personal/squiggle.c
1
0
Fork 1
Code Issues Pull Requests Packages Projects Releases Wiki Activity

formatting pass

Browse Source
This commit is contained in:
NunoSempere 2023-07-16 12:09:58 +02:00
parent 4deb2044d6
commit 5ef5c6847a
1 changed files with 161 additions and 157 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

104
scratchpad/scratchpad.c
View File

@ -1,9 +1,9 @@
#include <stdint.h>
#include <stdlib.h>
#include <stdio.h>
#include <float.h> // FLT_MAX, FLT_MIN #include <float.h> // FLT_MAX, FLT_MIN
#include <limits.h> // INT_MAX #include <limits.h> // INT_MAX
#include <math.h> #include <math.h>
#include <stdint.h>
#include <stdio.h>
#include <stdlib.h>
#define VERBOSE 1 #define VERBOSE 1
// Errors // Errors
@ -22,34 +22,38 @@ struct box {
}; };
// Example cdf // Example cdf
float cdf_uniform_0_1(float x){ float cdf_uniform_0_1(float x)
if(x < 0){ {
if (x < 0) {
return 0; return 0;
} else if (x > 1){ } else if (x > 1) {
return 1; return 1;
} else { } else {
return x; return x;
} }
} }
float cdf_squared_0_1(float x){ float cdf_squared_0_1(float x)
if(x < 0){ {
if (x < 0) {
return 0; return 0;
} else if (x > 1){ } else if (x > 1) {
return 1; return 1;
} else { } else {
return x*x; return x * x;
} }
} }
float cdf_normal_0_1(float x){ float cdf_normal_0_1(float x)
{
float mean = 0; float mean = 0;
float std = 1; float std = 1;
return 0.5 * ( 1 + erf((x-mean)/(std * sqrt(2)) )); return 0.5 * (1 + erf((x - mean) / (std * sqrt(2))));
} }
// Inverse cdf // Inverse cdf
struct box inverse_cdf(float cdf(float), float p){ struct box inverse_cdf(float cdf(float), float p)
{
// given a cdf: [-Inf, Inf] => [0,1] // given a cdf: [-Inf, Inf] => [0,1]
// returns x such that cdf(x) = p // returns x such that cdf(x) = p
// to do: add bounds, add error checking // to do: add bounds, add error checking
@ -62,75 +66,72 @@ struct box inverse_cdf(float cdf(float), float p){
// 1. Make sure that cdf(low) < p < cdf(high) // 1. Make sure that cdf(low) < p < cdf(high)
// [x] to do: do smth with float min and float max? // [x] to do: do smth with float min and float max?
int interval_found = 0; int interval_found = 0;
while((!interval_found) && (low > -FLT_MAX/4) && (high < FLT_MAX/4)){ while ((!interval_found) && (low > -FLT_MAX / 4) && (high < FLT_MAX / 4)) {
// ^ Using FLT_MIN and FLT_MAX is overkill // ^ Using FLT_MIN and FLT_MAX is overkill
// but it's also the *correct* thing to do. // but it's also the *correct* thing to do.
int low_condition = (cdf(low) < p); int low_condition = (cdf(low) < p);
int high_condition = (p < cdf(high)); int high_condition = (p < cdf(high));
if( low_condition && high_condition ){ if (low_condition && high_condition) {
interval_found = 1; interval_found = 1;
}else if(!low_condition){ } else if (!low_condition) {
low = low * 2; low = low * 2;
}else if (!high_condition){ } else if (!high_condition) {
high = high * 2 ; high = high * 2;
} }
} }
if(0){ if (0) {
printf("FLT_MIN = %f, FLT_MAX = %f, INT_MAX = %d\n", -FLT_MAX, FLT_MAX, INT_MAX); printf("FLT_MIN = %f, FLT_MAX = %f, INT_MAX = %d\n", -FLT_MAX, FLT_MAX, INT_MAX);
printf("low: %f, high: %f\n", low, high); printf("low: %f, high: %f\n", low, high);
printf("interval_found? %d\n", interval_found); printf("interval_found? %d\n", interval_found);
int while_condition = (!interval_found) && (low > FLT_MIN/4) && (high < FLT_MAX/4); int while_condition = (!interval_found) && (low > FLT_MIN / 4) && (high < FLT_MAX / 4);
printf("while condition: %i\n", while_condition); printf("while condition: %i\n", while_condition);
} }
if(!interval_found){ if (!interval_found) {
result.empty = 1; result.empty = 1;
return result; return result;
} else{ } else {
int convergence_condition = 0; int convergence_condition = 0;
int count = 0; int count = 0;
while(!convergence_condition && (count < (INT_MAX/2) )){ while (!convergence_condition && (count < (INT_MAX / 2))) {
float mid = (high + low)/2; float mid = (high + low) / 2;
int mid_not_new = (mid == low) || (mid == high); int mid_not_new = (mid == low) || (mid == high);
if(0){ if (0) {
printf("while loop\n"); printf("while loop\n");
printf("low: %f, high: %f\n", low, high); printf("low: %f, high: %f\n", low, high);
printf("mid: %f\n", mid); printf("mid: %f\n", mid);
} }
if(mid_not_new){ if (mid_not_new) {
convergence_condition = 1; convergence_condition = 1;
} else{ } else {
float mid_sign = cdf(mid) - p; float mid_sign = cdf(mid) - p;
if(mid_sign < 0){ if (mid_sign < 0) {
low = mid; low = mid;
} else if (mid_sign > 0){ } else if (mid_sign > 0) {
high = mid; high = mid;
} else if (mid_sign == 0){ } else if (mid_sign == 0) {
low = mid; low = mid;
high = mid; high = mid;
} }
} }
} }
if(convergence_condition){ if (convergence_condition) {
result.content = low; result.content = low;
result.empty = 0; result.empty = 0;
} else{ } else {
result.empty = 1; result.empty = 1;
} }
return result; return result;
} }
} }
// Get random number between 0 and 1 // Get random number between 0 and 1
uint32_t xorshift32 uint32_t xorshift32(uint32_t* seed)
(uint32_t* seed)
{ {
// Algorithm "xor" from p. 4 of Marsaglia, "Xorshift RNGs" // Algorithm "xor" from p. 4 of Marsaglia, "Xorshift RNGs"
// See <https://stackoverflow.com/questions/53886131/how-does-xorshift32-works> // See <https://stackoverflow.com/questions/53886131/how-does-xorshift32-works>
@ -146,12 +147,14 @@ uint32_t xorshift32
// Distribution & sampling functions // Distribution & sampling functions
float rand_0_to_1(uint32_t* seed){ float rand_0_to_1(uint32_t* seed)
return ((float) xorshift32(seed)) / ((float) UINT32_MAX); {
return ((float)xorshift32(seed)) / ((float)UINT32_MAX);
} }
// sampler based on inverse cdf // sampler based on inverse cdf
struct box sampler(float cdf(float), uint32_t* seed){ struct box sampler(float cdf(float), uint32_t* seed)
{
struct box result; struct box result;
float p = rand_0_to_1(seed); float p = rand_0_to_1(seed);
result = inverse_cdf(cdf, p); result = inverse_cdf(cdf, p);
@ -164,35 +167,36 @@ struct box sampler(float cdf(float), uint32_t* seed){
// <https://github.com/codeplea/incbeta> // <https://github.com/codeplea/incbeta>
// main with an example // main with an example
int main(){ int main()
{
// Uniform: // Uniform:
struct box result_1 = inverse_cdf(cdf_uniform_0_1, 0.5); struct box result_1 = inverse_cdf(cdf_uniform_0_1, 0.5);
char* name_1 = "cdf_uniform_0_1"; char* name_1 = "cdf_uniform_0_1";
if(result_1.empty){ if (result_1.empty) {
printf("Inverse for %s not calculated\n", name_1); printf("Inverse for %s not calculated\n", name_1);
exit(1); exit(1);
}else{ } else {
printf("Inverse of %s at %f is: %f\n", name_1, 0.5, result_1.content); printf("Inverse of %s at %f is: %f\n", name_1, 0.5, result_1.content);
} }
// Squared cdf // Squared cdf
struct box result_2 = inverse_cdf(cdf_squared_0_1, 0.5); struct box result_2 = inverse_cdf(cdf_squared_0_1, 0.5);
char* name_2 = "cdf_squared_0_1"; char* name_2 = "cdf_squared_0_1";
if(result_2.empty){ if (result_2.empty) {
printf("Inverse for %s not calculated\n", name_2); printf("Inverse for %s not calculated\n", name_2);
exit(1); exit(1);
}else{ } else {
printf("Inverse of %s at %f is: %f\n", name_2, 0.5, result_2.content); printf("Inverse of %s at %f is: %f\n", name_2, 0.5, result_2.content);
} }
// Normal cdf // Normal cdf
struct box result_3 = inverse_cdf(cdf_normal_0_1, 0.5); struct box result_3 = inverse_cdf(cdf_normal_0_1, 0.5);
char* name_3 = "cdf_normal_0_1"; char* name_3 = "cdf_normal_0_1";
if(result_3.empty){ if (result_3.empty) {
printf("Inverse for %s not calculated\n", name_3); printf("Inverse for %s not calculated\n", name_3);
exit(1); exit(1);
}else{ } else {
printf("Inverse of %s at %f is: %f\n", name_3, 0.5, result_3.content); printf("Inverse of %s at %f is: %f\n", name_3, 0.5, result_3.content);
} }
@ -201,12 +205,12 @@ int main(){
*seed = 1000; // xorshift can't start with 0 *seed = 1000; // xorshift can't start with 0
printf("\n\nGetting some samples from %s:\n", name_3); printf("\n\nGetting some samples from %s:\n", name_3);
int n=100; int n = 100;
for(int i=0;i<n; i++){ for (int i = 0; i < n; i++) {
struct box sample = sampler(cdf_normal_0_1, seed); struct box sample = sampler(cdf_normal_0_1, seed);
if(sample.empty){ if (sample.empty) {
printf("Error in sampler function"); printf("Error in sampler function");
}else{ } else {
printf("%f\n", sample.content); printf("%f\n", sample.content);
} }
} }