commit 930a431012bcf651956176745d23e9da116ae092
parent ddf4a94599b1f17b3452f02204c73942633ee59c
Author: NunoSempere <nuno.sempere@protonmail.com>
Date: Sun, 23 Jul 2023 11:27:17 +0200
test correlated/uncorrelated example code.
Diffstat:
7 files changed, 228 insertions(+), 1 deletion(-)
diff --git a/README.md b/README.md
@@ -1,6 +1,6 @@
# Squiggle.c
-A self-contained C99 library that provides a subset of [Squiggle](https://www.squiggle-language.com/)'s functionality in C. It should be fast, but at the margin, simplicity of implementation wins over speed.
+A self-contained C99 library that provides a subset of [Squiggle](https://www.squiggle-language.com/)'s functionality in C.
## Why C?
@@ -70,6 +70,82 @@ The first approach produces terser programs but might not scale. The second appr
Behaviour on error can be toggled by the `EXIT_ON_ERROR` variable. This library also provides a convenient macro, `PROCESS_ERROR`, to make error handling in either case much terser—see the usage in example 4 in the examples/ folder.
+## Design choices
+
+This code should aim to be fast, but at the margin, simplicity of implementation wins over speed. For example, there are various possible algorithms to sample a distribution, one of which is faster in part of the domain, I'm choosing to only have one algorithm and pay the—normally small—performance penalty.
+
+## Correlated samples
+
+In the parent [squiggle](https://www.squiggle-language.com/) language, there is some ambiguity about what this code means:
+
+```
+a = 1 to 10
+b = 2 * a
+c = b/a
+c
+```
+
+Should `c` be equal to `2`? or should it be equal to 2 times the expected ratio of two independent draws from a (`2 * a/a`, as it were)?
+
+In squiggle.c, this ambiguity doesn't exist, at the cost of greater verbosity:
+
+```c
+// correlated samples
+// gcc -O3 correlated.c squiggle.c -lm -o correlated
+
+#include "squiggle.h"
+#include <stdint.h>
+#include <stdlib.h>
+#include <stdio.h>
+
+int main(){
+ // set randomness seed
+ uint32_t* seed = malloc(sizeof(uint32_t));
+ *seed = 1000; // xorshift can't start with a seed of 0
+
+ float a = sample_to(1, 10, seed);
+ float b = 2 * a;
+ float c = b / a;
+
+ printf("a: %f, b: %f, c: %f\n", a, b, c);
+ // a: 0.607162, b: 1.214325, c: 0.500000
+
+ free(seed);
+}
+```
+
+vs
+
+```c
+// uncorrelated samples
+// gcc -O3 uncorrelated.c ../../squiggle.c -lm -o uncorrelated
+
+#include "squiggle.h"
+#include <stdint.h>
+#include <stdlib.h>
+#include <stdio.h>
+
+float draw_xyz(uint32_t* seed){
+ // function could also be placed inside main with gcc nested functions extension.
+ return sample_to(1, 20, seed);
+}
+
+int main(){
+ // set randomness seed
+ uint32_t* seed = malloc(sizeof(uint32_t));
+ *seed = 1000; // xorshift can't start with a seed of 0
+
+ float a = draw_xyz(seed);
+ float b = 2 * draw_xyz(seed);
+ float c = b / a;
+
+ printf("a: %f, b: %f, c: %f\n", a, b, c);
+ // a: 0.522484, b: 10.283501, c: 19.681936
+
+ free(seed)
+}
+```
+
## Related projects
- [Squiggle](https://www.squiggle-language.com/)
diff --git a/scratchpad/correlated/correlated b/scratchpad/correlated/correlated
Binary files differ.
diff --git a/scratchpad/correlated/correlated.c b/scratchpad/correlated/correlated.c
@@ -0,0 +1,21 @@
+// correlated samples
+
+#include "../../squiggle.h"
+#include <stdint.h>
+#include <stdio.h>
+#include <stdlib.h>
+
+int main()
+{
+ // set randomness seed
+ uint32_t* seed = malloc(sizeof(uint32_t));
+ *seed = 1000; // xorshift can't start with 0
+
+ float a = sample_to(1, 10, seed);
+ float b = 2 * a;
+ float c = a / b;
+
+ printf("a: %f, b: %f, c: %f\n", a, b, c);
+
+ free(seed);
+}
diff --git a/scratchpad/correlated/makefile b/scratchpad/correlated/makefile
@@ -0,0 +1,53 @@
+# Interface:
+# make
+# make build
+# make format
+# make run
+
+# Compiler
+CC=gcc
+# CC=tcc # <= faster compilation
+
+# Main file
+SRC=correlated.c ../../squiggle.c
+OUTPUT=correlated
+
+## Dependencies
+MATH=-lm
+
+## Flags
+DEBUG= #'-g'
+STANDARD=-std=c99
+WARNINGS=-Wall
+OPTIMIZED=-O3 #-Ofast
+# OPENMP=-fopenmp
+
+## Formatter
+STYLE_BLUEPRINT=webkit
+FORMATTER=clang-format -i -style=$(STYLE_BLUEPRINT)
+
+## make build
+build: $(SRC)
+ $(CC) $(OPTIMIZED) $(DEBUG) $(SRC) $(MATH) -o $(OUTPUT)
+
+format: $(SRC)
+ $(FORMATTER) $(SRC)
+
+run: $(SRC) $(OUTPUT)
+ OMP_NUM_THREADS=1 ./$(OUTPUT) && echo
+
+time-linux:
+ @echo "Requires /bin/time, found on GNU/Linux systems" && echo
+
+ @echo "Running 100x and taking avg time $(OUTPUT)"
+ @t=$$(/usr/bin/time -f "%e" -p bash -c 'for i in {1..100}; do $(OUTPUT); done' 2>&1 >/dev/null | grep real | awk '{print $$2}' ); echo "scale=2; 1000 * $$t / 100" | bc | sed "s|^|Time using 1 thread: |" | sed 's|$$|ms|' && echo
+
+## 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) $(MATH) -o $(OUTPUT)
+ sudo perf record ./$(OUTPUT)
+ sudo perf report
+ rm perf.data
diff --git a/scratchpad/uncorrelated/makefile b/scratchpad/uncorrelated/makefile
@@ -0,0 +1,53 @@
+# Interface:
+# make
+# make build
+# make format
+# make run
+
+# Compiler
+CC=gcc
+# CC=tcc # <= faster compilation
+
+# Main file
+SRC=uncorrelated.c ../../squiggle.c
+OUTPUT=uncorrelated
+
+## Dependencies
+MATH=-lm
+
+## Flags
+DEBUG= #'-g'
+STANDARD=-std=c99
+WARNINGS=-Wall
+OPTIMIZED=-O3 #-Ofast
+# OPENMP=-fopenmp
+
+## Formatter
+STYLE_BLUEPRINT=webkit
+FORMATTER=clang-format -i -style=$(STYLE_BLUEPRINT)
+
+## make build
+build: $(SRC)
+ $(CC) $(OPTIMIZED) $(DEBUG) $(SRC) $(MATH) -o $(OUTPUT)
+
+format: $(SRC)
+ $(FORMATTER) $(SRC)
+
+run: $(SRC) $(OUTPUT)
+ OMP_NUM_THREADS=1 ./$(OUTPUT) && echo
+
+time-linux:
+ @echo "Requires /bin/time, found on GNU/Linux systems" && echo
+
+ @echo "Running 100x and taking avg time $(OUTPUT)"
+ @t=$$(/usr/bin/time -f "%e" -p bash -c 'for i in {1..100}; do $(OUTPUT); done' 2>&1 >/dev/null | grep real | awk '{print $$2}' ); echo "scale=2; 1000 * $$t / 100" | bc | sed "s|^|Time using 1 thread: |" | sed 's|$$|ms|' && echo
+
+## 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) $(MATH) -o $(OUTPUT)
+ sudo perf record ./$(OUTPUT)
+ sudo perf report
+ rm perf.data
diff --git a/scratchpad/uncorrelated/uncorrelated b/scratchpad/uncorrelated/uncorrelated
Binary files differ.
diff --git a/scratchpad/uncorrelated/uncorrelated.c b/scratchpad/uncorrelated/uncorrelated.c
@@ -0,0 +1,24 @@
+// uncorrelated samples
+
+#include "../../squiggle.h"
+#include <stdint.h>
+#include <stdlib.h>
+#include <stdio.h>
+
+float draw_xyz(uint32_t* seed){
+ // function could also be placed inside main with gcc nested functions extension.
+ return sample_to(1, 20, seed);
+}
+
+int main(){
+ // set randomness seed
+ uint32_t* seed = malloc(sizeof(uint32_t));
+ *seed = 1000; // xorshift can't start with 0
+
+ float a = draw_xyz(seed);
+ float b = 2 * draw_xyz(seed);
+ float c = b / a;
+
+ printf("a: %f, b: %f, c: %f\n", a, b, c);
+
+}
