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3 changed files with 81 additions and 15 deletions

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@ -0,0 +1,67 @@
#include "../../../squiggle.h"
#include "../../../squiggle_more.h"
#include <stdio.h>
#include <stdlib.h>
int main()
{
/* Question: can we parallelize this?
A = normal(5,2)
B = min(A)
B * 20
*/
/* Option 1: parallelize taking from n samples */
// Question being asked: what is the distribution of sampling 1000 times and taking the min?
double sample_min_of_n(uint64_t* seed, int n){
double min = sample_normal(5, 2, seed);
for(int i=0; i<(n-2); i++){
double sample = sample_normal(5, 2, seed);
if(sample < min){
min = sample;
}
}
return min;
}
double sample_min_of_1000(uint64_t* seed) {
return sample_min_of_n(seed, 1000);
}
int n_samples = 1000000, n_threads = 16;
double* results = malloc(n_samples * sizeof(double));
parallel_sampler(sampler_result, results, n_threads, n_samples);
printf("Mean of the distribution of (taking the min of 1000 samples of a normal(5,2)): %f\n", array_mean(results, n_samples));
free(results);
/* Option 2: take the min from n samples cleverly using parallelism */
// Question being asked: can we take the min of n samples cleverly?
double sample_n_parallel(int n){
int n_threads = 16;
int quotient = n / 16;
int remainder = n % 16;
uint64_t seed = 1000;
double result_remainder = sample_min_of_n(&seed, remainder);
double sample_min_of_quotient(uint64_t* seed) {
return sample_min_of_n(seed, quotient);
}
double* results_quotient = malloc(quotient * sizeof(double));
parallel_sampler(sample_min_of_quotient, results_quotient, n_threads, quotient);
double min = results_quotient[0];
for(int i=1; i<quotient; i++){
if(min > results_quotient[i]){
min = results_quotient[i];
}
}
if(min > result_remainder){
min = results_remainder;
}
free(results_quotient);
return min;
}
printf("Minimum of 1M samples of normal(5,2): %f\n", sample_n_parallel(1000000));
}

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@ -25,21 +25,11 @@ typedef struct ci_t {
float low; float low;
float high; float high;
} ci; } ci;
int compare_doubles(const void* p, const void* q) typedef struct ci_searcher_t {
{ double num;
// https://wikiless.esmailelbob.xyz/wiki/Qsort?lang=en int remaining;
double x = *(const double*)p; } ci_searcher;
double y = *(const double*)q;
/* Avoid returning x - y, which can cause undefined behaviour
because of signed integer overflow. */
if (x < y)
return -1; // Return -1 if you want ascending, 1 if you want descending order.
else if (x > y)
return 1; // Return 1 if you want ascending, -1 if you want descending order.
return 0;
}
ci get_90_confidence_interval(double (*sampler)(uint64_t*), uint64_t* seed) ci get_90_confidence_interval(double (*sampler)(uint64_t*), uint64_t* seed)
{ {
int n = 100 * 1000; int n = 100 * 1000;
@ -47,7 +37,16 @@ ci get_90_confidence_interval(double (*sampler)(uint64_t*), uint64_t* seed)
for (int i = 0; i < n; i++) { for (int i = 0; i < n; i++) {
samples_array[i] = sampler(seed); samples_array[i] = sampler(seed);
} }
qsort(samples_array, n, sizeof(double), compare_doubles); // 10% confidence interval: n/20, n - n/20
ci_searcher low = {.x = samples_array[0], .remaining = n/20) };
ci_searcher high = {.x = samples_array[0], .remaining = n-(n/20) };
// test with finding the lowest
for(int j=1; i<n; j++){
if(low.x > samples_array[i]){
low.x = samples_array[i];
}
}
ci result = { ci result = {
.low = samples_array[5000], .low = samples_array[5000],