with 1 more sample at the right end of the interval, we can reuse the same gradient interval, flip it, and use it to truncate our extrapolated destination. in this case, we discover that we can skip the entire interval rather than having to jump to the cyan point.

the right hand samples amortize over time, as we can reuse them in the next iteration.

Matt Keeter @impraxical:

Dumb question: if you can do interval arithmetic on your function, why not directly check the interval result in the target segment (to see if it contains 0), rather than the interval of the gradient in the segment?

@paniq:

what do you do when the interval contains a possible root?

Ah, that explains why this is useful :D

I agree that affine arithmetic could tell you how far you could safely walk; I'm curious to see how "point + gradient range" (this paper) compares to "affine region" (RAA), in terms of ease of computation / tightness of bounds / etc.

@paniq:

RAA is costly, and has overshoots i.e. false positives, which means you're frequently backtracking. building intervals on the first derivative should in many cases be cheaper.

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