103 lines
2.6 KiB
C
103 lines
2.6 KiB
C
#include "../../squiggle.h"
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#include <math.h>
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#include <stdint.h>
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#include <stdio.h>
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#include <stdlib.h>
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#include <time.h>
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#define NUM_SAMPLES 1000000
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// Example cdf
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float cdf_uniform_0_1(float x)
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{
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if (x < 0) {
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return 0;
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} else if (x > 1) {
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return 1;
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} else {
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return x;
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}
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}
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float cdf_squared_0_1(float x)
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{
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if (x < 0) {
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return 0;
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} else if (x > 1) {
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return 1;
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} else {
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return x * x;
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}
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}
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float cdf_normal_0_1(float x)
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{
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float mean = 0;
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float std = 1;
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return 0.5 * (1 + erf((x - mean) / (std * sqrt(2)))); // erf from math.h
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}
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// Some testers
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void test_inverse_cdf_float(char* cdf_name, float cdf_float(float))
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{
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struct box result = inverse_cdf_float(cdf_float, 0.5);
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if (result.empty) {
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printf("Inverse for %s not calculated\n", cdf_name);
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exit(1);
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} else {
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printf("Inverse of %s at %f is: %f\n", cdf_name, 0.5, result.content);
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}
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}
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void test_and_time_sampler_float(char* cdf_name, float cdf_float(float), uint32_t* seed)
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{
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printf("\nGetting some samples from %s:\n", cdf_name);
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clock_t begin = clock();
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for (int i = 0; i < NUM_SAMPLES; i++) {
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struct box sample = sampler_float_cdf(cdf_float, seed);
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if (sample.empty) {
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printf("Error in sampler function for %s", cdf_name);
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} else {
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// printf("%f\n", sample.content);
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}
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}
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clock_t end = clock();
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float time_spent = (float)(end - begin) / CLOCKS_PER_SEC;
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printf("Time spent: %f\n", time_spent);
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}
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int main()
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{
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// Test inverse cdf float
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test_inverse_cdf_float("cdf_uniform_0_1", cdf_uniform_0_1);
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test_inverse_cdf_float("cdf_squared_0_1", cdf_squared_0_1);
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test_inverse_cdf_float("cdf_normal_0_1", cdf_normal_0_1);
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// Testing samplers
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// set randomness seed
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uint32_t* seed = malloc(sizeof(uint32_t));
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*seed = 1000; // xorshift can't start with 0
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// Test float sampler
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test_and_time_sampler_float("cdf_uniform_0_1", cdf_uniform_0_1, seed);
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test_and_time_sampler_float("cdf_squared_0_1", cdf_squared_0_1, seed);
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test_and_time_sampler_float("cdf_normal_0_1", cdf_normal_0_1, seed);
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// Get some normal samples using a previous approach
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printf("\nGetting some samples from unit_normal\n");
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clock_t begin_2 = clock();
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for (int i = 0; i < NUM_SAMPLES; i++) {
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float normal_sample = unit_normal(seed);
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// printf("%f\n", normal_sample);
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}
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clock_t end_2 = clock();
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float time_spent_2 = (float)(end_2 - begin_2) / CLOCKS_PER_SEC;
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printf("Time spent: %f\n", time_spent_2);
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free(seed);
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return 0;
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}
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