commit 22ea247b2977204402373def9cae33b3f203a020
parent d0a096b5cb722832fa59ea02c65801b21e92accf
Author: Jared Tobin <jared@jtobin.ca>
Date: Fri, 28 Oct 2016 14:07:36 +1300
Use unboxed vectors (resolves #2).
Diffstat:
5 files changed, 29 insertions(+), 27 deletions(-)
diff --git a/flat-mcmc.cabal b/flat-mcmc.cabal
@@ -1,5 +1,5 @@
name: flat-mcmc
-version: 1.0.1
+version: 1.1.1
synopsis: Painless general-purpose sampling.
homepage: http://jtobin.github.com/flat-mcmc
license: MIT
@@ -52,12 +52,12 @@ library
hs-source-dirs: lib
exposed-modules: Numeric.MCMC.Flat
build-depends:
- base < 5
+ base > 4 && < 6
, mcmc-types >= 1.0.1 && < 2
- , monad-par
- , monad-par-extras
+ , monad-par >= 0.3.4.8 && < 1
+ , monad-par-extras >= 0.3.3 && < 1
, mwc-probability >= 1.0.1 && < 2
- , pipes >= 4 && < 5
+ , pipes > 4 && < 5
, primitive
, transformers
, vector
@@ -70,7 +70,7 @@ Test-suite rosenbrock
ghc-options:
-rtsopts -threaded
build-depends:
- base < 5
+ base
, flat-mcmc
, vector
@@ -82,7 +82,7 @@ Test-suite bnn
ghc-options:
-rtsopts -threaded
build-depends:
- base < 5
+ base
, flat-mcmc
, vector
diff --git a/lib/Numeric/MCMC/Flat.hs b/lib/Numeric/MCMC/Flat.hs
@@ -64,7 +64,7 @@ instance Show Chain where
. V.map show
$ chainPosition
-type Particle = Vector Double
+type Particle = U.Vector Double
type Ensemble = Vector Particle
@@ -73,13 +73,13 @@ symmetric = fmap transform uniform where
transform z = 0.5 * (z + 1) ^ (2 :: Int)
stretch :: Particle -> Particle -> Double -> Particle
-stretch p0 p1 z = V.zipWith (+) (V.map (* z) p0) (V.map (* (1 - z)) p1)
+stretch p0 p1 z = U.zipWith (+) (U.map (* z) p0) (U.map (* (1 - z)) p1)
acceptProb :: Target Particle -> Particle -> Particle -> Double -> Double
acceptProb target particle proposal z =
lTarget target proposal
- lTarget target particle
- + log z * (fromIntegral (V.length particle) - 1)
+ + log z * (fromIntegral (U.length particle) - 1)
move :: Target Particle -> Particle -> Particle -> Double -> Double -> Particle
move target p0 p1 z zc =
diff --git a/stack.yaml b/stack.yaml
@@ -2,4 +2,4 @@ flags: {}
packages:
- '.'
extra-deps: []
-resolver: lts-5.2
+resolver: lts-7.0
diff --git a/test/BNN.hs b/test/BNN.hs
@@ -3,18 +3,19 @@
module Main where
import Numeric.MCMC.Flat
-import Data.Vector (Vector, toList, fromList)
+import qualified Data.Vector.Unboxed as U (Vector, toList, fromList)
+import qualified Data.Vector as V (fromList)
-bnn :: Vector Double -> Double
+bnn :: U.Vector Double -> Double
bnn xs = -0.5 * (x0 ^ 2 * x1 ^ 2 + x0 ^ 2 + x1 ^ 2 - 8 * x0 - 8 * x1) where
- [x0, x1] = toList xs
+ [x0, x1] = U.toList xs
ensemble :: Ensemble
-ensemble = fromList [
- fromList [negate 1.0, negate 1.0]
- , fromList [negate 1.0, 1.0]
- , fromList [1.0, negate 1.0]
- , fromList [1.0, 1.0]
+ensemble = V.fromList [
+ U.fromList [negate 1.0, negate 1.0]
+ , U.fromList [negate 1.0, 1.0]
+ , U.fromList [1.0, negate 1.0]
+ , U.fromList [1.0, 1.0]
]
main :: IO ()
diff --git a/test/Rosenbrock.hs b/test/Rosenbrock.hs
@@ -3,18 +3,19 @@
module Main where
import Numeric.MCMC.Flat
-import Data.Vector (Vector, toList, fromList)
+import qualified Data.Vector.Unboxed as U (Vector, toList, fromList)
+import qualified Data.Vector as V (fromList)
-rosenbrock :: Vector Double -> Double
+rosenbrock :: U.Vector Double -> Double
rosenbrock xs = negate (5 *(x1 - x0 ^ 2) ^ 2 + 0.05 * (1 - x0) ^ 2) where
- [x0, x1] = toList xs
+ [x0, x1] = U.toList xs
ensemble :: Ensemble
-ensemble = fromList [
- fromList [negate 1.0, negate 1.0]
- , fromList [negate 1.0, 1.0]
- , fromList [1.0, negate 1.0]
- , fromList [1.0, 1.0]
+ensemble = V.fromList [
+ U.fromList [negate 1.0, negate 1.0]
+ , U.fromList [negate 1.0, 1.0]
+ , U.fromList [1.0, negate 1.0]
+ , U.fromList [1.0, 1.0]
]
main :: IO ()
