formatting pass
This commit is contained in:
parent
4deb2044d6
commit
5ef5c6847a
|
|
@ -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
|
||||||
|
|
@ -12,150 +12,153 @@
|
||||||
// https://en.wikipedia.org/wiki/Struct_(C_programming_language)
|
// https://en.wikipedia.org/wiki/Struct_(C_programming_language)
|
||||||
// https://www.cs.yale.edu/homes/aspnes/pinewiki/C(2f)Structs.html
|
// https://www.cs.yale.edu/homes/aspnes/pinewiki/C(2f)Structs.html
|
||||||
// https://stackoverflow.com/questions/9653072/return-a-struct-from-a-function-in-c
|
// https://stackoverflow.com/questions/9653072/return-a-struct-from-a-function-in-c
|
||||||
// options:
|
// options:
|
||||||
// - exit
|
// - exit
|
||||||
// - pass structs
|
// - pass structs
|
||||||
// to do: reuse more informative printing from build-your-own-lisp?
|
// to do: reuse more informative printing from build-your-own-lisp?
|
||||||
struct box {
|
struct box {
|
||||||
int empty;
|
int empty;
|
||||||
float content;
|
float content;
|
||||||
};
|
};
|
||||||
|
|
||||||
// Example cdf
|
// Example cdf
|
||||||
float cdf_uniform_0_1(float x){
|
float cdf_uniform_0_1(float x)
|
||||||
if(x < 0){
|
{
|
||||||
return 0;
|
if (x < 0) {
|
||||||
} else if (x > 1){
|
return 0;
|
||||||
return 1;
|
} else if (x > 1) {
|
||||||
} else {
|
return 1;
|
||||||
return x;
|
} else {
|
||||||
}
|
return x;
|
||||||
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
float cdf_squared_0_1(float x){
|
float cdf_squared_0_1(float x)
|
||||||
if(x < 0){
|
{
|
||||||
return 0;
|
if (x < 0) {
|
||||||
} else if (x > 1){
|
return 0;
|
||||||
return 1;
|
} else if (x > 1) {
|
||||||
} else {
|
return 1;
|
||||||
return x*x;
|
} else {
|
||||||
}
|
return x * x;
|
||||||
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
float cdf_normal_0_1(float x){
|
float cdf_normal_0_1(float x)
|
||||||
float mean = 0;
|
{
|
||||||
float std = 1;
|
float mean = 0;
|
||||||
return 0.5 * ( 1 + erf((x-mean)/(std * sqrt(2)) ));
|
float std = 1;
|
||||||
|
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]
|
{
|
||||||
// returns x such that cdf(x) = p
|
// given a cdf: [-Inf, Inf] => [0,1]
|
||||||
// to do: add bounds, add error checking
|
// returns x such that cdf(x) = p
|
||||||
// [x] maybe return a struct or smth.
|
// to do: add bounds, add error checking
|
||||||
|
// [x] maybe return a struct or smth.
|
||||||
struct box result;
|
|
||||||
float low = -1.0;
|
|
||||||
float high = 1.0;
|
|
||||||
|
|
||||||
// 1. Make sure that cdf(low) < p < cdf(high)
|
struct box result;
|
||||||
// [x] to do: do smth with float min and float max?
|
float low = -1.0;
|
||||||
int interval_found = 0;
|
float high = 1.0;
|
||||||
while((!interval_found) && (low > -FLT_MAX/4) && (high < FLT_MAX/4)){
|
|
||||||
// ^ Using FLT_MIN and FLT_MAX is overkill
|
|
||||||
// but it's also the *correct* thing to do.
|
|
||||||
|
|
||||||
int low_condition = (cdf(low) < p);
|
// 1. Make sure that cdf(low) < p < cdf(high)
|
||||||
int high_condition = (p < cdf(high));
|
// [x] to do: do smth with float min and float max?
|
||||||
if( low_condition && high_condition ){
|
int interval_found = 0;
|
||||||
interval_found = 1;
|
while ((!interval_found) && (low > -FLT_MAX / 4) && (high < FLT_MAX / 4)) {
|
||||||
}else if(!low_condition){
|
// ^ Using FLT_MIN and FLT_MAX is overkill
|
||||||
low = low * 2;
|
// but it's also the *correct* thing to do.
|
||||||
}else if (!high_condition){
|
|
||||||
high = high * 2 ;
|
|
||||||
}
|
|
||||||
}
|
|
||||||
if(0){
|
|
||||||
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("interval_found? %d\n", interval_found);
|
|
||||||
int while_condition = (!interval_found) && (low > FLT_MIN/4) && (high < FLT_MAX/4);
|
|
||||||
printf("while condition: %i\n", while_condition);
|
|
||||||
}
|
|
||||||
|
|
||||||
if(!interval_found){
|
|
||||||
result.empty = 1;
|
|
||||||
return result;
|
|
||||||
} else{
|
|
||||||
|
|
||||||
int convergence_condition = 0;
|
int low_condition = (cdf(low) < p);
|
||||||
int count = 0;
|
int high_condition = (p < cdf(high));
|
||||||
while(!convergence_condition && (count < (INT_MAX/2) )){
|
if (low_condition && high_condition) {
|
||||||
float mid = (high + low)/2;
|
interval_found = 1;
|
||||||
int mid_not_new = (mid == low) || (mid == high);
|
} else if (!low_condition) {
|
||||||
if(0){
|
low = low * 2;
|
||||||
printf("while loop\n");
|
} else if (!high_condition) {
|
||||||
printf("low: %f, high: %f\n", low, high);
|
high = high * 2;
|
||||||
printf("mid: %f\n", mid);
|
}
|
||||||
}
|
}
|
||||||
|
if (0) {
|
||||||
|
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("interval_found? %d\n", interval_found);
|
||||||
|
int while_condition = (!interval_found) && (low > FLT_MIN / 4) && (high < FLT_MAX / 4);
|
||||||
|
printf("while condition: %i\n", while_condition);
|
||||||
|
}
|
||||||
|
|
||||||
if(mid_not_new){
|
if (!interval_found) {
|
||||||
convergence_condition = 1;
|
result.empty = 1;
|
||||||
} else{
|
return result;
|
||||||
float mid_sign = cdf(mid) - p;
|
} else {
|
||||||
if(mid_sign < 0){
|
|
||||||
low = mid;
|
|
||||||
} else if (mid_sign > 0){
|
|
||||||
high = mid;
|
|
||||||
} else if (mid_sign == 0){
|
|
||||||
low = mid;
|
|
||||||
high = mid;
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
}
|
int convergence_condition = 0;
|
||||||
|
int count = 0;
|
||||||
if(convergence_condition){
|
while (!convergence_condition && (count < (INT_MAX / 2))) {
|
||||||
result.content = low;
|
float mid = (high + low) / 2;
|
||||||
result.empty = 0;
|
int mid_not_new = (mid == low) || (mid == high);
|
||||||
} else{
|
if (0) {
|
||||||
result.empty = 1;
|
printf("while loop\n");
|
||||||
}
|
printf("low: %f, high: %f\n", low, high);
|
||||||
|
printf("mid: %f\n", mid);
|
||||||
|
}
|
||||||
|
|
||||||
return result;
|
if (mid_not_new) {
|
||||||
}
|
convergence_condition = 1;
|
||||||
|
} else {
|
||||||
|
float mid_sign = cdf(mid) - p;
|
||||||
|
if (mid_sign < 0) {
|
||||||
|
low = mid;
|
||||||
|
} else if (mid_sign > 0) {
|
||||||
|
high = mid;
|
||||||
|
} else if (mid_sign == 0) {
|
||||||
|
low = mid;
|
||||||
|
high = mid;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
if (convergence_condition) {
|
||||||
|
result.content = low;
|
||||||
|
result.empty = 0;
|
||||||
|
} else {
|
||||||
|
result.empty = 1;
|
||||||
|
}
|
||||||
|
|
||||||
|
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>
|
||||||
// https://en.wikipedia.org/wiki/Xorshift
|
// https://en.wikipedia.org/wiki/Xorshift
|
||||||
// Also some drama: <https://www.pcg-random.org/posts/on-vignas-pcg-critique.html>, <https://prng.di.unimi.it/>
|
// Also some drama: <https://www.pcg-random.org/posts/on-vignas-pcg-critique.html>, <https://prng.di.unimi.it/>
|
||||||
|
|
||||||
uint32_t x = *seed;
|
uint32_t x = *seed;
|
||||||
x ^= x << 13;
|
x ^= x << 13;
|
||||||
x ^= x >> 17;
|
x ^= x >> 17;
|
||||||
x ^= x << 5;
|
x ^= x << 5;
|
||||||
return *seed = x;
|
return *seed = x;
|
||||||
}
|
}
|
||||||
|
|
||||||
// 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;
|
{
|
||||||
float p = rand_0_to_1(seed);
|
struct box result;
|
||||||
result = inverse_cdf(cdf, p);
|
float p = rand_0_to_1(seed);
|
||||||
return result;
|
result = inverse_cdf(cdf, p);
|
||||||
|
return result;
|
||||||
}
|
}
|
||||||
|
|
||||||
// ~~[-] to-do: integrals => beta distribution~~
|
// ~~[-] to-do: integrals => beta distribution~~
|
||||||
|
|
@ -164,51 +167,52 @@ 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);
|
||||||
}
|
}
|
||||||
|
|
||||||
// set randomness seed
|
// set randomness seed
|
||||||
uint32_t* seed = malloc(sizeof(uint32_t));
|
uint32_t* seed = malloc(sizeof(uint32_t));
|
||||||
*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);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
return 0;
|
return 0;
|
||||||
}
|
}
|
||||||
|
|
|
||||||
Loading…
Reference in New Issue
Block a user