add squiggle_c beginnings.

This commit is contained in:
NunoSempere 2023-06-26 18:05:37 +01:00
parent 8106ab7c11
commit 39652b3bfe
5 changed files with 233 additions and 0 deletions

Binary file not shown.

View File

@ -0,0 +1,62 @@
#include "../squiggle.h"
#include <stdint.h>
#include <stdlib.h>
#include <stdio.h>
// Estimate functions
float sample_0(uint32_t* seed)
{
return 0;
}
float sample_1(uint32_t* seed)
{
return 1;
}
float sample_few(uint32_t* seed)
{
return random_to(1, 3, seed);
}
float sample_many(uint32_t* seed)
{
return random_to(2, 10, seed);
}
int main(){
// set randomness seed
uint32_t* seed = malloc(sizeof(uint32_t));
*seed = 1000; // xorshift can't start with 0
float p_a = 0.8;
float p_b = 0.5;
float p_c = p_a * p_b;
int n_dists = 4;
float weights[] = { 1 - p_c, p_c / 2, p_c / 4, p_c / 4 };
float (*samplers[])(uint32_t*) = { sample_0, sample_1, sample_few, sample_many };
float result_one = mixture(samplers, weights, n_dists, seed);
printf("result_one: %f\n", result_one);
int n_samples = 1000000;
float* result_many = (float *) malloc(n_samples * sizeof(float));
for(int i=0; i<n_samples; i++){
result_many[i] = mixture(samplers, weights, n_dists, seed);
}
printf("result_many: [");
for(int i=0; i<100; i++){
printf("%.2f, ", result_many[i]);
}
printf("]\n");
}
/*
Aggregation mechanisms:
- Quantiles (requires a sort)
- Sum
- Average
- Std
*/

View File

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

109
C/squiggle_c/squiggle.h Normal file
View File

@ -0,0 +1,109 @@
#include <math.h>
#include <stdint.h>
#include <stdlib.h>
const float PI = 3.14159265358979323846;
// Pseudo Random number generator
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);
}
float rand_float(float max, uint32_t* seed)
{
return rand_0_to_1(seed) * max;
}
float ur_normal(uint32_t* seed)
{
float u1 = rand_0_to_1(seed);
float u2 = rand_0_to_1(seed);
float z = sqrtf(-2.0 * log(u1)) * sin(2 * PI * u2);
return z;
}
float random_uniform(float from, float to, uint32_t* seed)
{
return rand_0_to_1(seed) * (to - from) + from;
}
float random_normal(float mean, float sigma, uint32_t* seed)
{
return (mean + sigma * ur_normal(seed));
}
float random_lognormal(float logmean, float logsigma, uint32_t* seed)
{
return expf(random_normal(logmean, logsigma, seed));
}
float random_to(float low, float high, uint32_t* seed)
{
const float NORMAL95CONFIDENCE = 1.6448536269514722;
float loglow = logf(low);
float loghigh = logf(high);
float logmean = (loglow + loghigh) / 2;
float logsigma = (loghigh - loglow) / (2.0 * NORMAL95CONFIDENCE);
return random_lognormal(logmean, logsigma, seed);
}
// Array helpers
float array_sum(float* array, int length)
{
float output = 0.0;
for (int i = 0; i < length; i++) {
output += array[i];
}
return output;
}
void array_cumsum(float* array_to_sum, float* array_cumsummed, int length)
{
array_cumsummed[0] = array_to_sum[0];
for (int i = 1; i < length; i++) {
array_cumsummed[i] = array_cumsummed[i - 1] + array_to_sum[i];
}
}
// Mixture function
float mixture(float (*samplers[])(uint32_t*), float* weights, int n_dists, uint32_t* seed)
{
// You can see a simpler version of this function in the git history
// or in C-02-better-algorithm-one-thread/
float sum_weights = array_sum(weights, n_dists);
float* cumsummed_normalized_weights = (float*) malloc(n_dists * sizeof(float));
cumsummed_normalized_weights[0] = weights[0]/sum_weights;
for (int i = 1; i < n_dists; i++) {
cumsummed_normalized_weights[i] = cumsummed_normalized_weights[i - 1] + weights[i]/sum_weights;
}
float p = random_uniform(0, 1, seed);
float result;
for (int k = 0; k < n_dists; k++) {
if (p < cumsummed_normalized_weights[k]) {
result = samplers[k](seed);
break;
}
}
free(cumsummed_normalized_weights);
return result;
}

9
C/squiggle_c/to-do.md Normal file
View File

@ -0,0 +1,9 @@
- [ ] Add example for only one sample
- [ ] Add example for many samples
- [ ] Use gcc extension to define functions nested inside main.
- [ ] Use OpenMP for acceleration
- [ ] Chain various mixture functions
- [ ] Have some more complicated & realistic example
- [ ] Add summarization functions, like mean, std, 90% ci (or all c.i.?)
- [ ] Add beta distribution