start adding xorshift prng.

This commit is contained in:
NunoSempere 2023-06-03 03:52:04 -06:00
parent b128793fc3
commit 80f98830da
2 changed files with 35 additions and 19 deletions

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@ -1,8 +1,8 @@
#include <math.h>
#include <omp.h>
#include <math.h>
#include <stdio.h>
#include <stdint.h>
#include <stdlib.h>
#include <time.h>
const float PI = 3.14159265358979323846;
@ -77,16 +77,32 @@ float split_array_sum(float** meta_array, int length, int divided_into)
}
// Pseudo Random number generator
uint32_t xorshift32(uint32_t* state)
{
/* Algorithm "xor" from p. 4 of Marsaglia, "Xorshift RNGs" */
uint32_t x = *state;
x ^= x << 13;
x ^= x >> 17;
x ^= x << 5;
return *state = x;
}
inline float rand_xorshift32(uint32_t* state){
return (float) xorshift32(state) / UINT32_MAX;
}
// Distribution & sampling functions
float rand_float(float to, unsigned int* seed)
float rand_float(float to, uint32_t* seed)
{
return ((float)rand_r(seed) / (float)RAND_MAX) * to;
// See: <https://stackoverflow.com/questions/43151361/how-to-create-thread-safe-random-number-generator-in-c-using-rand-r> for why to use rand_r:
// rand() is not thread-safe, as it relies on (shared) hidden state.
}
float ur_normal(unsigned int* seed)
float ur_normal(uint32_t* seed)
{
float u1 = rand_float(1.0, seed);
float u2 = rand_float(1.0, seed);
@ -94,22 +110,22 @@ float ur_normal(unsigned int* seed)
return z;
}
float random_uniform(float from, float to, unsigned int* seed)
float random_uniform(float from, float to, uint32_t* seed)
{
return ((float)rand_r(seed) / (float)RAND_MAX) * (to - from) + from;
}
float random_normal(float mean, float sigma, unsigned int* seed)
float random_normal(float mean, float sigma, uint32_t* seed)
{
return (mean + sigma * ur_normal(seed));
}
float random_lognormal(float logmean, float logsigma, unsigned int* 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, unsigned int* seed)
float random_to(float low, float high, uint32_t* seed)
{
const float NORMAL95CONFIDENCE = 1.6448536269514722;
float loglow = logf(low);
@ -120,7 +136,7 @@ float random_to(float low, float high, unsigned int* seed)
}
// Mixture function
void mixture(float (*samplers[])(unsigned int*), float* weights, int n_dists, float** results, int n_threads)
void mixture(float (*samplers[])(uint32_t*), float* weights, int n_dists, float** results, int n_threads)
{
// You can see a simpler version of this function in the git history
// or in C-02-better-algorithm-one-thread/
@ -135,10 +151,10 @@ void mixture(float (*samplers[])(unsigned int*), float* weights, int n_dists, fl
float p1;
int sample_index, i, split_array_length;
// unsigned int* seeds[n_threads];
unsigned int** seeds = malloc(n_threads * sizeof(unsigned int*));
for (unsigned int i = 0; i < n_threads; i++) {
seeds[i] = malloc(sizeof(unsigned int));
// uint32_t* seeds[n_threads];
uint32_t** seeds = malloc(n_threads * sizeof(uint32_t*));
for (uint32_t i = 0; i < n_threads; i++) {
seeds[i] = malloc(sizeof(uint32_t));
*seeds[i] = i;
}
@ -161,7 +177,7 @@ void mixture(float (*samplers[])(unsigned int*), float* weights, int n_dists, fl
// free(normalized_weights);
// free(cummulative_weights);
free(cumsummed_normalized_weights);
for (unsigned int i = 0; i < n_threads; i++) {
for (uint32_t i = 0; i < n_threads; i++) {
free(seeds[i]);
}
free(seeds);
@ -170,22 +186,22 @@ void mixture(float (*samplers[])(unsigned int*), float* weights, int n_dists, fl
// Functions used for the BOTEC.
// Their type has to be the same, as we will be passing them around.
float sample_0(unsigned int* seed)
float sample_0(uint32_t* seed)
{
return 0;
}
float sample_1(unsigned int* seed)
float sample_1(uint32_t* seed)
{
return 1;
}
float sample_few(unsigned int* seed)
float sample_few(uint32_t* seed)
{
return random_to(1, 3, seed);
}
float sample_many(unsigned int* seed)
float sample_many(uint32_t* seed)
{
return random_to(2, 10, seed);
}
@ -210,7 +226,7 @@ int main()
// Generate mixture
int n_dists = 4;
float weights[] = { 1 - p_c, p_c / 2, p_c / 4, p_c / 4 };
float (*samplers[])(unsigned int*) = { sample_0, sample_1, sample_few, sample_many };
float (*samplers[])(uint32_t*) = { sample_0, sample_1, sample_few, sample_many };
mixture(samplers, weights, n_dists, dist_mixture, n_threads);
printf("Sum(dist_mixture, N)/N = %f\n", split_array_sum(dist_mixture, N, n_threads) / N);