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Merge branch 'release/3.1' into develop
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Readme.md
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Readme.md
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# LatAnalyze
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Contributors: Antonin Portelli, Matt Spraggs
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License: GNU General Public License v3
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<table>
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<tr>
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<td>Last stable release</td>
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<td><a href="https://travis-ci.org/aportelli/LatAnalyze">
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<img src="https://travis-ci.org/aportelli/LatAnalyze.svg?branch=master"></a>
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</td>
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</tr>
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<tr>
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<td>Development branch</td>
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<td><a href="https://travis-ci.org/aportelli/LatAnalyze">
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<img src="https://travis-ci.org/aportelli/LatAnalyze.svg?branch=develop"></a>
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</td>
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</tr>
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</table>
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## Description
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LatAnalyze is a C++11 library for statistical data analysis based on bootstrap
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resampling. It has been written with lattice QCD data analysis in mind (hence
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the name), but its features are not lattice specific and can be used more general statistical context.
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Sadly a proper documentation was never written, but some comprehensive examples covering most features can be found in the `examples` directory.
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The main features are the following:
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* Array and matrix types with fast arithmetic operations based on [Eigen](http://eigen.tuxfamily.org).
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* High-level types for bootstrap sample manipulation (including various statistical estimators and histogramming).
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* Mathematical expression parser for runtime defined functions.
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* Data I/O in ASCII and HDF5 (optional).
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* High-level wrappers to minimisation routines from the [GSL](http://www.gnu.org/software/gsl/), [Minuit](http://seal.web.cern.ch/seal/snapshot/work-packages/mathlibs/minuit/) (optional) and [NLopt](http://ab-initio.mit.edu/wiki/index.php/NLopt).
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* Non-linear regression with error on independent variables (through total least squares).
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* High-level wrappers to numerical integrator and non-linear solver from the [GSL](http://www.gnu.org/software/gsl/).
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* High-level functional types for function of model. General functions can be defined from C pointers, C++ objects, strings of mathematical expressions or tabulated data.
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* High-level plotting functions based on [gnuplot](http://www.gnuplot.info), with the possibility of generating and saving plot scripts.
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## Installation
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The head of the `master` branch always points to the latest stable release. The `develop` branch is the main unstable branch of LatAnalyze.
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LatAnalyze is written in C++11 and requires a rather recent C++ compiler to be built. It has been successfully built on various Linux and OS X platforms using clang (from 3.7), GCC (from 4.9) and the Intel C++ compiler (2016).
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The strict dependencies are the [GSL](http://www.gnu.org/software/gsl/) and [LatCore](https://github.com/aportelli/LatCore).
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Additionally, autoconf, automake (from 1.11), libtool, bison (from 3.0) and flex are necessary to build the library. Unless you use a very exotic system, these tools are standard on any Unix platform and should be already present or easy to install through a package manager.
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Optional dependencies are [HDF5](https://www.hdfgroup.org/HDF5/) (built with C++ support), [Minuit](http://seal.web.cern.ch/seal/snapshot/work-packages/mathlibs/minuit/) and [NLopt](http://ab-initio.mit.edu/wiki/index.php/NLopt).
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For a quick installation with all possible extensions execute:
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```
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./install-latan.sh <prefix> {osx|linux}
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```
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in the `ci-scripts` directory where `<prefix>` is where you want LatAnalyze (and its dependencies) to be installed and `{osx|linux}` should be the name of your OS. This script will automatically download, build and install LatCore, HDF5, Minuit and NLopt. It is assumed that the GSL can be found in a standard location (_e.g._ it has been installed through a package manager for Linux and is present in `/usr/local` for OS X).
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For a more customised installation, one first needs to generate the build system by running `./bootstrap.sh` in the root directory. Then the library can be built and installed through the usual GNU mantra `./configure <options> && make && make install`. Use `./configure --help` to obtain a list of possible options for `./configure`. Because Eigen expressions rely a lot on inlining and compiler optimisations it is strongly recommended to set the `CXXFLAGS` variable to `-O3 -march=native -mtune=native`.
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## History
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#### v3.1
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Additions:
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* Wrappers to NLopt and GSL minimisers.
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* Command-line tool to plot the correlation heatmap of a boostrap sample file.
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* I/O functions for `DSample` type.
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Changes:
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* Internal random generator removed (obsolete because of C++11 pseudo-random generators).
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* Fit interface and `XY*Data` classes rewritten from scratch for improved flexibility and performance.
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Fixes:
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* **Loads** of portability and compatibility fixes and [CI with Travis](https://travis-ci.org/aportelli/LatAnalyze).
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#### v3.0
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Commit `7b4f2884a5e99bbfab4d4bd7623f609a55403c39`.
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First 'stable' version of LatAnalyze in C++. The v2.0 refers to the [C version](https://github.com/aportelli/LatAnalyze-legacy) and v1.0 to an old undistributed version.
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**This version compiles fine on OS X with clang but does have many portability issues to other platforms/compilers, v3.1 is the first real release.**
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15
configure.ac
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configure.ac
@ -133,3 +133,18 @@ AC_SUBST([AM_LDFLAGS])
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AC_CONFIG_FILES([Makefile lib/Makefile utils/Makefile examples/Makefile])
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AC_OUTPUT
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echo "*********************************************"
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echo "* ${PACKAGE_NAME} v${VERSION}" build options
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echo "*********************************************"
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echo "* C++ compiler : $CXX"
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echo "* HDF5 support : `test x$HAVE_HDF5_TRUE = 'x' && echo yes \
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|| echo no`"
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echo "* Minuit minimizers: `test x$HAVE_MINUIT_TRUE = 'x' && echo yes \
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|| echo no`"
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echo "* NLopt minimizers : `test x$HAVE_NLOPT_TRUE = 'x' && echo yes \
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|| echo no`"
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echo "*********************************************"
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@ -9,18 +9,17 @@ endif
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noinst_PROGRAMS = \
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exCompiledDoubleFunction\
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exDerivative \
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exFit \
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exFitSample \
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exIntegrator \
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exInterp \
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exMat \
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exMathInterpreter \
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exMin \
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exPlot \
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exRand \
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exRootFinder
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if HAVE_MINUIT
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noinst_PROGRAMS += exFit exFitSample exMin
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endif
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exCompiledDoubleFunction_SOURCES = exCompiledDoubleFunction.cpp
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exCompiledDoubleFunction_CXXFLAGS = $(COM_CXXFLAGS)
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exCompiledDoubleFunction_LDFLAGS = -L../lib/.libs -lLatAnalyze
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@ -29,7 +28,6 @@ exDerivative_SOURCES = exDerivative.cpp
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exDerivative_CXXFLAGS = $(COM_CXXFLAGS)
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exDerivative_LDFLAGS = -L../lib/.libs -lLatAnalyze
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if HAVE_MINUIT
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exFit_SOURCES = exFit.cpp
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exFit_CXXFLAGS = $(COM_CXXFLAGS)
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exFit_LDFLAGS = -L../lib/.libs -lLatAnalyze
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@ -37,7 +35,6 @@ exFit_LDFLAGS = -L../lib/.libs -lLatAnalyze
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exFitSample_SOURCES = exFitSample.cpp
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exFitSample_CXXFLAGS = $(COM_CXXFLAGS)
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exFitSample_LDFLAGS = -L../lib/.libs -lLatAnalyze
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endif
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exInterp_SOURCES = exInterp.cpp
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exInterp_CXXFLAGS = $(COM_CXXFLAGS)
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@ -51,11 +48,9 @@ exMat_SOURCES = exMat.cpp
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exMat_CXXFLAGS = $(COM_CXXFLAGS)
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exMat_LDFLAGS = -L../lib/.libs -lLatAnalyze
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if HAVE_MINUIT
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exMin_SOURCES = exMin.cpp
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exMin_CXXFLAGS = $(COM_CXXFLAGS)
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exMin_LDFLAGS = -L../lib/.libs -lLatAnalyze
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endif
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exMathInterpreter_SOURCES = exMathInterpreter.cpp
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exMathInterpreter_CXXFLAGS = $(COM_CXXFLAGS)
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@ -8,7 +8,7 @@ using namespace Latan;
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int main(void)
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{
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DMat A(2, 3), B(3, 2), C = DMat::Random(6, 6);
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const string fileName = "exMat.h5";
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const string fileName = "exMat.dat";
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A << 1, 2, 3,
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4, 5, 6;
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@ -1,5 +1,5 @@
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#include <LatAnalyze/CompiledFunction.hpp>
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#include <LatAnalyze/MinuitMinimizer.hpp>
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#include <LatAnalyze/GslMinimizer.hpp>
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using namespace std;
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using namespace Latan;
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@ -16,8 +16,8 @@ int main(int argc, char* argv[])
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}
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source = argv[1];
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DoubleFunction f = compile(source, 1);
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MinuitMinimizer minimize;
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DoubleFunction f = compile(source, 1);
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GslMinimizer minimize;
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DVec init(1);
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double min;
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@ -356,4 +356,6 @@ string GslMinimizer::getAlgorithmName(const Algorithm algorithm)
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return "improved Nelder-Mead simplex with random start";
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break;
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}
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return "";
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}
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16
lib/Io.cpp
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lib/Io.cpp
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#include <LatAnalyze/Io.hpp>
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#include <LatAnalyze/includes.hpp>
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#include <LatAnalyze/AsciiFile.hpp>
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#ifdef HAVE_HDF5
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#include <LatAnalyze/Hdf5File.hpp>
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#endif
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using namespace std;
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using namespace Latan;
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@ -34,14 +38,16 @@ unique_ptr<File> Io::open(const std::string &fileName, const unsigned int mode)
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{
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string ext = extension(fileName);
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if (ext == "h5")
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{
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return unique_ptr<File>(new Hdf5File(fileName, mode));
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}
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else if ((ext == "dat")||(ext == "sample")||(ext == "seed"))
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if ((ext == "dat")||(ext == "sample")||(ext == "seed"))
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{
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return unique_ptr<File>(new AsciiFile(fileName, mode));
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}
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#ifdef HAVE_HDF5
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else if (ext == "h5")
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{
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return unique_ptr<File>(new Hdf5File(fileName, mode));
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}
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#endif
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else
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{
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LATAN_ERROR(Io, "unknown file extension '" + ext + "'");
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@ -21,8 +21,7 @@
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#define Latan_Io_hpp_
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#include <LatAnalyze/Global.hpp>
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#include <LatAnalyze/AsciiFile.hpp>
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#include <LatAnalyze/Hdf5File.hpp>
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#include <LatAnalyze/File.hpp>
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BEGIN_LATAN_NAMESPACE
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@ -32,9 +32,8 @@ libLatAnalyze_la_SOURCES = \
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Function.cpp \
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Global.cpp \
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GslHybridRootFinder.cpp\
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GslMinimizer.cpp \
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GslMinimizer.cpp \
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GslQagsIntegrator.cpp \
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Hdf5File.cpp \
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Histogram.cpp \
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includes.hpp \
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Io.cpp \
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@ -65,9 +64,8 @@ libLatAnalyze_la_HEADERS = \
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FitInterface.hpp \
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Global.hpp \
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GslHybridRootFinder.hpp\
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GslMinimizer.hpp \
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GslMinimizer.hpp \
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GslQagsIntegrator.hpp \
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Hdf5File.hpp \
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Histogram.hpp \
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Integrator.hpp \
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Io.hpp \
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@ -86,6 +84,10 @@ libLatAnalyze_la_HEADERS = \
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StatArray.hpp \
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XYSampleData.hpp \
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XYStatData.hpp
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if HAVE_HDF5
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libLatAnalyze_la_SOURCES += Hdf5File.cpp
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libLatAnalyze_la_HEADERS += Hdf5File.hpp
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endif
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if HAVE_MINUIT
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libLatAnalyze_la_SOURCES += MinuitMinimizer.cpp
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libLatAnalyze_la_HEADERS += MinuitMinimizer.hpp
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