You don't really need to use the cross product for this, but see below.
Consider your range image is a function z(x,y).
The normal to the surface is in the direction (-dz/dx,-dz/dy,1). (Where by dz/dx I mean the differential: the rate of change of z with x). And then normals are conventionally normalized to unit length.
Incidentally, if you're wondering where that (-dz/dx,-dz/dy,1) comes from... if you take the 2 orthogonal tangent vectors in the plane parellel to the x and y axes, those are (1,0,dzdx) and (0,1,dzdy). The normal is perpendicular to the tangents, so should be (1,0,dzdx)X(0,1,dzdy) - where 'X' is cross-product - which is (-dzdx,-dzdy,1). So there's your cross product derived normal, but there's little need to compute it so explicitly in code when you can just use the resulting expression for the normal directly.
Pseudocode to compute a unit-length normal at (x,y) would be something like
dzdx=(z(x+1,y)-z(x-1,y))/2.0;
dzdy=(z(x,y+1)-z(x,y-1))/2.0;
direction=(-dzdx,-dzdy,1.0)
magnitude=sqrt(direction.x**2 + direction.y**2 + direction.z**2)
normal=direction/magnitude
Depending on what you're trying to do, it might make more sense to replace the NaN values with just some large number.
Using that approach, from your range image, I can get this:
(I'm then using the normal directions calculated to do some simple shading; note the "steppy" appearance due to the range image's quantization; ideally you'd have higher precision than 8-bit for the real range data).
Sorry, not OpenCV or C++ code, but just for completeness: the complete code which produced that image (GLSL embedded in a Qt QML file; can be run with Qt5's qmlscene) is below. The pseudocode above can be found in the fragment shader's main()
function:
import QtQuick 2.2
Image {
source: 'range.png' // The provided image
ShaderEffect {
anchors.fill: parent
blending: false
property real dx: 1.0/parent.width
property real dy: 1.0/parent.height
property variant src: parent
vertexShader: "
uniform highp mat4 qt_Matrix;
attribute highp vec4 qt_Vertex;
attribute highp vec2 qt_MultiTexCoord0;
varying highp vec2 coord;
void main() {
coord=qt_MultiTexCoord0;
gl_Position=qt_Matrix*qt_Vertex;
}"
fragmentShader: "
uniform highp float dx;
uniform highp float dy;
varying highp vec2 coord;
uniform sampler2D src;
void main() {
highp float dzdx=( texture2D(src,coord+vec2(dx,0.0)).x - texture2D(src,coord+vec2(-dx,0.0)).x )/(2.0*dx);
highp float dzdy=( texture2D(src,coord+vec2(0.0,dy)).x - texture2D(src,coord+vec2(0.0,-dy)).x )/(2.0*dy);
highp vec3 d=vec3(-dzdx,-dzdy,1.0);
highp vec3 n=normalize(d);
highp vec3 lightDirection=vec3(1.0,-2.0,3.0);
highp float shading=0.5+0.5*dot(n,normalize(lightDirection));
gl_FragColor=vec4(shading,shading,shading,1.0);
}"
}
}