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[3DS] Smoothing Groups and Normal Direction

I'm not sure if I'm misunderstanding something small here.

3DS has smoothing groups. Each face you set to the group all share the angle of the normal that is set. Depending on the normal angle it can make the faces appear smooth or faceted.

When I'm making a low poly in 3DS and setting my smoothing groups (if I'm in need of more than one) should I be setting up something specific to average the normal angle?

The confusion comes up from the following situation I seem to have and I'm not sure if it's because I have a fundamental misunderstanding of how things work.

I have a wooden post I sculpted in ZBrush. I bring the sculpt back into 3DS and make any changes to the low poly to get the silhouette. It's essentially a cylinder that looks like it's been run through a lathe.

So I unwrap the low poly and I only need one smoothing group as it is a single island. I then set up my cage to make sure everything looks right. Afterwards I export my low poly and high poly to xNormal for baking.

When I bake using the cage and exported normals things look terrible. Artifacts and odd lighting reflections. I'm under the impression something isn't right with the normals. When I rebake with the cage and change the settings to average normals I get a perfect bake.

So, to repeat the question I opened with, after I set my smoothing groups in 3DS am I supposed to be setting the normals to a certain angle as well? Is there some "average" setting I'm completely oblivious to?

I know there are tons of normal threads here and I've gone through the stickied ones thinking I understand, but apparently there is a piece here I'm not quite getting. I could just keep going on doing what works, but I hate doing something and not really understanding why it works. So I apologize for anyone who is face palming right now.

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