formatting pass

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NunoSempere 2023-07-16 12:09:58 +02:00
parent 4deb2044d6
commit 5ef5c6847a

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@ -1,9 +1,9 @@
#include <stdint.h>
#include <stdlib.h>
#include <stdio.h>
#include <float.h> // FLT_MAX, FLT_MIN #include <float.h> // FLT_MAX, FLT_MIN
#include <limits.h> // INT_MAX #include <limits.h> // INT_MAX
#include <math.h> #include <math.h>
#include <stdint.h>
#include <stdio.h>
#include <stdlib.h>
#define VERBOSE 1 #define VERBOSE 1
// Errors // Errors
@ -12,150 +12,153 @@
// https://en.wikipedia.org/wiki/Struct_(C_programming_language) // https://en.wikipedia.org/wiki/Struct_(C_programming_language)
// https://www.cs.yale.edu/homes/aspnes/pinewiki/C(2f)Structs.html // https://www.cs.yale.edu/homes/aspnes/pinewiki/C(2f)Structs.html
// https://stackoverflow.com/questions/9653072/return-a-struct-from-a-function-in-c // https://stackoverflow.com/questions/9653072/return-a-struct-from-a-function-in-c
// options: // options:
// - exit // - exit
// - pass structs // - pass structs
// to do: reuse more informative printing from build-your-own-lisp? // to do: reuse more informative printing from build-your-own-lisp?
struct box { struct box {
int empty; int empty;
float content; float content;
}; };
// Example cdf // Example cdf
float cdf_uniform_0_1(float x){ float cdf_uniform_0_1(float x)
if(x < 0){ {
return 0; if (x < 0) {
} else if (x > 1){ return 0;
return 1; } else if (x > 1) {
} else { return 1;
return x; } else {
} return x;
}
} }
float cdf_squared_0_1(float x){ float cdf_squared_0_1(float x)
if(x < 0){ {
return 0; if (x < 0) {
} else if (x > 1){ return 0;
return 1; } else if (x > 1) {
} else { return 1;
return x*x; } else {
} return x * x;
}
} }
float cdf_normal_0_1(float x){ float cdf_normal_0_1(float x)
float mean = 0; {
float std = 1; float mean = 0;
return 0.5 * ( 1 + erf((x-mean)/(std * sqrt(2)) )); float std = 1;
return 0.5 * (1 + erf((x - mean) / (std * sqrt(2))));
} }
// Inverse cdf // Inverse cdf
struct box inverse_cdf(float cdf(float), float p){ struct box inverse_cdf(float cdf(float), float p)
// given a cdf: [-Inf, Inf] => [0,1] {
// returns x such that cdf(x) = p // given a cdf: [-Inf, Inf] => [0,1]
// to do: add bounds, add error checking // returns x such that cdf(x) = p
// [x] maybe return a struct or smth. // to do: add bounds, add error checking
// [x] maybe return a struct or smth.
struct box result;
float low = -1.0;
float high = 1.0;
// 1. Make sure that cdf(low) < p < cdf(high) struct box result;
// [x] to do: do smth with float min and float max? float low = -1.0;
int interval_found = 0; float high = 1.0;
while((!interval_found) && (low > -FLT_MAX/4) && (high < FLT_MAX/4)){
// ^ Using FLT_MIN and FLT_MAX is overkill
// but it's also the *correct* thing to do.
int low_condition = (cdf(low) < p); // 1. Make sure that cdf(low) < p < cdf(high)
int high_condition = (p < cdf(high)); // [x] to do: do smth with float min and float max?
if( low_condition && high_condition ){ int interval_found = 0;
interval_found = 1; while ((!interval_found) && (low > -FLT_MAX / 4) && (high < FLT_MAX / 4)) {
}else if(!low_condition){ // ^ Using FLT_MIN and FLT_MAX is overkill
low = low * 2; // but it's also the *correct* thing to do.
}else if (!high_condition){
high = high * 2 ;
}
}
if(0){
printf("FLT_MIN = %f, FLT_MAX = %f, INT_MAX = %d\n", -FLT_MAX, FLT_MAX, INT_MAX);
printf("low: %f, high: %f\n", low, high);
printf("interval_found? %d\n", interval_found);
int while_condition = (!interval_found) && (low > FLT_MIN/4) && (high < FLT_MAX/4);
printf("while condition: %i\n", while_condition);
}
if(!interval_found){
result.empty = 1;
return result;
} else{
int convergence_condition = 0; int low_condition = (cdf(low) < p);
int count = 0; int high_condition = (p < cdf(high));
while(!convergence_condition && (count < (INT_MAX/2) )){ if (low_condition && high_condition) {
float mid = (high + low)/2; interval_found = 1;
int mid_not_new = (mid == low) || (mid == high); } else if (!low_condition) {
if(0){ low = low * 2;
printf("while loop\n"); } else if (!high_condition) {
printf("low: %f, high: %f\n", low, high); high = high * 2;
printf("mid: %f\n", mid); }
} }
if (0) {
printf("FLT_MIN = %f, FLT_MAX = %f, INT_MAX = %d\n", -FLT_MAX, FLT_MAX, INT_MAX);
printf("low: %f, high: %f\n", low, high);
printf("interval_found? %d\n", interval_found);
int while_condition = (!interval_found) && (low > FLT_MIN / 4) && (high < FLT_MAX / 4);
printf("while condition: %i\n", while_condition);
}
if(mid_not_new){ if (!interval_found) {
convergence_condition = 1; result.empty = 1;
} else{ return result;
float mid_sign = cdf(mid) - p; } else {
if(mid_sign < 0){
low = mid;
} else if (mid_sign > 0){
high = mid;
} else if (mid_sign == 0){
low = mid;
high = mid;
}
}
} int convergence_condition = 0;
int count = 0;
if(convergence_condition){ while (!convergence_condition && (count < (INT_MAX / 2))) {
result.content = low; float mid = (high + low) / 2;
result.empty = 0; int mid_not_new = (mid == low) || (mid == high);
} else{ if (0) {
result.empty = 1; printf("while loop\n");
} printf("low: %f, high: %f\n", low, high);
printf("mid: %f\n", mid);
}
return result; if (mid_not_new) {
} convergence_condition = 1;
} else {
float mid_sign = cdf(mid) - p;
if (mid_sign < 0) {
low = mid;
} else if (mid_sign > 0) {
high = mid;
} else if (mid_sign == 0) {
low = mid;
high = mid;
}
}
}
if (convergence_condition) {
result.content = low;
result.empty = 0;
} else {
result.empty = 1;
}
return result;
}
} }
// Get random number between 0 and 1 // Get random number between 0 and 1
uint32_t xorshift32 uint32_t xorshift32(uint32_t* seed)
(uint32_t* seed)
{ {
// Algorithm "xor" from p. 4 of Marsaglia, "Xorshift RNGs" // Algorithm "xor" from p. 4 of Marsaglia, "Xorshift RNGs"
// See <https://stackoverflow.com/questions/53886131/how-does-xorshift32-works> // See <https://stackoverflow.com/questions/53886131/how-does-xorshift32-works>
// https://en.wikipedia.org/wiki/Xorshift // https://en.wikipedia.org/wiki/Xorshift
// Also some drama: <https://www.pcg-random.org/posts/on-vignas-pcg-critique.html>, <https://prng.di.unimi.it/> // Also some drama: <https://www.pcg-random.org/posts/on-vignas-pcg-critique.html>, <https://prng.di.unimi.it/>
uint32_t x = *seed; uint32_t x = *seed;
x ^= x << 13; x ^= x << 13;
x ^= x >> 17; x ^= x >> 17;
x ^= x << 5; x ^= x << 5;
return *seed = x; return *seed = x;
} }
// Distribution & sampling functions // Distribution & sampling functions
float rand_0_to_1(uint32_t* seed){ float rand_0_to_1(uint32_t* seed)
return ((float) xorshift32(seed)) / ((float) UINT32_MAX); {
return ((float)xorshift32(seed)) / ((float)UINT32_MAX);
} }
// sampler based on inverse cdf // sampler based on inverse cdf
struct box sampler(float cdf(float), uint32_t* seed){ struct box sampler(float cdf(float), uint32_t* seed)
struct box result; {
float p = rand_0_to_1(seed); struct box result;
result = inverse_cdf(cdf, p); float p = rand_0_to_1(seed);
return result; result = inverse_cdf(cdf, p);
return result;
} }
// ~~[-] to-do: integrals => beta distribution~~ // ~~[-] to-do: integrals => beta distribution~~
@ -164,51 +167,52 @@ struct box sampler(float cdf(float), uint32_t* seed){
// <https://github.com/codeplea/incbeta> // <https://github.com/codeplea/incbeta>
// main with an example // main with an example
int main(){ int main()
{
// Uniform: // Uniform:
struct box result_1 = inverse_cdf(cdf_uniform_0_1, 0.5); struct box result_1 = inverse_cdf(cdf_uniform_0_1, 0.5);
char* name_1 = "cdf_uniform_0_1"; char* name_1 = "cdf_uniform_0_1";
if(result_1.empty){ if (result_1.empty) {
printf("Inverse for %s not calculated\n", name_1); printf("Inverse for %s not calculated\n", name_1);
exit(1); exit(1);
}else{ } else {
printf("Inverse of %s at %f is: %f\n", name_1, 0.5, result_1.content); printf("Inverse of %s at %f is: %f\n", name_1, 0.5, result_1.content);
} }
// Squared cdf // Squared cdf
struct box result_2 = inverse_cdf(cdf_squared_0_1, 0.5); struct box result_2 = inverse_cdf(cdf_squared_0_1, 0.5);
char* name_2 = "cdf_squared_0_1"; char* name_2 = "cdf_squared_0_1";
if(result_2.empty){ if (result_2.empty) {
printf("Inverse for %s not calculated\n", name_2); printf("Inverse for %s not calculated\n", name_2);
exit(1); exit(1);
}else{ } else {
printf("Inverse of %s at %f is: %f\n", name_2, 0.5, result_2.content); printf("Inverse of %s at %f is: %f\n", name_2, 0.5, result_2.content);
} }
// Normal cdf // Normal cdf
struct box result_3 = inverse_cdf(cdf_normal_0_1, 0.5); struct box result_3 = inverse_cdf(cdf_normal_0_1, 0.5);
char* name_3 = "cdf_normal_0_1"; char* name_3 = "cdf_normal_0_1";
if(result_3.empty){ if (result_3.empty) {
printf("Inverse for %s not calculated\n", name_3); printf("Inverse for %s not calculated\n", name_3);
exit(1); exit(1);
}else{ } else {
printf("Inverse of %s at %f is: %f\n", name_3, 0.5, result_3.content); printf("Inverse of %s at %f is: %f\n", name_3, 0.5, result_3.content);
} }
// set randomness seed // set randomness seed
uint32_t* seed = malloc(sizeof(uint32_t)); uint32_t* seed = malloc(sizeof(uint32_t));
*seed = 1000; // xorshift can't start with 0 *seed = 1000; // xorshift can't start with 0
printf("\n\nGetting some samples from %s:\n", name_3); printf("\n\nGetting some samples from %s:\n", name_3);
int n=100; int n = 100;
for(int i=0;i<n; i++){ for (int i = 0; i < n; i++) {
struct box sample = sampler(cdf_normal_0_1, seed); struct box sample = sampler(cdf_normal_0_1, seed);
if(sample.empty){ if (sample.empty) {
printf("Error in sampler function"); printf("Error in sampler function");
}else{ } else {
printf("%f\n", sample.content); printf("%f\n", sample.content);
} }
} }
return 0; return 0;
} }