time-to-botec

samples.c (6284B)

---

 #include <math.h>
 #include <omp.h>
 #include <stdint.h>
 #include <stdio.h>
 #include <stdlib.h>
 
 const float PI = 3.14159265358979323846;
 
 #define N_SAMPLES (1024 * 1000)
 
 //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];
     }
 }
 
 // Pseudo Random number generator
 
 uint32_t xorshift32(uint32_t* seed)
 {
     // Algorithm "xor" from p. 4 of Marsaglia, "Xorshift RN_SAMPLESGs"
     // 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) UIN_SAMPLEST32_MAX);
 	*/
     // previously:
     // ((float)rand_r(seed) / (float)RAN_SAMPLESD_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 N_SAMPLESORMAL95CON_SAMPLESFIDEN_SAMPLESCE = 1.6448536269514722;
     float loglow = logf(low);
     float loghigh = logf(high);
     float logmean = (loglow + loghigh) / 2;
     float logsigma = (loghigh - loglow) / (2.0 * N_SAMPLESORMAL95CON_SAMPLESFIDEN_SAMPLESCE);
     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 n_samples){
     if((N_SAMPLES % n_threads) != 0){
         fprintf(stderr, "Number of samples isn't divisible by number of threads, aborting\n");
         exit(1);
     }
     // int n_samples_per_thread = N_SAMPLES / n_thread;
     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
     }
 
     int i;
     #pragma omp parallel private(i)
     {
         #pragma omp for
         for (i = 0; i < n_threads; i++) {
             int lower_bound = i * (n_samples / n_threads);
             int upper_bound = ((i+1) * (n_samples / n_threads)) - 1;
             // printf("Lower bound: %d, upper bound: %d\n", lower_bound, upper_bound);
             for (int j = lower_bound; j < upper_bound; j++) {
                 results[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();
     float* split_array_results = malloc(N_SAMPLES * sizeof(float));
 
     paralellize(sample_mixture, split_array_results, n_threads, N_SAMPLES);
     printf("Sum(split_array_results, N_SAMPLES)/N_SAMPLES = %f\n", array_sum(split_array_results, N_SAMPLES) / N_SAMPLES);
 
     free(split_array_results);
     return 0;
 }