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  • bug: deviation from requirements vs deviation from expectations

    - by user970696
    I am not clear on this one. No matter the terminology, in the end the software fault/bug causes (according to a lot of sources): Deviation from requirements Devation from expectations But if the expectations are not in requirements, then stakeholder could see a bug everywhere as he expected it to be like this or that..So how can I really know? I did read that specification can miss things and then of course its expected but not specified (by mistake).

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  • LINQ Equivalent for Standard Deviation

    - by Steven
    Does LINQ model the aggregate SQL function STDDEV() (standard deviation)? If not, what is the simplest / best-practices way to calculate it? Example: SELECT test_id, AVERAGE(result) avg, STDDEV(result) std FROM tests GROUP BY test_id

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  • standard deviation on excel

    - by user270692
    so I have 3 data sets, which all came from the first data set using the excel program. all consisted of random numbers from =randbetween(0,100) starting from A2:A102 which is 100 integers. for data set b I had to enter=SUM(A2+5) press enter and drag it down to get the integers for cells B2:B102 and for C I had to do multiplication t get it. I did =PRODUCT(A2:A102*5). so everything was taken from data set A. now I did the formulas needed to do sample standard dev and mean(average) . for data set a and b the standard deviations were the same but the mean was larger in data set B of course because I added 5 to each cell in set A. my question is why wouldn't the standard deviation be the same for data set C also? if im using the info from data set A? and how do I calculate the standard deviation (sample) by hand so I can explain why the standard dev doesn't change but the mean does. I don't know what numbers to include in the formula for sample standard deviation.

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  • Efficient calculation of matrix cumulative standard deviation in r

    - by Abiel
    I recently posted this question on the r-help mailing list but got no answers, so I thought I would post it here as well and see if there were any suggestions. I am trying to calculate the cumulative standard deviation of a matrix. I want a function that accepts a matrix and returns a matrix of the same size where output cell (i,j) is set to the standard deviation of input column j between rows 1 and i. NAs should be ignored, unless cell (i,j) of the input matrix itself is NA, in which case cell (i,j) of the output matrix should also be NA. I could not find a built-in function, so I implemented the following code. Unfortunately, this uses a loop that ends up being somewhat slow for large matrices. Is there a faster built-in function or can someone suggest a better approach? cumsd <- function(mat) { retval <- mat*NA for (i in 2:nrow(mat)) retval[i,] <- sd(mat[1:i,], na.rm=T) retval[is.na(mat)] <- NA retval } Thanks.

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  • Excel - graphing mean and standard deviation

    - by joe_shmoe
    Hi all, I have measurements for multiple devices, and have their mean and sd values. I would like to produce a chart that would show these values, and I think the best would be if I could have something that looks like a bar chart(-ish) - the device names in x axis, values in y axis, and for each device to have a 'floating' bar that would represent values (mean - sd :: mean + sd), and some marker in the middle to show the actual mean value. is it doable? or would you suggest some other chart? Thanks a lot

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  • array, I/O file and standard deviation (c++)

    - by JohnWong
    double s_deviation(double data[],int cnt, double mean) { int i; double sum= 0; double sdeviation; double x; //x = mean(billy,a_size); for(i=0; i<cnt; i++) { sum += ((data[i]) - (mean)); } sdeviation = sqrt(sum/((double)cnt)); return sdeviation; } When I cout the result from this function, it gave me NaN. I tested the value of (mean) and data[i] using return data[i] and return mean they are valid. when i replaced mean with an actual number, the operation returned a finite number. but with mean as a variable, it produced NaH. I can't see anything wrong with my code at the moment. Again, I am sure mean, data are getting the right number based on those tests. Thank you

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  • Calculating moving average/stdev in SAS?

    - by John
    Hye guys, I included a screenshot to help clarify my problem: http://i40.tinypic.com/mcrnmv.jpg. I'm trying to calculate some kind of moving average and moving standard deviation. The thing is I want to calculate the coefficients of variation (stdev/avg) for the actual value. Normally this is done by calculating the stdev and avg for the past 5 years. However sometimes there will be observations in my database for which I do not have the information of the past 5 years (maybe only 3, 2 etc). That's why i want a code that will calculate the avg and stdev even if there is no information for the whole 5 years. Also, as you see in the observations, sometimes I have information over more than 5 years, when this is the case I need some kind of moving average which allows me to calculate the avg and stdev for the past 5 year. So if a company has information for 7 years I need some kind of code that will calculate the avg and stdev for, lets say, 1997 (by 1991-1996), 1998 (by 1992-1997) and 1999 (1993-1998). As i'm not very familiar with sas commands it should look (very very roughly) like: set var if year = i then stdev=stdev(year(i-6) untill year(i-1)) and average = avg(year(i-6) untill year(i-1)) Or something like this, I really have no clue, I'm gonna try and figure it out but it's worth posting it if I won't find it myself. Thanks!

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  • Most "thorough" distribution of points around a circle

    - by hippietrail
    This question is intended to both abstract and focus one approach to my problem expressed at "Find the most colourful image in a collection of images". Imagine we have a set of circles, each has a number of points around its circumference. We want to find a metric that gives a higher rating to a circle with points distributed evenly around the circle. Circles with some points scattered through the full 360° are better but circles with far greater numbers of points in one area compared to a smaller number in another area are less good. The number of points is not limited. Two or more points may coincide. Coincidental points are still relevant. A circle with one point at 0° and one point at 180° is better than a circle with 100 points at 0° and 1000 points at 180°. A circle with one point every degree around the circle is very good. A circle with a point every half degree around the circle is better. In my other (colour based question) it was suggested that standard deviation would be useful but with caveat. Is this a good suggestion and does it cope with the closeness of 359° to 1°?

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  • Computationally simple Pseudo-Gaussian Distribution with varying mean and standard deviation?

    - by mstksg
    This picture from wikipedia has a nice example of the sort of functions I'd ideally like to generate http://en.wikipedia.org/wiki/File:Normal_Distribution_PDF.svg Right now I'm using the Irwin-Hall Distribution, which is more or less a Polynomial approximation of the Gaussian distribution...basically, you use uniform random number generator and iterate it x times, and take the average. The more iterations, the more like a Gaussian Distribution it is. It's pretty nice; however I'd like to be able to have one where I can vary the mean. For example, let's say I wanted a number between the range 0 and 10, but around 7. Like, the mean (if I repeated this function multiple times) would turn out to be 7, but the actual range is 0-10. Is there one I should look up, or should I work on doing some fancy maths with standard Gaussian Distributions?

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  • Evaluating mean and std as simulations are added

    - by Luca Cerone
    I have simulations that evaluate a certain value X. I run the simulations several times and save the value of X in a vector V. When all the runs have finished I evaluate the mean and standard deviation for the vector V. This approach works, but implies saving all the values for X. As my computer is quite old and with limited ram, I was wondering if there is a way to update the mean value M and the standard deviation S, knowing the value of X at the (n+1)-th run, and the values of M and S after n runs. How can I update the mean value and the standard deviation as simulations are added to the set? Please note that this is just a conceptual example, I don't save only one number X but thousands at each simulations, so I really have problems running a big number of runs if I have to keep all the past values into the memory.

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  • What's the best way to convert a .eps (CMYK) to a .jpg (RGB) with Image Magick

    - by Slinky
    Hi All, I have a bunch of .eps files (CMYK) that I need to convert to .jpg (RGB) files. The following command sometimes gives me under or over saturated .jpg images, when compared to the source EPS file: $cmd = "convert -density 300 -quality 100% -colorspace RGB ".$epsURL." -flatten -strip ".$convertedURL; Is there a smarter way to do this such that the converted image will have the same qualities as the source EPS file? Here is an example of the source file info: Image: rejm.eps Format: PS (PostScript) Class: DirectClass Geometry: 537x471 Base geometry: 1074x941 Type: ColorSeparation Endianess: Undefined Colorspace: CMYK Channel depth: Cyan: 8-bit Magenta: 8-bit Yellow: 8-bit Black: 8-bit Channel statistics: Cyan: Min: 0 (0) Max: 255 (1) Mean: 161.913 (0.634955) Standard deviation: 72.8257 (0.285591) Magenta: Min: 0 (0) Max: 255 (1) Mean: 184.261 (0.722591) Standard deviation: 75.7933 (0.297229) Yellow: Min: 0 (0) Max: 255 (1) Mean: 70.6607 (0.277101) Standard deviation: 39.8677 (0.156344) Black: Min: 0 (0) Max: 195 (0.764706) Mean: 34.4382 (0.135052) Standard deviation: 38.1863 (0.14975) Total ink density: 292% Colors: 210489 Rendering intent: Undefined Resolution: 28.35x28.35 Units: PixelsPerCentimeter Filesize: 997.727kb Interlace: None Background color: white Border color: #DFDFDFDFDFDF Matte color: grey74 Page geometry: 537x471+0+0 Dispose: Undefined Iterations: 0 Compression: Undefined Orientation: Undefined Signature: 8ea00688cb5ae496812125e8a5aea40b0f0e69c9b49b2dc4eb028b22f76f2964 Profile-iptc: 19738 bytes Thanks

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  • Algorithm to split an article without breaking the reading flow or HTML code

    - by Victor Stanciu
    Hello, I have a very large database of articles, of varying lengths. The articles have HTML elements in them. I have to insert some ads (simple <script> elements) in the body of each article when it is displayed (I know, I hate ads that interrupt my reading too). Now, the problem is that each ad must be inserted at about the same position in each article. The simplest solution is to simply split the article on a fixed number of characters (without breaking words), and insert the ad code. This, however, runs the risk of inserting the ad in the middle of a HTML tag. I could go the regex way, but I was thinking about the following solution, using JS: Establish a character count threshold. For example, "the add should be inserted at about 200 words" Set accepted deviations in each direction, say -20, +20 characters. Loop through each text node inside the article, and while doing so, keep count of the total number of characters so far Once the count exceeds the threshold, make the following decision: 4.1. If count exceeds the threshold by a value lower that the positive accepted deviation (for example, 17 characters), insert the ad code just after the current text node. 4.2. If the count is greater than the sum of the threshold and the deviation, roll back to the previous text node, and make the same decision, only this time use the previous count and check if it's lower than the difference between the threshold and the deviation, and if not, insert the ad between the current node and the previous one. 4.3. If the 4.1 and 4.2 fail (which means that the previous node reached a too low character count and the current node a too high one), insert the ad after whatever character count is needed inside the current element. I know it's convoluted, but it's the first thing out of my mind and it has the advantage that, by trying to insert the ad between text nodes, perhaps it will not break the flow of the article as bad as it would if I would just stick it in (like the final 4.3 case) Here is some pseudo-code I put together, I don't trust my english-explaining skills: threshold = 200 deviation = 20 current_count = 0 for each node in article_nodes { previous_count = current_count current_count = current_count + node.length if current_count < threshold { continue // next interation } if current_count > threshold + deviation { if previous_count < threshdold - deviation { // insert ad in current node } else { // insert ad between the current and previous nodes } } else { // insert ad after the current node } break; } Am I over-complicating stuff, or am I missing a simpler, more elegant solution?

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  • Sample size and statistical significance in Google Analytics

    - by colmcq
    I have been asked to compile a report into dropout rates during checkout for a global webstore I have used a sample size over one month as my sample because: google analytics slows to a crawl over larger sample sizes and makes much of the analysis agonisingly small I believe it to be statistically significant and a representative sample My client has asked me why I didn't use yearly figures and wants proof that one month of data is 'statistically significant'. Am I right in thinking that I need to compare the standard deviation of my monthly sample to the yearly sample and ensure that the deviation is under a certain %age? Question: how do I prove one month of Google Analytics data is representative to one year worth of data? Stats: 90k unique views/month ~1.1m per year.

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  • Generating lognormally distributed random number from mean, coeff of variation

    - by Richie Cotton
    Most functions for generating lognormally distributed random numbers take the mean and standard deviation of the associated normal distribution as parameters. My problem is that I only know the mean and the coefficient of variation of the lognormal distribution. It is reasonably straight forward to derive the parameters I need for the standard functions from what I have: If mu and sigma are the mean and standard deviation of the associated normal distribution, we know that coeffOfVar^2 = variance / mean^2 = (exp(sigma^2) - 1) * exp(2*mu + sigma^2) / exp(mu + sigma^2/2)^2 = exp(sigma^2) - 1 We can rearrange this to sigma = sqrt(log(coeffOfVar^2 + 1)) We also know that mean = exp(mu + sigma^2/2) This rearranges to mu = log(mean) - sigma^2/2 Here's my R implementation rlnorm0 <- function(mean, coeffOfVar, n = 1e6) { sigma <- sqrt(log(coeffOfVar^2 + 1)) mu <- log(mean) - sigma^2 / 2 rlnorm(n, mu, sigma) } It works okay for small coefficients of variation r1 <- rlnorm0(2, 0.5) mean(r1) # 2.000095 sd(r1) / mean(r1) # 0.4998437 But not for larger values r2 <- rlnorm0(2, 50) mean(r2) # 2.048509 sd(r2) / mean(r2) # 68.55871 To check that it wasn't an R-specific issue, I reimplemented it in MATLAB. (Uses stats toolbox.) function y = lognrnd0(mean, coeffOfVar, sizeOut) if nargin < 3 || isempty(sizeOut) sizeOut = [1e6 1]; end sigma = sqrt(log(coeffOfVar.^2 + 1)); mu = log(mean) - sigma.^2 ./ 2; y = lognrnd(mu, sigma, sizeOut); end r1 = lognrnd0(2, 0.5); mean(r1) % 2.0013 std(r1) ./ mean(r1) % 0.5008 r2 = lognrnd0(2, 50); mean(r2) % 1.9611 std(r2) ./ mean(r2) % 22.61 Same problem. The question is, why is this happening? Is it just that the standard deviation is not robust when the variation is that wide? Or have a screwed up somewhere?

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  • Daylight Saving Time Visualized

    - by Jason Fitzpatrick
    When you map out the Daylight Saving Time adjusted sunrise and sunset times over the course of the year, an interesting pattern emerges. Chart designer Germanium writes: I tried to come up with the reason for the daylight saving time change by just looking at the data for sunset and sunrise times. The figure represents sunset and sunrise times thought the year. It shows that the daylight saving time change marked by the lines (DLS) is keeping the sunrise time pretty much constant throughout the whole year, while making the sunset time change a lot. The spread of sunrise times as measured by the standard deviation is 42 minutes, which means that the sunrise time changes within that range the whole year, while the standard deviation for the sunset times is 1:30 hours. Whatever the argument for doing this is, it’s pretty clear that reason is to keep the sunrise time constant. You can read more about the controversial history of Daylight Saving Time here. Daylight Saving Time Explained [via Cool Infographics] 6 Ways Windows 8 Is More Secure Than Windows 7 HTG Explains: Why It’s Good That Your Computer’s RAM Is Full 10 Awesome Improvements For Desktop Users in Windows 8

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  • What would be a good filter to create 'magnetic deformers' from a depth map?

    - by sebf
    In my project, I am creating a system for deforming a highly detailed mesh (clothing) so that it 'fits' a convex mesh. To do this I use depth maps of the item and the 'hull' to determine at what point in world space the deviation occurs and the extent. Simply transforming all occluded vertices to the depths as defined by the 'hull' is fairly effective, and has good performance, but it suffers the problem of not preserving the features of the mesh and requires extensive culling to avoid false-positives. I would like instead to generate from the depth deviation map a set of simple 'deformers' which will 'push'* all vertices of the deformed mesh outwards (in world space). This way, all features of the mesh are preserved and there is no need to have complex heuristics to cull inappropriate vertices. I am not sure how to go about generating this deformer set however. I am imagining something like an algorithm that attempts to match a spherical surface to each patch of contiguous deviations within a certain range, but do not know where to start doing this. Can anyone suggest a suitable filter or algorithm for generating deformers? Or to put it another way 'compressing' a depth map? (*Push because its fitting to a convex 'bulgy' humanoid so transforms are likely to be 'spherical' from the POV of the surface.)

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  • Finding the most similar numbers across multiple lists in Python

    - by new_sysadmin
    In Python, I have 3 lists of floating-point numbers (angles), in the range 0-360, and the lists are not the same length. I need to find the triplet (with 1 number from each list) in which the numbers are the closest. (It's highly unlikely that any of the numbers will be identical, since this is real-world data.) I was thinking of using a simple lowest-standard-deviation method to measure agreement, but I'm not sure of a good way to implement this. I could loop through each list, comparing the standard deviation of every possible combination using nested for loops, and have a temporary variable save the indices of the triplet that agrees the best, but I was wondering if anyone had a better or more elegant way to do something like this. Thanks!

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  • Why no fortran standard library ?

    - by Stefano Borini
    To be a language focused on mathematics and scientific computing, I am always baffled by the total lack of useful mathematical routines in the Fortran standard library. One would expect it to be shipped at least with a routine to compute standard deviation and mean, but this is not the case. In particular with the introduction of Fortran 90 and the addition of modules (thus reducing namespace pollution), I don't see any reason why of this critical lack of services. I would like to hear your knowledge about why this is the case.

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  • Bad Mumble control channel performance in KVM guest

    - by aef
    I'm running a Mumble server (Murmur) on a Debian Wheezy Beta 4 KVM guest which runs on a Debian Wheezy Beta 4 KVM hypervisor. The guest machines are attached to a bridge device on the hypervisor system through Virtio network interfaces. The Hypervisor is attached to a 100Mbit/s uplink and does IP-routing between the guest machines and the remaining Internet. In this setup we're experiencing a clearly recognizable lag between double-clicking a channel in the client and the channel joining action happening. This happens with a lot of different clients between 1.2.3 and 1.2.4 on Linux and Windows systems. Voice quality and latency seems to be completely unaffected by this. Most of the times the client's information dialog states a 16ms latency for both the voice and control channel. The deviation for the control channels mostly is a lot higher than the one of the voice channels. In some situations the control channel is displayed with a 100ms ping and about 1000 deviation. It seems the TCP performance is a problem here. We had no problems on an earlier setup which was in principle quite like the new one. We used Debian Lenny based Xen hypervisor and a soft-virtualised guest machine instead and an earlier version of the Mumble 1.2.3 series. The current murmurd --version says: 1.2.3-349-g315b5f5-2.1

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  • Discover periodic patterns in a large data-set

    - by Miner
    I have a large sequence of tuples on disk in the form (t1, k1) (t2, k2) ... (tn, kn) ti is a monotonically increasing timestamp and ki is a key (assume a fixed length string if needed). Neither ti nor ki are guaranteed to be unique. However, the number of unique tis and kis is huge (millions). n itself is very large (100 Million+) and the size of k (approx 500 bytes) makes it impossible to store everything in memory. I would like to find out periodic occurrences of keys in this sequence. For example, if I have the sequence (1, a) (2, b) (3, c) (4, b) (5, a) (6, b) (7, d) (8, b) (9, a) (10, b) The algorithm should emit (a, 4) and (b, 2). That is a occurs with a period of 4 and b occurs with a period of 2. If I build a hash of all keys and store the average of the difference between consecutive timestamps of each key and a std deviation of the same, I might be able to make a pass, and report only the ones that have an acceptable std deviation(ideally, 0). However, it requires one bucket per unique key, whereas in practice, I might have very few really periodic patterns. Any better ways?

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  • How can I superimpose modified loess lines on a ggplot2 qplot?

    - by briandk
    Background Right now, I'm creating a multiple-predictor linear model and generating diagnostic plots to assess regression assumptions. (It's for a multiple regression analysis stats class that I'm loving at the moment :-) My textbook (Cohen, Cohen, West, and Aiken 2003) recommends plotting each predictor against the residuals to make sure that: The residuals don't systematically covary with the predictor The residuals are homoscedastic with respect to each predictor in the model On point (2), my textbook has this to say: Some statistical packages allow the analyst to plot lowess fit lines at the mean of the residuals (0-line), 1 standard deviation above the mean, and 1 standard deviation below the mean of the residuals....In the present case {their example}, the two lines {mean + 1sd and mean - 1sd} remain roughly parallel to the lowess {0} line, consistent with the interpretation that the variance of the residuals does not change as a function of X. (p. 131) How can I modify loess lines? I know how to generate a scatterplot with a "0-line,": # First, I'll make a simple linear model and get its diagnostic stats library(ggplot2) data(cars) mod <- fortify(lm(speed ~ dist, data = cars)) attach(mod) str(mod) # Now I want to make sure the residuals are homoscedastic qplot (x = dist, y = .resid, data = mod) + geom_smooth(se = FALSE) # "se = FALSE" Removes the standard error bands But does anyone know how I can use ggplot2 and qplot to generate plots where the 0-line, "mean + 1sd" AND "mean - 1sd" lines would be superimposed? Is that a weird/complex question to be asking?

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  • how to set keyboard for phonetic Hindi typing oneiric for Wx keyboard on QWERTY keyboard

    - by Registered User
    I am trying to type documents in Hindi language. My OS: Ubuntu 11.10 Gnome environment (http://packages.ubuntu.com/search?keywords=gnome-session-fallback) I do not use unity interface.The method is shown here http://www.youtube.com/watch?v=LL7icGNhIfI I am able to type in Hindi in Libreoffice and gedit as well with method shown above.But this is a very difficult way of typing because I have to remember all the English Keys corresponding to the Hindi words as mapped here http://docs.redhat.com/docs/en-US/Red_Hat_Enterprise_Linux/5/html-single/International_Language_Support_Guide/images/hindi.png What I want to be able to do is type phonetically and not use above kind of keyboard. I have US English keyboard in my laptop. See the snapshot here https://picasaweb.google.com/107404068162388981296/UnknownAsianLanguage#5704771437325752466 I have selected the phonetic input method in Ibus window but this still is not working as expected. I expect to be able to type phonetically (given with above phonetic selection) what is happening is I have to type like using a QWERTY keyboard for Hindi language which is deviation from expected behavior. How can I rectify or achieve correct behavior?

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  • Is eCPMs dropping by about 50% in January a usual behavior on Google AdSense?

    - by Andrew G. Johnson
    So I just got semi-serious about running some AdSense sites over the past 6 months and the eCPM's have hovered between 1.38 and 1.42 [yes it's that close] when I look at the eCPM for each month. Obviously some deviation day to day but pretty damn close to a buck forty in aggregate. So far for January I am sitting at 0.80 for an eCPM. I know it's not a huge sample size but the daily pageviews are fairly consistent [actually a bit higher] than where they were in December. I am trying to justify this by thinking that somehow a lot of ad buyers buy inventory for the year and have to get setup to do another big buy now that it's a new calendar year but that thought isn't close to comforting. Is this happening to anyone else? EDIT: I run a lot of websites and the ratios of pageviews are about the same this month to last month but just to be clear the eCPM I posted is for 20 websites in a variety of niches, it doesn't accurately depict any one domain.

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  • For normal mapping, why can we not simply add the tangent normal to the surface normal?

    - by sebf
    I am looking at implementing bump mapping (which in all implementations I have seen is really normal mapping), and so far all I have read says that to do this, we create a matrix to convert from world-space to tangent-space, in order to transform the lights and eye direction vectors into tangent space, so that the vectors from the normal map may be used directly in place of those passed through from the vertex shader. What I do not understand though, is why we cannot just use the normalised sum of the sampled-normal vector, and the surface-normal? (assuming we already transform and pass through the surface normal for the existing lighting functions) Take the diagram below; the normal is simply the deviation from the 'reference normal' for any given coordinate system, correct? And transforming the surface normal of a mapped surface from world space to tangent space makes it equivalent to the tangent space 'reference normal', no? If so, why do we transform all lighting vectors into tangent space, instead of simply transforming the sampled tangent once in the pixel shader?

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