tweaks before twitter thread

This commit is contained in:
NunoSempere 2023-09-27 15:25:12 +01:00
parent b1a58f9b74
commit 308eecba98
8 changed files with 151 additions and 27 deletions

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@ -2,6 +2,8 @@
squiggle.c is a self-contained C99 library that provides functions for simple Monte Carlo estimation, based on [Squiggle](https://www.squiggle-language.com/). squiggle.c is a self-contained C99 library that provides functions for simple Monte Carlo estimation, based on [Squiggle](https://www.squiggle-language.com/).
![](./core.png)
## Why C? ## Why C?
- Because it is fast - Because it is fast

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#include <stdint.h>
#include <stdlib.h>
#include <stdio.h>
#include "../../squiggle.h" #include "../../squiggle.h"
#include <stdint.h>
#include <stdio.h>
#include <stdlib.h>
// Estimate functions // Estimate functions
double sample_0(uint64_t* seed) double sample_0(uint64_t* seed)
@ -24,7 +24,8 @@ double sample_many(uint64_t* seed)
return sample_to(2, 10, seed); return sample_to(2, 10, seed);
} }
int main(){ int main()
{
// set randomness seed // set randomness seed
uint64_t* seed = malloc(sizeof(uint64_t)); uint64_t* seed = malloc(sizeof(uint64_t));
*seed = 1000; // xorshift can't start with 0 *seed = 1000; // xorshift can't start with 0
@ -38,8 +39,8 @@ int main(){
double (*samplers[])(uint64_t*) = { sample_0, sample_1, sample_few, sample_many }; double (*samplers[])(uint64_t*) = { sample_0, sample_1, sample_few, sample_many };
int n_samples = 1000000; int n_samples = 1000000;
double* result_many = (double *) malloc(n_samples * sizeof(double)); double* result_many = (double*)malloc(n_samples * sizeof(double));
for(int i=0; i<n_samples; i++){ for (int i = 0; i < n_samples; i++) {
result_many[i] = sample_mixture(samplers, weights, n_dists, seed); result_many[i] = sample_mixture(samplers, weights, n_dists, seed);
} }
printf("Mean: %f\n", array_mean(result_many, n_samples)); printf("Mean: %f\n", array_mean(result_many, n_samples));

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#include "../../squiggle.h"
#include <stdint.h>
#include <stdio.h>
#include <stdlib.h>
double sample_0(uint64_t* seed){
return 0;
}
double sample_1(uint64_t* seed){
return 1;
}
double sample_normal_mean_1_std_2(uint64_t* seed){
return sample_normal(1, 2, seed);
}
double sample_1_to_3(uint64_t* seed){
return sample_to(1, 3, seed);
}
int main()
{
// set randomness seed
uint64_t* seed = malloc(sizeof(uint64_t));
*seed = 1000; // xorshift can't start with 0
int n_dists = 4;
double weights[] = { 1, 2, 3, 4 };
double (*samplers[])(uint64_t*) = {
sample_0,
sample_1,
sample_normal_mean_1_std_2,
sample_1_to_3
};
int n_samples = 10;
for (int i = 0; i < n_samples; i++) {
printf("Sample #%d: %f\n", i, sample_mixture(samplers, weights, n_dists, seed));
}
free(seed);
}

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# Interface:
# make
# make build
# make format
# make run
# Compiler
CC=gcc
# CC=tcc # <= faster compilation
# Main file
SRC=example.c ../../squiggle.c
OUTPUT=example
## Dependencies
MATH=-lm
## Flags
DEBUG= #'-g'
STANDARD=-std=c99
WARNINGS=-Wall
OPTIMIZED=-O3 #-Ofast
# OPENMP=-fopenmp
## Formatter
STYLE_BLUEPRINT=webkit
FORMATTER=clang-format -i -style=$(STYLE_BLUEPRINT)
## make build
build: $(SRC)
$(CC) $(OPTIMIZED) $(DEBUG) $(SRC) $(MATH) -o $(OUTPUT)
format: $(SRC)
$(FORMATTER) $(SRC)
run: $(SRC) $(OUTPUT)
./$(OUTPUT) && echo
time-linux:
@echo "Requires /bin/time, found on GNU/Linux systems" && echo
@echo "Running 100x and taking avg time $(OUTPUT)"
@t=$$(/usr/bin/time -f "%e" -p bash -c 'for i in {1..100}; do ./$(OUTPUT); done' 2>&1 >/dev/null | grep real | awk '{print $$2}' ); echo "scale=2; 1000 * $$t / 100" | bc | sed "s|^|Time using 1 thread: |" | sed 's|$$|ms|' && echo
## Profiling
profile-linux:
echo "Requires perf, which depends on the kernel version, and might be in linux-tools package or similar"
echo "Must be run as sudo"
$(CC) $(SRC) $(MATH) -o $(OUTPUT)
sudo perf record ./$(OUTPUT)
sudo perf report
rm perf.data

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uint64_t xorshift64(uint64_t* seed)
{
// Algorithm "xor" from p. 4 of Marsaglia, "Xorshift RNGs"
// <https://en.wikipedia.org/wiki/Xorshift>
uint64_t x = *seed;
x ^= x << 13;
x ^= x >> 7;
x ^= x << 17;
return *seed = x;
}
double sample_unit_uniform(uint64_t* seed)
{
// samples uniform from [0,1] interval.
return ((double)xorshift64(seed)) / ((double)UINT64_MAX);
}
double sample_unit_normal(uint64_t* seed)
{
// // See: <https://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform>
double u1 = sample_unit_uniform(seed);
double u2 = sample_unit_uniform(seed);
double z = sqrtf(-2.0 * log(u1)) * sin(2 * PI * u2);
return z;
}

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@ -57,7 +57,7 @@ double sample_unit_uniform(uint64_t* seed)
double sample_unit_normal(uint64_t* seed) double sample_unit_normal(uint64_t* seed)
{ {
// // See: <https://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform> // // See: <https://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform>
// double u1 = sample_unit_uniform(seed); double u1 = sample_unit_uniform(seed);
double u2 = sample_unit_uniform(seed); double u2 = sample_unit_uniform(seed);
double z = sqrtf(-2.0 * log(u1)) * sin(2 * PI * u2); double z = sqrtf(-2.0 * log(u1)) * sin(2 * PI * u2);
return z; return z;
@ -109,7 +109,7 @@ double sample_to(double low, double high, uint64_t* seed)
// returns a sample from a lognorma with a matching 90% c.i. // returns a sample from a lognorma with a matching 90% c.i.
// Key idea: If we want a lognormal with 90% confidence interval [a, b] // Key idea: If we want a lognormal with 90% confidence interval [a, b]
// we need but get a normal with 90% confidence interval [log(a), log(b)]. // we need but get a normal with 90% confidence interval [log(a), log(b)].
// Then see code for sample_normal_from_95_confidence_interval // Then see code for sample_normal_from_90_confidence_interval
double loglow = logf(low); double loglow = logf(low);
double loghigh = logf(high); double loghigh = logf(high);
return exp(sample_normal_from_90_confidence_interval(loglow, loghigh, seed)); return exp(sample_normal_from_90_confidence_interval(loglow, loghigh, seed));
@ -511,7 +511,7 @@ lognormal_params convert_ci_to_lognormal_params(ci x)
double loglow = logf(x.low); double loglow = logf(x.low);
double logmean = (loghigh + loglow) / 2.0; double logmean = (loghigh + loglow) / 2.0;
double logstd = (loghigh - loglow) / (2.0 * NORMAL90CONFIDENCE); double logstd = (loghigh - loglow) / (2.0 * NORMAL90CONFIDENCE);
lognormal_params result = { .logmean = logmean, .logstd = logstd}; lognormal_params result = { .logmean = logmean, .logstd = logstd };
return result; return result;
} }
@ -520,8 +520,6 @@ ci convert_lognormal_params_to_ci(lognormal_params y)
double h = y.logstd * NORMAL90CONFIDENCE; double h = y.logstd * NORMAL90CONFIDENCE;
double loghigh = y.logmean + h; double loghigh = y.logmean + h;
double loglow = y.logmean - h; double loglow = y.logmean - h;
ci result = { .low=exp(loglow), .high=exp(loghigh)}; ci result = { .low = exp(loglow), .high = exp(loghigh) };
return result; return result;
} }