#include #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"); } 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_my_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 own_length; for (int i = 0; i < divide_into; i++) { own_length = split_array_get_my_length(i, length, divide_into); meta_array[i] = malloc(own_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; float* partial_sum = malloc(divided_into * sizeof(float)); #pragma omp private(i) shared(partial_sum) for (int i = 0; i < divided_into; i++) { float own_partial_sum = 0; int own_length = split_array_get_my_length(i, length, divided_into); for (int j = 0; j < own_length; j++) { own_partial_sum += meta_array[i][j]; } partial_sum[i] = own_partial_sum; } for (int i = 0; i < divided_into; i++) { output += partial_sum[i]; } return output; } // Distribution & sampling functions float rand_float(float to, unsigned int* seed) { return ((float)rand_r(seed) / (float)RAND_MAX) * to; // See: 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 u1 = rand_float(1.0, seed); float u2 = rand_float(1.0, seed); float z = sqrtf(-2.0 * log(u1)) * sin(2 * PI * u2); return z; } inline float random_uniform(float from, float to, unsigned int* seed) { return ((float) rand_r(seed) / (float)RAND_MAX) * (to - from) + from; } inline float random_normal(float mean, float sigma, unsigned int* seed) { return (mean + sigma * ur_normal(seed)); } inline float random_lognormal(float logmean, float logsigma, unsigned int* seed) { return expf(random_normal(logmean, logsigma, seed)); } inline float random_to(float low, float high, unsigned int* 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 void mixture(float (*samplers[])(unsigned int* ), 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/ 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; unsigned int* seeds[n_threads]; for(unsigned int i=0; i