divide simple and complex examples into two different examples.

examples/04_sample_from_cdf_simple/example.c

@@ -0,0 +1,102 @@
+#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;
+}

examples/05_sample_from_cdf_beta/example.c

@@ -1,4 +1,4 @@
-#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);

examples/05_sample_from_cdf_beta/makefile

@@ -0,0 +1,57 @@
+# 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