forked from personal/squiggle.c
		
	rework error as a macro
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							|  | @ -1,14 +1,26 @@ | ||||||
| #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> // erf, sqrt | #include <math.h>    // erf, sqrt | ||||||
| #include <stdint.h> | #include <stdint.h> | ||||||
| #include <stdio.h> | #include <stdio.h> | ||||||
| #include <stdlib.h> | #include <stdlib.h> | ||||||
| #include <time.h> | #include <time.h> | ||||||
| 
 | 
 | ||||||
| #define EXIT_ON_ERROR 0 | #define EXIT_ON_ERROR 0 | ||||||
|  | #define MAX_ERROR_LENGTH 500 | ||||||
|  | #define PROCESS_ERROR(...)                                                              \ | ||||||
|  |     do {                                                                                \ | ||||||
|  |         if (EXIT_ON_ERROR) {                                                            \ | ||||||
|  |             printf("@, in %s (%d)", __FILE__, __LINE__);                                \ | ||||||
|  |             exit(1);                                                                    \ | ||||||
|  |         } else {                                                                        \ | ||||||
|  |             char error_msg[MAX_ERROR_LENGTH];                                           \ | ||||||
|  |             snprintf(error_msg, MAX_ERROR_LENGTH, "@, in %s (%d)", __FILE__, __LINE__); \ | ||||||
|  |             struct box error = { .empty = 1, .error_msg = error_msg };                  \ | ||||||
|  |             return error;                                                               \ | ||||||
|  |         }                                                                               \ | ||||||
|  |     } while (0) | ||||||
| 
 | 
 | ||||||
| // Errors
 |  | ||||||
| struct box { | struct box { | ||||||
|     int empty; |     int empty; | ||||||
|     float content; |     float content; | ||||||
|  | @ -76,16 +88,7 @@ struct box inverse_cdf(float cdf(float), float p) | ||||||
|     } |     } | ||||||
| 
 | 
 | ||||||
|     if (!interval_found) { |     if (!interval_found) { | ||||||
|         if (EXIT_ON_ERROR) { |         PROCESS_ERROR("Interval containing the target value not found, in function inverse_cdf"); | ||||||
|             printf("Interval containing the target value not found, in function inverse_cdf, in %s (%d)", __FILE__, __LINE__); |  | ||||||
|             exit(1); |  | ||||||
|         } else { |  | ||||||
|             char error_msg[200]; |  | ||||||
|             snprintf(error_msg, 200, "Interval containing the target value not found in function inverse_cdf, in %s (%d)", __FILE__, __LINE__); |  | ||||||
|             result.empty = 1; |  | ||||||
|             result.error_msg = error_msg; |  | ||||||
|             return result; |  | ||||||
|         } |  | ||||||
|     } else { |     } else { | ||||||
| 
 | 
 | ||||||
|         int convergence_condition = 0; |         int convergence_condition = 0; | ||||||
|  | @ -114,22 +117,93 @@ struct box inverse_cdf(float cdf(float), float p) | ||||||
|             result.content = low; |             result.content = low; | ||||||
|             result.empty = 0; |             result.empty = 0; | ||||||
|         } else { |         } else { | ||||||
|             if (EXIT_ON_ERROR) { |             PROCESS_ERROR("Search process did not converge, in function inverse_cdf"); | ||||||
|                 printf("Search process did not converge, in function inverse_cdf, in %s (%d)", __FILE__, __LINE__); |  | ||||||
|                 exit(1); |  | ||||||
|             } else { |  | ||||||
|                 char error_msg[200]; |  | ||||||
|                 snprintf(error_msg, 200, "Search process did not converge, in function inverse_cdf, in %s (%d)", __FILE__, __LINE__); |  | ||||||
|                 result.empty = 1; |  | ||||||
|                 result.error_msg = error_msg; |  | ||||||
|                 return result; |  | ||||||
|             } |  | ||||||
|         } |         } | ||||||
| 
 | 
 | ||||||
|         return result; |         return result; | ||||||
|     } |     } | ||||||
| } | } | ||||||
| 
 | 
 | ||||||
|  | // Inverse cdf at point, but this time taking a struct box.
 | ||||||
|  | struct box inverse_cdf_box(struct box cdf_box(float), float p) | ||||||
|  | { | ||||||
|  |     // given a cdf: [-Inf, Inf] => Box([0,1])
 | ||||||
|  |     // returns a box with either
 | ||||||
|  |     // x such that cdf(x) = p
 | ||||||
|  |     // or an error
 | ||||||
|  |     // if EXIT_ON_ERROR is set to 1, it exits instead of providing an error
 | ||||||
|  | 
 | ||||||
|  |     struct box result; | ||||||
|  |     float low = -1.0; | ||||||
|  |     float high = 1.0; | ||||||
|  | 
 | ||||||
|  |     // 1. Make sure that cdf(low) < p < cdf(high)
 | ||||||
|  |     int interval_found = 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.
 | ||||||
|  | 				struct box cdf_low = cdf_box(low); | ||||||
|  | 				if(cdf_low.empty){ | ||||||
|  | 					PROCESS_ERROR(cdf_low.error_msg); | ||||||
|  | 				}  | ||||||
|  | 
 | ||||||
|  | 				struct box cdf_high=cdf_box(high); | ||||||
|  | 				if(cdf_high.empty){ | ||||||
|  | 					PROCESS_ERROR(cdf_low.error_msg); | ||||||
|  | 				} | ||||||
|  | 
 | ||||||
|  |         int low_condition = (cdf_low.content < p); | ||||||
|  |         int high_condition = (p < cdf_high.content); | ||||||
|  |         if (low_condition && high_condition) { | ||||||
|  |             interval_found = 1; | ||||||
|  |         } else if (!low_condition) { | ||||||
|  |             low = low * 2; | ||||||
|  |         } else if (!high_condition) { | ||||||
|  |             high = high * 2; | ||||||
|  |         } | ||||||
|  |     } | ||||||
|  | 
 | ||||||
|  |     if (!interval_found) { | ||||||
|  |         PROCESS_ERROR("Interval containing the target value not found, in function inverse_cdf"); | ||||||
|  |     } else { | ||||||
|  | 
 | ||||||
|  |         int convergence_condition = 0; | ||||||
|  |         int count = 0; | ||||||
|  |         while (!convergence_condition && (count < (INT_MAX / 2))) { | ||||||
|  |             float mid = (high + low) / 2; | ||||||
|  |             int mid_not_new = (mid == low) || (mid == high); | ||||||
|  |             // float width = high - low;
 | ||||||
|  |             if (mid_not_new) { | ||||||
|  |                 // if ((width < 1e-8) || mid_not_new){
 | ||||||
|  |                 convergence_condition = 1; | ||||||
|  |             } else { | ||||||
|  | 								struct box cdf_mid = cdf_box(mid); | ||||||
|  | 								if(cdf_mid.empty){ | ||||||
|  | 									PROCESS_ERROR(cdf_mid.error_msg); | ||||||
|  | 								}  | ||||||
|  |                 float mid_sign = cdf_mid.content - 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; | ||||||
|  | 						return result; | ||||||
|  |         } else { | ||||||
|  |             PROCESS_ERROR("Search process did not converge, in function inverse_cdf"); | ||||||
|  |         } | ||||||
|  | 
 | ||||||
|  |     } | ||||||
|  | } | ||||||
|  | 
 | ||||||
| // Get random number between 0 and 1
 | // Get random number between 0 and 1
 | ||||||
| uint32_t xorshift32(uint32_t* seed) | uint32_t xorshift32(uint32_t* seed) | ||||||
| { | { | ||||||
|  | @ -211,16 +285,7 @@ struct box incbeta(float a, float b, float x) | ||||||
|     struct box result; |     struct box result; | ||||||
| 
 | 
 | ||||||
|     if (x < 0.0 || x > 1.0) { |     if (x < 0.0 || x > 1.0) { | ||||||
|         if (EXIT_ON_ERROR) { |         PROCESS_ERROR("x out of bounds [0, 1], in function incbeta"); | ||||||
|             printf("x = %f, x out of bounds [0, 1], in function incbeta, in %s (%d)", __FILE__, __LINE__); |  | ||||||
|             exit(1); |  | ||||||
|         } else { |  | ||||||
|             char error_msg[200]; |  | ||||||
|             snprintf(error_msg, 200, "x = %f, x out of bounds [0, 1], in function incbeta, in %s (%d)", x, __FILE__, __LINE__); |  | ||||||
|             result.empty = 1; |  | ||||||
|             result.error_msg = error_msg; |  | ||||||
|             return result; |  | ||||||
|         } |  | ||||||
|     } |     } | ||||||
| 
 | 
 | ||||||
|     /*The continued fraction converges nicely for x < (a+1)/(a+b+2)*/ |     /*The continued fraction converges nicely for x < (a+1)/(a+b+2)*/ | ||||||
|  | @ -276,16 +341,7 @@ struct box incbeta(float a, float b, float x) | ||||||
|         } |         } | ||||||
|     } |     } | ||||||
| 
 | 
 | ||||||
|     if (EXIT_ON_ERROR) { |     PROCESS_ERROR("More loops needed, did not converge, in function incbeta"); | ||||||
|         printf("More loops needed, did not converge, in function incbeta, in %s (%d)", __FILE__, __LINE__); |  | ||||||
|         exit(1); |  | ||||||
|     } else { |  | ||||||
|         char error_msg[200]; |  | ||||||
|         snprintf(error_msg, 200, "More loops needed, did not converge, in function incbeta, in %s (%d)", __FILE__, __LINE__); |  | ||||||
|         result.empty = 1; |  | ||||||
|         result.error_msg = error_msg; |  | ||||||
|         return result; |  | ||||||
|     } |  | ||||||
| } | } | ||||||
| 
 | 
 | ||||||
| struct box cdf_beta(float x) | struct box cdf_beta(float x) | ||||||
|  | @ -412,6 +468,6 @@ int main() | ||||||
|     } |     } | ||||||
|     clock_t end_3 = clock(); |     clock_t end_3 = clock(); | ||||||
|     float time_spent_3 = (float)(end_3 - begin_3) / CLOCKS_PER_SEC; |     float time_spent_3 = (float)(end_3 - begin_3) / CLOCKS_PER_SEC; | ||||||
|     printf("Time spent: %f", time_spent_3); |     printf("Time spent: %f\n", time_spent_3); | ||||||
|     return 0; |     return 0; | ||||||
| } | } | ||||||
|  |  | ||||||
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