forked from personal/squiggle.c
rename sampler functions, elaborate on README, etc.
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README.md
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README.md
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# Squiggle.c
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# Squiggle.c
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A self-contained C99 library that provides a subset of [Squiggle](https://www.squiggle-language.com/)'s functionality in C.
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## Why C?
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## Why C?
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- Because it is fast
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- Because it is fast
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- Because it can be made faster if need be, e.g., with a multi-threading library like OpenMP
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- Because if you can implement something in C, you can implement it anywhere else
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- Because it will last long
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- Because the language is honest
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- Because I enjoy it
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- Because I enjoy it
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- Because C is honest
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- Because it will last long
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- Because it can fit in my head
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- Because if you can implement something in C, you can implement it anywhere else
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- Because it can be made faster if need be, e.g., with a multi-threading library like OpenMP, or by adding more algorithmic complexity
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## The core scheme
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Have some basic building blocks, like , and return samplers. Use previous samplers to . Then use the final sampler to produce an array of samples.
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## Getting started
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You can follow some example usage in the examples/ folder
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1. In the first example, we define a small model, and draw one sample from it
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2. In the second example, we define a small model, and return many samples
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3. In the third example, we use a gcc extension—nested functions—to rewrite the code from point 2. in a more linear way.
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4. In the fourth example, we define some simple cdfs, and we draw samples from those cdfs. We see that this approach is slower than using the built-in samplers, e.g., the normal sampler.
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5. In the fifth example, we define the cdf for the beta distribution, and we draw samples from it.
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## To do list
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## To do list
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@ -54,7 +54,7 @@ void test_and_time_sampler_float(char* cdf_name, float cdf_float(float), uint32_
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printf("\nGetting some samples from %s:\n", cdf_name);
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printf("\nGetting some samples from %s:\n", cdf_name);
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clock_t begin = clock();
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clock_t begin = clock();
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for (int i = 0; i < NUM_SAMPLES; i++) {
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for (int i = 0; i < NUM_SAMPLES; i++) {
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struct box sample = sampler_float_cdf(cdf_float, seed);
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struct box sample = sampler_cdf_float(cdf_float, seed);
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if (sample.empty) {
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if (sample.empty) {
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printf("Error in sampler function for %s", cdf_name);
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printf("Error in sampler function for %s", cdf_name);
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} else {
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} else {
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@ -19,7 +19,7 @@ DEPENDENCIES=$(MATH)
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## Flags
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## Flags
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DEBUG= #'-g'
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DEBUG= #'-g'
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STANDARD=-std=gnu99 ## allows for nested functions.
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STANDARD=-std=c99 ## gnu99 allows for nested functions.
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EXTENSIONS= #-fnested-functions
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EXTENSIONS= #-fnested-functions
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WARNINGS=-Wall
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WARNINGS=-Wall
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OPTIMIZED=-O3#-Ofast
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OPTIMIZED=-O3#-Ofast
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@ -136,7 +136,7 @@ void test_and_time_sampler_box(char* cdf_name, struct box cdf_box(float), uint32
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printf("\nGetting some samples from %s:\n", cdf_name);
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printf("\nGetting some samples from %s:\n", cdf_name);
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clock_t begin = clock();
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clock_t begin = clock();
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for (int i = 0; i < NUM_SAMPLES; i++) {
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for (int i = 0; i < NUM_SAMPLES; i++) {
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struct box sample = sampler_box_cdf(cdf_box, seed);
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struct box sample = sampler_cdf_box(cdf_box, seed);
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if (sample.empty) {
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if (sample.empty) {
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printf("Error in sampler function for %s", cdf_name);
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printf("Error in sampler function for %s", cdf_name);
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} else {
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} else {
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@ -19,7 +19,7 @@ DEPENDENCIES=$(MATH)
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## Flags
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## Flags
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DEBUG= #'-g'
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DEBUG= #'-g'
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STANDARD=-std=gnu99 ## allows for nested functions.
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STANDARD=-std=c99 ## gnu99 allows for nested functions.
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EXTENSIONS= #-fnested-functions
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EXTENSIONS= #-fnested-functions
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WARNINGS=-Wall
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WARNINGS=-Wall
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OPTIMIZED=-O3#-Ofast
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OPTIMIZED=-O3#-Ofast
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} while (0)
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} while (0)
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// PI constant
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// PI constant
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const float PI = M_PI; // 3.14159265358979323846;
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const float PI = 3.14159265358979323846; // M_PI in gcc gnu99
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// Pseudo Random number generator
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// Pseudo Random number generator
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40
squiggle.h
40
squiggle.h
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// uint32_t header
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// uint32_t header
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#include <stdint.h>
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#include <stdint.h>
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// Macros
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#define EXIT_ON_ERROR 0
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#define MAX_ERROR_LENGTH 500
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#define PROCESS_ERROR(...) \
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do { \
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if (EXIT_ON_ERROR) { \
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printf("@, in %s (%d)", __FILE__, __LINE__); \
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exit(1); \
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} else { \
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char error_msg[MAX_ERROR_LENGTH]; \
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snprintf(error_msg, MAX_ERROR_LENGTH, "@, in %s (%d)", __FILE__, __LINE__); \
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struct box error = { .empty = 1, .error_msg = error_msg }; \
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return error; \
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} \
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} while (0)
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// Pseudo Random number generator
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// Pseudo Random number generator
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uint32_t xorshift32(uint32_t* seed);
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uint32_t xorshift32(uint32_t* seed);
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// Distribution & sampling functions
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// Basic distribution sampling functions
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float rand_0_to_1(uint32_t* seed);
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float rand_0_to_1(uint32_t* seed);
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float rand_float(float max, uint32_t* seed);
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float rand_float(float max, uint32_t* seed);
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float unit_normal(uint32_t* seed);
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float unit_normal(uint32_t* seed);
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// Composite distribution sampling functions
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float random_uniform(float from, float to, uint32_t* seed);
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float random_uniform(float from, float to, uint32_t* seed);
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float random_normal(float mean, float sigma, uint32_t* seed);
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float random_normal(float mean, float sigma, uint32_t* seed);
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float random_lognormal(float logmean, float logsigma, uint32_t* seed);
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float random_lognormal(float logmean, float logsigma, uint32_t* seed);
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@ -46,12 +32,28 @@ struct box {
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char* error_msg;
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char* error_msg;
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};
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};
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// Macros to handle errors
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#define EXIT_ON_ERROR 0
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#define MAX_ERROR_LENGTH 500
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#define PROCESS_ERROR(...) \
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do { \
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if (EXIT_ON_ERROR) { \
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printf("@, in %s (%d)", __FILE__, __LINE__); \
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exit(1); \
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} else { \
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char error_msg[MAX_ERROR_LENGTH]; \
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snprintf(error_msg, MAX_ERROR_LENGTH, "@, in %s (%d)", __FILE__, __LINE__); \
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struct box error = { .empty = 1, .error_msg = error_msg }; \
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return error; \
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} \
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} while (0)
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// Inverse cdf
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// Inverse cdf
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struct box inverse_cdf_float(float cdf(float), float p);
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struct box inverse_cdf_float(float cdf(float), float p);
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struct box inverse_cdf_box(struct box cdf_box(float), float p);
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struct box inverse_cdf_box(struct box cdf_box(float), float p);
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// Samplers from cdf
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// Samplers from cdf
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struct box sampler_box_cdf(struct box cdf(float), uint32_t* seed);
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struct box sampler_cdf_float(float cdf(float), uint32_t* seed);
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struct box sampler_float_cdf(float cdf(float), uint32_t* seed);
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struct box sampler_cdf_box(struct box cdf(float), uint32_t* seed);
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#endif
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#endif
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