forked from personal/squiggle.c
tweaks before twitter thread
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squiggle.c is a self-contained C99 library that provides functions for simple Monte Carlo estimation, based on [Squiggle](https://www.squiggle-language.com/).
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squiggle.c is a self-contained C99 library that provides functions for simple Monte Carlo estimation, based on [Squiggle](https://www.squiggle-language.com/).
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![](./core.png)
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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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@ -1,7 +1,7 @@
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#include <stdint.h>
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#include <stdlib.h>
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#include <stdio.h>
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#include "../../squiggle.h"
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#include "../../squiggle.h"
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#include <stdint.h>
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#include <stdio.h>
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#include <stdlib.h>
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// Estimate functions
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// Estimate functions
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double sample_0(uint64_t* seed)
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double sample_0(uint64_t* seed)
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@ -24,10 +24,11 @@ double sample_many(uint64_t* seed)
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return sample_to(2, 10, seed);
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return sample_to(2, 10, seed);
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}
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}
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int main(){
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int main()
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{
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// set randomness seed
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// set randomness seed
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uint64_t* seed = malloc(sizeof(uint64_t));
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uint64_t* seed = malloc(sizeof(uint64_t));
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*seed = 1000; // xorshift can't start with 0
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*seed = 1000; // xorshift can't start with 0
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double p_a = 0.8;
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double p_a = 0.8;
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double p_b = 0.5;
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double p_b = 0.5;
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@ -37,18 +38,18 @@ int main(){
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double weights[] = { 1 - p_c, p_c / 2, p_c / 4, p_c / 4 };
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double weights[] = { 1 - p_c, p_c / 2, p_c / 4, p_c / 4 };
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double (*samplers[])(uint64_t*) = { sample_0, sample_1, sample_few, sample_many };
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double (*samplers[])(uint64_t*) = { sample_0, sample_1, sample_few, sample_many };
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int n_samples = 1000000;
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int n_samples = 1000000;
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double* result_many = (double *) malloc(n_samples * sizeof(double));
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double* result_many = (double*)malloc(n_samples * sizeof(double));
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for(int i=0; i<n_samples; i++){
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for (int i = 0; i < n_samples; i++) {
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result_many[i] = sample_mixture(samplers, weights, n_dists, seed);
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result_many[i] = sample_mixture(samplers, weights, n_dists, seed);
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}
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}
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printf("Mean: %f\n", array_mean(result_many, n_samples));
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printf("Mean: %f\n", array_mean(result_many, n_samples));
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// printf("result_many: [");
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// printf("result_many: [");
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// for(int i=0; i<100; i++){
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// for(int i=0; i<100; i++){
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// printf("%.2f, ", result_many[i]);
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// printf("%.2f, ", result_many[i]);
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// }
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// }
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// printf("]\n");
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// printf("]\n");
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free(seed);
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free(seed);
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}
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}
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BIN
examples/14_twitter_thread_example/example
Executable file
BIN
examples/14_twitter_thread_example/example
Executable file
Binary file not shown.
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examples/14_twitter_thread_example/example.c
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examples/14_twitter_thread_example/example.c
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#include "../../squiggle.h"
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#include <stdint.h>
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#include <stdio.h>
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#include <stdlib.h>
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double sample_0(uint64_t* seed){
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return 0;
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}
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double sample_1(uint64_t* seed){
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return 1;
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}
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double sample_normal_mean_1_std_2(uint64_t* seed){
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return sample_normal(1, 2, seed);
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}
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double sample_1_to_3(uint64_t* seed){
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return sample_to(1, 3, seed);
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}
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int main()
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{
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// set randomness seed
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uint64_t* seed = malloc(sizeof(uint64_t));
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*seed = 1000; // xorshift can't start with 0
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int n_dists = 4;
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double weights[] = { 1, 2, 3, 4 };
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double (*samplers[])(uint64_t*) = {
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sample_0,
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sample_1,
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sample_normal_mean_1_std_2,
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sample_1_to_3
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};
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int n_samples = 10;
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for (int i = 0; i < n_samples; i++) {
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printf("Sample #%d: %f\n", i, sample_mixture(samplers, weights, n_dists, seed));
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}
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free(seed);
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}
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53
examples/14_twitter_thread_example/makefile
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examples/14_twitter_thread_example/makefile
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# Interface:
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# make
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# make build
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# make format
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# make run
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# Compiler
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CC=gcc
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# CC=tcc # <= faster compilation
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# Main file
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SRC=example.c ../../squiggle.c
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OUTPUT=example
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## Dependencies
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MATH=-lm
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## Flags
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DEBUG= #'-g'
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STANDARD=-std=c99
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WARNINGS=-Wall
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OPTIMIZED=-O3 #-Ofast
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# OPENMP=-fopenmp
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## Formatter
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STYLE_BLUEPRINT=webkit
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FORMATTER=clang-format -i -style=$(STYLE_BLUEPRINT)
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## make build
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build: $(SRC)
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$(CC) $(OPTIMIZED) $(DEBUG) $(SRC) $(MATH) -o $(OUTPUT)
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format: $(SRC)
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$(FORMATTER) $(SRC)
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run: $(SRC) $(OUTPUT)
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./$(OUTPUT) && echo
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time-linux:
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@echo "Requires /bin/time, found on GNU/Linux systems" && echo
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@echo "Running 100x and taking avg time $(OUTPUT)"
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@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
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## Profiling
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profile-linux:
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echo "Requires perf, which depends on the kernel version, and might be in linux-tools package or similar"
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echo "Must be run as sudo"
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$(CC) $(SRC) $(MATH) -o $(OUTPUT)
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sudo perf record ./$(OUTPUT)
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sudo perf report
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rm perf.data
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27
scratchpad/core.c
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27
scratchpad/core.c
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uint64_t xorshift64(uint64_t* seed)
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{
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// Algorithm "xor" from p. 4 of Marsaglia, "Xorshift RNGs"
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// <https://en.wikipedia.org/wiki/Xorshift>
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uint64_t x = *seed;
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x ^= x << 13;
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x ^= x >> 7;
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x ^= x << 17;
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return *seed = x;
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}
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double sample_unit_uniform(uint64_t* seed)
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{
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// samples uniform from [0,1] interval.
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return ((double)xorshift64(seed)) / ((double)UINT64_MAX);
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}
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double sample_unit_normal(uint64_t* seed)
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{
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// // See: <https://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform>
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double u1 = sample_unit_uniform(seed);
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double u2 = sample_unit_uniform(seed);
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double z = sqrtf(-2.0 * log(u1)) * sin(2 * PI * u2);
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return z;
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}
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10
squiggle.c
10
squiggle.c
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double sample_unit_normal(uint64_t* seed)
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double sample_unit_normal(uint64_t* seed)
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{
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{
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// // See: <https://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform>
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// // See: <https://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform>
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// double u1 = sample_unit_uniform(seed);
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double u1 = sample_unit_uniform(seed);
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double u2 = sample_unit_uniform(seed);
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double u2 = sample_unit_uniform(seed);
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double z = sqrtf(-2.0 * log(u1)) * sin(2 * PI * u2);
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double z = sqrtf(-2.0 * log(u1)) * sin(2 * PI * u2);
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return z;
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return z;
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// returns a sample from a lognorma with a matching 90% c.i.
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// returns a sample from a lognorma with a matching 90% c.i.
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// Key idea: If we want a lognormal with 90% confidence interval [a, b]
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// Key idea: If we want a lognormal with 90% confidence interval [a, b]
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// we need but get a normal with 90% confidence interval [log(a), log(b)].
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// we need but get a normal with 90% confidence interval [log(a), log(b)].
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// Then see code for sample_normal_from_95_confidence_interval
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// Then see code for sample_normal_from_90_confidence_interval
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double loglow = logf(low);
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double loglow = logf(low);
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double loghigh = logf(high);
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double loghigh = logf(high);
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return exp(sample_normal_from_90_confidence_interval(loglow, loghigh, seed));
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return exp(sample_normal_from_90_confidence_interval(loglow, loghigh, seed));
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double loglow = logf(x.low);
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double loglow = logf(x.low);
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double logmean = (loghigh + loglow) / 2.0;
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double logmean = (loghigh + loglow) / 2.0;
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double logstd = (loghigh - loglow) / (2.0 * NORMAL90CONFIDENCE);
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double logstd = (loghigh - loglow) / (2.0 * NORMAL90CONFIDENCE);
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lognormal_params result = { .logmean = logmean, .logstd = logstd};
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lognormal_params result = { .logmean = logmean, .logstd = logstd };
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return result;
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return result;
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}
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}
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double h = y.logstd * NORMAL90CONFIDENCE;
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double h = y.logstd * NORMAL90CONFIDENCE;
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double loghigh = y.logmean + h;
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double loghigh = y.logmean + h;
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double loglow = y.logmean - h;
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double loglow = y.logmean - h;
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ci result = { .low=exp(loglow), .high=exp(loghigh)};
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ci result = { .low = exp(loglow), .high = exp(loghigh) };
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return result;
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return result;
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}
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}
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