The musical improviser is an improviser just as much as the players -- he or she can make offers, respond to offers, must learn not to block, develop narrative, etc. This means two things: 1) it's best if the musician has an improv background, and 2) the players should learn to listen for musical and sound offers.

Which brings us to the most obvious difference about musical improvising. The offers are much subtler. Most of the time, the audience won't notice the musician at all (except occasionally during songs). Sadly, much of the time the actors won't notice the music either, at least not consciously. The down side is that it can be frustrating to make offers (whether narratively, dramatically, or whatever) that are ignored. The up side is that the musician can afford to make (occasional) BIG offers, since it still won't really block or force the story in any one direction. By big, I don't mean loud of course, but rather very significant (e.g. like playing a dramatic chord to emphasize a revelation, or switching from sad to happy music).

Something I've occasionally tried is something that doesn't apply to actors, which is to make what I call contrary offers. These are musical offers that are intended to be counter to the scene. For instance, during a scene set in a nursing home, play rock music. Or in a military camp, play a children's song. As you may gather, because of the way music complements a scene, such offers don't destroy what has been offered, but rather usually benefit a scene. Even if the players don't pick up on it (and surprisingly, they will often not notice what seems to be an incredibly blatant contrast), it may affect their play subconsciously, or at least it can affect the flavor of the scene for the audience. (A cautionary note -- I'd recommend this only for experienced musical improvisers. It's better to learn how to do "appropriate" music before doing "inappropriate" music.)

For songs, remember that most actors are not singers. The key word is simple. Simple simple simple. Simple rhythms, simple harmonic progressions, simple song structure. Whenever possible, provide clues as to what comes next in the song. Play a 7th before modulating. Provide really obvious lead-ins. Even talk out loud to the singer(s), saying "one more time!". Powers of 2 (except 12-bar blues). You can do 90% of your songs with I-IV-V (with the occasional ii). Provide dramatic contrasts between verses and the chorus. Provide accompaniment-style accompaniment, not solo style (e.g. play single notes in the left hand, and chords in the right, no funny stuff). Also, use instruments that have strong attacks (piano, guitar), so the singers can immediately hear chord changes. Remember that you are trying to make them look good, not yourself. The audience won't notice any fancy stuff you do anyway.

Warm-ups: singing requires warming up. Before each show, do a few minutes of vocal exercises, then practice improvising some songs. What I usually do these days is have a group warm up their voices by singing scales and the like, then maybe one line-at-a-time song in gibberish, then a few more line-at-a-time songs in English, then one more where they all sing their own song at the same time, bellowing the song to the back of the house. Make sure all the songs are in different styles.

Learn different styles. Analyze different styles of music, and try to identify what's unique about it. Pay particular attention to music you don't like, which you probably haven't listened to all that much. Try to identify the chord progressions, the instruments used, the rhythms, the structures, the tempos, the bass lines, the instrumental riffs. Find what's common, find how composers make theirs different. Spend a little time paying attention to the music of horror movies, 70's action-adventure TV shows, Shakespearean dramas, science fiction, samurai epics, 30's musicals, etc. Music can have a tremendous impact on the flavor of genre scenes.

Always experiment. The subtlety of musical offers means small mistakes will never be noticed, so feel free to make big mistakes. Try doing scenes with just drums as background, or abstract avant-garde randomness. Take the opportunity on stage to use a chord progression you've never used before (as long as no one's singing to it). Take a real song and deform it into something unrecognizable. Switch moods erratically. Pimp the actors. Pimp yourself.

Remember all the standard rules of improv. Listen. Make mistakes. Have fun. A good improviser is someone who makes their fellow players look good. Say yes. Don't plan. Look for endings. Try to do something you've never done before. Reincorporate. Etc.

Great musicianship isn't necessary to be a good musical improviser. I consider myself a mediocre musician. Someone who's a decent musician and a decent improviser will make a much better musical improviser than a great musician who's a bad improviser. (And by improviser, I mean theatrical improv, not musical improvisation a la jazz.)

It's very hard to play so much music in the course of an evening that the audience actually notices it, provided that the music is appropriately varied. But don't be afraid to let scenes have no music either.

Games involving music include doing an opera (in English or in gibberish), doing a musical, doing interpretive dance, having players be called upon to sing their innermost thoughts, making up a song (in a nightclub, as a commercial jingle, as karaoke), having actors change emotions based on the music, singing whenever the musician is playing music. Lots of games are improved with music, including genre switching, scenes in foreign locales, radio plays. Music can be used just to introduce scenes, or as background music between scenes. Also, any scene can potentially have the player (or players) break into song, and any scene can have background music.

Be careful to vary the music. I have found it very easy to fall into a pattern of playing music that's reflective of a narrow range of moods, or just in one tempo. Be conscious of what you've played before, and try to provide as much variety as possible (as appropriate) during the course of a show.

Work "The Girl From Ipanema" into every show at least once.

The best advice I ever recieved as a jazz pianist came from my music teacher.

First of all, learn your scales such as Blues scales, major scales, minor scales, etc.

Make your mistakes big and loud. Confidence will work for you, and you may find that your mistake actually sounds good.

Solo at every available opportunity.

Don't think about what you're playing, just do it.

Play as much as possible.

Somehow, I think he was giving me a lesson on life.

When improvising music, especially when improvising with one or more other musicians, one must choose the musical language (or the lack thereof, which is a meta-language itself). This can mean an agreement upon a certain jazz style, or tonality, or atonality, or a completely open spectrum between many styles of music.

Once the context is established, all one needs to do is listen and react. In solo improvisation, "listening" can mean anything from attention to the ambient sounds in the room to an attention to the music within oneself. Through the practice of deep listening, these two sound worlds may merge. This is a Good Thing. In group improvisation, one may listen to the sounds made intentionally by the other musician(s), or to the impact of their physical presence in the space.

One may react to these sounds in silence, letting the pre-existing sounds speak for themselves. One may react against the sounds, in an attempt to change the sound world. One may also accompany the sounds, paying attention to complement and supplement the whole sound environment.

In improvisation, above all else, one must be fully engaged in the act of music, and try to avoid the pitfalls of insecurity, egomania, and other non-musical distractions.

... and have fun!

This is mainly for solo improv.

As shaynetonio says, "learn your scales." The pentatonic scale (just those black keys if you're using a piano or keyboard) is pretty handy to get started with, since it's fairly easy to get almost anything to "sound good" with these notes.

Choose a few notes (maybe 2 to 4) to be the ones you play the most. Then randomly throw others in there to taste. If there isn't enough variation, then what you play starts to sound boring. If there is too much variation, then it may become unpredictable and lose what most people would consider a sense of melody.

Learn some commonly used chords and possibly some often used chord progressions after mastering the basics. You don't have to slavishly follow them though. Depending on how much predictability or variation you want, vary how often you change chords and how many notes in the new chord match the notes in the previous one. If you find yourself getting bored with what you're currently playing, it's probably a good time to start switching things up a bit.

Don't limit your changes to just chords - you can also throw in changes to tempo, volume, and rhythm. Changes to tempo and volume can be especially helpful in creating a dramatic effect (assuming you don't mind being called bombastic =)

More good advice from shaynetonio: "Make your mistakes big and loud." Actually, by the time you've realized you made a mistake, it's usually too late to go back and make it bigger and louder. However, you can change the next notes you play to match your mistake, turning what at first sounded like mismatched notes into something that is now a predictable part of the pattern you're playing.

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