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There is a particular pattern (block/tag marker) that is illegal the compressed JPEG stream. If I recall correctly you should insert a 0x00 after a 0xFF byte in the output to avoid it. If there is interest I can followup later (not today).

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Ok this is correct for traditional JPEG. Other flavors like Jpeg2000 use a similar (but lower overhead) version of this byte-stuffing to avoid JPEG markers from appearing in the compressed stream.

I remember there was a guy on compression forums who was very annoyed at this waste of coding space. If you're doing compression, shouldn't you make sure every encoded file decodes to a distinct output? He thought so, and made bijective versions of Huffman coding, arithmetic coding, LZ coding and (even more impressive) the BWT transform known from bzip2.

He was a bit crazy, but I liked that guy. Rest in peace, David A. Scott. Maybe there will be new uses for making all compression bijective over all byte streams.

You're referring to JPEG's byte stuffing rule: any 0xFF byte in the entropy-coded data must be followed by a 0x00 byte to prevent it from being interpreted as a marker segment.

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