forked from personal/squiggle.c
fix constant name 95=>90
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015d33adca
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56
scratchpad/makefile
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56
scratchpad/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=scratchpad.c ../squiggle.c
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OUTPUT=scratchpad
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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)
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verify: $(SRC) $(OUTPUT)
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./$(OUTPUT) | grep "NOT passed" -A 2 --group-separator='' || true
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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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BIN
scratchpad/scratchpad
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BIN
scratchpad/scratchpad
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20
scratchpad/scratchpad.c
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20
scratchpad/scratchpad.c
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#include "../squiggle.h"
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#include <math.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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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 a seed of 0
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for (int i = 0; i < 100; i++) {
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double draw = sample_unit_uniform(seed);
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printf("%f\n", draw);
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}
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free(seed);
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}
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21
squiggle.c
21
squiggle.c
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@ -13,7 +13,7 @@
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#define PROCESS_ERROR(error_msg) process_error(error_msg, EXIT_ON_ERROR, __FILE__, __LINE__)
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#define PROCESS_ERROR(error_msg) process_error(error_msg, EXIT_ON_ERROR, __FILE__, __LINE__)
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#define PI 3.14159265358979323846 // M_PI in gcc gnu99
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#define PI 3.14159265358979323846 // M_PI in gcc gnu99
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#define NORMAL95CONFIDENCE 1.6448536269514722
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#define NORMAL90CONFIDENCE 1.6448536269514722
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// # Key functionality
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// # Key functionality
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// Define the minimum number of functions needed to do simple estimation
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// Define the minimum number of functions needed to do simple estimation
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@ -23,9 +23,12 @@
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uint64_t xorshift32(uint32_t* seed)
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uint64_t xorshift32(uint32_t* seed)
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{
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{
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// Algorithm "xor" from p. 4 of Marsaglia, "Xorshift RNGs"
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// Algorithm "xor" from p. 4 of Marsaglia, "Xorshift RNGs"
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// See <https://stackoverflow.com/questions/53886131/how-does-xorshift32-works>
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// See:
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// https://en.wikipedia.org/wiki/Xorshift
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// <https://en.wikipedia.org/wiki/Xorshift>
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// Also some drama: <https://www.pcg-random.org/posts/on-vignas-pcg-critique.html>, <https://prng.di.unimi.it/>
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// <https://stackoverflow.com/questions/53886131/how-does-xorshift32-works>,
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// Also some drama:
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// <https://www.pcg-random.org/posts/on-vignas-pcg-critique.html>,
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// <https://prng.di.unimi.it/>
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uint64_t x = *seed;
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uint64_t x = *seed;
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x ^= x << 13;
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x ^= x << 13;
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x ^= x >> 17;
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x ^= x >> 17;
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@ -53,8 +56,8 @@ double sample_unit_uniform(uint64_t* seed)
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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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@ -96,7 +99,7 @@ inline double sample_normal_from_90_confidence_interval(double low, double high,
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// we can set mean = (high + low)/2; the midpoint, and L = high-low,
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// we can set mean = (high + low)/2; the midpoint, and L = high-low,
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// Normal([high + low]/2, [high - low]/(2 * 1.6448536269514722))
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// Normal([high + low]/2, [high - low]/(2 * 1.6448536269514722))
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double mean = (high + low) / 2.0;
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double mean = (high + low) / 2.0;
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double std = (high - low) / (2.0 * NORMAL95CONFIDENCE);
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double std = (high - low) / (2.0 * NORMAL90CONFIDENCE);
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return sample_normal(mean, std, seed);
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return sample_normal(mean, std, seed);
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}
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}
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@ -507,14 +510,14 @@ lognormal_params convert_ci_to_lognormal_params(ci x)
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double loghigh = logf(x.high);
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double loghigh = logf(x.high);
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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 * NORMAL95CONFIDENCE);
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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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ci convert_lognormal_params_to_ci(lognormal_params y)
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ci convert_lognormal_params_to_ci(lognormal_params y)
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{
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{
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double h = y.logstd * NORMAL95CONFIDENCE;
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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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