squiggle.c/examples/04_sample_from_cdf_simple/example.c

103 lines
2.6 KiB
C

#include "../../squiggle.h"
#include <math.h>
#include <stdint.h>
#include <stdio.h>
#include <stdlib.h>
#include <time.h>
#define NUM_SAMPLES 10000
// Example cdf
float cdf_uniform_0_1(float x)
{
if (x < 0) {
return 0;
} else if (x > 1) {
return 1;
} else {
return x;
}
}
float cdf_squared_0_1(float x)
{
if (x < 0) {
return 0;
} else if (x > 1) {
return 1;
} else {
return x * x;
}
}
float cdf_normal_0_1(float x)
{
float mean = 0;
float std = 1;
return 0.5 * (1 + erf((x - mean) / (std * sqrt(2)))); // erf from math.h
}
// Some testers
void test_inverse_cdf_float(char* cdf_name, float cdf_float(float))
{
struct box result = inverse_cdf_float(cdf_float, 0.5);
if (result.empty) {
printf("Inverse for %s not calculated\n", cdf_name);
exit(1);
} else {
printf("Inverse of %s at %f is: %f\n", cdf_name, 0.5, result.content);
}
}
void test_and_time_sampler_float(char* cdf_name, float cdf_float(float), uint32_t* seed)
{
printf("\nGetting some samples from %s:\n", cdf_name);
clock_t begin = clock();
for (int i = 0; i < NUM_SAMPLES; i++) {
struct box sample = sampler_float_cdf(cdf_float, seed);
if (sample.empty) {
printf("Error in sampler function for %s", cdf_name);
} else {
// printf("%f\n", sample.content);
}
}
clock_t end = clock();
float time_spent = (float)(end - begin) / CLOCKS_PER_SEC;
printf("Time spent: %f\n", time_spent);
}
int main()
{
// Test inverse cdf float
test_inverse_cdf_float("cdf_uniform_0_1", cdf_uniform_0_1);
test_inverse_cdf_float("cdf_squared_0_1", cdf_squared_0_1);
test_inverse_cdf_float("cdf_normal_0_1", cdf_normal_0_1);
// Testing samplers
// set randomness seed
uint32_t* seed = malloc(sizeof(uint32_t));
*seed = 1000; // xorshift can't start with 0
// Test float sampler
test_and_time_sampler_float("cdf_uniform_0_1", cdf_uniform_0_1, seed);
test_and_time_sampler_float("cdf_squared_0_1", cdf_squared_0_1, seed);
test_and_time_sampler_float("cdf_normal_0_1", cdf_normal_0_1, seed);
// Get some normal samples using a previous approach
printf("\nGetting some samples from unit_normal\n");
clock_t begin_2 = clock();
for (int i = 0; i < NUM_SAMPLES; i++) {
float normal_sample = unit_normal(seed);
// printf("%f\n", normal_sample);
}
clock_t end_2 = clock();
float time_spent_2 = (float)(end_2 - begin_2) / CLOCKS_PER_SEC;
printf("Time spent: %f\n", time_spent_2);
free(seed);
return 0;
}