Merge branch 'release/3.1' into develop

Readme.md

@@ -0,0 +1,74 @@
+# LatAnalyze 
+Contributors: Antonin Portelli, Matt Spraggs
+
+License: GNU General Public License v3
+
+<table>
+<tr>
+    <td>Last stable release</td>
+    <td><a href="https://travis-ci.org/aportelli/LatAnalyze">
+    <img src="https://travis-ci.org/aportelli/LatAnalyze.svg?branch=master"></a>
+    </td>
+</tr>
+<tr>
+    <td>Development branch</td>
+    <td><a href="https://travis-ci.org/aportelli/LatAnalyze">
+    <img src="https://travis-ci.org/aportelli/LatAnalyze.svg?branch=develop"></a>
+    </td>
+</tr>
+</table>
+
+## Description
+LatAnalyze is a C++11 library for statistical data analysis based on bootstrap
+resampling. It has been written with lattice QCD data analysis in mind (hence
+the name), but its features are not lattice specific and can be used more general statistical context.
+
+Sadly a proper documentation was never written, but some comprehensive examples covering most features can be found in the `examples` directory.
+
+The main features are the following:
+
+* Array and matrix types with fast arithmetic operations based on [Eigen](http://eigen.tuxfamily.org).
+* High-level types for bootstrap sample manipulation (including various statistical estimators and histogramming).
+* Mathematical expression parser for runtime defined functions.
+* Data I/O in ASCII and HDF5 (optional).
+* 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).
+* Non-linear regression with error on independent variables (through total least squares).
+* High-level wrappers to numerical integrator and non-linear solver from the [GSL](http://www.gnu.org/software/gsl/).
+* 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.
+* High-level plotting functions based on [gnuplot](http://www.gnuplot.info), with the possibility of generating and saving plot scripts.
+
+## Installation
+The head of the `master` branch always points to the latest stable release. The `develop` branch is the main unstable branch of LatAnalyze.
+
+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).
+The strict dependencies are the [GSL](http://www.gnu.org/software/gsl/) and [LatCore](https://github.com/aportelli/LatCore).
+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.
+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).
+
+
+For a quick installation with all possible extensions execute: 
+```
+./install-latan.sh <prefix> {osx|linux}
+``` 
+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).
+
+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`.
+
+## History
+#### v3.1
+Additions:
+* Wrappers to NLopt and GSL minimisers.
+* Command-line tool to plot the correlation heatmap of a boostrap sample file.
+* I/O functions for `DSample` type.
+
+Changes:
+* Internal random generator removed (obsolete because of C++11 pseudo-random generators).
+* Fit interface and `XY*Data` classes rewritten from scratch for improved flexibility and performance.
+
+Fixes:
+* **Loads** of portability and compatibility fixes and [CI with Travis](https://travis-ci.org/aportelli/LatAnalyze).
+
+#### v3.0
+Commit `7b4f2884a5e99bbfab4d4bd7623f609a55403c39`.  
+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.  
+**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.**

configure.ac

@@ -133,3 +133,18 @@ AC_SUBST([AM_LDFLAGS])
 
 AC_CONFIG_FILES([Makefile lib/Makefile utils/Makefile examples/Makefile])
 AC_OUTPUT
+
+echo "*********************************************"
+echo "* ${PACKAGE_NAME} v${VERSION}" build options
+echo "*********************************************"
+echo "* C++ compiler     : $CXX"
+echo "* HDF5 support     : `test x$HAVE_HDF5_TRUE = 'x'   && echo yes \
+                                                          || echo no`"
+echo "* Minuit minimizers: `test x$HAVE_MINUIT_TRUE = 'x' && echo yes \
+                                                          || echo no`"
+echo "* NLopt minimizers : `test x$HAVE_NLOPT_TRUE = 'x'  && echo yes \
+                                                          || echo no`"
+echo "*********************************************"
+
+
+

examples/Makefile.am

@@ -9,18 +9,17 @@ endif
 noinst_PROGRAMS =           \
     exCompiledDoubleFunction\
     exDerivative            \
+    exFit                   \
+    exFitSample             \
     exIntegrator            \
     exInterp                \
     exMat                   \
     exMathInterpreter       \
+    exMin                   \
     exPlot                  \
     exRand                  \
     exRootFinder
 
-if HAVE_MINUIT
-noinst_PROGRAMS += exFit exFitSample exMin
-endif
-
 exCompiledDoubleFunction_SOURCES  = exCompiledDoubleFunction.cpp
 exCompiledDoubleFunction_CXXFLAGS = $(COM_CXXFLAGS)
 exCompiledDoubleFunction_LDFLAGS  = -L../lib/.libs -lLatAnalyze
@@ -29,7 +28,6 @@ exDerivative_SOURCES              = exDerivative.cpp
 exDerivative_CXXFLAGS             = $(COM_CXXFLAGS)
 exDerivative_LDFLAGS              = -L../lib/.libs -lLatAnalyze
 
-if HAVE_MINUIT
 exFit_SOURCES                     = exFit.cpp
 exFit_CXXFLAGS                    = $(COM_CXXFLAGS)
 exFit_LDFLAGS                     = -L../lib/.libs -lLatAnalyze
@@ -37,7 +35,6 @@ exFit_LDFLAGS                     = -L../lib/.libs -lLatAnalyze
 exFitSample_SOURCES               = exFitSample.cpp
 exFitSample_CXXFLAGS              = $(COM_CXXFLAGS)
 exFitSample_LDFLAGS               = -L../lib/.libs -lLatAnalyze
-endif
 
 exInterp_SOURCES                  = exInterp.cpp
 exInterp_CXXFLAGS                 = $(COM_CXXFLAGS)
@@ -51,11 +48,9 @@ exMat_SOURCES                     = exMat.cpp
 exMat_CXXFLAGS                    = $(COM_CXXFLAGS)
 exMat_LDFLAGS                     = -L../lib/.libs -lLatAnalyze
 
-if HAVE_MINUIT
 exMin_SOURCES                     = exMin.cpp
 exMin_CXXFLAGS                    = $(COM_CXXFLAGS)
 exMin_LDFLAGS                     = -L../lib/.libs -lLatAnalyze
-endif
 
 exMathInterpreter_SOURCES         = exMathInterpreter.cpp
 exMathInterpreter_CXXFLAGS        = $(COM_CXXFLAGS)

examples/exMat.cpp

@@ -8,7 +8,7 @@ using namespace Latan;
 int main(void)
 {
     DMat A(2, 3), B(3, 2), C = DMat::Random(6, 6);
-    const string fileName = "exMat.h5";
+    const string fileName = "exMat.dat";
     
     A << 1, 2, 3,
          4, 5, 6;

examples/exMin.cpp

@@ -1,5 +1,5 @@
 #include <LatAnalyze/CompiledFunction.hpp>
-#include <LatAnalyze/MinuitMinimizer.hpp>
+#include <LatAnalyze/GslMinimizer.hpp>
 
 using namespace std;
 using namespace Latan;
@@ -16,8 +16,8 @@ int main(int argc, char* argv[])
     }
     source = argv[1];
     
-    DoubleFunction  f = compile(source, 1);
+    DoubleFunction f = compile(source, 1);
-    MinuitMinimizer minimize;
+    GslMinimizer   minimize;
     DVec init(1);
     double min;
 

lib/GslMinimizer.cpp

@@ -356,4 +356,6 @@ string GslMinimizer::getAlgorithmName(const Algorithm algorithm)
             return "improved Nelder-Mead simplex with random start";
             break;
     }
+    
+    return "";
 }

lib/Io.cpp

@@ -19,6 +19,10 @@
 
 #include <LatAnalyze/Io.hpp>
 #include <LatAnalyze/includes.hpp>
+#include <LatAnalyze/AsciiFile.hpp>
+#ifdef HAVE_HDF5
+#include <LatAnalyze/Hdf5File.hpp>
+#endif
 
 using namespace std;
 using namespace Latan;
@@ -34,14 +38,16 @@ unique_ptr<File> Io::open(const std::string &fileName, const unsigned int mode)
 {
     string ext = extension(fileName);
     
-    if (ext == "h5")
+    if ((ext == "dat")||(ext == "sample")||(ext == "seed"))
-    {
-        return unique_ptr<File>(new Hdf5File(fileName, mode));
-    }
-    else if ((ext == "dat")||(ext == "sample")||(ext == "seed"))
     {
         return unique_ptr<File>(new AsciiFile(fileName, mode));
     }
+#ifdef HAVE_HDF5
+    else if (ext == "h5")
+    {
+        return unique_ptr<File>(new Hdf5File(fileName, mode));
+    }
+#endif
     else
     {
         LATAN_ERROR(Io, "unknown file extension '" + ext + "'");

lib/Io.hpp

@@ -21,8 +21,7 @@
 #define Latan_Io_hpp_
 
 #include <LatAnalyze/Global.hpp>
-#include <LatAnalyze/AsciiFile.hpp>
+#include <LatAnalyze/File.hpp>
-#include <LatAnalyze/Hdf5File.hpp>
 
 BEGIN_LATAN_NAMESPACE
 

lib/Makefile.am

@@ -32,9 +32,8 @@ libLatAnalyze_la_SOURCES = \
     Function.cpp           \
     Global.cpp             \
     GslHybridRootFinder.cpp\
-	GslMinimizer.cpp       \
+    GslMinimizer.cpp       \
     GslQagsIntegrator.cpp  \
-    Hdf5File.cpp           \
     Histogram.cpp          \
     includes.hpp           \
     Io.cpp                 \
@@ -65,9 +64,8 @@ libLatAnalyze_la_HEADERS = \
     FitInterface.hpp       \
     Global.hpp             \
     GslHybridRootFinder.hpp\
-	GslMinimizer.hpp       \
+    GslMinimizer.hpp       \
     GslQagsIntegrator.hpp  \
-    Hdf5File.hpp           \
     Histogram.hpp          \
     Integrator.hpp         \
     Io.hpp                 \
@@ -86,6 +84,10 @@ libLatAnalyze_la_HEADERS = \
     StatArray.hpp          \
     XYSampleData.hpp       \
     XYStatData.hpp
+if HAVE_HDF5
+    libLatAnalyze_la_SOURCES += Hdf5File.cpp
+    libLatAnalyze_la_HEADERS += Hdf5File.hpp
+endif
 if HAVE_MINUIT
     libLatAnalyze_la_SOURCES += MinuitMinimizer.cpp
     libLatAnalyze_la_HEADERS += MinuitMinimizer.hpp