divide simple and complex examples into two different examples.

This commit is contained in:
NunoSempere 2023-07-16 21:32:17 +02:00
parent d10796cae2
commit 7a2015e3e0
7 changed files with 163 additions and 87 deletions

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#include <math.h>
#include <stdint.h>
#include <stdio.h>
#include <stdlib.h>
#include <time.h>
#include "../../squiggle.h"
#define NUM_SAMPLES 1000000
// 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;
}

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#include <math.h> // erf, sqrt
#include <math.h>
#include <stdint.h>
#include <stdio.h>
#include <stdlib.h>
@ -9,36 +9,7 @@
#define STOP_BETA 1.0e-8
#define TINY_BETA 1.0e-30
// 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
}
// Incomplete beta function
struct box incbeta(float a, float b, float x)
{
// Descended from <https://github.com/codeplea/incbeta/blob/master/incbeta.c>,
@ -149,16 +120,6 @@ struct box cdf_beta(float x)
}
// 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_inverse_cdf_box(char* cdf_name, struct box cdf_box(float))
{
struct box result = inverse_cdf_box(cdf_box, 0.5);
@ -170,23 +131,6 @@ void test_inverse_cdf_box(char* cdf_name, struct box cdf_box(float))
}
}
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);
}
void test_and_time_sampler_box(char* cdf_name, struct box cdf_box(float), uint32_t* seed)
{
printf("\nGetting some samples from %s:\n", cdf_name);
@ -206,44 +150,17 @@ void test_and_time_sampler_box(char* cdf_name, struct box cdf_box(float), uint32
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);
// Test inverse cdf box
test_inverse_cdf_box("cdf_beta", cdf_beta);
// Testing samplers
// set randomness seed
// Test box sampler
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);
// Test box sampler
test_and_time_sampler_box("cdf_beta", cdf_beta, seed);
// Ok, this is slower than python!!
// Partly this is because I am using a more general algorithm,
// which applies to any cdf
// But I am also using really anal convergence conditions.
// But I am also using absurdly precise convergence conditions.
// This could be optimized.
free(seed);

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# Interface:
# make
# make build
# make format
# make run
# Compiler
CC=gcc # required for nested functions
# CC=tcc # <= faster compilation
# Main file
SRC=example.c ../../squiggle.c
OUTPUT=./example
## Dependencies
MATH=-lm
DEPENDENCIES=$(MATH)
# OPENMP=-fopenmp
## Flags
DEBUG= #'-g'
STANDARD=-std=gnu99 ## allows for nested functions.
EXTENSIONS= #-fnested-functions
WARNINGS=-Wall
OPTIMIZED=-O3#-Ofast
CFLAGS=$(DEBUG) $(STANDARD) $(EXTENSIONS) $(WARNINGS) $(OPTIMIZED)
## Formatter
STYLE_BLUEPRINT=webkit
FORMATTER=clang-format -i -style=$(STYLE_BLUEPRINT)
## make build
build: $(SRC)
# gcc -std=gnu99 example.c -lm -o example
$(CC) $(CFLAGS) $(SRC) $(DEPENDENCIES) -o $(OUTPUT)
format: $(SRC)
$(FORMATTER) $(SRC)
run: $(SRC) $(OUTPUT)
./$(OUTPUT) && echo
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
## Profiling
profile-linux:
echo "Requires perf, which depends on the kernel version, and might be in linux-tools package or similar"
echo "Must be run as sudo"
$(CC) $(SRC) $(MATH) -o $(OUTPUT)
sudo perf record $(OUTPUT)
sudo perf report
rm perf.data