Revert "Merge branch 'master' into quickselect"
This reverts commitc77fa34410
, reversing changes made toffd6e5dcbb
.
This commit is contained in:
parent
c77fa34410
commit
4d218468cf
Binary file not shown.
Binary file not shown.
Binary file not shown.
|
@ -12,10 +12,10 @@ int main()
|
|||
double p_b = 0.5;
|
||||
double p_c = p_a * p_b;
|
||||
|
||||
double sample_0(uint64_t * seed) { return 0; }
|
||||
double sample_1(uint64_t * seed) { return 1; }
|
||||
double sample_few(uint64_t * seed) { return sample_to(1, 3, seed); }
|
||||
double sample_many(uint64_t * seed) { return sample_to(2, 10, seed); }
|
||||
double sample_0(uint64_t* seed){ return 0; }
|
||||
double sample_1(uint64_t* seed) { return 1; }
|
||||
double sample_few(uint64_t* seed) { return sample_to(1, 3, seed); }
|
||||
double sample_many(uint64_t* seed) { return sample_to(2, 10, seed); }
|
||||
|
||||
int n_dists = 4;
|
||||
double weights[] = { 1 - p_c, p_c / 2, p_c / 4, p_c / 4 };
|
||||
|
|
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
|
@ -15,9 +15,8 @@ int main()
|
|||
uint64_t* seed = malloc(sizeof(uint64_t));
|
||||
*seed = 1000; // xorshift can't start with 0
|
||||
|
||||
ci beta_1_2_ci_90 = sampler_get_90_ci(beta_1_2_sampler, 1000000, seed);
|
||||
ci beta_1_2_ci_90 = get_90_confidence_interval(beta_1_2_sampler, seed);
|
||||
printf("90%% confidence interval of beta(1,2) is [%f, %f]\n", beta_1_2_ci_90.low, beta_1_2_ci_90.high);
|
||||
printf("You can check this in <https://nunosempere.com/blog/2023/03/15/fit-beta/>\n");
|
||||
|
||||
free(seed);
|
||||
}
|
||||
|
|
Binary file not shown.
|
@ -60,7 +60,7 @@ int main()
|
|||
}
|
||||
printf("... ]\n");
|
||||
|
||||
ci ci_90 = sampler_get_90_ci(mixture, 1000000, seed);
|
||||
ci ci_90 = get_90_confidence_interval(mixture, seed);
|
||||
printf("mean: %f\n", array_mean(mixture_result, n));
|
||||
printf("90%% confidence interval: [%f, %f]\n", ci_90.low, ci_90.high);
|
||||
|
||||
|
|
Binary file not shown.
Binary file not shown.
|
@ -41,7 +41,7 @@ int main()
|
|||
}
|
||||
printf("... ]\n");
|
||||
|
||||
ci ci_90 = sampler_get_90_ci(sample_minutes_per_day_jumping_rope_needed_to_burn_10kg, 1000000, seed);
|
||||
ci ci_90 = get_90_confidence_interval(sample_minutes_per_day_jumping_rope_needed_to_burn_10kg, seed);
|
||||
printf("90%% confidence interval: [%f, %f]\n", ci_90.low, ci_90.high);
|
||||
|
||||
free(seed);
|
||||
|
|
Binary file not shown.
|
@ -50,7 +50,7 @@ int main()
|
|||
|
||||
// Before a first nuclear collapse
|
||||
printf("## Before the first nuclear collapse\n");
|
||||
ci ci_90_2023 = sampler_get_90_ci(yearly_probability_nuclear_collapse_2023, 1000000, seed);
|
||||
ci ci_90_2023 = get_90_confidence_interval(yearly_probability_nuclear_collapse_2023, seed);
|
||||
printf("90%% confidence interval: [%f, %f]\n", ci_90_2023.low, ci_90_2023.high);
|
||||
|
||||
double* yearly_probability_nuclear_collapse_2023_samples = malloc(sizeof(double) * num_samples);
|
||||
|
@ -61,7 +61,7 @@ int main()
|
|||
|
||||
// After the first nuclear collapse
|
||||
printf("\n## After the first nuclear collapse\n");
|
||||
ci ci_90_2070 = sampler_get_90_ci(yearly_probability_nuclear_collapse_after_recovery_example, 1000000, seed);
|
||||
ci ci_90_2070 = get_90_confidence_interval(yearly_probability_nuclear_collapse_after_recovery_example, seed);
|
||||
printf("90%% confidence interval: [%f, %f]\n", ci_90_2070.low, ci_90_2070.high);
|
||||
|
||||
double* yearly_probability_nuclear_collapse_after_recovery_samples = malloc(sizeof(double) * num_samples);
|
||||
|
@ -72,7 +72,7 @@ int main()
|
|||
|
||||
// After the first nuclear collapse (antiinductive)
|
||||
printf("\n## After the first nuclear collapse (antiinductive)\n");
|
||||
ci ci_90_antiinductive = sampler_get_90_ci(yearly_probability_nuclear_collapse_after_recovery_antiinductive, 1000000, seed);
|
||||
ci ci_90_antiinductive = get_90_confidence_interval(yearly_probability_nuclear_collapse_after_recovery_antiinductive, seed);
|
||||
printf("90%% confidence interval: [%f, %f]\n", ci_90_antiinductive.low, ci_90_antiinductive.high);
|
||||
|
||||
double* yearly_probability_nuclear_collapse_after_recovery_antiinductive_samples = malloc(sizeof(double) * num_samples);
|
||||
|
|
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
Binary file not shown.
|
@ -9,22 +9,21 @@ int main()
|
|||
// set randomness seed
|
||||
// uint64_t* seed = malloc(sizeof(uint64_t));
|
||||
// *seed = 1000; // xorshift can't start with 0
|
||||
// ^ not necessary, because sampler_parallel takes care of the seed.
|
||||
// ^ not necessary, because parallel_sampler takes care of the seed.
|
||||
|
||||
int n_samples = 1000 * 1000 * 1000;
|
||||
int n_threads = 16;
|
||||
double sampler(uint64_t * seed)
|
||||
{
|
||||
double sampler(uint64_t* seed){
|
||||
return sample_lognormal(0, 10, seed);
|
||||
}
|
||||
double* results = malloc(n_samples * sizeof(double));
|
||||
|
||||
sampler_parallel(sampler, results, n_threads, n_samples);
|
||||
double avg = array_sum(results, n_samples) / n_samples;
|
||||
parallel_sampler(sampler, results, n_threads, n_samples);
|
||||
double avg = array_sum(results, n_samples)/n_samples;
|
||||
printf("Average of 1B lognormal(0,10): %f", avg);
|
||||
|
||||
free(results);
|
||||
|
||||
// free(seed);
|
||||
// ^ not necessary, because sampler_parallel takes care of the seed.
|
||||
// ^ not necessary, because parallel_sampler takes care of the seed.
|
||||
}
|
||||
|
|
Binary file not shown.
|
@ -9,22 +9,21 @@ int main()
|
|||
double p_b = 0.5;
|
||||
double p_c = p_a * p_b;
|
||||
|
||||
double sample_0(uint64_t * seed) { return 0; }
|
||||
double sample_1(uint64_t * seed) { return 1; }
|
||||
double sample_few(uint64_t * seed) { return sample_to(1, 3, seed); }
|
||||
double sample_many(uint64_t * seed) { return sample_to(2, 10, seed); }
|
||||
double sample_0(uint64_t* seed){ return 0; }
|
||||
double sample_1(uint64_t* seed) { return 1; }
|
||||
double sample_few(uint64_t* seed) { return sample_to(1, 3, seed); }
|
||||
double sample_many(uint64_t* seed) { return sample_to(2, 10, seed); }
|
||||
|
||||
int n_dists = 4;
|
||||
double weights[] = { 1 - p_c, p_c / 2, p_c / 4, p_c / 4 };
|
||||
double (*samplers[])(uint64_t*) = { sample_0, sample_1, sample_few, sample_many };
|
||||
double sampler_result(uint64_t * seed)
|
||||
{
|
||||
double sampler_result(uint64_t* seed) {
|
||||
return sample_mixture(samplers, weights, n_dists, seed);
|
||||
}
|
||||
|
||||
int n_samples = 1000 * 1000, n_threads = 16;
|
||||
double* results = malloc(n_samples * sizeof(double));
|
||||
sampler_parallel(sampler_result, results, n_threads, n_samples);
|
||||
printf("Avg: %f\n", array_sum(results, n_samples) / n_samples);
|
||||
parallel_sampler(sampler_result, results, n_threads, n_samples);
|
||||
printf("Avg: %f\n", array_sum(results, n_samples)/n_samples);
|
||||
free(results);
|
||||
}
|
||||
|
|
Binary file not shown.
|
@ -13,58 +13,57 @@ int main()
|
|||
|
||||
/* Option 1: parallelize taking from n samples */
|
||||
// Question being asked: what is the distribution of sampling 1000 times and taking the min?
|
||||
double sample_min_of_n(uint64_t * seed, int n)
|
||||
{
|
||||
double sample_min_of_n(uint64_t* seed, int n){
|
||||
double min = sample_normal(5, 2, seed);
|
||||
for (int i = 0; i < (n - 2); i++) {
|
||||
for(int i=0; i<(n-1); i++){
|
||||
double sample = sample_normal(5, 2, seed);
|
||||
if (sample < min) {
|
||||
if(sample < min){
|
||||
min = sample;
|
||||
}
|
||||
}
|
||||
return min;
|
||||
}
|
||||
double sample_min_of_1000(uint64_t * seed)
|
||||
{
|
||||
double sampler_min_of_1000(uint64_t* seed) {
|
||||
return sample_min_of_n(seed, 1000);
|
||||
}
|
||||
|
||||
int n_samples = 1000000, n_threads = 16;
|
||||
int n_samples = 10000, n_threads = 16;
|
||||
double* results = malloc(n_samples * sizeof(double));
|
||||
sampler_parallel(sample_min_of_1000, results, n_threads, n_samples);
|
||||
parallel_sampler(sampler_min_of_1000, results, n_threads, n_samples);
|
||||
printf("Mean of the distribution of (taking the min of 1000 samples of a normal(5,2)): %f\n", array_mean(results, n_samples));
|
||||
free(results);
|
||||
|
||||
/* Option 2: take the min from n samples cleverly using parallelism */
|
||||
// Question being asked: can we take the min of n samples cleverly?
|
||||
double sample_n_parallel(int n)
|
||||
{
|
||||
double sample_n_parallel(int n){
|
||||
|
||||
int n_threads = 16;
|
||||
int quotient = n / 16;
|
||||
int remainder = n % 16;
|
||||
|
||||
uint64_t seed = 1000;
|
||||
uint64_t seed = 100;
|
||||
double result_remainder = sample_min_of_n(&seed, remainder);
|
||||
|
||||
double sample_min_of_quotient(uint64_t * seed)
|
||||
{
|
||||
return sample_min_of_n(seed, quotient);
|
||||
double sample_min_of_quotient(uint64_t* seed) {
|
||||
double result = sample_min_of_n(seed, quotient);
|
||||
// printf("Result: %f\n", result);
|
||||
return result;
|
||||
}
|
||||
double* results_quotient = malloc(quotient * sizeof(double));
|
||||
sampler_parallel(sample_min_of_quotient, results_quotient, n_threads, quotient);
|
||||
double* results = malloc(n_threads * sizeof(double));
|
||||
parallel_sampler(sample_min_of_quotient, results, n_threads, n_threads);
|
||||
|
||||
double min = results_quotient[0];
|
||||
for (int i = 1; i < quotient; i++) {
|
||||
if (min > results_quotient[i]) {
|
||||
min = results_quotient[i];
|
||||
double min = results[0];
|
||||
for(int i=1; i<n_threads; i++){
|
||||
if(min > results[i]){
|
||||
min = results[i];
|
||||
}
|
||||
}
|
||||
if (min > result_remainder) {
|
||||
if(min > result_remainder){
|
||||
min = result_remainder;
|
||||
}
|
||||
free(results_quotient);
|
||||
free(results);
|
||||
return min;
|
||||
}
|
||||
printf("Minimum of 1M samples of normal(5,2): %f\n", sample_n_parallel(1000000));
|
||||
printf("Minimum of 10M samples of normal(5,2): %f\n", sample_n_parallel(1000 * 1000));
|
||||
|
||||
}
|
||||
|
|
Binary file not shown.
|
@ -1,21 +0,0 @@
|
|||
#include "../../../squiggle.h"
|
||||
#include "../../../squiggle_more.h"
|
||||
#include <stdio.h>
|
||||
#include <stdlib.h>
|
||||
|
||||
int main()
|
||||
{
|
||||
// set randomness seed
|
||||
uint64_t* seed = malloc(sizeof(uint64_t));
|
||||
*seed = 1000; // xorshift can't start with a seed of 0
|
||||
|
||||
int n = 1000000;
|
||||
double* xs = malloc(sizeof(double) * n);
|
||||
for (int i = 0; i < n; i++) {
|
||||
xs[i] = sample_to(10, 100, seed);
|
||||
}
|
||||
ci ci_90 = array_get_90_ci(xs, n);
|
||||
printf("Recovering confidence interval of sample_to(10, 100):\n low: %f, high: %f\n", ci_90.low, ci_90.high);
|
||||
|
||||
free(seed);
|
||||
}
|
|
@ -49,7 +49,6 @@ all:
|
|||
$(CC) $(OPTIMIZED) $(DEBUG) 11_billion_lognormals_paralell/$(SRC) $(DEPS) -o 11_billion_lognormals_paralell/$(OUTPUT)
|
||||
$(CC) $(OPTIMIZED) $(DEBUG) 12_time_to_botec_parallel/$(SRC) $(DEPS) -o 12_time_to_botec_parallel/$(OUTPUT)
|
||||
$(CC) $(OPTIMIZED) $(DEBUG) 13_parallelize_min/$(SRC) $(DEPS) -o 13_parallelize_min/$(OUTPUT)
|
||||
$(CC) $(OPTIMIZED) $(DEBUG) 14_check_confidence_interval/$(SRC) $(DEPS) -o 14_check_confidence_interval/$(OUTPUT)
|
||||
|
||||
format-all:
|
||||
$(FORMATTER) 00_example_template/$(SRC)
|
||||
|
@ -66,7 +65,6 @@ format-all:
|
|||
$(FORMATTER) 11_billion_lognormals_paralell/$(SRC)
|
||||
$(FORMATTER) 12_time_to_botec_parallel/$(SRC)
|
||||
$(FORMATTER) 13_parallelize_min/$(SRC)
|
||||
$(FORMATTER) 14_check_confidence_interval/$(SRC)
|
||||
|
||||
run-all:
|
||||
00_example_template/$(OUTPUT)
|
||||
|
@ -83,7 +81,6 @@ run-all:
|
|||
11_billion_lognormals_paralell/$(OUTPUT)
|
||||
12_time_to_botec_parallel/$(OUTPUT)
|
||||
13_parallelize_min/$(OUTPUT)
|
||||
14_check_confidence_interval/$(OUTPUT)
|
||||
|
||||
## make one DIR=06_nuclear_recovery
|
||||
one: $(DIR)/$(SRC)
|
||||
|
|
4
makefile
4
makefile
|
@ -13,8 +13,8 @@ format-examples:
|
|||
cd examples/more && make format-all
|
||||
|
||||
format: squiggle.c squiggle.h
|
||||
$(FORMATTER) squiggle.c squiggle.h
|
||||
$(FORMATTER) squiggle_more.c squiggle_more.h
|
||||
$(FORMATTER) squiggle.c
|
||||
$(FORMATTER) squiggle.h
|
||||
|
||||
lint:
|
||||
clang-tidy squiggle.c -- -lm
|
||||
|
|
27
scratchpad/core.c
Normal file
27
scratchpad/core.c
Normal file
|
@ -0,0 +1,27 @@
|
|||
|
||||
uint64_t xorshift64(uint64_t* seed)
|
||||
{
|
||||
// Algorithm "xor" from p. 4 of Marsaglia, "Xorshift RNGs"
|
||||
// <https://en.wikipedia.org/wiki/Xorshift>
|
||||
uint64_t x = *seed;
|
||||
x ^= x << 13;
|
||||
x ^= x >> 7;
|
||||
x ^= x << 17;
|
||||
return *seed = x;
|
||||
}
|
||||
|
||||
double sample_unit_uniform(uint64_t* seed)
|
||||
{
|
||||
// samples uniform from [0,1] interval.
|
||||
return ((double)xorshift64(seed)) / ((double)UINT64_MAX);
|
||||
}
|
||||
|
||||
double sample_unit_normal(uint64_t* seed)
|
||||
{
|
||||
// // See: <https://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform>
|
||||
double u1 = sample_unit_uniform(seed);
|
||||
double u2 = sample_unit_uniform(seed);
|
||||
double z = sqrtf(-2.0 * log(u1)) * sin(2 * PI * u2);
|
||||
return z;
|
||||
}
|
||||
|
Binary file not shown.
Binary file not shown.
|
@ -10,14 +10,25 @@ int main()
|
|||
// set randomness seed
|
||||
uint64_t* seed = malloc(sizeof(uint64_t));
|
||||
*seed = 1000; // xorshift can't start with a seed of 0
|
||||
/*
|
||||
for (int i = 0; i < 100; i++) {
|
||||
double draw = sample_unit_uniform(seed);
|
||||
printf("%f\n", draw);
|
||||
|
||||
int n = 1000000;
|
||||
double* xs = malloc(sizeof(double) * n);
|
||||
for (int i = 0; i < n; i++) {
|
||||
xs[i] = sample_to(10, 100, seed);
|
||||
}*/
|
||||
// Test division
|
||||
// printf("\n%d\n", 10 % 3);
|
||||
//
|
||||
|
||||
int n_samples = 100, n_threads = 16;
|
||||
double* results = malloc(n_samples * sizeof(double));
|
||||
double sampler_scratchpad(uint64_t* seed){
|
||||
return 1;
|
||||
}
|
||||
parallel_sampler(sampler_scratchpad, results, n_threads, n_samples);
|
||||
for(int i=0; i<n_samples; i++){
|
||||
printf("Sample %d: %f\n", i, results[i]);
|
||||
}
|
||||
ci ci_90 = array_get_90_ci(xs, n);
|
||||
printf("Recovering confidence interval of sample_to(10, 100):\n low: %f, high: %f\n", ci_90.low, ci_90.high);
|
||||
|
||||
free(seed);
|
||||
}
|
||||
|
|
|
@ -8,7 +8,7 @@
|
|||
#define NORMAL90CONFIDENCE 1.6448536269514727
|
||||
|
||||
// Pseudo Random number generator
|
||||
static uint64_t xorshift32(uint32_t* seed)
|
||||
uint64_t xorshift32(uint32_t* seed)
|
||||
{
|
||||
// Algorithm "xor" from p. 4 of Marsaglia, "Xorshift RNGs"
|
||||
// See:
|
||||
|
@ -24,7 +24,7 @@ static uint64_t xorshift32(uint32_t* seed)
|
|||
return *seed = x;
|
||||
}
|
||||
|
||||
static uint64_t xorshift64(uint64_t* seed)
|
||||
uint64_t xorshift64(uint64_t* seed)
|
||||
{
|
||||
// same as above, but for generating doubles instead of floats
|
||||
uint64_t x = *seed;
|
||||
|
|
319
squiggle_more.c
319
squiggle_more.c
|
@ -1,195 +1,67 @@
|
|||
#include "squiggle.h"
|
||||
#include <float.h>
|
||||
#include <limits.h>
|
||||
#include <math.h>
|
||||
#include <limits.h>
|
||||
#include <omp.h>
|
||||
#include <stdint.h>
|
||||
#include <stdio.h>
|
||||
#include <stdlib.h>
|
||||
#include "squiggle.h"
|
||||
|
||||
/* Parallel sampler */
|
||||
void sampler_parallel(double (*sampler)(uint64_t* seed), double* results, int n_threads, int n_samples)
|
||||
{
|
||||
if ((n_samples % n_threads) != 0) {
|
||||
fprintf(stderr, "Number of samples isn't divisible by number of threads, aborting\n");
|
||||
exit(1);
|
||||
}
|
||||
uint64_t** seeds = malloc(n_threads * sizeof(uint64_t*));
|
||||
for (uint64_t i = 0; i < n_threads; i++) {
|
||||
seeds[i] = malloc(sizeof(uint64_t));
|
||||
*seeds[i] = i + 1; // xorshift can't start with 0
|
||||
}
|
||||
/* Math constants */
|
||||
#define PI 3.14159265358979323846 // M_PI in gcc gnu99
|
||||
#define NORMAL90CONFIDENCE 1.6448536269514727
|
||||
|
||||
int i;
|
||||
#pragma omp parallel private(i)
|
||||
{
|
||||
#pragma omp for
|
||||
for (i = 0; i < n_threads; i++) {
|
||||
int lower_bound = i * (n_samples / n_threads);
|
||||
int upper_bound = ((i + 1) * (n_samples / n_threads)) - 1;
|
||||
// printf("Lower bound: %d, upper bound: %d\n", lower_bound, upper_bound);
|
||||
for (int j = lower_bound; j < upper_bound; j++) {
|
||||
results[j] = sampler(seeds[i]);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
for (uint64_t i = 0; i < n_threads; i++) {
|
||||
free(seeds[i]);
|
||||
}
|
||||
free(seeds);
|
||||
}
|
||||
/* 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__)
|
||||
|
||||
/* Get confidence intervals, given a sampler */
|
||||
// Not in core yet because I'm not sure how much I like the struct
|
||||
// and the built-in 100k samples
|
||||
// to do: add n to function parameters and document
|
||||
|
||||
typedef struct ci_t {
|
||||
double low;
|
||||
double high;
|
||||
float low;
|
||||
float high;
|
||||
} ci;
|
||||
|
||||
static void swp(int i, int j, double xs[])
|
||||
int compare_doubles(const void* p, const void* q)
|
||||
{
|
||||
double tmp = xs[i];
|
||||
xs[i] = xs[j];
|
||||
xs[j] = tmp;
|
||||
// https://wikiless.esmailelbob.xyz/wiki/Qsort?lang=en
|
||||
double x = *(const double*)p;
|
||||
double y = *(const double*)q;
|
||||
|
||||
/* Avoid returning 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;
|
||||
}
|
||||
|
||||
static int partition(int low, int high, double xs[], int length)
|
||||
ci get_90_confidence_interval(double (*sampler)(uint64_t*), uint64_t* seed)
|
||||
{
|
||||
// To understand this function:
|
||||
// - see the note after gt variable definition
|
||||
// - go to commit 578bfa27 and the scratchpad/ folder in it, which has printfs sprinkled throughout
|
||||
int pivot = low + floor((high - low) / 2);
|
||||
double pivot_value = xs[pivot];
|
||||
swp(pivot, high, xs);
|
||||
int gt = low; /* This pointer will iterate until finding an element which is greater than the pivot. Then it will move elements that are smaller before it--more specifically, it will move elements to its position and then increment. As a result all elements between gt and i will be greater than the pivot. */
|
||||
for (int i = low; i < high; i++) {
|
||||
if (xs[i] < pivot_value) {
|
||||
swp(gt, i, xs);
|
||||
gt++;
|
||||
}
|
||||
}
|
||||
swp(high, gt, xs);
|
||||
return gt;
|
||||
}
|
||||
|
||||
static double quickselect(int k, double xs[], int n)
|
||||
{
|
||||
// https://en.wikipedia.org/wiki/Quickselect
|
||||
int low = 0;
|
||||
int high = n - 1;
|
||||
for (;;) {
|
||||
if (low == high) {
|
||||
return xs[low];
|
||||
}
|
||||
int pivot = partition(low, high, xs, n);
|
||||
if (pivot == k) {
|
||||
return xs[pivot];
|
||||
} else if (k < pivot) {
|
||||
high = pivot - 1;
|
||||
} else {
|
||||
low = pivot + 1;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
ci array_get_ci(ci interval, double* xs, int n)
|
||||
{
|
||||
|
||||
int low_k = floor(interval.low * n);
|
||||
int high_k = ceil(interval.high * n);
|
||||
ci result = {
|
||||
.low = quickselect(low_k, xs, n),
|
||||
.high = quickselect(high_k, xs, n),
|
||||
};
|
||||
return result;
|
||||
}
|
||||
ci array_get_90_ci(double xs[], int n)
|
||||
{
|
||||
return array_get_ci((ci) { .low = 0.05, .high = 0.95 }, xs, n);
|
||||
}
|
||||
|
||||
ci sampler_get_ci(ci interval, double (*sampler)(uint64_t*), int n, uint64_t* seed)
|
||||
{
|
||||
double* xs = malloc(n * sizeof(double));
|
||||
int n = 100 * 1000;
|
||||
double* samples_array = malloc(n * sizeof(double));
|
||||
for (int i = 0; i < n; i++) {
|
||||
xs[i] = sampler(seed);
|
||||
samples_array[i] = sampler(seed);
|
||||
}
|
||||
ci result = array_get_ci(interval, xs, n);
|
||||
free(xs);
|
||||
return result;
|
||||
}
|
||||
ci sampler_get_90_ci(double (*sampler)(uint64_t*), int n, uint64_t* seed)
|
||||
{
|
||||
return sampler_get_ci((ci) { .low = 0.05, .high = 0.95 }, sampler, n, seed);
|
||||
}
|
||||
qsort(samples_array, n, sizeof(double), compare_doubles);
|
||||
|
||||
/* Algebra manipulations */
|
||||
// here I discover named structs,
|
||||
// which mean that I don't have to be typing
|
||||
// struct blah all the time.
|
||||
|
||||
#define NORMAL90CONFIDENCE 1.6448536269514727
|
||||
|
||||
typedef struct normal_params_t {
|
||||
double mean;
|
||||
double std;
|
||||
} normal_params;
|
||||
|
||||
normal_params algebra_sum_normals(normal_params a, normal_params b)
|
||||
{
|
||||
normal_params result = {
|
||||
.mean = a.mean + b.mean,
|
||||
.std = sqrt((a.std * a.std) + (b.std * b.std)),
|
||||
ci result = {
|
||||
.low = samples_array[5000],
|
||||
.high = samples_array[94999],
|
||||
};
|
||||
return result;
|
||||
}
|
||||
free(samples_array);
|
||||
|
||||
typedef struct lognormal_params_t {
|
||||
double logmean;
|
||||
double logstd;
|
||||
} lognormal_params;
|
||||
|
||||
lognormal_params algebra_product_lognormals(lognormal_params a, lognormal_params b)
|
||||
{
|
||||
lognormal_params result = {
|
||||
.logmean = a.logmean + b.logmean,
|
||||
.logstd = sqrt((a.logstd * a.logstd) + (b.logstd * b.logstd)),
|
||||
};
|
||||
return result;
|
||||
}
|
||||
|
||||
lognormal_params convert_ci_to_lognormal_params(ci x)
|
||||
{
|
||||
double loghigh = logf(x.high);
|
||||
double loglow = logf(x.low);
|
||||
double logmean = (loghigh + loglow) / 2.0;
|
||||
double logstd = (loghigh - loglow) / (2.0 * NORMAL90CONFIDENCE);
|
||||
lognormal_params result = { .logmean = logmean, .logstd = logstd };
|
||||
return result;
|
||||
}
|
||||
|
||||
ci convert_lognormal_params_to_ci(lognormal_params y)
|
||||
{
|
||||
double h = y.logstd * NORMAL90CONFIDENCE;
|
||||
double loghigh = y.logmean + h;
|
||||
double loglow = y.logmean - h;
|
||||
ci result = { .low = exp(loglow), .high = exp(loghigh) };
|
||||
return result;
|
||||
}
|
||||
|
||||
/* Scaffolding to handle errors */
|
||||
// We will sample from an arbitrary cdf
|
||||
// We are building towards sample from an arbitrary cdf
|
||||
// and that operation might fail
|
||||
// so we build some scaffolding here
|
||||
|
||||
#define MAX_ERROR_LENGTH 500
|
||||
#define EXIT_ON_ERROR 0
|
||||
#define PROCESS_ERROR(error_msg) process_error(error_msg, EXIT_ON_ERROR, __FILE__, __LINE__)
|
||||
|
||||
struct box {
|
||||
int empty;
|
||||
double content;
|
||||
|
@ -374,21 +246,122 @@ double sampler_cdf_danger(struct box cdf(double), uint64_t* seed)
|
|||
{
|
||||
double p = sample_unit_uniform(seed);
|
||||
struct box result = inverse_cdf_box(cdf, p);
|
||||
if (result.empty) {
|
||||
if(result.empty){
|
||||
exit(1);
|
||||
} else {
|
||||
}else{
|
||||
return result.content;
|
||||
}
|
||||
}
|
||||
|
||||
/* array print: potentially useful for debugging */
|
||||
/* Algebra manipulations */
|
||||
// here I discover named structs,
|
||||
// which mean that I don't have to be typing
|
||||
// struct blah all the time.
|
||||
typedef struct normal_params_t {
|
||||
double mean;
|
||||
double std;
|
||||
} normal_params;
|
||||
|
||||
void array_print(double xs[], int n)
|
||||
normal_params algebra_sum_normals(normal_params a, normal_params b)
|
||||
{
|
||||
printf("[");
|
||||
for (int i = 0; i < n - 1; i++) {
|
||||
printf("%f, ", xs[i]);
|
||||
}
|
||||
printf("%f", xs[n - 1]);
|
||||
printf("]\n");
|
||||
normal_params result = {
|
||||
.mean = a.mean + b.mean,
|
||||
.std = sqrt((a.std * a.std) + (b.std * b.std)),
|
||||
};
|
||||
return result;
|
||||
}
|
||||
|
||||
typedef struct lognormal_params_t {
|
||||
double logmean;
|
||||
double logstd;
|
||||
} lognormal_params;
|
||||
|
||||
lognormal_params algebra_product_lognormals(lognormal_params a, lognormal_params b)
|
||||
{
|
||||
lognormal_params result = {
|
||||
.logmean = a.logmean + b.logmean,
|
||||
.logstd = sqrt((a.logstd * a.logstd) + (b.logstd * b.logstd)),
|
||||
};
|
||||
return result;
|
||||
}
|
||||
|
||||
lognormal_params convert_ci_to_lognormal_params(ci x)
|
||||
{
|
||||
double loghigh = logf(x.high);
|
||||
double loglow = logf(x.low);
|
||||
double logmean = (loghigh + loglow) / 2.0;
|
||||
double logstd = (loghigh - loglow) / (2.0 * NORMAL90CONFIDENCE);
|
||||
lognormal_params result = { .logmean = logmean, .logstd = logstd };
|
||||
return result;
|
||||
}
|
||||
|
||||
ci convert_lognormal_params_to_ci(lognormal_params y)
|
||||
{
|
||||
double h = y.logstd * NORMAL90CONFIDENCE;
|
||||
double loghigh = y.logmean + h;
|
||||
double loglow = y.logmean - h;
|
||||
ci result = { .low = exp(loglow), .high = exp(loghigh) };
|
||||
return result;
|
||||
}
|
||||
|
||||
/* Parallel sampler */
|
||||
void parallel_sampler(double (*sampler)(uint64_t* seed), double* results, int n_threads, int n_samples){
|
||||
|
||||
// Division terminology:
|
||||
// a = b * quotient + reminder
|
||||
// a = (a/b)*b + (a%b)
|
||||
// dividend: a
|
||||
// divisor: b
|
||||
// quotient = a / b
|
||||
// reminder = a % b
|
||||
// "divisor's multiple" := (a/b)*b
|
||||
|
||||
// now, we have n_samples and n_threads
|
||||
// to make our life easy, each thread will have a number of samples of: a/b (quotient)
|
||||
// and we'll compute the remainder of samples separately
|
||||
// to possibly do by Jorge: improve so that the remainder is included in the threads
|
||||
|
||||
int quotient = n_samples / n_threads;
|
||||
int remainder = n_samples % n_threads;
|
||||
int divisor_multiple = quotient * n_threads;
|
||||
|
||||
uint64_t** seeds = malloc(n_threads * sizeof(uint64_t*));
|
||||
// printf("UINT64_MAX: %lu\n", UINT64_MAX);
|
||||
srand(1);
|
||||
for (uint64_t i = 0; i < n_threads; i++) {
|
||||
seeds[i] = malloc(sizeof(uint64_t));
|
||||
// Constraints:
|
||||
// - xorshift can't start with 0
|
||||
// - the seeds should be reasonably separated and not correlated
|
||||
*seeds[i] = (uint64_t) rand() * (UINT64_MAX / RAND_MAX);
|
||||
// printf("#%ld: %lu\n",i, *seeds[i]);
|
||||
|
||||
// Other initializations tried:
|
||||
// *seeds[i] = 1 + i;
|
||||
// *seeds[i] = (i + 0.5)*(UINT64_MAX/n_threads);
|
||||
// *seeds[i] = (i + 0.5)*(UINT64_MAX/n_threads) + constant * i;
|
||||
}
|
||||
|
||||
int i;
|
||||
#pragma omp parallel private(i)
|
||||
{
|
||||
#pragma omp for
|
||||
for (i = 0; i < n_threads; i++) {
|
||||
int lower_bound_inclusive = i * quotient;
|
||||
int upper_bound_not_inclusive = ((i+1) * quotient); // note the < in the for loop below,
|
||||
// printf("Lower bound: %d, upper bound: %d\n", lower_bound, upper_bound);
|
||||
for (int j = lower_bound_inclusive; j < upper_bound_not_inclusive; j++) {
|
||||
results[j] = sampler(seeds[i]);
|
||||
}
|
||||
}
|
||||
}
|
||||
for(int j=divisor_multiple; j<n_samples; j++){
|
||||
results[j] = sampler(seeds[0]);
|
||||
// we can just reuse a seed, this isn't problematic because we are not doing multithreading
|
||||
}
|
||||
|
||||
for (uint64_t i = 0; i < n_threads; i++) {
|
||||
free(seeds[i]);
|
||||
}
|
||||
free(seeds);
|
||||
}
|
||||
|
|
|
@ -1,20 +1,35 @@
|
|||
#ifndef SQUIGGLE_C_EXTRA
|
||||
#define SQUIGGLE_C_EXTRA
|
||||
|
||||
/* Parallel sampling */
|
||||
void sampler_parallel(double (*sampler)(uint64_t* seed), double* results, int n_threads, int n_samples);
|
||||
// Box
|
||||
struct box {
|
||||
int empty;
|
||||
double content;
|
||||
char* error_msg;
|
||||
};
|
||||
|
||||
/* Get 90% confidence interval */
|
||||
// Macros to handle errors
|
||||
#define MAX_ERROR_LENGTH 500
|
||||
#define EXIT_ON_ERROR 0
|
||||
#define PROCESS_ERROR(error_msg) process_error(error_msg, EXIT_ON_ERROR, __FILE__, __LINE__)
|
||||
struct box process_error(const char* error_msg, int should_exit, char* file, int line);
|
||||
|
||||
// Inverse cdf
|
||||
struct box inverse_cdf_double(double cdf(double), double p);
|
||||
struct box inverse_cdf_box(struct box cdf_box(double), double p);
|
||||
|
||||
// Samplers from cdf
|
||||
struct box sampler_cdf_double(double cdf(double), uint64_t* seed);
|
||||
struct box sampler_cdf_box(struct box cdf(double), uint64_t* seed);
|
||||
|
||||
// Get 90% confidence interval
|
||||
typedef struct ci_t {
|
||||
double low;
|
||||
double high;
|
||||
float low;
|
||||
float high;
|
||||
} ci;
|
||||
ci array_get_ci(ci interval, double* xs, int n);
|
||||
ci array_get_90_ci(double xs[], int n);
|
||||
ci sampler_get_ci(ci interval, double (*sampler)(uint64_t*), int n, uint64_t* seed);
|
||||
ci sampler_get_90_ci(double (*sampler)(uint64_t*), int n, uint64_t* seed);
|
||||
ci get_90_confidence_interval(double (*sampler)(uint64_t*), uint64_t* seed);
|
||||
|
||||
/* Algebra manipulations */
|
||||
// small algebra manipulations
|
||||
|
||||
typedef struct normal_params_t {
|
||||
double mean;
|
||||
|
@ -31,24 +46,6 @@ lognormal_params algebra_product_lognormals(lognormal_params a, lognormal_params
|
|||
lognormal_params convert_ci_to_lognormal_params(ci x);
|
||||
ci convert_lognormal_params_to_ci(lognormal_params y);
|
||||
|
||||
/* Error handling */
|
||||
struct box {
|
||||
int empty;
|
||||
double content;
|
||||
char* error_msg;
|
||||
};
|
||||
#define MAX_ERROR_LENGTH 500
|
||||
#define EXIT_ON_ERROR 0
|
||||
#define PROCESS_ERROR(error_msg) process_error(error_msg, EXIT_ON_ERROR, __FILE__, __LINE__)
|
||||
struct box process_error(const char* error_msg, int should_exit, char* file, int line);
|
||||
void array_print(double* array, int length);
|
||||
|
||||
/* Inverse cdf */
|
||||
struct box inverse_cdf_double(double cdf(double), double p);
|
||||
struct box inverse_cdf_box(struct box cdf_box(double), double p);
|
||||
|
||||
/* Samplers from cdf */
|
||||
struct box sampler_cdf_double(double cdf(double), uint64_t* seed);
|
||||
struct box sampler_cdf_box(struct box cdf(double), uint64_t* seed);
|
||||
void parallel_sampler(double (*sampler)(uint64_t* seed), double* results, int n_threads, int n_samples);
|
||||
|
||||
#endif
|
||||
|
|
Loading…
Reference in New Issue
Block a user