282 lines
8.1 KiB
C
282 lines
8.1 KiB
C
#include <math.h>
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#include <omp.h>
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#include <stdio.h>
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#include <stdlib.h>
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#include <time.h>
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const float PI = 3.14159265358979323846;
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#define N 1000000
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//Array helpers
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void array_print(float* array, int length)
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{
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for (int i = 0; i < length; i++) {
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printf("item[%d] = %f\n", i, array[i]);
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}
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printf("\n");
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}
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void array_fill(float* array, int length, float item)
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{
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int i;
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#pragma omp private(i)
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{
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#pragma omp for
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for (i = 0; i < length; i++) {
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array[i] = item;
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}
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}
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}
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float array_sum(float* array, int length)
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{
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float output = 0.0;
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for (int i = 0; i < length; i++) {
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output += array[i];
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}
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return output;
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}
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void array_cumsum(float* array_to_sum, float* array_cumsummed, int length)
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{
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array_cumsummed[0] = array_to_sum[0];
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for (int i = 1; i < length; i++) {
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array_cumsummed[i] = array_cumsummed[i - 1] + array_to_sum[i];
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}
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}
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float rand_float(float to, unsigned int* seed)
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{
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return ((float)rand_r(seed) / (float)RAND_MAX) * to;
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// See: <https://stackoverflow.com/questions/43151361/how-to-create-thread-safe-random-number-generator-in-c-using-rand-r>
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// rand() is not thread-safe, as it relies on (shared) hidden state.
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}
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float ur_normal(unsigned int* seed)
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{
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float u1 = rand_float(1.0, seed);
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float u2 = rand_float(1.0, seed);
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float z = sqrtf(-2.0 * log(u1)) * sin(2 * PI * u2);
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return z;
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}
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inline float random_uniform(float from, float to, unsigned int* seed)
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{
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return ((float) rand_r(seed) / (float)RAND_MAX) * (to - from) + from;
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}
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inline float random_normal(float mean, float sigma, unsigned int* seed)
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{
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return (mean + sigma * ur_normal(seed));
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}
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inline float random_lognormal(float logmean, float logsigma, unsigned int* seed)
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{
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return expf(random_normal(logmean, logsigma, seed));
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}
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inline float random_to(float low, float high, unsigned int* seed)
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{
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const float NORMAL95CONFIDENCE = 1.6448536269514722;
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float loglow = logf(low);
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float loghigh = logf(high);
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float logmean = (loglow + loghigh) / 2;
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float logsigma = (loghigh - loglow) / (2.0 * NORMAL95CONFIDENCE);
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return random_lognormal(logmean, logsigma, seed);
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}
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int split_array_get_my_length(int index, int total_length, int n_threads)
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{
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return (total_length % n_threads > index ? total_length / n_threads + 1 : total_length / n_threads);
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}
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//Old version, don't use it!! Optimized version is called mixture_f. This one is just for display
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/*
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void mixture(float* dists[], float* weights, int n_dists, float* results)
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{
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float sum_weights = array_sum(weights, n_dists);
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float* normalized_weights = malloc(n_dists * sizeof(float));
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for (int i = 0; i < n_dists; i++) {
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normalized_weights[i] = weights[i] / sum_weights;
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}
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float* cummulative_weights = malloc(n_dists * sizeof(float));
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array_cumsum(normalized_weights, cummulative_weights, n_dists);
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//create var holders
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float p1, p2;
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int index_found, index_counter, sample_index, i;
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#pragma omp parallel private(i, p1, p2, index_found, index_counter, sample_index)
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{
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#pragma omp for
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for (i = 0; i < N; i++) {
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p1 = random_uniform(0, 1);
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p2 = random_uniform(0, 1);
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index_found = 0;
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index_counter = 0;
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while ((index_found == 0) && (index_counter < n_dists)) {
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if (p1 < cummulative_weights[index_counter]) {
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index_found = 1;
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} else {
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index_counter++;
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}
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}
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if (index_found != 0) {
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sample_index = (int)(p2 * N);
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results[i] = dists[index_counter][sample_index];
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} else
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printf("This shouldn't be able to happen.\n");
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}
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}
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free(normalized_weights);
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free(cummulative_weights);
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}
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*/
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void mixture_f(float (*samplers[])(unsigned int* ), float* weights, int n_dists, float** results, int n_threads)
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{
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float sum_weights = array_sum(weights, n_dists);
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float* normalized_weights = malloc(n_dists * sizeof(float));
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for (int i = 0; i < n_dists; i++) {
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normalized_weights[i] = weights[i] / sum_weights;
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}
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float* cummulative_weights = malloc(n_dists * sizeof(float));
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array_cumsum(normalized_weights, cummulative_weights, n_dists);
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//create var holders
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float p1;
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int sample_index, i, own_length;
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unsigned int* seeds[n_threads];
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for(unsigned int i=0; i<n_threads; i++){
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seeds[i] = malloc(sizeof(unsigned int));
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*seeds[i] = i;
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}
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#pragma omp parallel private(i, p1, sample_index, own_length)
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{
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#pragma omp for
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for (i = 0; i < n_threads; i++) {
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own_length = split_array_get_my_length(i, N, n_threads);
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for (int j = 0; j < own_length; j++) {
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p1 = random_uniform(0, 1, seeds[i]);
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for (int k = 0; k < n_dists; k++) {
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if (p1 < cummulative_weights[k]) {
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results[i][j] = samplers[k](seeds[i]);
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break;
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}
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}
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}
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}
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}
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free(normalized_weights);
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free(cummulative_weights);
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for(unsigned int i=0; i<n_threads; i++){
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free(seeds[i]);
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}
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}
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float sample_0(unsigned int* seed)
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{
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return 0;
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}
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float sample_1(unsigned int* seed)
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{
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return 1;
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}
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float sample_few(unsigned int* seed)
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{
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return random_to(1, 3, seed);
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}
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float sample_many(unsigned int* seed)
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{
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return random_to(2, 10, seed);
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}
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void split_array_allocate(float** meta_array, int length, int divide_into)
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{
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int own_length;
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for (int i = 0; i < divide_into; i++) {
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own_length = split_array_get_my_length(i, length, divide_into);
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meta_array[i] = malloc(own_length * sizeof(float));
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}
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}
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void split_array_free(float** meta_array, int divided_into)
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{
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for (int i = 0; i < divided_into; i++) {
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free(meta_array[i]);
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}
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free(meta_array);
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}
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float split_array_sum(float** meta_array, int length, int divided_into)
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{
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int i;
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float output;
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float* partial_sum = malloc(divided_into * sizeof(float));
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#pragma omp private(i) shared(partial_sum)
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for (int i = 0; i < divided_into; i++) {
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float own_partial_sum = 0;
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int own_length = split_array_get_my_length(i, length, divided_into);
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for (int j = 0; j < own_length; j++) {
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own_partial_sum += meta_array[i][j];
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}
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partial_sum[i] = own_partial_sum;
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}
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for (int i = 0; i < divided_into; i++) {
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output += partial_sum[i];
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}
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return output;
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}
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int main()
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{
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//initialize randomness
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srand(time(NULL));
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// clock_t start, end;
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// start = clock();
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// Toy example
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// Declare variables in play
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float p_a, p_b, p_c;
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int n_threads = omp_get_max_threads();
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// printf("Max threads: %d\n", n_threads);
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// omp_set_num_threads(n_threads);
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float** dist_mixture = malloc(n_threads * sizeof(float*));
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split_array_allocate(dist_mixture, N, n_threads);
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// Initialize variables
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p_a = 0.8;
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p_b = 0.5;
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p_c = p_a * p_b;
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// Generate mixture
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int n_dists = 4;
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float weights[] = { 1 - p_c, p_c / 2, p_c / 4, p_c / 4 };
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float (*samplers[])(unsigned int* ) = { sample_0, sample_1, sample_few, sample_many };
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mixture_f(samplers, weights, n_dists, dist_mixture, n_threads);
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printf("Sum(dist_mixture, N)/N = %f\n", split_array_sum(dist_mixture, N, n_threads) / N);
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// array_print(dist_mixture[0], N);
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split_array_free(dist_mixture, n_threads);
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// end = clock();
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// printf("Time (ms): %f\n", ((double)(end - start)) / (CLOCKS_PER_SEC) * 1000);
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// ^ Will only measure how long it takes the inner main to run, not the whole program,
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// including e.g., loading the program into memory or smth.
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// Also CLOCKS_PER_SEC in POSIX is a constant equal to 1000000.
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// See: https://stackoverflow.com/questions/10455905/why-is-clocks-per-sec-not-the-actual-number-of-clocks-per-second
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return 0;
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}
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