#include #include #include #include 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"); } void array_fill(float* array, int length, float item) { int i; { for (i = 0; i < length; i++) { array[i] = item; } } } 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]; } } float rand_float(float to) { return ((float)rand() / (float)RAND_MAX) * to; } float ur_normal() { float u1 = rand_float(1.0); float u2 = rand_float(1.0); float z = sqrtf(-2.0 * log(u1)) * sin(2 * PI * u2); return z; } inline float random_uniform(float from, float to) { return ((float)rand() / (float)RAND_MAX) * (to - from) + from; } inline float random_normal(float mean, float sigma) { return (mean + sigma * ur_normal()); } inline float random_lognormal(float logmean, float logsigma) { return expf(random_normal(logmean, logsigma)); } inline float random_to(float low, float high) { 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); } void array_random_to(float* array, int length, float low, float high) { int i; #pragma omp private(i) { #pragma omp for for (i = 0; i < length; i++) { array[i] = random_to(low, high); } } } void mixture(float (*samplers[])(void), float* weights, int n_dists, float* results, int results_length) { float sum_weights = array_sum(weights, n_dists); float* normalized_weights = malloc(n_dists * sizeof(float)); for (int i = 0; i < n_dists; i++) { normalized_weights[i] = weights[i] / sum_weights; } float* cummulative_weights = malloc(n_dists * sizeof(float)); array_cumsum(normalized_weights, cummulative_weights, n_dists); //create var holders float p1; int sample_index, i, own_length; { for (int i = 0; i < results_length; i++) { p1 = random_uniform(0, 1); for (int j = 0; j < n_dists; j++) { if (p1 < cummulative_weights[j]) { results[i] = samplers[j](); break; } } } } free(normalized_weights); free(cummulative_weights); } float sample_0() { return 0; } float sample_1() { return 1; } float sample_few() { return random_to(1, 3); } float sample_many() { return random_to(2, 10); } int main() { //initialize randomness srand(1); // clock_t start, end; // start = clock(); // Toy example // Declare variables in play float p_a, p_b, p_c; // printf("Max threads: %d\n", n_threads); // omp_set_num_threads(n_threads); // 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[])(void) = { sample_0, sample_1, sample_few, sample_many }; float* results = malloc(N * sizeof(float)); mixture(samplers, weights, n_dists, results, N); printf("Sum(dist_mixture, N)/N = %f\n", array_sum(results, N) / N); // array_print(dist_mixture[0], N); // end = clock(); // printf("Time (ms): %f\n", ((double)(end - start)) / (CLOCKS_PER_SEC * 1000)); // ^ Will only measure how long it takes the inner main to run, not the whole program, // including e.g., loading the program into memory or smth. // Also CLOCKS_PER_SEC in POSIX is a constant equal to 1000000. // See: https://stackoverflow.com/questions/10455905/why-is-clocks-per-sec-not-the-actual-number-of-clocks-per-second return 0; }