forked from personal/squiggle.c
move to squiggle.c file, instead of just squiggle.h
This commit is contained in:
parent
cd6eb5203c
commit
8f69dd1e58
Binary file not shown.
|
@ -9,7 +9,7 @@ CC=gcc
|
|||
# CC=tcc # <= faster compilation
|
||||
|
||||
# Main file
|
||||
SRC=example.c
|
||||
SRC=example.c ../../squiggle.c
|
||||
OUTPUT=example
|
||||
|
||||
## Dependencies
|
||||
|
|
Binary file not shown.
|
@ -9,7 +9,7 @@ CC=gcc
|
|||
# CC=tcc # <= faster compilation
|
||||
|
||||
# Main file
|
||||
SRC=example.c
|
||||
SRC=example.c ../../squiggle.c
|
||||
OUTPUT=example
|
||||
|
||||
## Dependencies
|
||||
|
|
Binary file not shown.
|
@ -9,7 +9,7 @@ CC=gcc # required for nested functions
|
|||
# CC=tcc # <= faster compilation
|
||||
|
||||
# Main file
|
||||
SRC=example.c
|
||||
SRC=example.c ../../squiggle.c
|
||||
OUTPUT=example
|
||||
|
||||
## Dependencies
|
||||
|
|
113
squiggle.c
Normal file
113
squiggle.c
Normal file
|
@ -0,0 +1,113 @@
|
|||
#include <math.h>
|
||||
#include <stdint.h>
|
||||
#include <stdlib.h>
|
||||
|
||||
// PI constant
|
||||
const float PI = M_PI;// 3.14159265358979323846;
|
||||
|
||||
// Pseudo Random number generator
|
||||
|
||||
uint32_t xorshift32
|
||||
(uint32_t* seed)
|
||||
{
|
||||
// Algorithm "xor" from p. 4 of Marsaglia, "Xorshift RNGs"
|
||||
// See <https://stackoverflow.com/questions/53886131/how-does-xorshift32-works>
|
||||
// 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/>
|
||||
|
||||
uint32_t x = *seed;
|
||||
x ^= x << 13;
|
||||
x ^= x >> 17;
|
||||
x ^= x << 5;
|
||||
return *seed = x;
|
||||
}
|
||||
|
||||
// Distribution & sampling functions
|
||||
|
||||
float rand_0_to_1(uint32_t* seed){
|
||||
return ((float) xorshift32(seed)) / ((float) UINT32_MAX);
|
||||
}
|
||||
|
||||
float rand_float(float max, uint32_t* seed)
|
||||
{
|
||||
return rand_0_to_1(seed) * max;
|
||||
}
|
||||
|
||||
float ur_normal(uint32_t* seed)
|
||||
{
|
||||
float u1 = rand_0_to_1(seed);
|
||||
float u2 = rand_0_to_1(seed);
|
||||
float z = sqrtf(-2.0 * log(u1)) * sin(2 * PI * u2);
|
||||
return z;
|
||||
}
|
||||
|
||||
float random_uniform(float from, float to, uint32_t* seed)
|
||||
{
|
||||
return rand_0_to_1(seed) * (to - from) + from;
|
||||
}
|
||||
|
||||
float random_normal(float mean, float sigma, uint32_t* seed)
|
||||
{
|
||||
return (mean + sigma * ur_normal(seed));
|
||||
}
|
||||
|
||||
float random_lognormal(float logmean, float logsigma, uint32_t* seed)
|
||||
{
|
||||
return expf(random_normal(logmean, logsigma, seed));
|
||||
}
|
||||
|
||||
float random_to(float low, float high, uint32_t* seed)
|
||||
{
|
||||
const float NORMAL95CONFIDENCE = 1.6448536269514722;
|
||||
float loglow = logf(low);
|
||||
float loghigh = logf(high);
|
||||
float logmean = (loglow + loghigh) / 2;
|
||||
float logsigma = (loghigh - loglow) / (2.0 * NORMAL95CONFIDENCE);
|
||||
return random_lognormal(logmean, logsigma, seed);
|
||||
}
|
||||
|
||||
// Array helpers
|
||||
float array_sum(float* array, int length)
|
||||
{
|
||||
float output = 0.0;
|
||||
for (int i = 0; i < length; i++) {
|
||||
output += array[i];
|
||||
}
|
||||
return output;
|
||||
}
|
||||
|
||||
void array_cumsum(float* array_to_sum, float* array_cumsummed, int length)
|
||||
{
|
||||
array_cumsummed[0] = array_to_sum[0];
|
||||
for (int i = 1; i < length; i++) {
|
||||
array_cumsummed[i] = array_cumsummed[i - 1] + array_to_sum[i];
|
||||
}
|
||||
}
|
||||
|
||||
// Mixture function
|
||||
float mixture(float (*samplers[])(uint32_t*), float* weights, int n_dists, uint32_t* seed)
|
||||
{
|
||||
// You can see a simpler version of this function in the git history
|
||||
// or in C-02-better-algorithm-one-thread/
|
||||
float sum_weights = array_sum(weights, n_dists);
|
||||
float* cumsummed_normalized_weights = (float*) malloc(n_dists * sizeof(float));
|
||||
cumsummed_normalized_weights[0] = weights[0]/sum_weights;
|
||||
for (int i = 1; i < n_dists; i++) {
|
||||
cumsummed_normalized_weights[i] = cumsummed_normalized_weights[i - 1] + weights[i]/sum_weights;
|
||||
}
|
||||
|
||||
float result;
|
||||
int result_set_flag = 0;
|
||||
float p = random_uniform(0, 1, seed);
|
||||
for (int k = 0; k < n_dists; k++) {
|
||||
if (p < cumsummed_normalized_weights[k]) {
|
||||
result = samplers[k](seed);
|
||||
result_set_flag = 1;
|
||||
break;
|
||||
}
|
||||
}
|
||||
if(result_set_flag == 0) result = samplers[n_dists-1](seed);
|
||||
|
||||
free(cumsummed_normalized_weights);
|
||||
return result;
|
||||
}
|
118
squiggle.h
118
squiggle.h
|
@ -1,112 +1,26 @@
|
|||
#include <math.h>
|
||||
#include <stdint.h>
|
||||
#include <stdlib.h>
|
||||
#ifndef SQUIGGLEC
|
||||
#define SQUIGGLEC
|
||||
|
||||
const float PI = 3.14159265358979323846;
|
||||
// uint32_t header
|
||||
#include <stdint.h>
|
||||
|
||||
// Pseudo Random number generator
|
||||
|
||||
uint32_t xorshift32
|
||||
(uint32_t* seed)
|
||||
{
|
||||
// Algorithm "xor" from p. 4 of Marsaglia, "Xorshift RNGs"
|
||||
// See <https://stackoverflow.com/questions/53886131/how-does-xorshift32-works>
|
||||
// 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/>
|
||||
|
||||
uint32_t x = *seed;
|
||||
x ^= x << 13;
|
||||
x ^= x >> 17;
|
||||
x ^= x << 5;
|
||||
return *seed = x;
|
||||
}
|
||||
uint32_t xorshift32(uint32_t* seed);
|
||||
|
||||
// Distribution & sampling functions
|
||||
|
||||
float rand_0_to_1(uint32_t* seed){
|
||||
return ((float) xorshift32(seed)) / ((float) UINT32_MAX);
|
||||
}
|
||||
|
||||
float rand_float(float max, uint32_t* seed)
|
||||
{
|
||||
return rand_0_to_1(seed) * max;
|
||||
}
|
||||
|
||||
float ur_normal(uint32_t* seed)
|
||||
{
|
||||
float u1 = rand_0_to_1(seed);
|
||||
float u2 = rand_0_to_1(seed);
|
||||
float z = sqrtf(-2.0 * log(u1)) * sin(2 * PI * u2);
|
||||
return z;
|
||||
}
|
||||
|
||||
float random_uniform(float from, float to, uint32_t* seed)
|
||||
{
|
||||
return rand_0_to_1(seed) * (to - from) + from;
|
||||
}
|
||||
|
||||
float random_normal(float mean, float sigma, uint32_t* seed)
|
||||
{
|
||||
return (mean + sigma * ur_normal(seed));
|
||||
}
|
||||
|
||||
float random_lognormal(float logmean, float logsigma, uint32_t* seed)
|
||||
{
|
||||
return expf(random_normal(logmean, logsigma, seed));
|
||||
}
|
||||
|
||||
float random_to(float low, float high, uint32_t* seed)
|
||||
{
|
||||
const float NORMAL95CONFIDENCE = 1.6448536269514722;
|
||||
float loglow = logf(low);
|
||||
float loghigh = logf(high);
|
||||
float logmean = (loglow + loghigh) / 2;
|
||||
float logsigma = (loghigh - loglow) / (2.0 * NORMAL95CONFIDENCE);
|
||||
return random_lognormal(logmean, logsigma, seed);
|
||||
}
|
||||
float rand_0_to_1(uint32_t* seed);
|
||||
float rand_float(float max, uint32_t* seed);
|
||||
float ur_normal(uint32_t* seed);
|
||||
float random_uniform(float from, float to, uint32_t* seed);
|
||||
float random_normal(float mean, float sigma, uint32_t* seed);
|
||||
float random_lognormal(float logmean, float logsigma, uint32_t* seed);
|
||||
float random_to(float low, float high, uint32_t* seed);
|
||||
|
||||
// Array helpers
|
||||
float array_sum(float* array, int length)
|
||||
{
|
||||
float output = 0.0;
|
||||
for (int i = 0; i < length; i++) {
|
||||
output += array[i];
|
||||
}
|
||||
return output;
|
||||
}
|
||||
|
||||
void array_cumsum(float* array_to_sum, float* array_cumsummed, int length)
|
||||
{
|
||||
array_cumsummed[0] = array_to_sum[0];
|
||||
for (int i = 1; i < length; i++) {
|
||||
array_cumsummed[i] = array_cumsummed[i - 1] + array_to_sum[i];
|
||||
}
|
||||
}
|
||||
float array_sum(float* array, int length);
|
||||
void array_cumsum(float* array_to_sum, float* array_cumsummed, int length);
|
||||
|
||||
// Mixture function
|
||||
float mixture(float (*samplers[])(uint32_t*), float* weights, int n_dists, uint32_t* seed)
|
||||
{
|
||||
// You can see a simpler version of this function in the git history
|
||||
// or in C-02-better-algorithm-one-thread/
|
||||
float sum_weights = array_sum(weights, n_dists);
|
||||
float* cumsummed_normalized_weights = (float*) malloc(n_dists * sizeof(float));
|
||||
cumsummed_normalized_weights[0] = weights[0]/sum_weights;
|
||||
for (int i = 1; i < n_dists; i++) {
|
||||
cumsummed_normalized_weights[i] = cumsummed_normalized_weights[i - 1] + weights[i]/sum_weights;
|
||||
}
|
||||
float mixture(float (*samplers[])(uint32_t*), float* weights, int n_dists, uint32_t* seed);
|
||||
|
||||
float result;
|
||||
int result_set_flag = 0;
|
||||
float p = random_uniform(0, 1, seed);
|
||||
for (int k = 0; k < n_dists; k++) {
|
||||
if (p < cumsummed_normalized_weights[k]) {
|
||||
result = samplers[k](seed);
|
||||
result_set_flag = 1;
|
||||
break;
|
||||
}
|
||||
}
|
||||
if(result_set_flag == 0) result = samplers[n_dists-1](seed);
|
||||
|
||||
free(cumsummed_normalized_weights);
|
||||
return result;
|
||||
}
|
||||
#endif
|
||||
|
|
Loading…
Reference in New Issue
Block a user