modify makefiles to make reorg work, change README
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README.md
67
README.md
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@ -46,7 +46,6 @@ This library provides some basic building blocks. The recommended strategy is to
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### Cdf auxiliary functions
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To help with the above core strategy, this library provides convenience functions, which take a cdf, and return a sample from the distribution produced by that cdf. This might make it easier to program models, at the cost of a 20x to 60x slowdown in the parts of the code that use it.
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### Nested functions and compilation with tcc.
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@ -60,29 +59,6 @@ GCC has an extension which allows a program to define a function inside another
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My recommendation would be to use tcc while drawing a small number of samples for fast iteration, and then using gcc for the final version with lots of samples, and possibly with nested functions for ease of reading by others.
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### Error propagation vs exiting on error
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The process of taking a cdf and returning a sample might fail, e.g., it's a Newton method which might fail to converge because of cdf artifacts. The cdf itself might also fail, e.g., if a distribution only accepts a range of parameters, but is fed parameters outside that range.
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This library provides two approaches:
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1. Print the line and function in which the error occured, then exit on error
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2. In situations where there might be an error, return a struct containing either the correct value or an error message:
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```C
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struct box {
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int empty;
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double content;
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char* error_msg;
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};
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```
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The first approach produces terser programs but might not scale. The second approach seems like it could lead to more robust programmes, but is more verbose.
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Behaviour on error can be toggled by the `EXIT_ON_ERROR` variable. This library also provides a convenient macro, `PROCESS_ERROR`, to make error handling in either case much terser—see the usage in example 4 in the examples/ folder.
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Overall, I'd describe the error handling capabilities of this library as pretty rudimentary. For example, this program might fail in surprising ways if you ask for a lognormal with negative standard deviation, because I haven't added error checking for that case yet.
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### Guarantees and licensing
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- I offer no guarantees about stability, correctness, performance, etc. I might, for instance, abandon the version in C and rewrite it in Zig, Nim or Rust.
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@ -272,6 +248,49 @@ make tidy
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It emits one warning about something I already took care of, so by default I've suppressed it. I think this is good news in terms of making me more confident that this simple library is correct :).
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### Division between core functions and extraneous expansions
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This library differentiates between core functions, which are pretty tightly scoped, and expansions and convenience functions, which are more meandering. Expansions are in `extra.c` and `extra.h`. To use them, take care to link them:
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```
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// In your C source file
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#include "extra.h"
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```
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```
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# When compiling:
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gcc -std=c99 -Wall -O3 example.c squiggle.c extra.c -lm -o ./example
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```
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#### Extra: Cdf auxiliary functions
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I provide some Take a cdf, and return a sample from the distribution produced by that cdf. This might make it easier to program models, at the cost of a 20x to 60x slowdown in the parts of the code that use it.
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#### Extra: Error propagation vs exiting on error
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The process of taking a cdf and returning a sample might fail, e.g., it's a Newton method which might fail to converge because of cdf artifacts. The cdf itself might also fail, e.g., if a distribution only accepts a range of parameters, but is fed parameters outside that range.
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This library provides two approaches:
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1. Print the line and function in which the error occured, then exit on error
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2. In situations where there might be an error, return a struct containing either the correct value or an error message:
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```C
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struct box {
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int empty;
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double content;
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char* error_msg;
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};
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```
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The first approach produces terser programs but might not scale. The second approach seems like it could lead to more robust programmes, but is more verbose.
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Behaviour on error can be toggled by the `EXIT_ON_ERROR` variable. This library also provides a convenient macro, `PROCESS_ERROR`, to make error handling in either case much terser—see the usage in example 4 in the examples/ folder.
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Overall, I'd describe the error handling capabilities of this library as pretty rudimentary. For example, this program might fail in surprising ways if you ask for a lognormal with negative standard deviation, because I haven't added error checking for that case yet.
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## Related projects
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- [Squiggle](https://www.squiggle-language.com/)
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@ -1,4 +1,5 @@
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#include "../../squiggle.h"
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#include "../../extra.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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@ -9,7 +9,7 @@ CC=gcc # required for nested functions
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# CC=tcc # <= faster compilation
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# Main file
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SRC=example.c ../../squiggle.c
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SRC=example.c ../../squiggle.c ../../extra.c
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OUTPUT=./example
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## Dependencies
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@ -1,4 +1,5 @@
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#include "../../squiggle.h"
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#include "../../extra.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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@ -9,7 +9,7 @@
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# CC=tcc # <= faster compilation
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# Main file
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SRC=example.c ../../squiggle.c
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SRC=example.c ../../squiggle.c ../../extra.c
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OUTPUT=./example
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## Dependencies
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#include "../../squiggle.h"
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#include "../../extra.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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@ -9,7 +9,7 @@ CC=gcc
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# CC=tcc # <= faster compilation
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# Main file
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SRC=example.c ../../squiggle.c
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SRC=example.c ../../squiggle.c ../../extra.c
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OUTPUT=example
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## Dependencies
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@ -1,4 +1,5 @@
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#include "../../squiggle.h"
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#include "../../extra.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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@ -9,7 +9,7 @@ CC=gcc
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# CC=tcc # <= faster compilation
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# Main file
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SRC=example.c ../../squiggle.c
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SRC=example.c ../../squiggle.c ../../extra.c
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OUTPUT=example
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## Dependencies
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@ -1,4 +1,5 @@
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#include "../../squiggle.h"
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#include "../../extra.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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@ -5,22 +5,25 @@
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# make run
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# Compiler
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CC=gcc
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CC=gcc # required for nested functions
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# CC=tcc # <= faster compilation
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# Main file
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SRC=example.c ../../squiggle.c
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OUTPUT=example
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SRC=example.c ../../squiggle.c ../../extra.c
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OUTPUT=./example
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## Dependencies
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MATH=-lm
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DEPENDENCIES=$(MATH)
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# OPENMP=-fopenmp
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## Flags
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DEBUG= #'-g'
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STANDARD=-std=c99
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STANDARD=-std=c99 ## gnu99 allows for nested functions.
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EXTENSIONS= #-fnested-functions
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WARNINGS=-Wall
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OPTIMIZED=-O3 #-Ofast
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# OPENMP=-fopenmp
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OPTIMIZED=-O3#-Ofast
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CFLAGS=$(DEBUG) $(STANDARD) $(EXTENSIONS) $(WARNINGS) $(OPTIMIZED)
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## Formatter
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STYLE_BLUEPRINT=webkit
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@ -28,13 +31,14 @@ FORMATTER=clang-format -i -style=$(STYLE_BLUEPRINT)
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## make build
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build: $(SRC)
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$(CC) $(OPTIMIZED) $(DEBUG) $(SRC) $(MATH) -o $(OUTPUT)
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# gcc -std=gnu99 example.c -lm -o example
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$(CC) $(CFLAGS) $(SRC) $(DEPENDENCIES) -o $(OUTPUT)
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format: $(SRC)
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$(FORMATTER) $(SRC)
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run: $(SRC) $(OUTPUT)
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OMP_NUM_THREADS=1 ./$(OUTPUT) && echo
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./$(OUTPUT) && echo
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time-linux:
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@echo "Requires /bin/time, found on GNU/Linux systems" && echo
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@ -1,4 +1,5 @@
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#include "../../squiggle.h"
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#include "../../extra.h"
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#include <math.h>
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#include <stdint.h>
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#include <stdio.h>
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@ -5,22 +5,25 @@
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# make run
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# Compiler
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CC=gcc
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CC=gcc # required for nested functions
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# CC=tcc # <= faster compilation
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# Main file
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SRC=example.c ../../squiggle.c
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OUTPUT=example
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SRC=example.c ../../squiggle.c ../../extra.c
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OUTPUT=./example
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## Dependencies
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MATH=-lm
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DEPENDENCIES=$(MATH)
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# OPENMP=-fopenmp
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## Flags
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DEBUG= #'-g'
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STANDARD=-std=c99
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STANDARD=-std=c99 ## gnu99 allows for nested functions.
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EXTENSIONS= #-fnested-functions
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WARNINGS=-Wall
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OPTIMIZED=-O3 #-Ofast
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# OPENMP=-fopenmp
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OPTIMIZED=-O3#-Ofast
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CFLAGS=$(DEBUG) $(STANDARD) $(EXTENSIONS) $(WARNINGS) $(OPTIMIZED)
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## Formatter
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STYLE_BLUEPRINT=webkit
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@ -28,13 +31,14 @@ FORMATTER=clang-format -i -style=$(STYLE_BLUEPRINT)
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## make build
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build: $(SRC)
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$(CC) $(OPTIMIZED) $(DEBUG) $(SRC) $(MATH) -o $(OUTPUT)
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# gcc -std=gnu99 example.c -lm -o example
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$(CC) $(CFLAGS) $(SRC) $(DEPENDENCIES) -o $(OUTPUT)
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format: $(SRC)
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$(FORMATTER) $(SRC)
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run: $(SRC) $(OUTPUT)
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OMP_NUM_THREADS=1 ./$(OUTPUT) && echo
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./$(OUTPUT) && echo
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time-linux:
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@echo "Requires /bin/time, found on GNU/Linux systems" && echo
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@ -1,4 +1,5 @@
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#include "../../squiggle.h"
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#include "../../extra.h"
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#include <math.h>
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#include <stdint.h>
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#include <stdio.h>
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@ -5,22 +5,25 @@
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# make run
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# Compiler
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CC=gcc
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CC=gcc # required for nested functions
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# CC=tcc # <= faster compilation
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# Main file
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SRC=example.c ../../squiggle.c
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OUTPUT=example
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SRC=example.c ../../squiggle.c ../../extra.c
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OUTPUT=./example
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## Dependencies
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MATH=-lm
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DEPENDENCIES=$(MATH)
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# OPENMP=-fopenmp
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## Flags
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DEBUG= #'-g'
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STANDARD=-std=c99
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STANDARD=-std=c99 ## gnu99 allows for nested functions.
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EXTENSIONS= #-fnested-functions
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WARNINGS=-Wall
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OPTIMIZED=-O3 #-Ofast
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# OPENMP=-fopenmp
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OPTIMIZED=-O3#-Ofast
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CFLAGS=$(DEBUG) $(STANDARD) $(EXTENSIONS) $(WARNINGS) $(OPTIMIZED)
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## Formatter
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STYLE_BLUEPRINT=webkit
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@ -28,13 +31,14 @@ FORMATTER=clang-format -i -style=$(STYLE_BLUEPRINT)
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## make build
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build: $(SRC)
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$(CC) $(OPTIMIZED) $(DEBUG) $(SRC) $(MATH) -o $(OUTPUT)
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# gcc -std=gnu99 example.c -lm -o example
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$(CC) $(CFLAGS) $(SRC) $(DEPENDENCIES) -o $(OUTPUT)
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format: $(SRC)
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$(FORMATTER) $(SRC)
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run: $(SRC) $(OUTPUT)
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OMP_NUM_THREADS=1 ./$(OUTPUT) && echo
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./$(OUTPUT) && echo
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time-linux:
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@echo "Requires /bin/time, found on GNU/Linux systems" && echo
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@ -1,4 +1,5 @@
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#include "../../squiggle.h"
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#include "../../extra.h"
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#include <math.h>
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#include <stdint.h>
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#include <stdio.h>
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@ -5,22 +5,25 @@
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# make run
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# Compiler
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CC=gcc
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CC=gcc # required for nested functions
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# CC=tcc # <= faster compilation
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# Main file
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SRC=example.c ../../squiggle.c
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OUTPUT=example
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SRC=example.c ../../squiggle.c ../../extra.c
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OUTPUT=./example
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## Dependencies
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MATH=-lm
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DEPENDENCIES=$(MATH)
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# OPENMP=-fopenmp
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## Flags
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DEBUG= #'-g'
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STANDARD=-std=c99
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STANDARD=-std=c99 ## gnu99 allows for nested functions.
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EXTENSIONS= #-fnested-functions
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WARNINGS=-Wall
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OPTIMIZED=-O3 #-Ofast
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# OPENMP=-fopenmp
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OPTIMIZED=-O3#-Ofast
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CFLAGS=$(DEBUG) $(STANDARD) $(EXTENSIONS) $(WARNINGS) $(OPTIMIZED)
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## Formatter
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STYLE_BLUEPRINT=webkit
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@ -28,13 +31,14 @@ FORMATTER=clang-format -i -style=$(STYLE_BLUEPRINT)
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## make build
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build: $(SRC)
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$(CC) $(OPTIMIZED) $(DEBUG) $(SRC) $(MATH) -o $(OUTPUT)
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# gcc -std=gnu99 example.c -lm -o example
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$(CC) $(CFLAGS) $(SRC) $(DEPENDENCIES) -o $(OUTPUT)
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format: $(SRC)
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$(FORMATTER) $(SRC)
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run: $(SRC) $(OUTPUT)
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OMP_NUM_THREADS=1 ./$(OUTPUT) && echo
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./$(OUTPUT) && echo
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time-linux:
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@echo "Requires /bin/time, found on GNU/Linux systems" && echo
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@ -1,4 +1,5 @@
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#include "../../squiggle.h"
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#include "../../extra.h"
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#include <math.h>
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#include <stdint.h>
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#include <stdio.h>
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@ -5,22 +5,25 @@
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# make run
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# Compiler
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CC=gcc
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CC=gcc # required for nested functions
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# CC=tcc # <= faster compilation
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# Main file
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SRC=example.c ../../squiggle.c
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OUTPUT=example
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SRC=example.c ../../squiggle.c ../../extra.c
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OUTPUT=./example
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## Dependencies
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MATH=-lm
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DEPENDENCIES=$(MATH)
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# OPENMP=-fopenmp
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## Flags
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DEBUG= #'-g'
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STANDARD=-std=c99
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STANDARD=-std=c99 ## gnu99 allows for nested functions.
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EXTENSIONS= #-fnested-functions
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WARNINGS=-Wall
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OPTIMIZED=-O3 #-Ofast
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# OPENMP=-fopenmp
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OPTIMIZED=-O3#-Ofast
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CFLAGS=$(DEBUG) $(STANDARD) $(EXTENSIONS) $(WARNINGS) $(OPTIMIZED)
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## Formatter
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STYLE_BLUEPRINT=webkit
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@ -28,13 +31,14 @@ FORMATTER=clang-format -i -style=$(STYLE_BLUEPRINT)
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## make build
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build: $(SRC)
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$(CC) $(OPTIMIZED) $(DEBUG) $(SRC) $(MATH) -o $(OUTPUT)
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# gcc -std=gnu99 example.c -lm -o example
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$(CC) $(CFLAGS) $(SRC) $(DEPENDENCIES) -o $(OUTPUT)
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format: $(SRC)
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$(FORMATTER) $(SRC)
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run: $(SRC) $(OUTPUT)
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OMP_NUM_THREADS=1 ./$(OUTPUT) && echo
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./$(OUTPUT) && echo
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time-linux:
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@echo "Requires /bin/time, found on GNU/Linux systems" && echo
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@ -1,4 +1,5 @@
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#include "../../squiggle.h"
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#include "../../extra.h"
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#include <stdint.h>
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#include <stdio.h>
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#include <stdlib.h>
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@ -5,22 +5,25 @@
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# make run
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# Compiler
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CC=gcc
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CC=gcc # required for nested functions
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# CC=tcc # <= faster compilation
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# Main file
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SRC=example.c ../../squiggle.c
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OUTPUT=example
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SRC=example.c ../../squiggle.c ../../extra.c
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OUTPUT=./example
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## Dependencies
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MATH=-lm
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DEPENDENCIES=$(MATH)
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# OPENMP=-fopenmp
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## Flags
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DEBUG= #'-g'
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STANDARD=-std=c99
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STANDARD=-std=c99 ## gnu99 allows for nested functions.
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EXTENSIONS= #-fnested-functions
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WARNINGS=-Wall
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||||
OPTIMIZED=-O3 #-Ofast
|
||||
# OPENMP=-fopenmp
|
||||
OPTIMIZED=-O3#-Ofast
|
||||
CFLAGS=$(DEBUG) $(STANDARD) $(EXTENSIONS) $(WARNINGS) $(OPTIMIZED)
|
||||
|
||||
## Formatter
|
||||
STYLE_BLUEPRINT=webkit
|
||||
|
|
@ -28,7 +31,8 @@ FORMATTER=clang-format -i -style=$(STYLE_BLUEPRINT)
|
|||
|
||||
## make build
|
||||
build: $(SRC)
|
||||
$(CC) $(OPTIMIZED) $(DEBUG) $(SRC) $(MATH) -o $(OUTPUT)
|
||||
# gcc -std=gnu99 example.c -lm -o example
|
||||
$(CC) $(CFLAGS) $(SRC) $(DEPENDENCIES) -o $(OUTPUT)
|
||||
|
||||
format: $(SRC)
|
||||
$(FORMATTER) $(SRC)
|
||||
|
|
@ -40,7 +44,7 @@ time-linux:
|
|||
@echo "Requires /bin/time, found on GNU/Linux systems" && echo
|
||||
|
||||
@echo "Running 100x and taking avg time $(OUTPUT)"
|
||||
@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
|
||||
@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
|
||||
|
||||
## Profiling
|
||||
|
||||
|
|
|
|||
Binary file not shown.
88
extra.c
88
extra.c
|
|
@ -6,15 +6,58 @@
|
|||
#include <stdlib.h>
|
||||
#include <sys/types.h>
|
||||
#include <time.h>
|
||||
#include "squiggle.h"
|
||||
|
||||
// math constants
|
||||
#define PI 3.14159265358979323846 // M_PI in gcc gnu99
|
||||
#define NORMAL90CONFIDENCE 1.6448536269514727
|
||||
|
||||
// Some error niceties; these won't be used until later
|
||||
#define MAX_ERROR_LENGTH 500
|
||||
#define EXIT_ON_ERROR 0
|
||||
#define PROCESS_ERROR(error_msg) process_error(error_msg, EXIT_ON_ERROR, __FILE__, __LINE__)
|
||||
|
||||
// # More cool stuff
|
||||
// This is no longer necessary to do basic estimation,
|
||||
// but is still cool
|
||||
// Get confidence intervals, given a sampler
|
||||
// Not in core yet because I'm not sure how much I like the interface,
|
||||
// to do: add n to function parameters and document
|
||||
|
||||
typedef struct ci_t {
|
||||
float low;
|
||||
float high;
|
||||
} ci;
|
||||
int compare_doubles(const void* p, const void* q)
|
||||
{
|
||||
// https://wikiless.esmailelbob.xyz/wiki/Qsort?lang=en
|
||||
double x = *(const double*)p;
|
||||
double y = *(const double*)q;
|
||||
|
||||
/* Avoid return x - y, which can cause undefined behaviour
|
||||
because of signed integer overflow. */
|
||||
if (x < y)
|
||||
return -1; // Return -1 if you want ascending, 1 if you want descending order.
|
||||
else if (x > y)
|
||||
return 1; // Return 1 if you want ascending, -1 if you want descending order.
|
||||
|
||||
return 0;
|
||||
}
|
||||
ci get_90_confidence_interval(double (*sampler)(uint64_t*), uint64_t* seed)
|
||||
{
|
||||
int n = 100 * 1000;
|
||||
double* samples_array = malloc(n * sizeof(double));
|
||||
for (int i = 0; i < n; i++) {
|
||||
samples_array[i] = sampler(seed);
|
||||
}
|
||||
qsort(samples_array, n, sizeof(double), compare_doubles);
|
||||
|
||||
ci result = {
|
||||
.low = samples_array[5000],
|
||||
.high = samples_array[94999],
|
||||
};
|
||||
free(samples_array);
|
||||
|
||||
return result;
|
||||
}
|
||||
|
||||
|
||||
// ## Sample from an arbitrary cdf
|
||||
struct box {
|
||||
|
|
@ -210,45 +253,6 @@ double sampler_danger(struct box cdf(double), uint64_t* seed)
|
|||
}
|
||||
*/
|
||||
|
||||
// Get confidence intervals, given a sampler
|
||||
|
||||
typedef struct ci_t {
|
||||
float low;
|
||||
float high;
|
||||
} ci;
|
||||
int compare_doubles(const void* p, const void* q)
|
||||
{
|
||||
// https://wikiless.esmailelbob.xyz/wiki/Qsort?lang=en
|
||||
double x = *(const double*)p;
|
||||
double y = *(const double*)q;
|
||||
|
||||
/* Avoid return x - y, which can cause undefined behaviour
|
||||
because of signed integer overflow. */
|
||||
if (x < y)
|
||||
return -1; // Return -1 if you want ascending, 1 if you want descending order.
|
||||
else if (x > y)
|
||||
return 1; // Return 1 if you want ascending, -1 if you want descending order.
|
||||
|
||||
return 0;
|
||||
}
|
||||
ci get_90_confidence_interval(double (*sampler)(uint64_t*), uint64_t* seed)
|
||||
{
|
||||
int n = 100 * 1000;
|
||||
double* samples_array = malloc(n * sizeof(double));
|
||||
for (int i = 0; i < n; i++) {
|
||||
samples_array[i] = sampler(seed);
|
||||
}
|
||||
qsort(samples_array, n, sizeof(double), compare_doubles);
|
||||
|
||||
ci result = {
|
||||
.low = samples_array[5000],
|
||||
.high = samples_array[94999],
|
||||
};
|
||||
free(samples_array);
|
||||
|
||||
return result;
|
||||
}
|
||||
|
||||
// # Small algebra manipulations
|
||||
|
||||
// here I discover named structs,
|
||||
|
|
|
|||
5
extra.h
5
extra.h
|
|
@ -43,10 +43,7 @@ typedef struct lognormal_params_t {
|
|||
} lognormal_params;
|
||||
lognormal_params algebra_product_lognormals(lognormal_params a, lognormal_params b);
|
||||
|
||||
|
||||
lognormal_params convert_ci_to_lognormal_params(ci x);
|
||||
|
||||
|
||||
ci convert_lognormal_params_to_ci(lognormal_params y);
|
||||
ci convert_lognormal_params_to_ci(lognormal_params y);
|
||||
|
||||
#endif
|
||||
|
|
|
|||
Binary file not shown.
|
|
@ -7,13 +7,14 @@
|
|||
#include <sys/types.h>
|
||||
#include <time.h>
|
||||
|
||||
#define PI 3.14159265358979323846 // M_PI in gcc gnu99
|
||||
#define NORMAL90CONFIDENCE 1.6448536269514727
|
||||
|
||||
// # Key functionality
|
||||
// Define the minimum number of functions needed to do simple estimation
|
||||
// Starts here, ends until the end of the mixture function
|
||||
|
||||
// math constants
|
||||
#define PI 3.14159265358979323846 // M_PI in gcc gnu99
|
||||
#define NORMAL90CONFIDENCE 1.6448536269514727
|
||||
|
||||
// Pseudo Random number generator
|
||||
uint64_t xorshift32(uint32_t* seed)
|
||||
{
|
||||
|
|
|
|||
Loading…
Reference in New Issue
Block a user