leave out really trivial manipulations, add example, update to-dos

README.md

@@ -345,8 +345,8 @@ It emits one warning about something I already took care of, so by default I've
   - [x] Add prototypes
   - [x] Use named structs
   - [x] Add to header file
-  - [ ] Test results
   - [ ] Provide example
+  - [ ] Test results
   - [ ] Add conversion between 90% ci and parameters.
   - [ ] Move to own file? Or signpost in file?
 - [ ] Disambiguate sample_laplace--successes vs failures || successes vs total trials as two distinct and differently named functions

examples/11_algebra/example.c

@@ -0,0 +1,26 @@
+#include "../../squiggle.h"
+#include <math.h>
+#include <stdint.h>
+#include <stdio.h>
+#include <stdlib.h>
+
+int main()
+{
+    // set randomness seed
+    uint64_t* seed = malloc(sizeof(uint64_t));
+    *seed = 1000; // xorshift can't start with 0
+
+    normal_params n1 = { .mean = 1.0, .std = 3.0 };
+    normal_params n2 = { .mean = 2.0, .std = 4.0 };
+    normal_params sn = algebra_sum_normals(n1, n2);
+    printf("The sum of Normal(%f, %f) and Normal(%f, %f) is Normal(%f, %f)\n",
+        n1.mean, n1.std, n2.mean, n2.std, sn.mean, sn.std);
+
+    lognormal_params ln1 = { .logmean = 1.0, .logstd = 3.0 };
+    lognormal_params ln2 = { .logmean = 2.0, .logstd = 4.0 };
+    lognormal_params sln = algebra_product_lognormals(ln1, ln2);
+    printf("The product of Lognormal(%f, %f) and Lognormal(%f, %f) is Lognormal(%f, %f)\n",
+        ln1.logmean, ln1.logstd, ln2.logmean, ln2.logstd, sln.logmean, sln.logstd);
+
+    free(seed);
+}

examples/11_algebra/makefile

@@ -0,0 +1,53 @@
+# Interface: 
+#   make
+#   make build
+#   make format
+#   make run
+
+# Compiler
+CC=gcc
+# CC=tcc # <= faster compilation
+
+# Main file
+SRC=example.c ../../squiggle.c
+OUTPUT=example
+
+## 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

squiggle.c

@@ -78,7 +78,8 @@ double sample_lognormal(double logmean, double logstd, uint64_t* seed)
     return exp(sample_normal(logmean, logstd, seed));
 }
 
-inline double sample_normal_from_95_confidence_interval(double low, double high, uint64_t* seed){
+inline double sample_normal_from_95_confidence_interval(double low, double high, uint64_t* seed)
+{
     // Explanation of key idea:
     // 1. We know that the 90% confidence interval of the unit normal is
     // [-1.6448536269514722, 1.6448536269514722]
@@ -99,7 +100,7 @@ inline double sample_normal_from_95_confidence_interval(double low, double high,
     const double NORMAL95CONFIDENCE = 1.6448536269514722;
     double mean = (high + low) / 2.0;
     double std = (high - low) / (2.0 * NORMAL95CONFIDENCE);
-    return sample_normal(mean, std);
+    return sample_normal(mean, std, seed);
 }
 
 double sample_to(double low, double high, uint64_t* seed)
@@ -111,7 +112,7 @@ double sample_to(double low, double high, uint64_t* seed)
     // Then see code for sample_normal_from_95_confidence_interval
     double loglow = logf(low);
     double loghigh = logf(high);
-    return exp(sample_normal_from_95_confidence_interval(loglow, loghigh));
+    return exp(sample_normal_from_95_confidence_interval(loglow, loghigh, seed));
 }
 
 double sample_gamma(double alpha, uint64_t* seed)
@@ -165,7 +166,8 @@ double sample_beta(double a, double b, uint64_t* seed)
     return gamma_a / (gamma_a + gamma_b);
 }
 
-double sample_laplace(double successes, double failures, uint64_t* seed){
+double sample_laplace(double successes, double failures, uint64_t* seed)
+{
     // see <https://en.wikipedia.org/wiki/Beta_distribution?lang=en#Rule_of_succession>
     return sample_beta(successes + 1, failures + 1, seed);
 }
@@ -470,9 +472,8 @@ struct c_i get_90_confidence_interval(double (*sampler)(uint64_t*), uint64_t* se
     return result;
 }
 
-// # Small algebra system
+// # Small algebra manipulations
 
-// Do algebra over lognormals and normals
 // here I discover named structs,
 // which mean that I don't have to be typing
 // struct blah all the time.
@@ -481,11 +482,6 @@ typedef struct normal_params_t {
     double std;
 } normal_params;
 
-typedef struct lognormal_params_t {
-    double logmean;
-    double logstd;
-} lognormal_params;
-
 normal_params algebra_sum_normals(normal_params a, normal_params b)
 {
     normal_params result = {
@@ -494,16 +490,11 @@ normal_params algebra_sum_normals(normal_params a, normal_params b)
     };
     return result;
 }
-normal_params algebra_shift_normal(normal_params a, double shift)
-{
-    normal_params result = {
-        .mean = a.mean + shift,
-        .std = a.std,
-    };
-    return result;
-}
 
-// Also add stretching
+typedef struct lognormal_params_t {
+    double logmean;
+    double logstd;
+} lognormal_params;
 
 lognormal_params algebra_product_lognormals(lognormal_params a, lognormal_params b)
 {
@@ -513,11 +504,3 @@ lognormal_params algebra_product_lognormals(lognormal_params a, lognormal_params
     };
     return result;
 }
-lognormal_params algebra_scale_lognormal(lognormal_params a, double k)
-{
-    lognormal_params result = {
-        .logmean = a.logmean + k,
-        .logstd = a.logstd,
-    };
-    return result;
-}

squiggle.h

@@ -58,24 +58,18 @@ struct c_i {
 };
 struct c_i get_90_confidence_interval(double (*sampler)(uint64_t*), uint64_t* seed);
 
-// small algebra system
+// small algebra manipulations
 
 typedef struct normal_params_t {
     double mean;
     double std;
 } normal_params;
+normal_params algebra_sum_normals(normal_params a, normal_params b);
 
 typedef struct lognormal_params_t {
     double logmean;
     double logstd;
 } lognormal_params;
-
-
-normal_params algebra_sum_normals(normal_params a, normal_params b);
-normal_params algebra_shift_normal(normal_params a, double shift);
-
-
 lognormal_params algebra_product_lognormals(lognormal_params a, lognormal_params b);
-lognormal_params algebra_scale_lognormal(lognormal_params a, double k);
 
 #endif