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

This commit is contained in:
NunoSempere 2023-09-23 22:15:48 +01:00
parent 56ab018469
commit ccad14b318
6 changed files with 104 additions and 48 deletions

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

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examples/11_algebra/example Executable file

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@ -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);
}

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@ -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

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@ -78,7 +78,8 @@ double sample_lognormal(double logmean, double logstd, uint64_t* seed)
return exp(sample_normal(logmean, logstd, 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: // Explanation of key idea:
// 1. We know that the 90% confidence interval of the unit normal is // 1. We know that the 90% confidence interval of the unit normal is
// [-1.6448536269514722, 1.6448536269514722] // [-1.6448536269514722, 1.6448536269514722]
@ -98,8 +99,8 @@ inline double sample_normal_from_95_confidence_interval(double low, double high,
// Normal([high + low]/2, [high - low]/(2 * 1.6448536269514722)) // Normal([high + low]/2, [high - low]/(2 * 1.6448536269514722))
const double NORMAL95CONFIDENCE = 1.6448536269514722; const double NORMAL95CONFIDENCE = 1.6448536269514722;
double mean = (high + low) / 2.0; double mean = (high + low) / 2.0;
double std = (high - low) / (2.0 * NORMAL95CONFIDENCE ); 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) 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 // Then see code for sample_normal_from_95_confidence_interval
double loglow = logf(low); double loglow = logf(low);
double loghigh = logf(high); 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) double sample_gamma(double alpha, uint64_t* seed)
@ -165,9 +166,10 @@ double sample_beta(double a, double b, uint64_t* seed)
return gamma_a / (gamma_a + gamma_b); 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); // see <https://en.wikipedia.org/wiki/Beta_distribution?lang=en#Rule_of_succession>
return sample_beta(successes + 1, failures + 1, seed);
} }
// Array helpers // Array helpers
@ -470,9 +472,8 @@ struct c_i get_90_confidence_interval(double (*sampler)(uint64_t*), uint64_t* se
return result; return result;
} }
// # Small algebra system // # Small algebra manipulations
// Do algebra over lognormals and normals
// here I discover named structs, // here I discover named structs,
// which mean that I don't have to be typing // which mean that I don't have to be typing
// struct blah all the time. // struct blah all the time.
@ -481,11 +482,6 @@ typedef struct normal_params_t {
double std; double std;
} normal_params; } 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 algebra_sum_normals(normal_params a, normal_params b)
{ {
normal_params result = { normal_params result = {
@ -494,16 +490,11 @@ normal_params algebra_sum_normals(normal_params a, normal_params b)
}; };
return result; 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) 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; return result;
} }
lognormal_params algebra_scale_lognormal(lognormal_params a, double k)
{
lognormal_params result = {
.logmean = a.logmean + k,
.logstd = a.logstd,
};
return result;
}

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