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17 changed files with 42 additions and 409 deletions

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# Interface:
# make
# make build
# make format
# make run
# Compiler
CC=gcc
# CC=tcc # <= faster compilation
# Main file
SRC=samples.c
OUTPUT=out/samples
SRC_ONE_THREAD=./samples-one-thread.c
OUTPUT_ONE_THREAD=out/samples-one-thread
## Dependencies
# Has no dependencies
MATH=-lm
## Flags
DEBUG= #'-g'
STANDARD=-std=c99
WARNINGS=-Wall
OPTIMIZED=-O3 #-O3 actually gives better performance than -Ofast, at least for this version
OPENMP=-fopenmp
## Formatter
STYLE_BLUEPRINT=webkit
FORMATTER=clang-format -i -style=$(STYLE_BLUEPRINT)
## make build
build: $(SRC)
$(CC) $(OPTIMIZED) $(DEBUG) $(SRC) $(OPENMP) $(MATH) -o $(OUTPUT)
static:
$(CC) $(OPTIMIZED) $(DEBUG) $(SRC) $(OPENMP) $(MATH) -o $(OUTPUT)
format: $(SRC)
$(FORMATTER) $(SRC)
run: $(SRC) $(OUTPUT)
OMP_NUM_THREADS=1 ./$(OUTPUT) && echo
multi:
OMP_NUM_THREADS=1 ./$(OUTPUT) && echo
OMP_NUM_THREADS=2 ./$(OUTPUT) && echo
OMP_NUM_THREADS=4 ./$(OUTPUT) && echo
OMP_NUM_THREADS=8 ./$(OUTPUT) && echo
OMP_NUM_THREADS=16 ./$(OUTPUT) && echo
## Timing
time-linux:
@echo "Requires /bin/time, found on GNU/Linux systems" && echo
@echo "Running 100x and taking avg time: OMP_NUM_THREADS=1 $(OUTPUT)"
@t=$$(/usr/bin/time -f "%e" -p bash -c 'for i in {1..100}; do OMP_NUM_THREADS=1 $(OUTPUT); done' 2>&1 >/dev/null | grep real | awk '{print $$2}' ); echo "scale=2; 1000 * $$t / 100" | bc | sed "s|^|Time using 1 thread: |" | sed 's|$$|ms|' && echo
@echo "Running 100x and taking avg time: OMP_NUM_THREADS=2 $(OUTPUT)"
@t=$$(/usr/bin/time -f "%e" -p bash -c 'for i in {1..100}; do OMP_NUM_THREADS=2 $(OUTPUT); done' 2>&1 >/dev/null | grep real | awk '{print $$2}' ); echo "scale=2; 1000 * $$t / 100" | bc | sed "s|^|Time using 2 threads: |" | sed 's|$$|ms|' && echo
@echo "Running 100x and taking avg time: OMP_NUM_THREADS=4 $(OUTPUT)"
@t=$$(/usr/bin/time -f "%e" -p bash -c 'for i in {1..100}; do OMP_NUM_THREADS=4 $(OUTPUT); done' 2>&1 >/dev/null | grep real | awk '{print $$2}' ); echo "scale=2; 1000 * $$t / 100" | bc | sed "s|^|Time for 4 threads: |" | sed 's|$$|ms|' && echo
@echo "Running 100x and taking avg time: OMP_NUM_THREADS=8 $(OUTPUT)"
@t=$$(/usr/bin/time -f "%e" -p bash -c 'for i in {1..100}; do OMP_NUM_THREADS=8 $(OUTPUT); done' 2>&1 >/dev/null | grep real | awk '{print $$2}' ); echo "scale=2; 1000 * $$t / 100" | bc | sed "s|^|Time using 8 threads: |" | sed 's|$$|ms|' && echo
@echo "Running 100x and taking avg time: OMP_NUM_THREADS=16 $(OUTPUT)"
@t=$$(/usr/bin/time -f "%e" -p bash -c 'for i in {1..100}; do OMP_NUM_THREADS=16 $(OUTPUT); done' 2>&1 >/dev/null | grep real | awk '{print $$2}' ); echo "scale=2; 1000 * $$t / 100" | bc | sed "s|^|Time using 16 threads: |" | sed 's|$$|ms|' && echo
time-linux-fastest:
@echo "Running 100x and taking avg time: OMP_NUM_THREADS=16 $(OUTPUT)"
@t=$$(/usr/bin/time -f "%e" -p bash -c 'for i in {1..100}; do OMP_NUM_THREADS=16 $(OUTPUT); done' 2>&1 >/dev/null | grep real | awk '{print $$2}' ); echo "scale=2; 1000 * $$t / 100" | bc | sed "s|^|Time using 16 threads: |" | sed 's|$$|ms|' && echo
time-linux-simple:
@echo "Requires /bin/time, found on GNU/Linux systems" && echo
OMP_NUM_THREADS=1 /bin/time -f "Time: %es" ./$(OUTPUT) && echo
OMP_NUM_THREADS=2 /bin/time -f "Time: %es" ./$(OUTPUT) && echo
OMP_NUM_THREADS=4 /bin/time -f "Time: %es" ./$(OUTPUT) && echo
OMP_NUM_THREADS=8 /bin/time -f "Time: %es" ./$(OUTPUT) && echo
OMP_NUM_THREADS=16 /bin/time -f "Time: %es" ./$(OUTPUT) && 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) $(OPENMP) $(MATH) -o $(OUTPUT)
# ./$(OUTPUT)
# gprof:
# gprof $(OUTPUT) gmon.out > analysis.txt
# rm gmon.out
# vim analysis.txt
# rm analysis.txt
# perf:
OMP_NUM_THREADS=16 sudo perf record $(OUTPUT)
sudo perf report
rm perf.data
## Install
debian-install-dependencies:
sudo apt-get install libomp-dev

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@ -1,260 +0,0 @@
#include <math.h>
#include <omp.h>
#include <stdint.h>
#include <stdio.h>
#include <stdlib.h>
const float PI = 3.14159265358979323846;
#define N 1000000
//Array helpers
void array_print(float* array, int length)
{
for (int i = 0; i < length; i++) {
printf("item[%d] = %f\n", i, array[i]);
}
printf("\n");
}
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];
}
}
// Split array helpers
int split_array_get_length(int index, int total_length, int n_threads)
{
return (total_length % n_threads > index ? total_length / n_threads + 1 : total_length / n_threads);
}
void split_array_allocate(float** meta_array, int length, int divide_into)
{
int split_array_length;
for (int i = 0; i < divide_into; i++) {
split_array_length = split_array_get_length(i, length, divide_into);
meta_array[i] = malloc(split_array_length * sizeof(float));
}
}
void split_array_free(float** meta_array, int divided_into)
{
for (int i = 0; i < divided_into; i++) {
free(meta_array[i]);
}
free(meta_array);
}
float split_array_sum(float** meta_array, int length, int divided_into)
{
int i;
float output = 0;
#pragma omp parallel for reduction(+ \
: output)
for (int i = 0; i < divided_into; i++) {
float own_partial_sum = 0;
int split_array_length = split_array_get_length(i, length, divided_into);
for (int j = 0; j < split_array_length; j++) {
own_partial_sum += meta_array[i][j];
}
output += own_partial_sum;
}
return output;
}
// 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);
/*
uint32_t x = *seed;
x ^= x << 13;
x ^= x >> 17;
x ^= x << 5;
return ((float)(*seed = x))/((float) UINT32_MAX);
*/
// previously:
// ((float)rand_r(seed) / (float)RAND_MAX)
// and before that: rand, but it wasn't thread-safe.
// 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 seed.
}
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);
}
// Mixture function
float mixture(float (*samplers[])(uint32_t*), float* weights, int n_dists, uint32_t* seed)
{
// You can see a slightly simpler version of this function in the git history
// or in alt/C-02-better-algorithm-one-thread/
float sum_weights = array_sum(weights, n_dists);
float* cumsummed_normalized_weights = 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;
}
//create var holders
float p1, result;
int sample_index, i, own_length;
p1 = random_uniform(0, 1, seed);
for (int i = 0; i < n_dists; i++) {
if (p1 < cumsummed_normalized_weights[i]) {
result = samplers[i](seed);
break;
}
}
free(cumsummed_normalized_weights);
return result;
}
// Parallization function
void paralellize(float (*sampler)(uint32_t* seed), float** results, int n_threads){
int sample_index, i, split_array_length;
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 + 1; // xorshift can't start with 0
}
#pragma omp parallel private(i, sample_index, split_array_length)
{
#pragma omp for
for (i = 0; i < n_threads; i++) {
split_array_length = split_array_get_length(i, N, n_threads);
for (int j = 0; j < split_array_length; j++) {
results[i][j] = sampler(seeds[i]);
}
}
}
for (uint32_t i = 0; i < n_threads; i++) {
free(seeds[i]);
}
free(seeds);
}
// Functions used for the BOTEC.
// Their type has to be the same, as we will be passing them around.
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);
}
float sample_mixture(uint32_t* seed){
float p_a, p_b, p_c;
// Initialize variables
p_a = 0.8;
p_b = 0.5;
p_c = p_a * p_b;
// Generate mixture
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 };
return mixture(samplers, weights, n_dists, seed);
}
int main()
{
int n_threads = omp_get_max_threads();
// printf("Max threads: %d\n", n_threads);
// omp_set_num_threads(n_threads);
float** split_array_results = malloc(n_threads * sizeof(float*));
split_array_allocate(split_array_results, N, n_threads);
paralellize(sample_mixture, split_array_results, n_threads);
printf("Sum(split_array_results, N)/N = %f\n", split_array_sum(split_array_results, N, n_threads) / N);
split_array_free(split_array_results, n_threads);
return 0;
}

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@ -1,7 +1,7 @@
#include <math.h>
#include <omp.h> #include <omp.h>
#include <stdint.h> #include <math.h>
#include <stdio.h> #include <stdio.h>
#include <stdint.h>
#include <stdlib.h> #include <stdlib.h>
const float PI = 3.14159265358979323846; const float PI = 3.14159265358979323846;
@ -64,8 +64,7 @@ float split_array_sum(float** meta_array, int length, int divided_into)
int i; int i;
float output = 0; float output = 0;
#pragma omp parallel for reduction(+ \ #pragma omp parallel for reduction(+:output)
: output)
for (int i = 0; i < divided_into; i++) { for (int i = 0; i < divided_into; i++) {
float own_partial_sum = 0; float own_partial_sum = 0;
int split_array_length = split_array_get_length(i, length, divided_into); int split_array_length = split_array_get_length(i, length, divided_into);
@ -75,6 +74,7 @@ float split_array_sum(float** meta_array, int length, int divided_into)
output += own_partial_sum; output += own_partial_sum;
} }
return output; return output;
} }
// Pseudo Random number generator // Pseudo Random number generator
@ -95,9 +95,8 @@ uint32_t xorshift32(uint32_t* seed)
// Distribution & sampling functions // Distribution & sampling functions
float rand_0_to_1(uint32_t* seed) float rand_0_to_1(uint32_t* seed){
{ return ((float) xorshift32(seed)) / ((float) UINT32_MAX);
return ((float)xorshift32(seed)) / ((float)UINT32_MAX);
/* /*
uint32_t x = *seed; uint32_t x = *seed;
x ^= x << 13; x ^= x << 13;
@ -154,12 +153,12 @@ float random_to(float low, float high, uint32_t* seed)
void mixture(float (*samplers[])(uint32_t*), 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 // You can see a simpler version of this function in the git history
// or in alt/C-02-better-algorithm-one-thread/ // or in C-02-better-algorithm-one-thread/
float sum_weights = array_sum(weights, n_dists); float sum_weights = array_sum(weights, n_dists);
float* cumsummed_normalized_weights = malloc(n_dists * sizeof(float)); float* cumsummed_normalized_weights = malloc(n_dists * sizeof(float));
cumsummed_normalized_weights[0] = weights[0] / sum_weights; cumsummed_normalized_weights[0] = weights[0]/sum_weights;
for (int i = 1; i < n_dists; i++) { for (int i = 1; i < n_dists; i++) {
cumsummed_normalized_weights[i] = cumsummed_normalized_weights[i - 1] + weights[i] / sum_weights; cumsummed_normalized_weights[i] = cumsummed_normalized_weights[i - 1] + weights[i]/sum_weights;
} }
//create var holders //create var holders
@ -173,9 +172,9 @@ void mixture(float (*samplers[])(uint32_t*), float* weights, int n_dists, float*
*seeds[i] = i + 1; // xorshift can't start with 0 *seeds[i] = i + 1; // xorshift can't start with 0
} }
#pragma omp parallel private(i, p1, sample_index, split_array_length) #pragma omp parallel private(i, p1, sample_index, split_array_length)
{ {
#pragma omp for #pragma omp for
for (i = 0; i < n_threads; i++) { for (i = 0; i < n_threads; i++) {
split_array_length = split_array_get_length(i, N, n_threads); split_array_length = split_array_get_length(i, N, n_threads);
for (int j = 0; j < split_array_length; j++) { for (int j = 0; j < split_array_length; j++) {

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@ -133,7 +133,7 @@ The beautiful thing about bc is that it's an arbitrary precision calculator:
- it's not going to get floating point overflows, unlike practically everything else. Try `1000000001.0 ** 1000000.0` in OCaml, and you will get infinity, try p(1000000000.0, 1000000.0) and you will get a large power of 10 in bc. - it's not going to get floating point overflows, unlike practically everything else. Try `1000000001.0 ** 1000000.0` in OCaml, and you will get infinity, try p(1000000000.0, 1000000.0) and you will get a large power of 10 in bc.
- you can always trade get more precision (at the cost of longer running times). Could be useful if you were working with tricky long tails. - you can always trade get more precision (at the cost of longer running times). Could be useful if you were working with tricky long tails.
I decided to go with [Gavin Howard's bc](https://git.gavinhoward.com/gavin/bc), because I've been following the guy some time, and I respect him. It also had some crucial extensions, like a random number generator and allowing specifying functions and variables with names longer than one letter. I decided to go with [Gavin Howard's bc](https://git.gavinhoward.com/gavin/bc), because I've been following the guy some time, and I respect him. It also had some crucial extensions, like a random number generator and
### Overall thoughts ### Overall thoughts