squiggle.c/scratchpad/scratchpad.c
2023-07-16 12:11:25 +02:00

219 lines
5.9 KiB
C

#include <float.h> // FLT_MAX, FLT_MIN
#include <limits.h> // INT_MAX
#include <math.h>
#include <stdint.h>
#include <stdio.h>
#include <stdlib.h>
#define VERBOSE 1
// Errors
// https://mccue.dev/pages/7-27-22-c-errors
// Huh, first time I've really needed a struct
// https://en.wikipedia.org/wiki/Struct_(C_programming_language)
// https://www.cs.yale.edu/homes/aspnes/pinewiki/C(2f)Structs.html
// https://stackoverflow.com/questions/9653072/return-a-struct-from-a-function-in-c
// options:
// - exit
// - pass structs
// to do: reuse more informative printing from build-your-own-lisp?
struct box {
int empty;
float content;
};
// 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))));
}
// Inverse cdf
struct box inverse_cdf(float cdf(float), float p)
{
// given a cdf: [-Inf, Inf] => [0,1]
// returns x such that cdf(x) = p
// [x] to do: add bounds, add error checking
// [x] maybe return a struct or smth.
struct box result;
float low = -1.0;
float high = 1.0;
// 1. Make sure that cdf(low) < p < cdf(high)
// [x] to do: do smth with float min and float max?
int interval_found = 0;
while ((!interval_found) && (low > -FLT_MAX / 4) && (high < FLT_MAX / 4)) {
// ^ Using FLT_MIN and FLT_MAX is overkill
// but it's also the *correct* thing to do.
int low_condition = (cdf(low) < p);
int high_condition = (p < cdf(high));
if (low_condition && high_condition) {
interval_found = 1;
} else if (!low_condition) {
low = low * 2;
} else if (!high_condition) {
high = high * 2;
}
}
if (0) {
printf("FLT_MIN = %f, FLT_MAX = %f, INT_MAX = %d\n", -FLT_MAX, FLT_MAX, INT_MAX);
printf("low: %f, high: %f\n", low, high);
printf("interval_found? %d\n", interval_found);
int while_condition = (!interval_found) && (low > FLT_MIN / 4) && (high < FLT_MAX / 4);
printf("while condition: %i\n", while_condition);
}
if (!interval_found) {
result.empty = 1;
return result;
} else {
int convergence_condition = 0;
int count = 0;
while (!convergence_condition && (count < (INT_MAX / 2))) {
float mid = (high + low) / 2;
int mid_not_new = (mid == low) || (mid == high);
if (0) {
printf("while loop\n");
printf("low: %f, high: %f\n", low, high);
printf("mid: %f\n", mid);
}
if (mid_not_new) {
convergence_condition = 1;
} else {
float mid_sign = cdf(mid) - p;
if (mid_sign < 0) {
low = mid;
} else if (mid_sign > 0) {
high = mid;
} else if (mid_sign == 0) {
low = mid;
high = mid;
}
}
}
if (convergence_condition) {
result.content = low;
result.empty = 0;
} else {
result.empty = 1;
}
return result;
}
}
// Get random number between 0 and 1
uint32_t xorshift32(uint32_t* seed)
{
// Algorithm "xor" from p. 4 of Marsaglia, "Xorshift RNGs"
// See <https://stackoverflow.com/questions/53886131/how-does-xorshift32-works>
// https://en.wikipedia.org/wiki/Xorshift
// Also some drama: <https://www.pcg-random.org/posts/on-vignas-pcg-critique.html>, <https://prng.di.unimi.it/>
uint32_t x = *seed;
x ^= x << 13;
x ^= x >> 17;
x ^= x << 5;
return *seed = x;
}
// Distribution & sampling functions
float rand_0_to_1(uint32_t* seed)
{
return ((float)xorshift32(seed)) / ((float)UINT32_MAX);
}
// sampler based on inverse cdf
struct box sampler(float cdf(float), uint32_t* seed)
{
struct box result;
float p = rand_0_to_1(seed);
result = inverse_cdf(cdf, p);
return result;
}
// ~~[-] to-do: integrals => beta distribution~~
// => instead, use this incomplete beta function implementation, based on continuous fractions:
// <https://codeplea.com/incomplete-beta-function-c>
// <https://github.com/codeplea/incbeta>
// main with an example
int main()
{
// Uniform:
struct box result_1 = inverse_cdf(cdf_uniform_0_1, 0.5);
char* name_1 = "cdf_uniform_0_1";
if (result_1.empty) {
printf("Inverse for %s not calculated\n", name_1);
exit(1);
} else {
printf("Inverse of %s at %f is: %f\n", name_1, 0.5, result_1.content);
}
// Squared cdf
struct box result_2 = inverse_cdf(cdf_squared_0_1, 0.5);
char* name_2 = "cdf_squared_0_1";
if (result_2.empty) {
printf("Inverse for %s not calculated\n", name_2);
exit(1);
} else {
printf("Inverse of %s at %f is: %f\n", name_2, 0.5, result_2.content);
}
// Normal cdf
struct box result_3 = inverse_cdf(cdf_normal_0_1, 0.5);
char* name_3 = "cdf_normal_0_1";
if (result_3.empty) {
printf("Inverse for %s not calculated\n", name_3);
exit(1);
} else {
printf("Inverse of %s at %f is: %f\n", name_3, 0.5, result_3.content);
}
// set randomness seed
uint32_t* seed = malloc(sizeof(uint32_t));
*seed = 1000; // xorshift can't start with 0
printf("\n\nGetting some samples from %s:\n", name_3);
int n = 100;
for (int i = 0; i < n; i++) {
struct box sample = sampler(cdf_normal_0_1, seed);
if (sample.empty) {
printf("Error in sampler function");
} else {
printf("%f\n", sample.content);
}
}
return 0;
}