test correlated/uncorrelated example code.

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NunoSempere 2023-07-23 11:27:17 +02:00
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# Squiggle.c
A self-contained C99 library that provides a subset of [Squiggle](https://www.squiggle-language.com/)'s functionality in C. It should be fast, but at the margin, simplicity of implementation wins over speed.
A self-contained C99 library that provides a subset of [Squiggle](https://www.squiggle-language.com/)'s functionality in C.
## Why C?
@ -70,6 +70,82 @@ The first approach produces terser programs but might not scale. The second appr
Behaviour on error can be toggled by the `EXIT_ON_ERROR` variable. This library also provides a convenient macro, `PROCESS_ERROR`, to make error handling in either case much terser—see the usage in example 4 in the examples/ folder.
## Design choices
This code should aim to be fast, but at the margin, simplicity of implementation wins over speed. For example, there are various possible algorithms to sample a distribution, one of which is faster in part of the domain, I'm choosing to only have one algorithm and pay the—normally small—performance penalty.
## Correlated samples
In the parent [squiggle](https://www.squiggle-language.com/) language, there is some ambiguity about what this code means:
```
a = 1 to 10
b = 2 * a
c = b/a
c
```
Should `c` be equal to `2`? or should it be equal to 2 times the expected ratio of two independent draws from a (`2 * a/a`, as it were)?
In squiggle.c, this ambiguity doesn't exist, at the cost of greater verbosity:
```c
// correlated samples
// gcc -O3 correlated.c squiggle.c -lm -o correlated
#include "squiggle.h"
#include <stdint.h>
#include <stdlib.h>
#include <stdio.h>
int main(){
// set randomness seed
uint32_t* seed = malloc(sizeof(uint32_t));
*seed = 1000; // xorshift can't start with a seed of 0
float a = sample_to(1, 10, seed);
float b = 2 * a;
float c = b / a;
printf("a: %f, b: %f, c: %f\n", a, b, c);
// a: 0.607162, b: 1.214325, c: 0.500000
free(seed);
}
```
vs
```c
// uncorrelated samples
// gcc -O3 uncorrelated.c ../../squiggle.c -lm -o uncorrelated
#include "squiggle.h"
#include <stdint.h>
#include <stdlib.h>
#include <stdio.h>
float draw_xyz(uint32_t* seed){
// function could also be placed inside main with gcc nested functions extension.
return sample_to(1, 20, seed);
}
int main(){
// set randomness seed
uint32_t* seed = malloc(sizeof(uint32_t));
*seed = 1000; // xorshift can't start with a seed of 0
float a = draw_xyz(seed);
float b = 2 * draw_xyz(seed);
float c = b / a;
printf("a: %f, b: %f, c: %f\n", a, b, c);
// a: 0.522484, b: 10.283501, c: 19.681936
free(seed)
}
```
## Related projects
- [Squiggle](https://www.squiggle-language.com/)

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scratchpad/correlated/correlated Executable file

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// correlated samples
#include "../../squiggle.h"
#include <stdint.h>
#include <stdio.h>
#include <stdlib.h>
int main()
{
// set randomness seed
uint32_t* seed = malloc(sizeof(uint32_t));
*seed = 1000; // xorshift can't start with 0
float a = sample_to(1, 10, seed);
float b = 2 * a;
float c = a / b;
printf("a: %f, b: %f, c: %f\n", a, b, c);
free(seed);
}

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# Interface:
# make
# make build
# make format
# make run
# Compiler
CC=gcc
# CC=tcc # <= faster compilation
# Main file
SRC=correlated.c ../../squiggle.c
OUTPUT=correlated
## Dependencies
MATH=-lm
## Flags
DEBUG= #'-g'
STANDARD=-std=c99
WARNINGS=-Wall
OPTIMIZED=-O3 #-Ofast
# OPENMP=-fopenmp
## Formatter
STYLE_BLUEPRINT=webkit
FORMATTER=clang-format -i -style=$(STYLE_BLUEPRINT)
## make build
build: $(SRC)
$(CC) $(OPTIMIZED) $(DEBUG) $(SRC) $(MATH) -o $(OUTPUT)
format: $(SRC)
$(FORMATTER) $(SRC)
run: $(SRC) $(OUTPUT)
OMP_NUM_THREADS=1 ./$(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

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# Interface:
# make
# make build
# make format
# make run
# Compiler
CC=gcc
# CC=tcc # <= faster compilation
# Main file
SRC=uncorrelated.c ../../squiggle.c
OUTPUT=uncorrelated
## Dependencies
MATH=-lm
## Flags
DEBUG= #'-g'
STANDARD=-std=c99
WARNINGS=-Wall
OPTIMIZED=-O3 #-Ofast
# OPENMP=-fopenmp
## Formatter
STYLE_BLUEPRINT=webkit
FORMATTER=clang-format -i -style=$(STYLE_BLUEPRINT)
## make build
build: $(SRC)
$(CC) $(OPTIMIZED) $(DEBUG) $(SRC) $(MATH) -o $(OUTPUT)
format: $(SRC)
$(FORMATTER) $(SRC)
run: $(SRC) $(OUTPUT)
OMP_NUM_THREADS=1 ./$(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

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// uncorrelated samples
#include "../../squiggle.h"
#include <stdint.h>
#include <stdlib.h>
#include <stdio.h>
float draw_xyz(uint32_t* seed){
// function could also be placed inside main with gcc nested functions extension.
return sample_to(1, 20, seed);
}
int main(){
// set randomness seed
uint32_t* seed = malloc(sizeof(uint32_t));
*seed = 1000; // xorshift can't start with 0
float a = draw_xyz(seed);
float b = 2 * draw_xyz(seed);
float c = b / a;
printf("a: %f, b: %f, c: %f\n", a, b, c);
}