Laplace filter positive-definite and with squared regulator

Changed linear model's parameters

.github/workflows/build-macos.yml

@@ -0,0 +1,26 @@
+name: Build macOS
+
+on: [push, workflow_dispatch]
+
+jobs:
+  build:
+
+    runs-on: macos-11
+
+    steps:
+    - name: Checkout
+      uses: actions/checkout@v2
+    - name: Install basic dependencies
+      run: brew install automake autoconf libtool bison flex
+    - name: Build dependencies
+      shell: bash
+      run: |
+        export PATH=/usr/local/opt/flex/bin:/usr/local/opt/bison/bin:${PATH}
+        cd ci-scripts
+        ./install-deps.sh prefix 6
+    - name: Build LatAnalyze
+      shell: bash
+      run: |
+        export PATH=/usr/local/opt/flex/bin:/usr/local/opt/bison/bin:${PATH}
+        cd ci-scripts
+        ./install-latan.sh prefix 6

.github/workflows/build-ubuntu.yml

@@ -0,0 +1,26 @@
+name: Build Ubuntu
+
+on: [push]
+
+jobs:
+  build:
+
+    runs-on: ubuntu-20.04
+
+    steps:
+    - name: Checkout
+      uses: actions/checkout@v2
+    - name: Install basic dependencies
+      run: |
+        sudo bash -c "$(wget -O - https://apt.llvm.org/llvm.sh)"
+        sudo apt install cmake bison flex
+    - name: Build dependencies
+      shell: bash
+      run: |
+        cd ci-scripts
+        CC=clang CXX=clang++ ./install-deps.sh prefix 6
+    - name: Build LatAnalyze
+      shell: bash
+      run: |
+        cd ci-scripts
+        CC=clang CXX=clang++ ./install-latan.sh prefix 6

.gitignore

@@ -1,32 +1,20 @@
 # builds
-build/*
-build_debug/*
-sandbox/*
+build
 
-# Apple stuffs
+# Apple stuff
 *.xcodeproj
 .DS_Store
 
 # VIM
 *.swp
 
-# autotools
-autom4te.cache/*
-*.in
-*.in~
-config.h*
-configure
-.buildutils/*
-aclocal.m4
-
-# bison/flex generated sources
-lib/*Lexer.cpp
-lib/*Parser.cpp
-lib/*Parser.hpp
-
-# Eigen headers
-lib/Eigen/*
-lib/eigen_files.mk
+# Eigen headers and archives
+/lib/LatAnalyze/Eigen
+eigen-*.tar.bz2
 
 # CI builds
-ci-scripts/local/*
+/ci-scripts/local
+
+# VS Code Studio stuff
+.vscode
+*.code-workspace

.travis.yml

@@ -1,91 +0,0 @@
-language: cpp
-
-notifications:
-  email: false
-  slack: ukqcd:mQLXCtz8D2cg89xT8j1a4wku
-  
-cache:
-  directories:
-    - ci-scripts/local
-    - ci-scripts/clang
-
-matrix:
-  include:
-    - os:        osx
-      osx_image: xcode7.2
-      compiler: clang
-    - os:        osx
-      osx_image: xcode7.2
-      compiler: gcc
-      env: VERSION=-5
-    - compiler: gcc
-      addons:
-        apt:
-          sources:
-            - ubuntu-toolchain-r-test
-          packages:
-            - g++-4.9
-            - libgsl0-dev
-            - flex
-            - bison
-      env: VERSION=-4.9
-    - compiler: gcc
-      addons:
-        apt:
-          sources:
-            - ubuntu-toolchain-r-test
-          packages:
-            - g++-5
-            - libgsl0-dev
-            - flex
-            - bison
-      env: VERSION=-5
-    - compiler: clang
-      addons:
-        apt:
-          sources:
-            - ubuntu-toolchain-r-test
-          packages:
-            - g++-4.8
-            - libgsl0-dev
-            - flex
-            - bison
-      env: CLANG_LINK=http://llvm.org/releases/3.6.0/clang+llvm-3.6.0-x86_64-linux-gnu-ubuntu-14.04.tar.xz
-    - compiler: clang
-      addons:
-        apt:
-          sources:
-            - ubuntu-toolchain-r-test
-          packages:
-            - g++-4.8
-            - libgsl0-dev
-            - flex
-            - bison
-      env: CLANG_LINK=http://llvm.org/releases/3.7.0/clang+llvm-3.7.0-x86_64-linux-gnu-ubuntu-14.04.tar.xz
-
-before_install:
-  - export LATDIR=`pwd`
-  - cd ci-scripts
-  - if [[ "$TRAVIS_OS_NAME" == "linux" ]] && [[ "$CC" == "clang" ]] && [ ! -e clang/bin ]; then wget $CLANG_LINK; tar -xf `basename $CLANG_LINK`; mkdir clang; mv clang+*/* clang/; fi
-  - if [[ "$TRAVIS_OS_NAME" == "linux" ]] && [[ "$CC" == "clang" ]]; then export PATH="${LATDIR}/ci-scripts/clang/bin:${PATH}"; fi
-  - if [[ "$TRAVIS_OS_NAME" == "linux" ]] && [[ "$CC" == "clang" ]]; then export LD_LIBRARY_PATH="${LATDIR}/ci-scripts/clang/lib:${LD_LIBRARY_PATH}"; fi
-  - if [[ "$TRAVIS_OS_NAME" == "osx" ]]; then brew update; fi
-  - if [[ "$TRAVIS_OS_NAME" == "osx" ]]; then brew install gsl; fi
-  - if [[ "$TRAVIS_OS_NAME" == "osx" ]]; then brew install bison flex; export PATH="/usr/local/opt/flex/bin:/usr/local/opt/bison/bin:$PATH"; fi
-  - if [[ "$TRAVIS_OS_NAME" == "osx" ]] && [[ "$CC" == "gcc" ]]; then brew install gcc5; fi
-  
-install:
-  - export CC=$CC$VERSION
-  - export CXX=$CXX$VERSION
-  - echo $PATH
-  - which $CC
-  - $CC  --version
-  - which $CXX
-  - $CXX --version
-  - ./install-deps.sh `pwd`/local
-  - cd ..
-  - if [[ "$TRAVIS_OS_NAME" == "linux" ]]; then export LD_LIBRARY_PATH=${LATDIR}/ci-scripts/local/lib:$LD_LIBRARY_PATH; fi
-
-script:
-  - cd ci-scripts
-  - ./install-latan.sh `pwd`/local $TRAVIS_OS_NAME

CMakeLists.txt

@@ -0,0 +1,94 @@
+# package config
+cmake_minimum_required(VERSION 3.11.0)
+project(
+  LatAnalyze
+  VERSION 3.6
+  LANGUAGES C CXX)
+
+# includes
+include(CheckCXXCompilerFlag)
+include(CMakePackageConfigHelpers)
+include(FetchContent)
+include(FindPackageMessage)
+include(GNUInstallDirs)
+
+# C++ compile flags
+set(CMAKE_CXX_STANDARD 17)
+set(CMAKE_CXX_STANDARD_REQUIRED True)
+set(CMAKE_CXX_EXTENSIONS OFF)
+check_cxx_compiler_flag("-march=native" COMPILER_SUPPORTS_MARCH_NATIVE)
+if(COMPILER_SUPPORTS_MARCH_NATIVE)
+  set(MARCH_FLAG "-march=native")
+endif()
+check_cxx_compiler_flag("-mtune=native" COMPILER_SUPPORTS_MTUNE_NATIVE)
+if(COMPILER_SUPPORTS_MTUNE_NATIVE)
+  set(MTUNE_FLAG "-mtune=native")
+endif()
+set(CMAKE_CXX_FLAGS_RELEASE "-O3 -DNDEBUG ${MARCH_FLAG} ${MTUNE_FLAG}")
+set(CMAKE_CXX_FLAGS_RELWITHDEBINFO
+    "-O3 -g -DNDEBUG ${MARCH_FLAG} ${MTUNE_FLAG}")
+set(gcc_like_cxx "$<COMPILE_LANG_AND_ID:CXX,ARMClang,AppleClang,Clang,GNU,LCC>")
+add_library(compiler_flags INTERFACE)
+target_compile_features(compiler_flags INTERFACE cxx_std_17)
+target_compile_options(
+  compiler_flags
+  INTERFACE "$<${gcc_like_cxx}:-Wall;-Wextra;-Wshadow;-Wformat=2;-Wunused>")
+
+# position idependent code
+set(CMAKE_POSITION_INDEPENDENT_CODE ON)
+
+# installation rpath setup
+set(CMAKE_INSTALL_RPATH "${CMAKE_INSTALL_PREFIX}/${CMAKE_INSTALL_LIBDIR}")
+
+# fetch and create symbolic link to Eigen headers
+set(FETCHCONTENT_BASE_DIR ${CMAKE_BINARY_DIR}/deps)
+FetchContent_Declare(
+  Eigen3
+  GIT_REPOSITORY https://gitlab.com/libeigen/eigen.git
+  GIT_TAG 3.4.0)
+FetchContent_GetProperties(Eigen3)
+if(NOT eigen3_POPULATED)
+  FetchContent_Populate(Eigen3)
+  message(STATUS "Eigen3 fetched")
+endif()
+file(CREATE_LINK ${eigen3_SOURCE_DIR}/Eigen
+     ${CMAKE_SOURCE_DIR}/lib/LatAnalyze/Eigen SYMBOLIC)
+
+# dependencies
+find_package(Threads REQUIRED)
+find_package(GSL REQUIRED)
+find_package(HDF5 REQUIRED COMPONENTS C CXX)
+find_package(Minuit2 QUIET)
+if(Minuit2_FOUND)
+  set(Minuit2_MSG "yes")
+  find_package_message(
+    Minuit2
+    "Found Minuit2: ${Minuit2_DIR} (found version \"${Minuit2_VERSION}\")" " ")
+else()
+  set(Minuit2_MSG "no")
+  message(STATUS "Minuit2 not found")
+endif()
+find_package(NLopt QUIET)
+if(NLopt_FOUND)
+  set(NLopt_MSG "yes")
+  find_package_message(
+    NLopt "Found NLopt: ${NLopt_DIR} (found version \"${NLopt_VERSION}\")" " ")
+else()
+  set(NLopt_MSG "no")
+  message(STATUS "NLopt not found")
+endif()
+
+# subdirectories
+add_subdirectory(lib)
+add_subdirectory(examples)
+add_subdirectory(physics)
+add_subdirectory(utils)
+
+# summary
+message(STATUS "---------------------------")
+message(STATUS "LatAnalyze v${PROJECT_VERSION} configured")
+message(STATUS "---------------------------")
+message(STATUS "    install prefix: ${CMAKE_INSTALL_PREFIX}")
+message(STATUS "Minuit2 minimisers: ${Minuit2_MSG}")
+message(STATUS "  NLopt minimisers: ${NLopt_MSG}")
+message(STATUS "---------------------------")

Makefile.am

@@ -1,3 +0,0 @@
-SUBDIRS = lib utils physics examples
-
-ACLOCAL_AMFLAGS = -I .buildutils/m4

Readme.md

@@ -1,37 +1,21 @@
 # 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>
+[![License: GPL v3](https://img.shields.io/badge/License-GPLv3-blue.svg)](https://www.gnu.org/licenses/gpl-3.0) [![DOI](https://zenodo.org/badge/10201777.svg)](https://zenodo.org/badge/latestdoi/10201777) [![Build Ubuntu](https://github.com/aportelli/LatAnalyze/actions/workflows/build-ubuntu.yml/badge.svg)](https://github.com/aportelli/LatAnalyze/actions/workflows/build-ubuntu.yml) [![Build macOS](https://github.com/aportelli/LatAnalyze/actions/workflows/build-macos.yml/badge.svg)](https://github.com/aportelli/LatAnalyze/actions/workflows/build-macos.yml)
 
 ## Description
-LatAnalyze is a C++11 library for statistical data analysis based on bootstrap
+LatAnalyze is a C++14 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.
+Sadly a proper documentation was never written, but some comprehensive examples covering several key 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).
+* Data I/O in ASCII, XML, and HDF5.
+* High-level wrappers to minimisation routines from the [GSL](http://www.gnu.org/software/gsl/), [Minuit 2](https://github.com/root-project/root/tree/master/math/minuit2) (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.
@@ -40,21 +24,130 @@ The main features are the following:
 ## 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).
+LatAnalyze is written in C++14. It has been successfully built on various Unix platform using reasonably recent versions of Clang or GCC.
+The only strict dependencies are the [GSL](http://www.gnu.org/software/gsl/) and [HDF5](https://www.hdfgroup.org/HDF5/) (built with C++ support).
+Additionally, cmake (from 3.11), 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 [Minuit 2](https://github.com/root-project/root/tree/master/math/minuit2) and [NLopt](http://ab-initio.mit.edu/wiki/index.php/NLopt).
 
+LatAnalyze is built through CMake. Below are example instructions for compiling and installing LatAnalyze. 
 
+### Portable quick installation
 For a quick installation with all possible extensions execute: 
 ```
-./install-latan.sh <prefix> {osx|linux}
+./install-latan.sh <prefix>
 ``` 
-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).
+in the `ci-scripts` directory where `<prefix>` is where you want LatAnalyze (and its dependencies) to be installed. This script will automatically download, build and install GSL, HDF5, Minuit, and NLopt.
 
-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`.
+### Quick installation on macOS with dependencies through Homebrew
+All the dependencies of LatAnalyze can be installed through the [Homebrew](https://brew.sh) package manager.
+```
+brew install automake autoconf libtool bison flex gsl minuit2 nlopt hdf5
+```
+Then build the library with `cmake`
+```
+mkdir build
+cd build
+cmake -DCMAKE_INSTALL_PREFIX=<prefix> -DCMAKE_BUILD_TYPE=Release ..
+make -j <n>
+make install
+```
+where `<prefix>` should be replaced by the desired prefix for LatAnalyze installation, and `<n>` is the number of parallel build processes.
+
+### Dependencies through Homebrew/Linuxbrew
+If you use Homebrew/Linuxbrew to manage packages, the following command can install all the dependencies of LatAnalyze (including optional ones)
+
+## Using LatAnalyze in CMake projects
+When LatAnalyze is installed, the necessary CMake module configuration files to link against the library are available in the installation prefix.
+
+To link against LatAnalyze in a downstream CMake project, simply use
+```cmake
+find_package(LatAnalyze)
+target_link_libraries(<my_app> LatAnalyze::LatAnalyze)
+```
+where `<my_app>` is a CMake target. If LatAnalyze was installed in a non-standard prefix, you might have to set `CMAKE_PREFIX_PATH` accordingly for `find_package` to be successful.
+
+You can additionally modify the `find_package` to ensure specific components are supported
+```cmake
+find_package(LatAnalyze REQUIRED COMPONENTS <...>)
+```
+where `<...>` is a space separated list of components. Currently available components are
+- `MINUIT2`: Minuit 2 minimisers
+- `NLOPT`: NLopt minimisers
 
 ## History
+#### v3.6
+Build system:
+* automake build discontinued, now using CMake
+* CI through GitHub Actions
+
+Additions:
+* Discrete wavelet transform
+* Thread pools
+* Correlation dynamic range (CDR) calculation
+* Data filtering and CDR optimisation
+
+Changes:
+* Significant optimisation of covariance matrix calculation
+* Covariance matrix available for any `StatArray` (not only resampled arrays)
+
+#### v3.5.1
+Various fixes and cleaning of outdated code.
+
+#### v3.5
+Additions:
+* 'Impulse' & line type plots
+* Plot line width & dash modifiers
+* Plot palettes (`category10` by default)
+* Multivariate Gaussian RNG
+* 2-pt fitter 'scan' mode over all possible fit ranges
+* Command line utility for plotting data
+
+Changes:
+* Complete overhaul of the header structure
+* Integration of LatCore in LatAnalyze
+* p-value is now a 2-sided chi^2 test, 1-sided value kept as 'chi^2 CCDF'
+
+Fixes:
+* Matrix plot data now saving correctly
+* Many compatibility fixes
+
+#### v3.4
+Additions:
+* `latan-config` utility to easily compile LatAnalyze-based programs
+* Linear and constant models to the 2-point fitter
+
+Changes:
+* HDF5 is now a compulsory dependency
+
+Fixes:
+* Variance matrix computation fix.
+
+#### v3.3
+Additions:
+* Sample plot CL utility.
+* Infinity as a math constant.
+* Option to dump bootstrap sequence while resampling.
+* FFT through the GSL.
+
+Changes:
+* GSL integrator accepts infinite bounds.
+* `latan-sample-combine` accepts mixes of `DSample` and `DMatSample`.
+* More general `latan-sample-element` command.
+
+#### v3.2.2
+Additions:
+* The math interpreter supports `inf` for infinity.
+
+Changes:
+* Vector version of `setUnidimData`.
+
+Fixes:
+* Variance matrix computation fix.
+
+#### v3.2.1
+Fixes:
+* Wrong argument number check in `latan-resample`
+
 #### v3.2 (needs LatCore 1.1)
 Additions:
 * 2-pt function fitter `latan-2pt-fit`
@@ -90,4 +183,4 @@ Fixes:
 #### 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.**
+**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.**

acinclude.m4

@@ -1,542 +0,0 @@
-AC_DEFUN([AX_GCC_OPTION], [
-AC_REQUIRE([AC_PROG_CC])
-
-AC_MSG_CHECKING([if gcc accepts $1 option])
-
-AS_IF([ test "x$GCC" = "xyes" ],[
-AS_IF([ test -z "$3" ],[
-ax_gcc_option_test="int main()
-{
-return 0;
-}"
-],[
-ax_gcc_option_test="$3"
-])
-
-# Dump the test program to file
-cat <<EOF > conftest.c
-$ax_gcc_option_test
-EOF
-
-# Dump back the file to the log, useful for debugging purposes
-AC_TRY_COMMAND(cat conftest.c 1>&AS_MESSAGE_LOG_FD)
-
-AS_IF([ AC_TRY_COMMAND($CC $2 $1 -c conftest.c 1>&AS_MESSAGE_LOG_FD) ],[
-AC_MSG_RESULT([yes])
-$4
-],[
-AC_MSG_RESULT([no])
-$5
-])
-],[
-AC_MSG_RESULT([no gcc available])
-])
-])
-
-AC_DEFUN([AX_GCC_VERSION], [
-GCC_VERSION=""
-AX_GCC_OPTION([-dumpversion],[],[],[
-ax_gcc_version_option=yes
-],[
-ax_gcc_version_option=no
-])
-AS_IF([test "x$GCC" = "xyes"],[
-AS_IF([test "x$ax_gcc_version_option" != "xno"],[
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-ax_cv_gcc_version="`$CC -dumpversion`"
-AS_IF([test "x$ax_cv_gcc_version" = "x"],[
-ax_cv_gcc_version=""
-])
-])
-GCC_VERSION=$ax_cv_gcc_version
-])
-])
-AC_SUBST([GCC_VERSION])
-])
-
-AC_DEFUN([AX_GXX_VERSION], [
-GXX_VERSION=""
-AX_GCC_OPTION([-dumpversion],[],[],[
-ax_gcc_version_option=yes
-],[
-ax_gcc_version_option=no
-])
-AS_IF([test "x$GXX" = "xyes"],[
-AS_IF([test "x$ax_gxx_version_option" != "no"],[
-AC_CACHE_CHECK([gxx version],[ax_cv_gxx_version],[
-ax_cv_gxx_version="`$CXX -dumpversion`"
-AS_IF([test "x$ax_cv_gxx_version" = "x"],[
-ax_cv_gxx_version=""
-])
-])
-GXX_VERSION=$ax_cv_gxx_version
-])
-])
-AC_SUBST([GXX_VERSION])
-])
-
-AC_DEFUN([AX_COMPILER_VENDOR],
-[
-AC_CACHE_CHECK([for _AC_LANG compiler vendor], ax_cv_[]_AC_LANG_ABBREV[]_compiler_vendor,
-[ax_cv_[]_AC_LANG_ABBREV[]_compiler_vendor=unknown
-# note: don't check for gcc first since some other compilers define __GNUC__
-for ventest in intel:__ICC,__ECC,__INTEL_COMPILER ibm:__xlc__,__xlC__,__IBMC__,__IBMCPP__ pathscale:__PATHCC__,__PATHSCALE__ gnu:__GNUC__ sun:__SUNPRO_C,__SUNPRO_CC hp:__HP_cc,__HP_aCC dec:__DECC,__DECCXX,__DECC_VER,__DECCXX_VER borland:__BORLANDC__,__TURBOC__ comeau:__COMO__ cray:_CRAYC kai:__KCC lcc:__LCC__ metrowerks:__MWERKS__ sgi:__sgi,sgi microsoft:_MSC_VER watcom:__WATCOMC__ portland:__PGI; do
-vencpp="defined("`echo $ventest | cut -d: -f2 | sed 's/,/) || defined(/g'`")"
-AC_COMPILE_IFELSE([AC_LANG_PROGRAM(,[
-#if !($vencpp)
-thisisanerror;
-#endif
-])], [ax_cv_]_AC_LANG_ABBREV[_compiler_vendor=`echo $ventest | cut -d: -f1`; break])
-done
-])
-])
-
-# ============================================================================
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-# ============================================================================
-#
-# SYNOPSIS
-#
-#   AX_CXX_COMPILE_STDCXX_11([ext|noext],[mandatory|optional])
-#
-# DESCRIPTION
-#
-#   Check for baseline language coverage in the compiler for the C++11
-#   standard; if necessary, add switches to CXXFLAGS to enable support.
-#
-#   The first argument, if specified, indicates whether you insist on an
-#   extended mode (e.g. -std=gnu++11) or a strict conformance mode (e.g.
-#   -std=c++11).  If neither is specified, you get whatever works, with
-#   preference for an extended mode.
-#
-#   The second argument, if specified 'mandatory' or if left unspecified,
-#   indicates that baseline C++11 support is required and that the macro
-#   should error out if no mode with that support is found.  If specified
-#   'optional', then configuration proceeds regardless, after defining
-#   HAVE_CXX11 if and only if a supporting mode is found.
-#
-# LICENSE
-#
-#   Copyright (c) 2008 Benjamin Kosnik <bkoz@redhat.com>
-#   Copyright (c) 2012 Zack Weinberg <zackw@panix.com>
-#   Copyright (c) 2013 Roy Stogner <roystgnr@ices.utexas.edu>
-#   Copyright (c) 2014 Alexey Sokolov <sokolov@google.com>
-#
-#   Copying and distribution of this file, with or without modification, are
-#   permitted in any medium without royalty provided the copyright notice
-#   and this notice are preserved. This file is offered as-is, without any
-#   warranty.
-
-m4_define([_AX_CXX_COMPILE_STDCXX_11_testbody], [[
-  template <typename T>
-    struct check
-    {
-      static_assert(sizeof(int) <= sizeof(T), "not big enough");
-    };
-
-    struct Base {
-    virtual void f() {}
-    };
-    struct Child : public Base {
-    virtual void f() override {}
-    };
-
-    typedef check<check<bool>> right_angle_brackets;
-
-    int a;
-    decltype(a) b;
-
-    typedef check<int> check_type;
-    check_type c;
-    check_type&& cr = static_cast<check_type&&>(c);
-
-    auto d = a;
-    auto l = [](){};
-]])
-
-AC_DEFUN([AX_CXX_COMPILE_STDCXX_11], [dnl
-  m4_if([$1], [], [],
-        [$1], [ext], [],
-        [$1], [noext], [],
-        [m4_fatal([invalid argument `$1' to AX_CXX_COMPILE_STDCXX_11])])dnl
-  m4_if([$2], [], [ax_cxx_compile_cxx11_required=true],
-        [$2], [mandatory], [ax_cxx_compile_cxx11_required=true],
-        [$2], [optional], [ax_cxx_compile_cxx11_required=false],
-        [m4_fatal([invalid second argument `$2' to AX_CXX_COMPILE_STDCXX_11])])
-  AC_LANG_PUSH([C++])dnl
-  ac_success=no
-  AC_CACHE_CHECK(whether $CXX supports C++11 features by default,
-  ax_cv_cxx_compile_cxx11,
-  [AC_COMPILE_IFELSE([AC_LANG_SOURCE([_AX_CXX_COMPILE_STDCXX_11_testbody])],
-    [ax_cv_cxx_compile_cxx11=yes],
-    [ax_cv_cxx_compile_cxx11=no])])
-  if test x$ax_cv_cxx_compile_cxx11 = xyes; then
-    ac_success=yes
-  fi
-
-  m4_if([$1], [noext], [], [dnl
-  if test x$ac_success = xno; then
-    for switch in -std=gnu++11 -std=gnu++0x; do
-      cachevar=AS_TR_SH([ax_cv_cxx_compile_cxx11_$switch])
-      AC_CACHE_CHECK(whether $CXX supports C++11 features with $switch,
-                     $cachevar,
-        [ac_save_CXXFLAGS="$CXXFLAGS"
-         CXXFLAGS="$CXXFLAGS $switch"
-         AC_COMPILE_IFELSE([AC_LANG_SOURCE([_AX_CXX_COMPILE_STDCXX_11_testbody])],
-          [eval $cachevar=yes],
-          [eval $cachevar=no])
-         CXXFLAGS="$ac_save_CXXFLAGS"])
-      if eval test x\$$cachevar = xyes; then
-        CXXFLAGS="$CXXFLAGS $switch"
-        ac_success=yes
-        break
-      fi
-    done
-  fi])
-
-  m4_if([$1], [ext], [], [dnl
-  if test x$ac_success = xno; then
-    for switch in -std=c++11 -std=c++0x; do
-      cachevar=AS_TR_SH([ax_cv_cxx_compile_cxx11_$switch])
-      AC_CACHE_CHECK(whether $CXX supports C++11 features with $switch,
-                     $cachevar,
-        [ac_save_CXXFLAGS="$CXXFLAGS"
-         CXXFLAGS="$CXXFLAGS $switch"
-         AC_COMPILE_IFELSE([AC_LANG_SOURCE([_AX_CXX_COMPILE_STDCXX_11_testbody])],
-          [eval $cachevar=yes],
-          [eval $cachevar=no])
-         CXXFLAGS="$ac_save_CXXFLAGS"])
-      if eval test x\$$cachevar = xyes; then
-        CXXFLAGS="$CXXFLAGS $switch"
-        ac_success=yes
-        break
-      fi
-    done
-  fi])
-  AC_LANG_POP([C++])
-  if test x$ax_cxx_compile_cxx11_required = xtrue; then
-    if test x$ac_success = xno; then
-      AC_MSG_ERROR([*** A compiler with support for C++11 language features is required.])
-    fi
-  else
-    if test x$ac_success = xno; then
-      HAVE_CXX11=0
-      AC_MSG_NOTICE([No compiler with C++11 support was found])
-    else
-      HAVE_CXX11=1
-      AC_DEFINE(HAVE_CXX11,1,
-                [define if the compiler supports basic C++11 syntax])
-    fi
-
-    AC_SUBST(HAVE_CXX11)
-  fi
-])
-
-# ===========================================================================
-#        http://www.gnu.org/software/autoconf-archive/ax_lib_hdf5.html
-# ===========================================================================
-#
-# SYNOPSIS
-#
-#   AX_LIB_HDF5([serial/parallel])
-#
-# DESCRIPTION
-#
-#   This macro provides tests of the availability of HDF5 library.
-#
-#   The optional macro argument should be either 'serial' or 'parallel'. The
-#   former only looks for serial HDF5 installations via h5cc. The latter
-#   only looks for parallel HDF5 installations via h5pcc. If the optional
-#   argument is omitted, serial installations will be preferred over
-#   parallel ones.
-#
-#   The macro adds a --with-hdf5 option accepting one of three values:
-#
-#     no   - do not check for the HDF5 library.
-#     yes  - do check for HDF5 library in standard locations.
-#     path - complete path to the HDF5 helper script h5cc or h5pcc.
-#
-#   If HDF5 is successfully found, this macro calls
-#
-#     AC_SUBST(HDF5_VERSION)
-#     AC_SUBST(HDF5_CC)
-#     AC_SUBST(HDF5_CFLAGS)
-#     AC_SUBST(HDF5_CPPFLAGS)
-#     AC_SUBST(HDF5_LDFLAGS)
-#     AC_SUBST(HDF5_LIBS)
-#     AC_SUBST(HDF5_FC)
-#     AC_SUBST(HDF5_FFLAGS)
-#     AC_SUBST(HDF5_FLIBS)
-#     AC_DEFINE(HAVE_HDF5)
-#
-#   and sets with_hdf5="yes".  Additionally, the macro sets
-#   with_hdf5_fortran="yes" if a matching Fortran wrapper script is found.
-#   Note that Autconf's Fortran support is not used to perform this check.
-#   H5CC and H5FC will contain the appropriate serial or parallel HDF5
-#   wrapper script locations.
-#
-#   If HDF5 is disabled or not found, this macros sets with_hdf5="no" and
-#   with_hdf5_fortran="no".
-#
-#   Your configuration script can test $with_hdf to take any further
-#   actions. HDF5_{C,CPP,LD}FLAGS may be used when building with C or C++.
-#   HDF5_F{FLAGS,LIBS} should be used when building Fortran applications.
-#
-#   To use the macro, one would code one of the following in "configure.ac"
-#   before AC_OUTPUT:
-#
-#     1) dnl Check for HDF5 support
-#        AX_LIB_HDF5()
-#
-#     2) dnl Check for serial HDF5 support
-#        AX_LIB_HDF5([serial])
-#
-#     3) dnl Check for parallel HDF5 support
-#        AX_LIB_HDF5([parallel])
-#
-#   One could test $with_hdf5 for the outcome or display it as follows
-#
-#     echo "HDF5 support:  $with_hdf5"
-#
-#   You could also for example, override the default CC in "configure.ac" to
-#   enforce compilation with the compiler that HDF5 uses:
-#
-#     AX_LIB_HDF5([parallel])
-#     if test "$with_hdf5" = "yes"; then
-#             CC="$HDF5_CC"
-#     else
-#             AC_MSG_ERROR([Unable to find HDF5, we need parallel HDF5.])
-#     fi
-#
-# LICENSE
-#
-#   Copyright (c) 2009 Timothy Brown <tbrown@freeshell.org>
-#   Copyright (c) 2010 Rhys Ulerich <rhys.ulerich@gmail.com>
-#
-#   Copying and distribution of this file, with or without modification, are
-#   permitted in any medium without royalty provided the copyright notice
-#   and this notice are preserved. This file is offered as-is, without any
-#   warranty.
-
-AC_DEFUN([AX_LIB_HDF5], [
-
-AC_REQUIRE([AC_PROG_SED])
-AC_REQUIRE([AC_PROG_AWK])
-AC_REQUIRE([AC_PROG_GREP])
-
-dnl Check first argument is one of the recognized values.
-dnl Fail eagerly if is incorrect as this simplifies case statements below.
-if   test "m4_normalize(m4_default([$1],[]))" = ""        ; then
-    : # Recognized value
-elif test "m4_normalize(m4_default([$1],[]))" = "serial"  ; then
-    : # Recognized value
-elif test "m4_normalize(m4_default([$1],[]))" = "parallel"; then
-    : # Recognized value
-else
-    AC_MSG_ERROR([
-Unrecognized value for AX[]_LIB_HDF5 within configure.ac.
-If supplied, argument 1 must be either 'serial' or 'parallel'.
-])
-fi
-
-dnl Add a default --with-hdf5 configuration option.
-AC_ARG_WITH([hdf5],
-  AS_HELP_STRING(
-    [--with-hdf5=[yes/no/PATH]],
-    m4_case(m4_normalize([$1]),
-            [serial],   [location of h5cc for serial HDF5 configuration],
-            [parallel], [location of h5pcc for parallel HDF5 configuration],
-            [location of h5cc or h5pcc for HDF5 configuration])
-  ),
-  [if test "$withval" = "no"; then
-     with_hdf5="no"
-   elif test "$withval" = "yes"; then
-     with_hdf5="yes"
-   else
-     with_hdf5="yes"
-     H5CC="$withval"
-   fi],
-   [with_hdf5="yes"]
-)
-
-dnl Set defaults to blank
-HDF5_CC=""
-HDF5_VERSION=""
-HDF5_CFLAGS=""
-HDF5_CPPFLAGS=""
-HDF5_LDFLAGS=""
-HDF5_LIBS=""
-HDF5_FC=""
-HDF5_FFLAGS=""
-HDF5_FLIBS=""
-
-dnl Try and find hdf5 compiler tools and options.
-if test "$with_hdf5" = "yes"; then
-    if test -z "$H5CC"; then
-        dnl Check to see if H5CC is in the path.
-        AC_PATH_PROGS(
-            [H5CC],
-            m4_case(m4_normalize([$1]),
-                [serial],   [h5cc],
-                [parallel], [h5pcc],
-                [h5cc h5pcc]),
-            [])
-    else
-        AC_MSG_CHECKING([Using provided HDF5 C wrapper])
-        AC_MSG_RESULT([$H5CC])
-    fi
-    AC_MSG_CHECKING([for HDF5 libraries])
-    if test ! -f "$H5CC" || test ! -x "$H5CC"; then
-        AC_MSG_RESULT([no])
-        AC_MSG_WARN(m4_case(m4_normalize([$1]),
-            [serial],  [
-Unable to locate serial HDF5 compilation helper script 'h5cc'.
-Please specify --with-hdf5=<LOCATION> as the full path to h5cc.
-HDF5 support is being disabled (equivalent to --with-hdf5=no).
-],            [parallel],[
-Unable to locate parallel HDF5 compilation helper script 'h5pcc'.
-Please specify --with-hdf5=<LOCATION> as the full path to h5pcc.
-HDF5 support is being disabled (equivalent to --with-hdf5=no).
-],            [
-Unable to locate HDF5 compilation helper scripts 'h5cc' or 'h5pcc'.
-Please specify --with-hdf5=<LOCATION> as the full path to h5cc or h5pcc.
-HDF5 support is being disabled (equivalent to --with-hdf5=no).
-]))
-        with_hdf5="no"
-        with_hdf5_fortran="no"
-    else
-        dnl Get the h5cc output
-        HDF5_SHOW=$(eval $H5CC -show)
-
-        dnl Get the actual compiler used
-        HDF5_CC=$(eval $H5CC -show | $AWK '{print $[]1}')
-        if test "$HDF5_CC" = "ccache"; then
-            HDF5_CC=$(eval $H5CC -show | $AWK '{print $[]2}')
-        fi
-
-        dnl h5cc provides both AM_ and non-AM_ options
-        dnl depending on how it was compiled either one of
-        dnl these are empty. Lets roll them both into one.
-
-        dnl Look for "HDF5 Version: X.Y.Z"
-        HDF5_VERSION=$(eval $H5CC -showconfig | $GREP 'HDF5 Version:' \
-            | $AWK '{print $[]3}')
-
-        dnl A ideal situation would be where everything we needed was
-        dnl in the AM_* variables. However most systems are not like this
-        dnl and seem to have the values in the non-AM variables.
-        dnl
-        dnl We try the following to find the flags:
-        dnl (1) Look for "NAME:" tags
-        dnl (2) Look for "H5_NAME:" tags
-        dnl (3) Look for "AM_NAME:" tags
-        dnl
-        HDF5_tmp_flags=$(eval $H5CC -showconfig \
-            | $GREP 'FLAGS\|Extra libraries:' \
-            | $AWK -F: '{printf("%s "), $[]2}' )
-
-        dnl Find the installation directory and append include/
-        HDF5_tmp_inst=$(eval $H5CC -showconfig \
-            | $GREP 'Installation point:' \
-            | $AWK '{print $[]NF}' )
-
-        dnl Add this to the CPPFLAGS
-        HDF5_CPPFLAGS="-I${HDF5_tmp_inst}/include"
-
-        dnl Now sort the flags out based upon their prefixes
-        for arg in $HDF5_SHOW $HDF5_tmp_flags ; do
-          case "$arg" in
-            -I*) echo $HDF5_CPPFLAGS | $GREP -e "$arg" 2>&1 >/dev/null \
-                  || HDF5_CPPFLAGS="$arg $HDF5_CPPFLAGS"
-              ;;
-            -L*) echo $HDF5_LDFLAGS | $GREP -e "$arg" 2>&1 >/dev/null \
-                  || HDF5_LDFLAGS="$arg $HDF5_LDFLAGS"
-              ;;
-            -l*) echo $HDF5_LIBS | $GREP -e "$arg" 2>&1 >/dev/null \
-                  || HDF5_LIBS="$arg $HDF5_LIBS"
-              ;;
-          esac
-        done
-
-        HDF5_LIBS="$HDF5_LIBS -lhdf5"
-        AC_MSG_RESULT([yes (version $[HDF5_VERSION])])
-
-        dnl See if we can compile
-        ax_lib_hdf5_save_CC=$CC
-        ax_lib_hdf5_save_CPPFLAGS=$CPPFLAGS
-        ax_lib_hdf5_save_LIBS=$LIBS
-        ax_lib_hdf5_save_LDFLAGS=$LDFLAGS
-        CC=$HDF5_CC
-        CPPFLAGS=$HDF5_CPPFLAGS
-        LIBS=$HDF5_LIBS
-        LDFLAGS=$HDF5_LDFLAGS
-        AC_CHECK_HEADER([hdf5.h], [ac_cv_hadf5_h=yes], [ac_cv_hadf5_h=no])
-        AC_CHECK_LIB([hdf5], [H5Fcreate], [ac_cv_libhdf5=yes],
-                     [ac_cv_libhdf5=no])
-        if test "$ac_cv_hadf5_h" = "no" && test "$ac_cv_libhdf5" = "no" ; then
-          AC_MSG_WARN([Unable to compile HDF5 test program])
-        fi
-        dnl Look for HDF5's high level library
-        AC_HAVE_LIBRARY([hdf5_hl], [HDF5_LIBS="$HDF5_LIBS -lhdf5_hl"], [], [])
-
-        CC=$ax_lib_hdf5_save_CC
-        CPPFLAGS=$ax_lib_hdf5_save_CPPFLAGS
-        LIBS=$ax_lib_hdf5_save_LIBS
-        LDFLAGS=$ax_lib_hdf5_save_LDFLAGS
-
-        AC_MSG_CHECKING([for matching HDF5 Fortran wrapper])
-        dnl Presume HDF5 Fortran wrapper is just a name variant from H5CC
-        H5FC=$(eval echo -n $H5CC | $SED -n 's/cc$/fc/p')
-        if test -x "$H5FC"; then
-            AC_MSG_RESULT([$H5FC])
-            with_hdf5_fortran="yes"
-            AC_SUBST([H5FC])
-
-            dnl Again, pry any remaining -Idir/-Ldir from compiler wrapper
-            for arg in `$H5FC -show`
-            do
-              case "$arg" in #(
-                -I*) echo $HDF5_FFLAGS | $GREP -e "$arg" >/dev/null \
-                      || HDF5_FFLAGS="$arg $HDF5_FFLAGS"
-                  ;;#(
-                -L*) echo $HDF5_FFLAGS | $GREP -e "$arg" >/dev/null \
-                      || HDF5_FFLAGS="$arg $HDF5_FFLAGS"
-                     dnl HDF5 installs .mod files in with libraries,
-                     dnl but some compilers need to find them with -I
-                     echo $HDF5_FFLAGS | $GREP -e "-I${arg#-L}" >/dev/null \
-                      || HDF5_FFLAGS="-I${arg#-L} $HDF5_FFLAGS"
-                  ;;
-              esac
-            done
-
-            dnl Make Fortran link line by inserting Fortran libraries
-            for arg in $HDF5_LIBS
-            do
-              case "$arg" in #(
-                -lhdf5_hl) HDF5_FLIBS="$HDF5_FLIBS -lhdf5hl_fortran $arg"
-                  ;; #(
-                -lhdf5)    HDF5_FLIBS="$HDF5_FLIBS -lhdf5_fortran $arg"
-                  ;; #(
-                *) HDF5_FLIBS="$HDF5_FLIBS $arg"
-                  ;;
-              esac
-            done
-        else
-            AC_MSG_RESULT([no])
-            with_hdf5_fortran="no"
-        fi
-
-	AC_SUBST([HDF5_VERSION])
-	AC_SUBST([HDF5_CC])
-	AC_SUBST([HDF5_CFLAGS])
-	AC_SUBST([HDF5_CPPFLAGS])
-	AC_SUBST([HDF5_LDFLAGS])
-	AC_SUBST([HDF5_LIBS])
-	AC_SUBST([HDF5_FC])
-	AC_SUBST([HDF5_FFLAGS])
-	AC_SUBST([HDF5_FLIBS])
-	AC_DEFINE([HAVE_HDF5], [1], [Defined if you have HDF5 support])
-    fi
-fi
-])
-

bootstrap.sh

@@ -1,5 +0,0 @@
-#!/usr/bin/env bash
-
-rm -rf .buildutils
-mkdir -p .buildutils/m4
-autoreconf -fvi

build.sh

@@ -1,24 +0,0 @@
-#!/bin/bash
-
-set -e
-
-PREFIX=`cat Makefile | grep '^prefix =' | awk '{print $3}'`
-case $1 in
-    '')
-        echo '-- building...'
-        make -j8
-        echo '-- installing...'
-        make uninstall 1>/dev/null
-        make install 1>/dev/null;;
-#        if [[ `basename \`pwd\`` == "lib" ]]
-#        then
-#            echo '-- creating debug symbols...'
-#            dsymutil .libs/libLatAnalyze.0.dylib -o ${PREFIX}/lib/libLatAnalyze.0.dylib.dSYM
-#        fi;;
-    'clean')
-        echo '-- cleaning...'
-        make -j8 clean;;
-    *)
-        echo 'error: unknown action' 1>&2
-        exit 1;;
-esac

ci-scripts/install-deps.sh

@@ -1,16 +1,16 @@
 #!/usr/bin/env bash
 
-if (( $# != 1 )); then
-  echo "usage: `basename $0` <prefix> {osx|linux}" 1>&2
+if (($# != 2)); then
+  echo "usage: $(basename "$0") <prefix> <ntasks>" 1>&2
   exit 1
 fi
-PREFIX=$1
+prefix=$1
+ntasks=$2
 
 set -ex
 mkdir -p local/build
-for d in nlopt minuit hdf5; do
+for d in gsl nlopt minuit hdf5; do
   if [ ! -e local/.built.${d} ]; then
-    ./install-${d}.sh ${PREFIX}
+    ./install-${d}.sh "${prefix}" "${ntasks}"
   fi
 done
-./install-latcore.sh ${PREFIX}

ci-scripts/install-gsl.sh

@@ -0,0 +1,27 @@
+#!/usr/bin/env bash
+
+name='gsl-2.6'
+
+if (($# != 2)); then
+  echo "usage: $(basename "$0") <prefix> <ntasks>" 1>&2
+  exit 1
+fi
+prefix=$1
+ntasks=$2
+
+set -ex
+init_dir=$(pwd -P)
+mkdir -p "${prefix}"
+cd "${prefix}"
+prefix=$(pwd -P)
+cd "${init_dir}/local/build"
+wget http://ftpmirror.gnu.org/gsl/${name}.tar.gz
+tar -xzvf ${name}.tar.gz
+mkdir -p ${name}/build
+cd ${name}/build
+../configure --prefix="${prefix}"
+make -j"${ntasks}"
+make install
+cd "${init_dir}/local"
+touch .built.gsl
+cd "${init_dir}"

ci-scripts/install-hdf5.sh

@@ -1,23 +1,27 @@
 #!/usr/bin/env bash
 
-NAME='hdf5-1.8.16'
+name='hdf5-1.14.3'
 
-if (( $# != 1 )); then
-  echo "usage: `basename $0` <prefix> {osx|linux}" 1>&2
+if (($# != 2)); then
+  echo "usage: $(basename "$0") <prefix> <ntasks>" 1>&2
   exit 1
 fi
-PREFIX=$1
+prefix=$1
+ntasks=$2
 
 set -ex
-INITDIR=`pwd`
-cd local/build
-wget http://www.hdfgroup.org/ftp/HDF5/releases/${NAME}/src/${NAME}.tar.gz
-tar -xzvf ${NAME}.tar.gz
-mkdir ${NAME}/build
-cd ${NAME}/build
-../configure --prefix=${PREFIX} --enable-cxx
-make -j4 
+init_dir=$(pwd -P)
+mkdir -p "${prefix}"
+cd "${prefix}"
+prefix=$(pwd -P)
+cd "${init_dir}/local/build"
+wget "https://support.hdfgroup.org/ftp/HDF5/releases/hdf5-1.14/${name}/src/${name}.tar.gz"
+tar -xzvf ${name}.tar.gz
+mkdir ${name}/build
+cd ${name}/build
+../configure --prefix="${prefix}" --enable-cxx
+make -j "${ntasks}"
 make install
-cd ${INITDIR}/local
+cd "${init_dir}/local"
 touch .built.hdf5
-cd ${INITDIR}
+cd "${init_dir}"

ci-scripts/install-latan.sh

@@ -1,19 +1,22 @@
 #!/usr/bin/env bash
 
-if (( $# != 2 )); then
-  echo "usage: `basename $0` <prefix> {osx|linux}" 1>&2
+if (($# != 2)); then
+  echo "usage: $(basename "$0") <prefix> <ntasks>" 1>&2
   exit 1
 fi
-PREFIX=$1
-OS=$2
+prefix=$1
+ntasks=$2
 
 set -ex
-./install-deps.sh ${PREFIX}
-cd ..
-./bootstrap.sh
-mkdir -p build
-cd build
-if [[ "$OS" == "osx" ]]; then EXTRA_FLAGS='--with-gsl=/usr/local'; fi
-../configure --prefix=$PREFIX --with-minuit=$PREFIX --with-nlopt=$PREFIX --with-latcore=$PREFIX --with-hdf5=$PREFIX $EXTRA_FLAGS CXXFLAGS='-O3 -march=native -mtune=native'
-make -j4
+init_dir=$(pwd -P)
+mkdir -p "${prefix}"
+cd "${prefix}"
+prefix=$(pwd -P)
+cd "${init_dir}"
+./install-deps.sh "${prefix}" "${ntasks}"
+mkdir -p "${init_dir}/local/build/latan"
+cd "${init_dir}/local/build/latan"
+cmake -DCMAKE_INSTALL_PREFIX="${prefix}" -DCMAKE_PREFIX_PATH="${prefix}" \
+  -DCMAKE_BUILD_TYPE="RelWithDebInfo" "${init_dir}/.."
+make -j "${ntasks}"
 make install

ci-scripts/install-latcore.sh

@@ -1,25 +0,0 @@
-#!/usr/bin/env bash
-
-if (( $# != 1 )); then
-  echo "usage: `basename $0` <prefix> {osx|linux}" 1>&2
-  exit 1
-fi
-PREFIX=$1
-
-set -ex
-INITDIR=`pwd`
-cd local/build
-if [ -d LatCore ]; then
-  cd LatCore
-  git pull origin master
-else  
-  git clone https://github.com/aportelli/LatCore.git
-  mkdir LatCore/build
-  cd LatCore
-  ./bootstrap.sh
-fi
-cd build
-../configure --prefix=${PREFIX}
-make -j4 
-make install
-cd ${INITDIR}

ci-scripts/install-minuit.sh

@@ -1,23 +1,26 @@
 #!/usr/bin/env bash
 
-NAME='Minuit2-5.34.14'
-
-if (( $# != 1 )); then
-  echo "usage: `basename $0` <prefix> {osx|linux}" 1>&2
+if (($# != 2)); then
+  echo "usage: $(basename "$0") <prefix> <ntasks>" 1>&2
   exit 1
 fi
-PREFIX=$1
+prefix=$1
+ntasks=$2
 
 set -ex
-INITDIR=`pwd`
-cd local/build
-wget http://www.cern.ch/mathlibs/sw/5_34_14/Minuit2/${NAME}.tar.gz
-tar -xzvf ${NAME}.tar.gz
-mkdir -p ${NAME}/build
-cd ${NAME}/build
-../configure --prefix=${PREFIX} --disable-openmp
-make -j4 
+init_dir=$(pwd -P)
+mkdir -p "${prefix}"
+cd "${prefix}"
+prefix=$(pwd -P)
+cd "${init_dir}/local/build"
+rm -rf root
+git clone https://github.com/root-project/root.git
+cd root/math/minuit2/
+mkdir build
+cd build
+cmake .. -Dminuit2_standalone=ON -DCMAKE_INSTALL_PREFIX="${prefix}"
+make -j "${ntasks}"
 make install
-cd ${INITDIR}/local
+cd "${init_dir}/local"
 touch .built.minuit
-cd ${INITDIR}
+cd "${init_dir}"

ci-scripts/install-nlopt.sh

@@ -1,23 +1,30 @@
 #!/usr/bin/env bash
 
-NAME='nlopt-2.4.2'
+name='2.6.1'
 
-if (( $# != 1 )); then
-  echo "usage: `basename $0` <prefix> {osx|linux}" 1>&2
+if (($# != 2)); then
+  echo "usage: $(basename "$0") <prefix> <ntasks>" 1>&2
   exit 1
 fi
-PREFIX=$1
+prefix=$1
+ntasks=$2
 
 set -ex
-INITDIR=`pwd`
-cd local/build
-wget http://ab-initio.mit.edu/nlopt/${NAME}.tar.gz
-tar -xzvf ${NAME}.tar.gz
-mkdir -p ${NAME}/build
-cd ${NAME}/build
-../configure --prefix=${PREFIX} --with-cxx --without-guile --without-python --without-octave --without-matlab --with-pic
-make -j4 
+init_dir=$(pwd -P)
+mkdir -p "${prefix}"
+cd "${prefix}"
+prefix=$(pwd -P)
+cd "${init_dir}/local/build"
+wget "https://github.com/stevengj/nlopt/archive/v${name}.tar.gz"
+tar -xzvf v${name}.tar.gz
+name=nlopt-${name}
+mkdir -p ${name}/build
+cd ${name}/build
+cmake -DCMAKE_INSTALL_PREFIX="${prefix}" -DCMAKE_BUILD_WITH_INSTALL_NAME_DIR=TRUE \
+  -DCMAKE_INSTALL_NAME_DIR="${prefix}/lib" -DNLOPT_PYTHON=OFF -DNLOPT_OCTAVE=OFF \
+  -DNLOPT_MATLAB=OFF -DNLOPT_GUILE=OFF -DNLOPT_SWIG=OFF ..
+make -j "${ntasks}"
 make install
-cd ${INITDIR}/local
+cd "${init_dir}/local"
 touch .built.nlopt
-cd ${INITDIR}
+cd "${init_dir}"

configure.ac

@@ -1,151 +0,0 @@
-# Process this file with autoconf to produce a configure script.
-
-# Initialization
-AC_PREREQ([2.63])
-AC_INIT([LatAnalyze],[3.2],[antonin.portelli@me.com],[LatAnalyze])
-AC_CONFIG_AUX_DIR([.buildutils])
-AC_CONFIG_SRCDIR([lib/Global.cpp])
-AC_CONFIG_SRCDIR([utils/sample_read.cpp])
-AC_CONFIG_SRCDIR([examples/exMathInterpreter.cpp])
-AC_CONFIG_MACRO_DIR([.buildutils/m4])
-AM_INIT_AUTOMAKE([1.11 -Wall -Werror foreign])
-AM_SILENT_RULES([yes])
-AC_CONFIG_HEADERS([config.h])
-AM_CONDITIONAL([HAVE_AM_MINOR_LE_11],
-               [test `automake --version | grep automake | awk -F '.' '{print $2}'` -le 11])
-# Checks for programs
-AC_PROG_CXX
-AC_PROG_AWK
-AC_PROG_CC
-AC_PROG_CPP
-AC_PROG_INSTALL
-AC_PROG_LN_S
-AC_PROG_MAKE_SET
-AC_PROG_LEX
-AC_PROG_YACC
-m4_ifdef([AM_PROG_AR],[AM_PROG_AR])
-
-LT_INIT
-
-# Options
-AC_ARG_WITH([gsl],
-    [AS_HELP_STRING([--with-gsl=prefix],
-		[try this for a non-standard install prefix of the GSL library])],
-	[AM_CXXFLAGS="$AM_CXXFLAGS -I$with_gsl/include"]
-	[AM_LDFLAGS="$AM_LDFLAGS -L$with_gsl/lib"])
-AC_ARG_WITH([minuit],
-    [AS_HELP_STRING([--with-minuit=prefix],
-		[try this for a non-standard install prefix of the Minuit2 library])],
-    [AM_CXXFLAGS="$AM_CXXFLAGS -I$with_minuit/include"]
-	[AM_LDFLAGS="$AM_LDFLAGS -L$with_minuit/lib"])
-AC_ARG_WITH([nlopt],
-    [AS_HELP_STRING([--with-nlopt=prefix],
-        [try this for a non-standard install prefix of the NLopt library])],
-    [AM_CXXFLAGS="$AM_CXXFLAGS -I$with_nlopt/include"]
-    [AM_LDFLAGS="$AM_LDFLAGS -L$with_nlopt/lib"])
-AC_ARG_WITH([hdf5],
-    [AS_HELP_STRING([--with-hdf5=prefix],
-    [try this for a non-standard install prefix of the HDF5 library])],
-    [AM_CXXFLAGS="$AM_CXXFLAGS -I$with_hdf5/include"]
-    [AM_LDFLAGS="$AM_LDFLAGS -L$with_hdf5/lib"])
-AC_ARG_WITH([latcore],
-    [AS_HELP_STRING([--with-latcore=prefix],
-    [use this option for a non-standard install prefix of the LatCore library])],
-    [AM_CXXFLAGS="$AM_CXXFLAGS -I$with_latcore/include"]
-    [AM_LDFLAGS="$AM_LDFLAGS -L$with_latcore/lib"])
-CFLAGS="$AM_CFLAGS $CFLAGS"
-CXXFLAGS="$AM_CXXFLAGS $CXXFLAGS"
-LDFLAGS="$AM_LDFLAGS $LDFLAGS"
-
-# Get compilers informations
-AX_COMPILER_VENDOR
-AC_DEFINE_UNQUOTED([C_COMP_VENDOR],["$ax_cv_c_compiler_vendor"],
-			[vendor of C compiler that will compile the code])
-AM_CONDITIONAL([CC_GNU],[test $ax_cv_c_compiler_vendor = "gnu"])
-AM_CONDITIONAL([CC_INTEL],[test $ax_cv_c_compiler_vendor = "intel"])
-AC_LANG([C++])
-AX_CXX_COMPILE_STDCXX_11([noext],[mandatory])
-AX_COMPILER_VENDOR
-AC_DEFINE_UNQUOTED([CXX_COMP_VENDOR],["$ax_cv_cxx_compiler_vendor"],
-			[vendor of C++ compiler that will compile the code])
-AM_CONDITIONAL([CXX_GNU],[test $ax_cv_cxx_compiler_vendor = "gnu"])
-AM_CONDITIONAL([CXX_INTEL],[test $ax_cv_cxx_compiler_vendor = "intel"])
-AX_GCC_VERSION
-AC_DEFINE_UNQUOTED([GCC_VERSION],["$GCC_VERSION"],
-			[version of gcc that will compile the code])
-AX_GXX_VERSION
-AC_DEFINE_UNQUOTED([GXX_VERSION],["$GXX_VERSION"],
-			[version of g++ that will compile the code])
-
-# Checks for libraries.
-AC_CHECK_LIB([m],[cos],[],[AC_MSG_ERROR([libm library not found])])
-AC_CHECK_LIB([gslcblas],[cblas_dgemm],[],
-             [AC_MSG_ERROR([GSL CBLAS library not found])])
-AC_CHECK_LIB([gsl],[gsl_blas_dgemm],[],[AC_MSG_ERROR([GSL library not found])])
-AC_CHECK_LIB([nlopt_cxx],[nlopt_create],
-    [AC_DEFINE([HAVE_NLOPT],
-    [1],
-    [Define to 1 if you have the `NLopt' library (-lnlopt_cxx).])]
-    [have_nlopt=true]
-    [LIBS="$LIBS -lnlopt_cxx"],[])
-AM_CONDITIONAL([HAVE_NLOPT], [test x$have_nlopt = xtrue])
-AC_CHECK_LIB([hdf5_cpp],[H5Fopen],
-    [AC_DEFINE([HAVE_HDF5],
-    [1],
-    [Define to 1 if you have the `HDF5' library (-lhdf5_cpp).])]
-    [have_hdf5=true]
-    [LIBS="$LIBS -lhdf5_cpp -lhdf5"],[],[-lhdf5])
-AM_CONDITIONAL([HAVE_HDF5], [test x$have_hdf5 = xtrue])
-SAVED_LDFLAGS=$LDFLAGS
-LDFLAGS="$LDFLAGS -lMinuit2"
-AC_MSG_CHECKING([for ROOT::Minuit2::BasicMinimumError in -lMinuit2]);
-AC_LINK_IFELSE(
-	[AC_LANG_PROGRAM([#include <Minuit2/BasicMinimumError.h>],
-	[ROOT::Minuit2::BasicMinimumError dummy(0)])],
-	[LIBS="$LIBS -lMinuit2"]
-	[AC_DEFINE([HAVE_MINUIT2],
-				[1],
-				[Define to 1 if you have the `Minuit2' library (-lMinuit2).])]
-    [have_minuit=true]
-	[AC_MSG_RESULT([yes])],
-	[have_minuit=false]
-    [AC_MSG_RESULT([no])])
-AM_CONDITIONAL([HAVE_MINUIT], [test x$have_minuit = xtrue])
-LDFLAGS=$SAVED_LDFLAGS
-SAVED_LDFLAGS=$LDFLAGS
-LDFLAGS="$LDFLAGS -lLatCore"
-AC_MSG_CHECKING([for LatCore::XmlReader in -lLatCore]);
-AC_LINK_IFELSE(
-	[AC_LANG_PROGRAM([#include <LatCore/XmlReader.hpp>],
-    [LatCore::XmlReader dummy()])],
-	[LIBS="$LIBS -lLatCore"]
-	[AC_MSG_RESULT([yes])],
-    [AC_MSG_RESULT([no])]
-    [AC_MSG_ERROR([LatCore library not found])])
-LDFLAGS=$SAVED_LDFLAGS
-
-# Checks for header files.
-AC_HEADER_STDC
-
-AC_SUBST([LIBS])
-AC_SUBST([AM_CFLAGS])
-AC_SUBST([AM_LDFLAGS])
-
-AC_CONFIG_FILES([Makefile lib/Makefile utils/Makefile physics/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/CMakeLists.txt

@@ -0,0 +1,21 @@
+set(EXAMPLES_STEM
+    exCompiledDoubleFunction
+    exDerivative
+    exDWT
+    exFit
+    exFitSample
+    exIntegrator
+    exInterp
+    exMat
+    exMathInterpreter
+    exMin
+    exPlot
+    exPValue
+    exRand
+    exRootFinder
+    exThreadPool)
+
+foreach(_stem ${EXAMPLES_STEM})
+  add_executable(${_stem} ${_stem}.cpp)
+  target_link_libraries(${_stem} LatAnalyze compiler_flags)
+endforeach()

examples/LatAnalyze

@@ -1 +0,0 @@
-../lib

examples/Makefile.am

@@ -1,71 +0,0 @@
-if CXX_GNU
-    COM_CXXFLAGS = -Wall -W -pedantic -Wno-deprecated-declarations
-else
-if CXX_INTEL
-    COM_CXXFLAGS = -wd1682 -Wall
-endif
-endif
-
-noinst_PROGRAMS =           \
-    exCompiledDoubleFunction\
-    exDerivative            \
-    exFit                   \
-    exFitSample             \
-    exIntegrator            \
-    exInterp                \
-    exMat                   \
-    exMathInterpreter       \
-    exMin                   \
-    exPlot                  \
-    exRand                  \
-    exRootFinder
-
-exCompiledDoubleFunction_SOURCES  = exCompiledDoubleFunction.cpp
-exCompiledDoubleFunction_CXXFLAGS = $(COM_CXXFLAGS)
-exCompiledDoubleFunction_LDFLAGS  = -L../lib/.libs -lLatAnalyze
-
-exDerivative_SOURCES              = exDerivative.cpp
-exDerivative_CXXFLAGS             = $(COM_CXXFLAGS)
-exDerivative_LDFLAGS              = -L../lib/.libs -lLatAnalyze
-
-exFit_SOURCES                     = exFit.cpp
-exFit_CXXFLAGS                    = $(COM_CXXFLAGS)
-exFit_LDFLAGS                     = -L../lib/.libs -lLatAnalyze
-
-exFitSample_SOURCES               = exFitSample.cpp
-exFitSample_CXXFLAGS              = $(COM_CXXFLAGS)
-exFitSample_LDFLAGS               = -L../lib/.libs -lLatAnalyze
-
-exInterp_SOURCES                  = exInterp.cpp
-exInterp_CXXFLAGS                 = $(COM_CXXFLAGS)
-exInterp_LDFLAGS                  = -L../lib/.libs -lLatAnalyze
-
-exIntegrator_SOURCES              = exIntegrator.cpp
-exIntegrator_CXXFLAGS             = $(COM_CXXFLAGS)
-exIntegrator_LDFLAGS              = -L../lib/.libs -lLatAnalyze
-
-exMat_SOURCES                     = exMat.cpp
-exMat_CXXFLAGS                    = $(COM_CXXFLAGS)
-exMat_LDFLAGS                     = -L../lib/.libs -lLatAnalyze
-
-exMin_SOURCES                     = exMin.cpp
-exMin_CXXFLAGS                    = $(COM_CXXFLAGS)
-exMin_LDFLAGS                     = -L../lib/.libs -lLatAnalyze
-
-exMathInterpreter_SOURCES         = exMathInterpreter.cpp
-exMathInterpreter_CXXFLAGS        = $(COM_CXXFLAGS)
-exMathInterpreter_LDFLAGS         = -L../lib/.libs -lLatAnalyze
-
-exPlot_SOURCES                    = exPlot.cpp
-exPlot_CXXFLAGS                   = $(COM_CXXFLAGS)
-exPlot_LDFLAGS                    = -L../lib/.libs -lLatAnalyze
-
-exRand_SOURCES                    = exRand.cpp
-exRand_CXXFLAGS                   = $(COM_CXXFLAGS)
-exRand_LDFLAGS                    = -L../lib/.libs -lLatAnalyze
-
-exRootFinder_SOURCES              = exRootFinder.cpp
-exRootFinder_CXXFLAGS             = $(COM_CXXFLAGS)
-exRootFinder_LDFLAGS              = -L../lib/.libs -lLatAnalyze
-
-ACLOCAL_AMFLAGS = -I .buildutils/m4

examples/exCompiledDoubleFunction.cpp

@@ -1,4 +1,4 @@
-#include <LatAnalyze/CompiledFunction.hpp>
+#include <LatAnalyze/Functional/CompiledFunction.hpp>
 
 using namespace std;
 using namespace Latan;

examples/exDWT.cpp

@@ -0,0 +1,28 @@
+#include <LatAnalyze/Numerical/DWT.hpp>
+
+using namespace std;
+using namespace Latan;
+
+int main(void)
+{
+    DVec                  data, dataRec;
+    vector<DWT::DWTLevel> dataDWT;
+    DWT                   dwt(DWTFilters::db3);
+
+    cout << "-- random data" << endl;
+    data.setRandom(16);
+    cout << data.transpose() << endl;
+    cout << "-- compute Daubechies 3 DWT" << endl;
+    dataDWT = dwt.forward(data, 4);
+    for (unsigned int l = 0; l < dataDWT.size(); ++l)
+    {
+        cout << "* level " << l << endl;
+        cout << "L= " << dataDWT[l].first.transpose() << endl;
+        cout << "H= " << dataDWT[l].second.transpose() << endl;
+    }
+    cout << "-- check inverse DWT" << endl;
+    dataRec = dwt.backward(dataDWT);
+    cout << "rel diff = " << 2.*(data - dataRec).norm()/(data + dataRec).norm() << endl;
+
+    return EXIT_SUCCESS;
+}

examples/exDerivative.cpp

@@ -1,6 +1,6 @@
-#include <LatAnalyze/Derivative.hpp>
-#include <LatAnalyze/CompiledFunction.hpp>
-#include <LatAnalyze/Math.hpp>
+#include <LatAnalyze/Numerical/Derivative.hpp>
+#include <LatAnalyze/Functional/CompiledFunction.hpp>
+#include <LatAnalyze/Core/Math.hpp>
 
 using namespace std;
 using namespace Latan;

examples/exFit.cpp

@@ -1,10 +1,10 @@
 #include <iostream>
 #include <cmath>
-#include <LatAnalyze/CompiledModel.hpp>
-#include <LatAnalyze/Io.hpp>
-#include <LatAnalyze/GslMinimizer.hpp>
-#include <LatAnalyze/Plot.hpp>
-#include <LatAnalyze/XYStatData.hpp>
+#include <LatAnalyze/Functional/CompiledModel.hpp>
+#include <LatAnalyze/Io/Io.hpp>
+#include <LatAnalyze/Numerical/GslMinimizer.hpp>
+#include <LatAnalyze/Core/Plot.hpp>
+#include <LatAnalyze/Statistics/XYStatData.hpp>
 
 using namespace std;
 using namespace Latan;

examples/exFitSample.cpp

@@ -1,7 +1,7 @@
-#include <LatAnalyze/CompiledModel.hpp>
-#include <LatAnalyze/GslMinimizer.hpp>
-#include <LatAnalyze/Plot.hpp>
-#include <LatAnalyze/XYSampleData.hpp>
+#include <LatAnalyze/Functional/CompiledModel.hpp>
+#include <LatAnalyze/Numerical/GslMinimizer.hpp>
+#include <LatAnalyze/Core/Plot.hpp>
+#include <LatAnalyze/Statistics/XYSampleData.hpp>
 
 using namespace std;
 using namespace Latan;

examples/exIntegrator.cpp

@@ -1,5 +1,5 @@
-#include <LatAnalyze/CompiledFunction.hpp>
-#include <LatAnalyze/GslQagsIntegrator.hpp>
+#include <LatAnalyze/Functional/CompiledFunction.hpp>
+#include <LatAnalyze/Numerical/GslQagsIntegrator.hpp>
 
 using namespace std;
 using namespace Latan;

examples/exInterp.cpp

@@ -1,4 +1,4 @@
-#include <LatAnalyze/TabFunction.hpp>
+#include <LatAnalyze/Functional/TabFunction.hpp>
 
 int main(void)
 {

examples/exMat.cpp

@@ -1,6 +1,6 @@
-#include <LatAnalyze/Io.hpp>
-#include <LatAnalyze/Mat.hpp>
-#include <LatAnalyze/Math.hpp>
+#include <LatAnalyze/Io/Io.hpp>
+#include <LatAnalyze/Core/Mat.hpp>
+#include <LatAnalyze/Core/Math.hpp>
 
 using namespace std;
 using namespace Latan;

examples/exMathInterpreter.cpp

@@ -1,5 +1,5 @@
-#include <LatAnalyze/Math.hpp>
-#include <LatAnalyze/MathInterpreter.hpp>
+#include <LatAnalyze/Core/Math.hpp>
+#include <LatAnalyze/Core/MathInterpreter.hpp>
 
 using namespace std;
 using namespace Latan;

examples/exMin.cpp

@@ -1,5 +1,5 @@
-#include <LatAnalyze/CompiledFunction.hpp>
-#include <LatAnalyze/GslMinimizer.hpp>
+#include <LatAnalyze/Functional/CompiledFunction.hpp>
+#include <LatAnalyze/Numerical/GslMinimizer.hpp>
 
 using namespace std;
 using namespace Latan;

examples/exPValue.cpp

@@ -0,0 +1,23 @@
+#include <LatAnalyze/Core/Math.hpp>
+
+using namespace std;
+using namespace Latan;
+
+int main(int argc, char* argv[])
+{
+    double chi2, ndof;
+
+    if (argc != 3)
+    {
+        cerr << "usage: " << argv[0] << " <chi^2> <ndof>" << endl;
+        
+        return EXIT_FAILURE;
+    }
+    chi2 = strTo<double>(argv[1]);
+    ndof = strTo<double>(argv[2]);
+
+    cout << "Two-sided p-value: " << Math::chi2PValue(chi2, ndof) << endl;
+    cout << "chi^2 CCDF       : " << Math::chi2Ccdf(chi2, ndof) << endl;
+
+    return EXIT_SUCCESS;
+}

examples/exPlot.cpp

@@ -1,7 +1,7 @@
-#include <LatAnalyze/CompiledFunction.hpp>
-#include <LatAnalyze/Math.hpp>
-#include <LatAnalyze/Plot.hpp>
-#include <LatAnalyze/TabFunction.hpp>
+#include <LatAnalyze/Functional/CompiledFunction.hpp>
+#include <LatAnalyze/Core/Math.hpp>
+#include <LatAnalyze/Core/Plot.hpp>
+#include <LatAnalyze/Functional/TabFunction.hpp>
 
 using namespace std;
 using namespace Latan;

examples/exRand.cpp

@@ -1,11 +1,15 @@
-#include <LatAnalyze/Io.hpp>
-#include <LatAnalyze/CompiledFunction.hpp>
-#include <LatAnalyze/Plot.hpp>
+#include <LatAnalyze/Io/Io.hpp>
+#include <LatAnalyze/Functional/CompiledFunction.hpp>
+#include <LatAnalyze/Core/Plot.hpp>
+#include <LatAnalyze/Statistics/Random.hpp>
+#include <LatAnalyze/Statistics/MatSample.hpp>
 
 using namespace std;
 using namespace Latan;
 
+constexpr Index  n             = 8;
 constexpr Index  nDraw         = 20000;
+constexpr Index  nSample       = 2000;
 const     string stateFileName = "exRand.seed";
 
 int main(void)
@@ -36,5 +40,24 @@ int main(void)
     p << PlotFunction(compile("return exp(-x_0^2/2)/sqrt(2*pi);", 1), -5., 5.);
     p.display();
 
+    DMat       var(n, n);
+    DVec       mean(n);
+    DMatSample sample(nSample, n, 1);
+
+    cout << "-- generating " << nSample << " Gaussian random vectors..." << endl;
+    var   = DMat::Random(n, n);
+    var  *= var.adjoint();
+    mean  = DVec::Random(n); 
+    RandomNormal mgauss(mean, var, rd());
+    sample[central] = mgauss();
+    FOR_STAT_ARRAY(sample, s)
+    {
+        sample[s] = mgauss();
+    }
+    cout << "* original variance matrix:\n" << var << endl;
+    cout << "* measured variance matrix:\n" << sample.varianceMatrix() << endl;
+    cout << "* original mean:\n" << mean << endl;
+    cout << "* measured mean:\n" << sample.mean() << endl;
+
     return EXIT_SUCCESS;
 }

examples/exRootFinder.cpp

@@ -1,5 +1,5 @@
-#include <LatAnalyze/Function.hpp>
-#include <LatAnalyze/GslHybridRootFinder.hpp>
+#include <LatAnalyze/Functional/Function.hpp>
+#include <LatAnalyze/Numerical/GslHybridRootFinder.hpp>
 
 using namespace std;
 using namespace Latan;
@@ -7,8 +7,8 @@ using namespace Latan;
 int main(void)
 {
     constexpr double a = 1., b = 10.;
-    DoubleFunction f1([a](const double *x){return a*(1.-x[0]);}, 2);
-    DoubleFunction f2([b](const double *x){return b*(x[1]-x[0]*x[0]);}, 2);
+    DoubleFunction f1([](const double *x){return a*(1.-x[0]);}, 2);
+    DoubleFunction f2([](const double *x){return b*(x[1]-x[0]*x[0]);}, 2);
     vector<DoubleFunction *> system = {&f1, &f2};
     GslHybridRootFinder solve;
     DVec init(2), x;

examples/exThreadPool.cpp

@@ -0,0 +1,29 @@
+#include <LatAnalyze/Core/ThreadPool.hpp>
+
+using namespace std;
+using namespace Latan;
+
+int main(void)
+{
+    ThreadPool pool;
+
+    cout << "Using " << pool.getThreadNum() << " threads" << endl;
+    for (unsigned int i = 1; i <= 20; ++i)
+    {
+        pool.addJob([i, &pool](void)
+        {
+            pool.critical([i](void)
+            {
+                cout << "job " << i << " wait for " << i*100 << " ms" << endl;
+            });
+            this_thread::sleep_for(chrono::milliseconds(i*100));
+            pool.critical([i](void)
+            {
+                cout << "job " << i << " done" << endl;
+            });
+        });
+    }
+    pool.terminate();
+
+    return EXIT_SUCCESS;
+}

lib/CMakeLists.txt

@@ -0,0 +1,101 @@
+# config.h header for package version and name
+execute_process(
+  COMMAND git rev-parse --short HEAD
+  OUTPUT_VARIABLE LATAN_SHORT_SHA
+  OUTPUT_STRIP_TRAILING_WHITESPACE)
+execute_process(
+  COMMAND git rev-parse HEAD
+  OUTPUT_VARIABLE LATAN_SHA
+  OUTPUT_STRIP_TRAILING_WHITESPACE)
+execute_process(
+  COMMAND git rev-parse --abbrev-ref HEAD
+  OUTPUT_VARIABLE LATAN_BRANCH
+  OUTPUT_STRIP_TRAILING_WHITESPACE)
+configure_file(config.h.in ${CMAKE_CURRENT_BINARY_DIR}/config.h @ONLY)
+
+# find bison & flex
+find_package(BISON REQUIRED)
+find_package(FLEX REQUIRED)
+
+# ASCII parser
+bison_target(
+  AsciiParser LatAnalyze/Io/AsciiParser.ypp
+  ${CMAKE_CURRENT_BINARY_DIR}/AsciiParser.cpp COMPILE_FLAGS "-Wno-deprecated")
+flex_target(AsciiLexer LatAnalyze/Io/AsciiLexer.lpp
+            ${CMAKE_CURRENT_BINARY_DIR}/AsciiLexer.cpp)
+add_flex_bison_dependency(AsciiLexer AsciiParser)
+
+# math parser
+bison_target(
+  MathParser LatAnalyze/Core/MathParser.ypp
+  ${CMAKE_CURRENT_BINARY_DIR}/MathParser.cpp COMPILE_FLAGS "-Wno-deprecated")
+flex_target(MathLexer LatAnalyze/Core/MathLexer.lpp
+            ${CMAKE_CURRENT_BINARY_DIR}/MathLexer.cpp)
+add_flex_bison_dependency(MathLexer MathParser)
+
+# intermediate libraries
+add_library(parsers STATIC)
+target_include_directories(parsers PRIVATE ${CMAKE_CURRENT_SOURCE_DIR})
+target_sources(
+  parsers PRIVATE ${BISON_AsciiParser_OUTPUTS} ${FLEX_AsciiLexer_OUTPUTS}
+                  ${BISON_MathParser_OUTPUTS} ${FLEX_MathLexer_OUTPUTS})
+
+add_library(tinyxml2 STATIC)
+target_include_directories(parsers PRIVATE ${CMAKE_CURRENT_SOURCE_DIR})
+target_sources(tinyxml2 PRIVATE LatAnalyze/Io/Xml/tinyxml2.hpp
+                                LatAnalyze/Io/Xml/tinyxml2.cpp)
+
+# library target
+add_library(LatAnalyze SHARED)
+file(GLOB_RECURSE EIGEN_HEADERS LatAnalyze/Eigen/*)
+target_include_directories(LatAnalyze PRIVATE ${CMAKE_CURRENT_BINARY_DIR})
+include(source-list.cmake)
+target_sources(
+  LatAnalyze
+  PRIVATE ${CMAKE_CURRENT_BINARY_DIR}/config.h ${LATAN_SOURCES}
+  PUBLIC FILE_SET
+         public_headers
+         TYPE
+         HEADERS
+         FILES
+         ${EIGEN_HEADERS}
+         ${LATAN_HEADERS})
+target_link_libraries(LatAnalyze PRIVATE compiler_flags parsers tinyxml2)
+target_link_libraries(LatAnalyze PUBLIC GSL::gsl hdf5::hdf5 hdf5::hdf5_cpp
+                                        ${CMAKE_THREAD_LIBS_INIT})
+if(Minuit2_FOUND)
+  target_link_libraries(LatAnalyze PUBLIC Minuit2::Minuit2)
+endif()
+if(NLopt_FOUND)
+  target_link_libraries(LatAnalyze PUBLIC NLopt::nlopt)
+endif()
+set_target_properties(LatAnalyze PROPERTIES VERSION ${PROJECT_VERSION})
+target_include_directories(
+  LatAnalyze PUBLIC $<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}>
+                    $<INSTALL_INTERFACE:${CMAKE_INSTALL_INCLUDEDIR}>)
+
+# installation
+install(
+  TARGETS LatAnalyze
+  EXPORT LatAnalyzeTargets
+  LIBRARY DESTINATION ${CMAKE_INSTALL_LIBDIR}
+  ARCHIVE DESTINATION ${CMAKE_INSTALL_LIBDIR}
+  RUNTIME DESTINATION ${CMAKE_INSTALL_BINDIR}
+          FILE_SET public_headers
+          DESTINATION ${CMAKE_INSTALL_INCLUDEDIR})
+install(
+  EXPORT LatAnalyzeTargets
+  FILE LatAnalyzeTargets.cmake
+  NAMESPACE LatAnalyze::
+  DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/LatAnalyze)
+configure_package_config_file(
+  ${CMAKE_CURRENT_SOURCE_DIR}/Config.cmake.in
+  "${CMAKE_CURRENT_BINARY_DIR}/LatAnalyzeConfig.cmake"
+  INSTALL_DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/LatAnalyze)
+write_basic_package_version_file(
+  "${CMAKE_CURRENT_BINARY_DIR}/LatAnalyzeConfigVersion.cmake"
+  VERSION "${PROJECT_VERSION}"
+  COMPATIBILITY AnyNewerVersion)
+install(FILES "${CMAKE_CURRENT_BINARY_DIR}/LatAnalyzeConfig.cmake"
+              "${CMAKE_CURRENT_BINARY_DIR}/LatAnalyzeConfigVersion.cmake"
+        DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/LatAnalyze)

lib/Config.cmake.in

@@ -0,0 +1,28 @@
+@PACKAGE_INIT@
+
+include(CMakeFindDependencyMacro)
+
+find_dependency(GSL REQUIRED)
+find_dependency(HDF5 REQUIRED COMPONENTS C CXX)
+set(HAVE_Minuit2 @Minuit2_FOUND@)
+set(HAVE_NLopt @NLopt_FOUND@)
+if(HAVE_Minuit2)
+  find_dependency(Minuit2 REQUIRED)
+  list(APPEND _LatAnalyze_supported_components MINUIT2)
+  set(LatAnalyze_MINUIT2_FOUND True)
+endif()
+if(HAVE_NLopt)
+  find_dependency(NLopt REQUIRED)
+  list(APPEND _LatAnalyze_supported_components NLOPT)
+  set(LatAnalyze_NLOPT_FOUND True)
+endif()
+foreach(_comp ${LatAnalyze_FIND_COMPONENTS})
+  if (NOT ";${_LatAnalyze_supported_components};" MATCHES ";${_comp};")
+    set(LatAnalyze_FOUND False)
+    set(LatAnalyze_NOT_FOUND_MESSAGE "Unsupported LatAnalyze component: ${_comp}")
+  endif()
+endforeach()
+
+include("${CMAKE_CURRENT_LIST_DIR}/LatAnalyzeTargets.cmake")
+
+check_required_components(LatAnalyze)

lib/LatAnalyze

@@ -1 +0,0 @@
-.

lib/LatAnalyze/Core/Eigen.hpp

@@ -0,0 +1,123 @@
+/*
+ * Eigen.hpp, part of LatAnalyze 3
+ *
+ * Copyright (C) 2013 - 2020 Antonin Portelli
+ *
+ * LatAnalyze 3 is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * LatAnalyze 3 is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+// Eigen inclusion
+#define EIGEN_DONT_PARALLELIZE
+#define EIGEN_MATRIXBASE_PLUGIN <LatAnalyze/Core/EigenPlugin.hpp>
+#include <LatAnalyze/Eigen/Dense>
+
+// copy/assignement from Eigen expression
+#define EIGEN_EXPR_CTOR(ctorName, Class, Base, ExprType) \
+template <typename Derived>\
+ctorName(const ExprType<Derived> &m): Base(m) {}\
+template<typename Derived>\
+Class & operator=(const ExprType<Derived> &m)\
+{\
+    this->Base::operator=(m);\
+    return *this;\
+}
+
+#define FOR_MAT(mat, i, j) \
+for (Latan::Index j = 0; j < mat.cols(); ++j)\
+for (Latan::Index i = 0; i < mat.rows(); ++i)
+
+BEGIN_LATAN_NAMESPACE
+
+const int dynamic = Eigen::Dynamic;
+
+// array types
+template <typename Derived>
+using ArrayExpr = Eigen::ArrayBase<Derived>;
+
+template <typename T, int nRow = dynamic, int nCol = dynamic>
+using Array = Eigen::Array<T, nRow, nCol>;
+
+// matrix types
+template <typename Derived>
+using MatExpr = Eigen::MatrixBase<Derived>;
+
+template <typename T, int nRow = dynamic, int nCol = dynamic>
+using MatBase = Eigen::Matrix<T, nRow, nCol>;
+
+template <int nRow, int nCol>
+using SFMat = Eigen::Matrix<float, nRow, nCol>;
+
+template <int nRow, int nCol>
+using SDMat = Eigen::Matrix<double, nRow, nCol>;
+
+template <int nRow, int nCol>
+using SCMat = Eigen::Matrix<std::complex<double>, nRow, nCol>;
+
+// vector types
+template <typename T, int size = dynamic>
+using Vec = MatBase<T, size, 1>;
+
+template <int size>
+using SIVec = Vec<int, size>;
+
+template <int size>
+using SUVec = Vec<unsigned int, size>;
+
+template <int size>
+using SFVec = Vec<float, size>;
+
+template <int size>
+using SDVec = Vec<double, size>;
+
+template <int size>
+using SCVec = Vec<std::complex<double>, size>;
+
+typedef SIVec<dynamic> IVec;
+typedef SUVec<dynamic> UVec;
+typedef SDVec<dynamic> DVec;
+typedef SCVec<dynamic> CVec;
+
+// block types
+template <typename Derived>
+using Block      = Eigen::Block<Derived>;
+template <typename Derived>
+using ConstBlock = const Eigen::Block<const Derived>;
+
+template <typename Derived>
+using Row      = typename Derived::RowXpr;
+template <typename Derived>
+using ConstRow = typename Derived::ConstRowXpr;
+
+template <typename Derived>
+using Col = typename Derived::ColXpr;
+template <typename Derived>
+using ConstCol = typename Derived::ConstColXpr;
+
+// map type
+template <int stride>
+using InnerStride = Eigen::InnerStride<stride>;
+template <int rowStride, int colStride>
+using Stride = Eigen::Stride<rowStride, colStride>;
+template <typename Derived, typename StrideType = Stride<0, 0>>
+using Map = Eigen::Map<Derived, Eigen::Unaligned, StrideType>;
+template <typename Derived, typename StrideType = Stride<0, 0>>
+using ConstMap = Eigen::Map<const Derived, Eigen::Unaligned, StrideType>;
+
+// Index type //////////////////////////////////////////////////////////////////
+typedef MatBase<int>::Index Index;
+
+#define FOR_VEC(vec, i)  for (Latan::Index i = 0; i < (vec).size(); ++i)
+#define FOR_ARRAY(ar, i) FOR_VEC(ar, i)
+
+END_LATAN_NAMESPACE

lib/LatAnalyze/Core/EigenPlugin.hpp

@@ -0,0 +1,60 @@
+/*
+ * EigenPlugin.hpp, part of LatAnalyze
+ *
+ * Copyright (C) 2015 Antonin Portelli
+ *
+ * LatAnalyze is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * LatAnalyze is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with LatAnalyze.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+Derived pInverse(const double tolerance = 1.0e-10) const
+{
+    auto         svd   = jacobiSvd(Eigen::ComputeThinU|Eigen::ComputeThinV);
+    const auto   u     = svd.matrixU();
+    const auto   v     = svd.matrixV();
+    auto         s     = svd.singularValues();
+    double       maxsv = 0.;
+    unsigned int elim  = 0;
+    
+    for (Index i = 0; i < s.rows(); ++i)
+    {
+        if (fabs(s(i)) > maxsv) maxsv = fabs(s(i));
+    }
+    for (Index i = 0; i < s.rows(); ++i)
+    {
+        if (fabs(s(i)) > maxsv*tolerance)
+        {
+            s(i) = 1./s(i);
+        }
+        else
+        {
+            elim++;
+            s(i) = 0.;
+        }
+    }
+    if (elim)
+    {
+        std::cerr << "warning: pseudoinverse: " << elim << "/";
+        std::cerr << s.rows() << " singular value(s) eliminated (tolerance= ";
+        std::cerr << tolerance << ")" << std::endl;
+    }
+    
+    return v*s.asDiagonal()*u.transpose();
+}
+
+Derived singularValues(void) const
+{
+    auto svd = jacobiSvd();
+    
+    return svd.singularValues();
+}

lib/LatAnalyze/Core/Exceptions.cpp

@@ -1,7 +1,7 @@
 /*
  * Exceptions.cpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -17,7 +17,7 @@
  * along with LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
  */
 
-#include <LatAnalyze/Exceptions.hpp>
+#include <LatAnalyze/Core/Exceptions.hpp>
 #include <LatAnalyze/includes.hpp>
 
 #ifndef ERR_SUFF

lib/LatAnalyze/Core/Exceptions.hpp

@@ -1,7 +1,7 @@
 /*
  * Exceptions.hpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by

lib/LatAnalyze/Core/Mat.cpp

@@ -1,7 +1,7 @@
 /*
  * Mat.cpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -17,7 +17,7 @@
  * along with LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
  */
 
-#include <LatAnalyze/Mat.hpp>
+#include <LatAnalyze/Core/Mat.hpp>
 #include <LatAnalyze/includes.hpp>
 
 using namespace std;

lib/LatAnalyze/Core/Mat.hpp

@@ -1,7 +1,7 @@
 /*
  * Mat.hpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -21,11 +21,7 @@
 #define Latan_Mat_hpp_
 
 #include <LatAnalyze/Global.hpp>
-#include <LatAnalyze/IoObject.hpp>
-
-#define FOR_MAT(mat, i, j) \
-for (Latan::Index j = 0; j < mat.cols(); ++j)\
-for (Latan::Index i = 0; i < mat.rows(); ++i)
+#include <LatAnalyze/Io/IoObject.hpp>
 
 BEGIN_LATAN_NAMESPACE
 

lib/LatAnalyze/Core/Math.cpp

@@ -1,7 +1,7 @@
 /*
  * Math.cpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -17,7 +17,8 @@
  * along with LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
  */
 
-#include <LatAnalyze/Math.hpp>
+#include <LatAnalyze/Core/Math.hpp>
+#include <LatAnalyze/Numerical/GslFFT.hpp>
 #include <LatAnalyze/includes.hpp>
 #include <gsl/gsl_cdf.h>
 
@@ -29,7 +30,8 @@ using namespace Latan;
  ******************************************************************************/
 DMat MATH_NAMESPACE::varToCorr(const DMat &var)
 {
-    DMat res = var, invDiag = res.diagonal();
+    DMat res = var;
+    DVec invDiag = res.diagonal();
     
     invDiag = invDiag.cwiseInverse().cwiseSqrt();
     res     = (invDiag*invDiag.transpose()).cwiseProduct(res);
@@ -37,6 +39,54 @@ DMat MATH_NAMESPACE::varToCorr(const DMat &var)
     return res;
 }
 
+DMat MATH_NAMESPACE::corrToVar(const DMat &corr, const DVec &varDiag)
+{
+    DMat res = corr;
+    DVec varSqrtDiag = varDiag.cwiseSqrt();
+    
+    res = (varSqrtDiag*varSqrtDiag.transpose()).cwiseProduct(res);
+
+    return res;
+}
+
+double MATH_NAMESPACE::conditionNumber(const DMat &mat)
+{
+    DVec s = mat.singularValues();
+
+    return s.maxCoeff()/s.minCoeff();
+}
+
+double MATH_NAMESPACE::cdr(const DMat &mat)
+{
+    return 10.*log10(conditionNumber(mat));
+}
+
+template <typename FFT>
+double nsdr(const DMat &m)
+{
+    Index  n = m.rows();
+    FFT    fft(n);
+    CMat   buf(n, 1);
+
+    FOR_VEC(buf, i)
+    {
+        buf(i) = 0.;
+        for (Index j = 0; j < n; ++j)
+        {
+            buf(i) += m(j, (i+j) % n);
+        }
+        buf(i) /= n;
+    }
+    fft(buf, FFT::Forward);
+
+    return 10.*log10(buf.real().maxCoeff()/buf.real().minCoeff());
+}
+
+double MATH_NAMESPACE::nsdr(const DMat &mat)
+{
+    return ::nsdr<GslFFT>(mat);
+}
+
 /******************************************************************************
  *                             Standard C functions                           *
  ******************************************************************************/
@@ -107,8 +157,14 @@ DEF_STD_FUNC_1ARG(fabs)
 
 // p-value
 auto chi2PValueVecFunc = [](const double arg[2])
+{
+    return 2.*min(gsl_cdf_chisq_P(arg[0], arg[1]), gsl_cdf_chisq_Q(arg[0], arg[1]));
+};
+
+auto chi2CcdfVecFunc = [](const double arg[2])
 {
     return gsl_cdf_chisq_Q(arg[0], arg[1]);
 };
 
 DoubleFunction MATH_NAMESPACE::chi2PValue(chi2PValueVecFunc, 2);
+DoubleFunction MATH_NAMESPACE::chi2Ccdf(chi2CcdfVecFunc, 2);

lib/LatAnalyze/Core/Math.hpp

@@ -1,7 +1,7 @@
 /*
  * Math.hpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -21,8 +21,8 @@
 #define	Latan_Math_hpp_
 
 #include <LatAnalyze/Global.hpp>
-#include <LatAnalyze/Function.hpp>
-#include <LatAnalyze/MathInterpreter.hpp>
+#include <LatAnalyze/Functional/Function.hpp>
+#include <LatAnalyze/Core/MathInterpreter.hpp>
 
 BEGIN_LATAN_NAMESPACE
 
@@ -70,10 +70,18 @@ namespace MATH_NAMESPACE
     
     // convert variance matrix to correlation matrix
     DMat varToCorr(const DMat &var);
+    DMat corrToVar(const DMat &corr, const DVec &varDiag);
+
+    // matrix SVD dynamic range
+    double conditionNumber(const DMat &mat);
+    double cdr(const DMat &mat);
+    double nsdr(const DMat &mat);
     
     // Constants
-    const double pi = 3.1415926535897932384626433832795028841970;
-    const double e  = 2.7182818284590452353602874713526624977572;
+    constexpr double pi  = 3.1415926535897932384626433832795028841970;
+    constexpr double e   = 2.7182818284590452353602874713526624977572;
+    constexpr double inf = std::numeric_limits<double>::infinity();
+    constexpr double nan = std::numeric_limits<double>::quiet_NaN();
 }
 
 
@@ -151,6 +159,7 @@ DECL_STD_FUNC(fabs)
 namespace MATH_NAMESPACE
 {
     extern DoubleFunction chi2PValue;
+    extern DoubleFunction chi2Ccdf;
 }
 
 END_LATAN_NAMESPACE

lib/LatAnalyze/Core/MathInterpreter.cpp

@@ -1,7 +1,7 @@
 /*
  * MathInterpreter.cpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -17,9 +17,9 @@
  * along with LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
  */
 
-#include <LatAnalyze/MathInterpreter.hpp>
+#include <LatAnalyze/Core/MathInterpreter.hpp>
 #include <LatAnalyze/includes.hpp>
-#include <LatAnalyze/Math.hpp>
+#include <LatAnalyze/Core/Math.hpp>
 
 using namespace std;
 using namespace Latan;
@@ -36,7 +36,7 @@ unsigned int RunContext::addFunction(const string &name, DoubleFunction *init)
         
         return getFunctionAddress(name);
     }
-    catch (Exceptions::Definition)
+    catch (Exceptions::Definition &)
     {
         unsigned int address = fTable_.size();
         
@@ -55,7 +55,7 @@ unsigned int RunContext::addVariable(const string &name, double init)
         
         return getVariableAddress(name);
     }
-    catch (Exceptions::Definition)
+    catch (Exceptions::Definition &)
     {
         unsigned int address = vTable_.size();
         
@@ -92,7 +92,7 @@ unsigned int RunContext::getFunctionAddress(const string &name) const
     {
         return fTable_.at(name);
     }
-    catch (out_of_range)
+    catch (out_of_range &)
     {
         LATAN_ERROR(Definition, "undefined function '" + name + "'");
     }
@@ -139,7 +139,7 @@ unsigned int RunContext::getVariableAddress(const string &name) const
     {
         return vTable_.at(name);
     }
-    catch (out_of_range)
+    catch (out_of_range &)
     {
         LATAN_ERROR(Definition, "undefined variable '" + name + "'");
     }
@@ -449,7 +449,7 @@ try\
 {\
     address = (table).at(name);\
 }\
-catch (out_of_range)\
+catch (out_of_range &)\
 {\
     address         = (table).size();\
     (table)[(name)] = address;\
@@ -689,7 +689,8 @@ void MathInterpreter::compile(RunContext &context)
     {
         if (root_)
         {
-            context.addVariable("pi", Math::pi);
+            context.addVariable("pi",  Math::pi);
+            context.addVariable("inf", Math::inf);
             ADD_STDMATH_FUNCS(context);
             root_->compile(program_, context);
             for (unsigned int i = 0; i < program_.size(); ++i)

lib/LatAnalyze/Core/MathInterpreter.hpp

@@ -1,7 +1,7 @@
 /*
  * MathInterpreter.hpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -20,9 +20,9 @@
 #ifndef Latan_MathInterpreter_hpp_
 #define	Latan_MathInterpreter_hpp_
 
-#include <LatAnalyze/Function.hpp>
+#include <LatAnalyze/Functional/Function.hpp>
 #include <LatAnalyze/Global.hpp>
-#include <LatAnalyze/ParserState.hpp>
+#include <LatAnalyze/Core/ParserState.hpp>
 
 #define MAXIDLENGTH 256
 

lib/LatAnalyze/Core/MathLexer.lpp

@@ -1,7 +1,7 @@
 /*
  * MathLexer.lpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -25,7 +25,7 @@
 %option yylineno
 
 %{
-    #include <LatAnalyze/MathInterpreter.hpp>
+    #include <LatAnalyze/Core/MathInterpreter.hpp>
     #include "MathParser.hpp"
     
     using namespace std;

lib/LatAnalyze/Core/MathParser.ypp

@@ -1,7 +1,7 @@
 /*
  * MathParser.ypp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -19,7 +19,7 @@
 
 %{
     #include <LatAnalyze/Global.hpp>
-	#include <LatAnalyze/MathInterpreter.hpp>
+	#include <LatAnalyze/Core/MathInterpreter.hpp>
 
     using namespace std;
     using namespace Latan;

lib/LatAnalyze/Core/OptParser.cpp

@@ -0,0 +1,299 @@
+/*
+ * OptParser.cpp, part of LatAnalyze
+ *
+ * Copyright (C) 2016 Antonin Portelli
+ *
+ * LatAnalyze is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * LatAnalyze is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with LatAnalyze.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#include <LatAnalyze/Core/OptParser.hpp>
+#include <LatAnalyze/includes.hpp>
+
+using namespace std;
+using namespace Latan;
+
+static char optRegex[] = "(-([a-zA-Z])(.+)?)|(--([a-zA-Z_-]+)=?(.+)?)";
+
+/******************************************************************************
+ *                         OptParser implementation                           *
+ ******************************************************************************/
+// regular expressions /////////////////////////////////////////////////////////
+const regex OptParser::optRegex_(optRegex);
+
+// access //////////////////////////////////////////////////////////////////////
+void OptParser::addOption(const std::string shortName,
+                          const std::string longName,
+                          const OptType type, const bool optional,
+                          const std::string helpMessage,
+                          const std::string defaultVal)
+{
+    OptPar par;
+    
+    par.shortName   = shortName;
+    par.longName    = longName;
+    par.defaultVal  = defaultVal;
+    par.helpMessage = helpMessage;
+    par.type        = type;
+    par.optional    = optional;
+    auto it = std::find_if(opt_.begin(), opt_.end(), [&par](const OptPar & p)
+    {
+        bool match = false;
+
+        match |= (par.shortName == p.shortName) and !par.shortName.empty();
+        match |= (par.longName == p.longName) and !par.longName.empty();
+
+        return match;
+    });
+    if (it != opt_.end())
+    {
+        string opt;
+
+        if (!it->shortName.empty())
+        {
+            opt += "-" + it->shortName;
+        }
+        if (!opt.empty())
+        {
+            opt += "/";
+        }
+        if (!it->longName.empty())
+        {
+            opt += "--" + it->longName;
+        }
+        throw(logic_error("duplicate option " + opt + " (in the code, not in the command line)"));
+    }
+    opt_.push_back(par);
+}
+
+bool OptParser::gotOption(const std::string name) const
+{
+    int i = optIndex(name);
+    
+    if (result_.size() != opt_.size())
+    {
+        throw(runtime_error("options not parsed"));
+    }
+    if (i >= 0)
+    {
+        return result_[i].present;
+    }
+    else
+    {
+        throw(out_of_range("no option with name '" + name + "'"));
+    }
+}
+
+const vector<string> & OptParser::getArgs(void) const
+{
+    return arg_;
+}
+
+// parse ///////////////////////////////////////////////////////////////////////
+bool OptParser::parse(int argc, char *argv[])
+{
+    smatch        sm;
+    queue<string> arg;
+    int           expectVal = -1;
+    bool          isCorrect = true;
+    
+    for (int i = 1; i < argc; ++i)
+    {
+        arg.push(argv[i]);
+    }
+    result_.clear();
+    result_.resize(opt_.size());
+    arg_.clear();
+    for (unsigned int i = 0; i < opt_.size(); ++i)
+    {
+        result_[i].value = opt_[i].defaultVal;
+    }
+    while (!arg.empty())
+    {
+        // option
+        if (regex_match(arg.front(), sm, optRegex_))
+        {
+            // should it be a value?
+            if (expectVal >= 0)
+            {
+                cerr << "warning: expected value for option ";
+                cerr << optName(opt_[expectVal]);
+                cerr << ", got option '" << arg.front() << "' instead" << endl;
+                expectVal = -1;
+                isCorrect = false;
+            }
+            // short option
+            if (sm[1].matched)
+            {
+                string optName = sm[2].str();
+                
+                // find option
+                auto it = find_if(opt_.begin(), opt_.end(),
+                                  [&optName](const OptPar &p)
+                                  {
+                                      return (p.shortName == optName);
+                                  });
+                
+                // parse if found
+                if (it != opt_.end())
+                {
+                    unsigned int i =  it - opt_.begin();
+                    
+                    result_[i].present = true;
+                    if (opt_[i].type == OptType::value)
+                    {
+                        if (sm[3].matched)
+                        {
+                            result_[i].value = sm[3].str();
+                        }
+                        else
+                        {
+                            expectVal = i;
+                        }
+                    }
+                }
+                // warning if not found
+                else
+                {
+                    cerr << "warning: unknown option '" << arg.front() << "'";
+                    cerr << endl;
+                }
+            }
+            // long option
+            else if (sm[4].matched)
+            {
+                string optName = sm[5].str();
+                
+                // find option
+                auto it = find_if(opt_.begin(), opt_.end(),
+                                  [&optName](const OptPar &p)
+                                  {
+                                      return (p.longName == optName);
+                                  });
+                
+                // parse if found
+                if (it != opt_.end())
+                {
+                    unsigned int i =  it - opt_.begin();
+                    
+                    result_[i].present = true;
+                    if (opt_[i].type == OptType::value)
+                    {
+                        if (sm[6].matched)
+                        {
+                            result_[i].value = sm[6].str();
+                        }
+                        else
+                        {
+                            expectVal = i;
+                        }
+                    }
+                }
+                // warning if not found
+                else
+                {
+                    cerr << "warning: unknown option '" << arg.front() << "'";
+                    cerr << endl;
+                }
+            }
+        }
+        else if (expectVal >= 0)
+        {
+            result_[expectVal].value = arg.front();
+            expectVal                = -1;
+        }
+        else
+        {
+            arg_.push_back(arg.front());
+        }
+        arg.pop();
+    }
+    if (expectVal >= 0)
+    {
+        cerr << "warning: expected value for option ";
+        cerr << optName(opt_[expectVal]) << endl;
+        expectVal = -1;
+        isCorrect = false;
+    }
+    for (unsigned int i = 0; i < opt_.size(); ++i)
+    {
+        if (!opt_[i].optional and !result_[i].present)
+        {
+            cerr << "warning: mandatory option " << optName(opt_[i]);
+            cerr << " is missing" << endl;
+            isCorrect = false;
+        }
+    }
+    
+    return isCorrect;
+}
+
+// find option index ///////////////////////////////////////////////////////////
+int OptParser::optIndex(const string name) const
+{
+    auto it = find_if(opt_.begin(), opt_.end(), [&name](const OptPar &p)
+                      {
+                          return (p.shortName == name) or (p.longName == name);
+                      });
+    
+    if (it != opt_.end())
+    {
+        return static_cast<int>(it - opt_.begin());
+    }
+    else
+    {
+        return -1;
+    }
+}
+
+// option name for messages ////////////////////////////////////////////////////
+std::string OptParser::optName(const OptPar &opt)
+{
+    std::string res = "";
+    
+    if (!opt.shortName.empty())
+    {
+        res += "-" + opt.shortName;
+        if (!opt.longName.empty())
+        {
+            res += "/";
+        }
+    }
+    if (!opt.longName.empty())
+    {
+        res += "--" + opt.longName;
+        if (opt.type == OptParser::OptType::value)
+        {
+            res += "=";
+        }
+    }
+    
+    return res;
+}
+
+// print option list ///////////////////////////////////////////////////////////
+std::ostream & Latan::operator<<(std::ostream &out, const OptParser &parser)
+{
+    for (auto &o: parser.opt_)
+    {
+        out << setw(20) << OptParser::optName(o);
+        out << ": " << o.helpMessage;
+        if (!o.defaultVal.empty())
+        {
+            out << " (default: " << o.defaultVal << ")";
+        }
+        out << endl;
+    }
+    
+    return out;
+}

lib/LatAnalyze/Core/OptParser.hpp

@@ -0,0 +1,103 @@
+/*
+ * OptParser.hpp, part of LatAnalyze
+ *
+ * Copyright (C) 2016 Antonin Portelli
+ *
+ * LatAnalyze is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * LatAnalyze is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with LatAnalyze.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#ifndef LatAnalyze_OptParser_hpp_
+#define LatAnalyze_OptParser_hpp_
+
+#include <LatAnalyze/Global.hpp>
+
+BEGIN_LATAN_NAMESPACE
+
+/******************************************************************************
+ *                       command-line option parser                           *
+ ******************************************************************************/
+class OptParser
+{
+public:
+    enum class OptType {value, trigger};
+private:
+    struct OptPar
+    {
+        std::string shortName, longName, defaultVal, helpMessage;
+        OptType     type;
+        bool        optional;
+    };
+    struct OptRes
+    {
+        std::string value;
+        bool        present;
+    };
+public:
+    // constructor
+    OptParser(void) = default;
+    // destructor
+    virtual ~OptParser(void) = default;
+    // access
+    void addOption(const std::string shortName, const std::string longName,
+                   const OptType type, const bool optional = false,
+                   const std::string helpMessage = "",
+                   const std::string defaultVal = "");
+    bool gotOption(const std::string name) const;
+    template <typename T = std::string>
+    T    optionValue(const std::string name) const;
+    const std::vector<std::string> & getArgs(void) const;
+    // parse
+    bool parse(int argc, char *argv[]);
+    // print option list
+    friend std::ostream & operator<<(std::ostream &out,
+                                     const OptParser &parser);
+private:
+    // find option index
+    int optIndex(const std::string name) const;
+    // option name for messages
+    static std::string optName(const OptPar &opt);
+private:
+    std::vector<OptPar>      opt_;
+    std::vector<OptRes>      result_;
+    std::vector<std::string> arg_;
+    static const std::regex  optRegex_;
+};
+
+std::ostream & operator<<(std::ostream &out, const OptParser &parser);
+
+/******************************************************************************
+ *                     OptParser template implementation                      *
+ ******************************************************************************/
+template <typename T>
+T OptParser::optionValue(const std::string name) const
+{
+    int i = optIndex(name);
+    
+    if (result_.size() != opt_.size())
+    {
+        throw(std::runtime_error("options not parsed"));
+    }
+    if (i >= 0)
+    {
+        return strTo<T>(result_[i].value);
+    }
+    else
+    {
+        throw(std::out_of_range("no option with name '" + name + "'"));
+    }
+}
+
+END_LATAN_NAMESPACE
+
+#endif // LatAnalyze_OptParser_hpp_

lib/LatAnalyze/Core/ParserState.hpp

@@ -1,7 +1,7 @@
 /*
  * ParserState.hpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by

lib/LatAnalyze/Core/Plot.cpp

@@ -1,7 +1,7 @@
 /*
  * Plot.cpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -17,9 +17,9 @@
  * along with LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
  */
 
-#include <LatAnalyze/Plot.hpp>
+#include <LatAnalyze/Core/Plot.hpp>
 #include <LatAnalyze/includes.hpp>
-#include <LatAnalyze/Mat.hpp>
+#include <LatAnalyze/Core/Mat.hpp>
 
 using namespace std;
 using namespace Latan;
@@ -72,7 +72,7 @@ string PlotObject::dumpToTmpFile(const DMat &m)
     for (Index j = 0; j < m.cols(); ++j)
     {
     }
-    sprintf(tmpFileName, "%s/latan_plot_tmp.XXXXXX.dat", P_tmpdir);
+    snprintf(tmpFileName, sizeof(tmpFileName), "%s/latan_plot_tmp.XXXXXX.dat", P_tmpdir);
     fd = mkstemps(tmpFileName, 4);
     if (fd == -1)
     {
@@ -112,69 +112,253 @@ PlotHeadCommand::PlotHeadCommand(const string &command)
 }
 
 // PlotData constructor ////////////////////////////////////////////////////////
-PlotData::PlotData(const DMatSample &x, const DMatSample &y)
+PlotData::PlotData(const DVecPair &x, const DVecPair &y, const bool abs)
 {
-    if (x[central].rows() != y[central].rows())
+    if (x.first.rows() != y.first.rows())
     {
-        LATAN_ERROR(Size, "x and y vector does not have the same size");
+        LATAN_ERROR(Size, "x and y vectors do not have the same size");
+    }
+    if (x.first.rows() != x.second.rows())
+    {
+        LATAN_ERROR(Size, "x and error vectors do not have the same size");
+    }
+    if (y.first.rows() != y.second.rows())
+    {
+        LATAN_ERROR(Size, "y and error vectors do not have the same size");
     }
 
-    DMat d(x[central].rows(), 4);
+    DMat d(x.first.rows(), 4);
     string usingCmd, tmpFileName;
 
-    d.col(0)    = x[central];
-    d.col(2)    = y[central];
-    d.col(1)    = x.variance().cwiseSqrt();
-    d.col(3)    = y.variance().cwiseSqrt();
+    d.col(0)    = x.first.col(0);
+    d.col(2)    = y.first.col(0);
+    d.col(1)    = x.second.col(0);
+    d.col(3)    = y.second.col(0);
     tmpFileName = dumpToTmpFile(d);
     pushTmpFile(tmpFileName);
-    setCommand("'" + tmpFileName + "' u 1:3:2:4 w xyerr");
+    if (!abs)
+    {
+        setCommand("'" + tmpFileName + "' u 1:3:2:4 w xyerr");
+    }
+    else
+    {
+        setCommand("'" + tmpFileName + "' u 1:(abs($3)):2:4 w xyerr");
+    }
 }
 
-PlotData::PlotData(const DVec &x, const DMatSample &y)
+PlotData::PlotData(const DVec &x, const DVecPair &y, const bool abs)
 {
-    if (x.rows() != y[central].rows())
+    if (x.rows() != y.first.rows())
     {
-        LATAN_ERROR(Size, "x and y vector does not have the same size");
+        LATAN_ERROR(Size, "x and y vectors do not have the same size");
+    }
+    if (y.first.rows() != y.second.rows())
+    {
+        LATAN_ERROR(Size, "y and error vectors do not have the same size");
     }
 
     DMat d(x.rows(), 3);
     string usingCmd, tmpFileName;
 
     d.col(0)    = x;
-    d.col(1)    = y[central];
-    d.col(2)    = y.variance().cwiseSqrt();
+    d.col(1)    = y.first.col(0);
+    d.col(2)    = y.second.col(0);
     tmpFileName = dumpToTmpFile(d);
     pushTmpFile(tmpFileName);
-    setCommand("'" + tmpFileName + "' u 1:2:3 w yerr");
+    if (!abs)
+    {
+        setCommand("'" + tmpFileName + "' u 1:2:3 w yerr");
+    }
+    else
+    {
+        setCommand("'" + tmpFileName + "' u 1:(abs($2)):3 w yerr");
+    }
 }
 
-PlotData::PlotData(const DMatSample &x, const DVec &y)
+PlotData::PlotData(const DVecPair &x, const DVec &y, const bool abs)
 {
-    if (x[central].rows() != y.rows())
+    if (x.first.rows() != y.rows())
     {
-        LATAN_ERROR(Size, "x and y vector does not have the same size");
+        LATAN_ERROR(Size, "x and y vectors do not have the same size");
+    }
+    if (x.first.rows() != x.second.rows())
+    {
+        LATAN_ERROR(Size, "x and error vectors do not have the same size");
     }
 
-    DMat d(x[central].rows(), 3), xerr, yerr;
+    DMat d(x.first.rows(), 3), xerr, yerr;
     string usingCmd, tmpFileName;
 
-    d.col(0)    = x[central];
+    d.col(0)    = x.first.col(0);
     d.col(2)    = y;
-    d.col(1)    = x.variance().cwiseSqrt();
+    d.col(1)    = x.second.col(0);
+    tmpFileName = dumpToTmpFile(d);
+    pushTmpFile(tmpFileName);
+    if (!abs)
+    {
+        setCommand("'" + tmpFileName + "' u 1:3:2 w xerr");
+    }
+    else
+    {
+        setCommand("'" + tmpFileName + "' u 1:(abs($3)):2 w xerr");
+    }
+}
+
+PlotData::PlotData(const DMatSample &x, const DMatSample &y, const bool abs)
+: PlotData(DVecPair(x[central], x.variance().cwiseSqrt()), 
+           DVecPair(y[central], y.variance().cwiseSqrt()), abs)
+{}
+
+PlotData::PlotData(const DVec &x, const DMatSample &y, const bool abs)
+: PlotData(x, DVecPair(y[central], y.variance().cwiseSqrt()), abs)
+{}
+
+PlotData::PlotData(const DMatSample &x, const DVec &y, const bool abs)
+: PlotData(DVecPair(x[central], x.variance().cwiseSqrt()), y, abs)
+{}
+
+PlotData::PlotData(const XYStatData &data, const Index i, const Index j, const bool abs)
+{
+    string usingCmd, tmpFileName;
+    
+    if (!abs)
+    {
+        usingCmd = (data.isXExact(i)) ? "u 1:3:4 w yerr" : "u 1:3:2:4 w xyerr";
+    }
+    else
+    {
+        usingCmd = (data.isXExact(i)) ? "u 1:(abs($3)):4 w yerr" : "u 1:(abs($3)):2:4 w xyerr";
+    }
+   
+    tmpFileName = dumpToTmpFile(data.getTable(i, j));
+    pushTmpFile(tmpFileName);
+    setCommand("'" + tmpFileName + "' " + usingCmd);
+}
+
+PlotData::PlotData(const XYStatData & data, XYStatData::CoordFilter f, Index i, const Index j, const bool abs)
+{
+    string usingCmd, tmpFileName;
+    
+    if (!abs)
+    {
+        usingCmd = (data.isXExact(i)) ? "u 1:3:4 w yerr" : "u 1:3:2:4 w xyerr";
+    }
+    else
+    {
+        usingCmd = (data.isXExact(i)) ? "u 1:(abs($3)):4 w yerr" : "u 1:(abs($3)):2:4 w xyerr";
+    }
+   
+    tmpFileName = dumpToTmpFile(data.getTable(i, j, f));
+    pushTmpFile(tmpFileName);
+    setCommand("'" + tmpFileName + "' " + usingCmd);
+}
+
+PlotData::PlotData(const XYStatData & data, XYStatData::PointFilter f, Index i, const Index j, const bool abs)
+{
+    string usingCmd, tmpFileName;
+    
+    if (!abs)
+    {
+        usingCmd = (data.isXExact(i)) ? "u 1:3:4 w yerr" : "u 1:3:2:4 w xyerr";
+    }
+    else
+    {
+        usingCmd = (data.isXExact(i)) ? "u 1:(abs($3)):4 w yerr" : "u 1:(abs($3)):2:4 w xyerr";
+    }
+   
+    tmpFileName = dumpToTmpFile(data.getTable(i, j, f));
+    pushTmpFile(tmpFileName);
+    setCommand("'" + tmpFileName + "' " + usingCmd);
+}
+
+// PlotPoint constructor ///////////////////////////////////////////////////////
+PlotPoint::PlotPoint(const double x, const double y)
+{
+    DMat d(1, 2);
+    string usingCmd, tmpFileName;
+
+    d(0, 0)     = x;
+    d(0, 1)     = y;
+    tmpFileName = dumpToTmpFile(d);
+    pushTmpFile(tmpFileName);
+    setCommand("'" + tmpFileName + "' u 1:2");
+}
+
+PlotPoint::PlotPoint(const DSample &x, const double y)
+{
+    DMat d(1, 3);
+    string usingCmd, tmpFileName;
+
+    d(0, 0)     = x[central];
+    d(0, 2)     = y;
+    d(0, 1)     = sqrt(x.variance());
     tmpFileName = dumpToTmpFile(d);
     pushTmpFile(tmpFileName);
     setCommand("'" + tmpFileName + "' u 1:3:2 w xerr");
 }
 
-PlotData::PlotData(const XYStatData &data, const Index i, const Index j)
+PlotPoint::PlotPoint(const double x, const DSample &y)
 {
+    DMat d(1, 3);
     string usingCmd, tmpFileName;
-    
-    usingCmd    = (data.isXExact(i)) ? "u 1:3:4 w yerr" : "u 1:3:2:4 w xyerr";
-    tmpFileName = dumpToTmpFile(data.getTable(i, j));
+
+    d(0, 0)     = x;
+    d(0, 1)     = y[central];
+    d(0, 2)     = sqrt(y.variance());
+    tmpFileName = dumpToTmpFile(d);
     pushTmpFile(tmpFileName);
-    setCommand("'" + tmpFileName + "' " + usingCmd);
+    setCommand("'" + tmpFileName + "' u 1:2:3 w yerr");
+}
+
+PlotPoint::PlotPoint(const DSample &x, const DSample &y)
+{
+    DMat d(1, 4);
+    string usingCmd, tmpFileName;
+
+    d(0, 0)     = x[central];
+    d(0, 2)     = y[central];
+    d(0, 1)     = sqrt(x.variance());
+    d(0, 3)     = sqrt(y.variance());
+    tmpFileName = dumpToTmpFile(d);
+    pushTmpFile(tmpFileName);
+    setCommand("'" + tmpFileName + "' u 1:3:2:4 w xyerr");
+}
+
+
+// PlotLine constructor ////////////////////////////////////////////////////////
+PlotLine::PlotLine(const DVec &x, const DVec &y)
+{
+    if (x.size() != y.size())
+    {
+        LATAN_ERROR(Size, "x and y vectors do not have the same size");
+    }
+
+    DMat d(x.size(), 2);
+    string usingCmd, tmpFileName;
+
+    d.col(0)    = x;
+    d.col(1)    = y;
+    tmpFileName = dumpToTmpFile(d);
+    pushTmpFile(tmpFileName);
+    setCommand("'" + tmpFileName + "' u 1:2 w lines");
+}
+
+// PlotPoints constructor ////////////////////////////////////////////////////////
+PlotPoints::PlotPoints(const DVec &x, const DVec &y)
+{
+    if (x.size() != y.size())
+    {
+        LATAN_ERROR(Size, "x and y vectors do not have the same size");
+    }
+
+    DMat d(x.size(), 2);
+    string usingCmd, tmpFileName;
+
+    d.col(0)    = x;
+    d.col(1)    = y;
+    tmpFileName = dumpToTmpFile(d);
+    pushTmpFile(tmpFileName);
+    setCommand("'" + tmpFileName + "' u 1:2");
 }
 
 // PlotHLine constructor ///////////////////////////////////////////////////////
@@ -199,7 +383,8 @@ PlotBand::PlotBand(const double xMin, const double xMax, const double yMin,
 
 // PlotFunction constructor ////////////////////////////////////////////////////
 PlotFunction::PlotFunction(const DoubleFunction &function, const double xMin,
-                           const double xMax, const unsigned int nPoint)
+                           const double xMax, const unsigned int nPoint,
+                           const bool abs)
 {
     DMat   d(nPoint, 2);
     string tmpFileName;
@@ -212,10 +397,59 @@ PlotFunction::PlotFunction(const DoubleFunction &function, const double xMin,
     }
     tmpFileName = dumpToTmpFile(d);
     pushTmpFile(tmpFileName);
-    setCommand("'" + tmpFileName + "' u 1:2 w lines");
+    if (!abs)
+    {
+        setCommand("'" + tmpFileName + "' u 1:2 w lines");
+    }
+    else
+    {
+        setCommand("'" + tmpFileName + "' u 1:(abs($2)) w lines");
+    }
 }
 
 // PlotPredBand constructor ////////////////////////////////////////////////////
+void PlotPredBand::makePredBand(const DMat &low, const DMat &high, const double opacity)
+{
+    string lowFileName, highFileName, contFileName;
+    DMat   contour(low.rows() + high.rows() + 1, 2);
+
+    FOR_MAT(low, i, j)
+    {
+        contour(i, j) = low(i, j);
+    }
+    FOR_MAT(high, i, j)
+    {
+        contour(low.rows() + i, j) = high(high.rows() - i - 1, j);
+    }
+    contour.row(low.rows() + high.rows()) = low.row(0);
+    contFileName = dumpToTmpFile(contour);
+    pushTmpFile(contFileName);
+    setCommand("'" + contFileName + "' u 1:2 w filledcurves closed" +
+               " fs solid " + strFrom(opacity) + " noborder");
+}
+
+PlotPredBand::PlotPredBand(const DVec &x, const DVec &y, const DVec &yerr,
+                           const double opacity)
+{
+    if (x.size() != y.size())
+    {
+        LATAN_ERROR(Size, "x and y vectors do not have the same size");
+    }
+    if (y.size() != yerr.size())
+    {
+        LATAN_ERROR(Size, "y and y error vectors do not have the same size");
+    }
+
+    Index nPoint = x.size();
+    DMat  dLow(nPoint, 2), dHigh(nPoint, 2);
+
+    dLow.col(0)  = x;
+    dLow.col(1)  = y - yerr;
+    dHigh.col(0) = x;
+    dHigh.col(1) = y + yerr;
+    makePredBand(dLow, dHigh, opacity);
+}
+
 PlotPredBand::PlotPredBand(const DoubleFunctionSample &function,
                            const double xMin, const double xMax,
                            const unsigned int nPoint, const double opacity)
@@ -236,15 +470,10 @@ PlotPredBand::PlotPredBand(const DoubleFunctionSample &function,
         dHigh(i, 0) = x;
         dHigh(i, 1) = pred[central] + err;
     }
-    lowFileName  = dumpToTmpFile(dLow);
-    highFileName = dumpToTmpFile(dHigh);
-    pushTmpFile(lowFileName);
-    pushTmpFile(highFileName);
-    setCommand("'< (cat " + lowFileName + "; tac " + highFileName +
-               "; head -n1 " + lowFileName + ")' u 1:2 w filledcurves closed" +
-               " fs solid " + strFrom(opacity) + " noborder");
+    makePredBand(dLow, dHigh, opacity);
 }
 
+
 // PlotHistogram constructor ///////////////////////////////////////////////////
 PlotHistogram::PlotHistogram(const Histogram &h)
 {
@@ -261,11 +490,33 @@ PlotHistogram::PlotHistogram(const Histogram &h)
     setCommand("'" + tmpFileName + "' u 1:2 w steps");
 }
 
+// PlotImpulses constructor ////////////////////////////////////////////////////
+PlotImpulses::PlotImpulses(const DVec &x, const DVec &y)
+{
+    if (x.rows() != y.rows())
+    {
+        LATAN_ERROR(Size, "x and y vector does not have the same size");
+    }
+
+    DMat   d(x.rows(), 2);
+    string tmpFileName;
+
+    for (Index i = 0; i < x.rows(); ++i)
+    {
+        d(i, 0) = x(i);
+        d(i, 1) = y(i);
+    }
+    tmpFileName = dumpToTmpFile(d);
+    pushTmpFile(tmpFileName);
+    setCommand("'" + tmpFileName + "' u 1:2 w impulses");
+}
+
 // PlotMatrixNoRange constructor ///////////////////////////////////////////////
 PlotMatrixNoRange::PlotMatrixNoRange(const DMat &m)
 {
     string tmpFileName = dumpToTmpFile(m);
     
+    pushTmpFile(tmpFileName);
     setCommand("'" + tmpFileName + "' matrix w image");
 }
 
@@ -306,15 +557,39 @@ void Color::operator()(PlotOptions &option) const
     option.lineColor = color_;
 }
 
+// LineWidth constructor ///////////////////////////////////////////////////////
+LineWidth::LineWidth(const unsigned int width)
+: width_(width)
+{}
+
+// LineWidth modifier //////////////////////////////////////////////////////////
+void LineWidth::operator()(PlotOptions &option) const
+{
+    option.lineWidth = static_cast<int>(width_);
+}
+
+// Dash constructor ///////////////////////////////////////////////////////////
+Dash::Dash(const string &dash)
+: dash_(dash)
+{}
+
+// Dash modifier //////////////////////////////////////////////////////////////
+void Dash::operator()(PlotOptions &option) const
+{
+    option.dashType = dash_;
+}
+
 // LogScale constructor ////////////////////////////////////////////////////////
-LogScale::LogScale(const Axis axis)
+LogScale::LogScale(const Axis axis, const double basis)
 : axis_(axis)
+, basis_(basis)
 {}
 
 // Logscale modifier ///////////////////////////////////////////////////////////
 void LogScale::operator()(PlotOptions &option) const
 {
-    option.scaleMode[static_cast<int>(axis_)] |= Plot::Scale::log;
+    option.scaleMode[static_cast<int>(axis_)]     |= Plot::Scale::log;
+    option.logScaleBasis[static_cast<int>(axis_)]  = basis_;
 }
 
 // PlotRange constructors //////////////////////////////////////////////////////
@@ -371,6 +646,31 @@ void Title::operator()(PlotOptions &option) const
     option.title = title_;
 }
 
+// Palette constructor /////////////////////////////////////////////////////////
+Palette::Palette(const std::vector<std::string> &palette)
+: palette_(palette)
+{}
+
+// Palette modifier ////////////////////////////////////////////////////////////
+void Palette::operator()(PlotOptions &option) const
+{
+    option.palette = palette_;
+}
+
+// category10 palette //////////////////////////////////////////////////////////
+const std::vector<std::string> Palette::category10 =
+{
+    "rgb '#1f77b4'",
+    "rgb '#ff7f0e'",
+    "rgb '#2ca02c'",
+    "rgb '#d62728'",
+    "rgb '#9467bd'",
+    "rgb '#8c564b'",
+    "rgb '#e377c2'",
+    "rgb '#7f7f7f'",
+    "rgb '#bcbd22'"
+};
+
 /******************************************************************************
  *                          Plot implementation                               *
  ******************************************************************************/
@@ -383,7 +683,7 @@ Plot::Plot(void)
 // default options /////////////////////////////////////////////////////////////
 void Plot::initOptions(void)
 {
-    options_.terminal     = "qt";
+    options_.terminal     = "qt noenhanced font 'Arial,12'";
     options_.output       = "";
     options_.caption      = "";
     options_.title        = "";
@@ -394,6 +694,9 @@ void Plot::initOptions(void)
     options_.label[0]     = "";
     options_.label[1]     = "";
     options_.lineColor    = "";
+    options_.lineWidth    = -1;
+    options_.dashType     = "";
+    options_.palette      = Palette::category10;
 }
 
 // plot reset //////////////////////////////////////////////////////////////////
@@ -423,6 +726,16 @@ Plot & Plot::operator<<(PlotObject &&command)
             commandStr         += " lc " + options_.lineColor;
             options_.lineColor  = "";
         }
+        if (options_.lineWidth > 0)
+        {
+            commandStr         += " lw " + strFrom(options_.lineWidth);
+            options_.lineWidth  = -1;
+        }
+        if (!options_.dashType.empty())
+        {
+            commandStr        += " dt " + options_.dashType;
+            options_.dashType  = "";
+        }
         if (options_.title.empty())
         {
             commandStr += " notitle";
@@ -450,57 +763,48 @@ Plot & Plot::operator<<(PlotModifier &&modifier)
 }
 
 // find gnuplot ////////////////////////////////////////////////////////////////
-void Plot::getProgramPath(void)
+#define SEARCH_DIR(dir) \
+snprintf(buf, sizeof(buf), "%s/%s", dir, gnuplotBin_.c_str());\
+if (access(buf, X_OK) == 0)\
+{\
+    return dir;\
+}
+
+std::string Plot::getProgramPath(void)
 {
     int         i, j, lg;
     char        *path;
     static char buf[MAX_PATH_LENGTH];
     
-    // trivial case: try in CWD
-    sprintf(buf,"./%s", gnuplotBin_.c_str()) ;
-    if (access(buf, X_OK) == 0)
-    {
-        sprintf(buf,".");
-        gnuplotPath_ = buf;
-    }
     // try out in all paths given in the PATH variable
-    else
+    buf[0] = 0;
+    path = getenv("PATH") ;
+    if (path)
     {
-        buf[0] = 0;
-        path = getenv("PATH") ;
-        if (path)
+        for (i=0;path[i];)
         {
-            for (i=0;path[i];)
+            for (j=i;(path[j]) and (path[j]!=':');j++);
+            lg = j - i;
+            strncpy(buf,path + i,(size_t)(lg));
+            if (lg == 0)
             {
-                for (j=i;(path[j]) and (path[j]!=':');j++);
-                lg = j - i;
-                strncpy(buf,path + i,(size_t)(lg));
-                if (lg == 0)
-                {
-                    buf[lg++] = '.';
-                }
-                buf[lg++] = '/';
-                strcpy(buf + lg, gnuplotBin_.c_str());
-                if (access(buf, X_OK) == 0)
-                {
-                    // found it!
-                    break ;
-                }
-                buf[0] = 0;
-                i = j;
-                if (path[i] == ':') i++ ;
+                buf[lg++] = '.';
             }
+            buf[lg++] = '/';
+            strcpy(buf + lg, gnuplotBin_.c_str());
+            if (access(buf, X_OK) == 0)
+            {
+                // found it!
+                break ;
+            }
+            buf[0] = 0;
+            i = j;
+            if (path[i] == ':') i++ ;
         }
-        else
-        {
-            LATAN_ERROR(System, "PATH variable not set");
-        }
-        // if the buffer is still empty, the command was not found
-        if (buf[0] == 0)
-        {
-            LATAN_ERROR(System, "cannot find gnuplot in $PATH");
-        }
-        // otherwise truncate the command name to yield path only
+    }
+    // if the buffer is still empty, the command was not found
+    if (buf[0] != 0)
+    {
         lg = (int)(strlen(buf) - 1);
         while (buf[lg]!='/')
         {
@@ -509,7 +813,19 @@ void Plot::getProgramPath(void)
         }
         buf[lg] = 0;
         gnuplotPath_ = buf;
+
+        return gnuplotPath_;
     }
+
+    // try in CWD, /usr/bin & /usr/local/bin
+    SEARCH_DIR(".");
+    SEARCH_DIR("/usr/bin");
+    SEARCH_DIR("/usr/local/bin");
+
+    // if this code is reached nothing was found
+    LATAN_ERROR(System, "cannot find gnuplot");
+
+    return "";
 }
 
 // plot parsing and output /////////////////////////////////////////////////////
@@ -523,10 +839,6 @@ void Plot::display(void)
         string        command;
         ostringstream scriptBuf;
 
-        if (!getenv("DISPLAY"))
-        {
-            LATAN_ERROR(System, "cannot find DISPLAY variable: is it set ?");
-        }
         getProgramPath();
         command     = gnuplotPath_ + "/" + gnuplotBin_;
         gnuplotPipe = popen(command.c_str(), "w");
@@ -553,7 +865,7 @@ void Plot::display(void)
     }
 }
 
-void Plot::save(string dirName)
+void Plot::save(string dirName, bool savePdf)
 {
     vector<string> commandBack;
     string         path, terminalBack, outputBack, gpCommand, scriptName;
@@ -561,11 +873,6 @@ void Plot::save(string dirName)
     ofstream       script;
     
     mode755 = S_IRWXU|S_IRGRP|S_IXGRP|S_IROTH|S_IXOTH;
-    
-    // backup I/O parameters
-    terminalBack = options_.terminal;
-    outputBack   = options_.output;
-    commandBack  = plotCommand_;
 
     // generate directory
     if (mkdir(dirName))
@@ -573,12 +880,20 @@ void Plot::save(string dirName)
         LATAN_ERROR(Io, "impossible to create directory '" + dirName + "'");
     }
     
+    // backup I/O parameters
+    terminalBack = options_.terminal;
+    outputBack   = options_.output;
+    commandBack  = plotCommand_;
+
     // save PDF
-    options_.terminal = "pdf";
-    options_.output   = dirName + "/plot.pdf";
-    display();
-    options_.terminal = terminalBack;
-    options_.output   = outputBack;
+    if (savePdf)
+    {
+        options_.terminal = "pdf";
+        options_.output   = dirName + "/plot.pdf";
+        display();
+        options_.terminal = terminalBack;
+        options_.output   = outputBack;
+    }
     
     // save script and datafiles
     for (unsigned int i = 0; i < tmpFileName_.size(); ++i)
@@ -627,6 +942,7 @@ ostream & Latan::operator<<(ostream &out, const Plot &plot)
     if (!plot.options_.terminal.empty())
     {
         out << "set term " << plot.options_.terminal << endl;
+        out << "set pointintervalbox 0" << endl;
     }
     if (!plot.options_.output.empty())
     {
@@ -646,25 +962,32 @@ ostream & Latan::operator<<(ostream &out, const Plot &plot)
         out << "yMin = " << plot.options_.scale[y].min << endl;
         out << "yMax = " << plot.options_.scale[y].max << endl;
     }
-    if (!plot.options_.title.empty())
-    {
-        out << "set title '" << plot.options_.title << "'" << endl;
-    }
+    out << "unset xrange" << endl;
     if (plot.options_.scaleMode[x] & Plot::Scale::manual)
     {
         out << "set xrange [xMin:xMax]" << endl;
     }
+    else
+    {
+        out << "set xrange [:]" << endl;
+    }
+    out << "unset yrange" << endl;
     if (plot.options_.scaleMode[y] & Plot::Scale::manual)
     {
         out << "set yrange [yMin:yMax]" << endl;
     }
+    else
+    {
+        out << "set yrange [:]" << endl;
+    }
+    out << "unset log" << endl;
     if (plot.options_.scaleMode[x] & Plot::Scale::log)
     {
-        out << "set log x" << endl;
+        out << "set log x " << plot.options_.logScaleBasis[x] << endl;;
     }
     if (plot.options_.scaleMode[y] & Plot::Scale::log)
     {
-        out << "set log y" << endl;
+        out << "set log y " << plot.options_.logScaleBasis[y] << endl;
     }
     if (!plot.options_.label[x].empty())
     {
@@ -674,6 +997,11 @@ ostream & Latan::operator<<(ostream &out, const Plot &plot)
     {
         out << "set ylabel '" << plot.options_.label[y] << "'" << endl;
     }
+    for (unsigned int i = 0; i < plot.options_.palette.size(); ++i)
+    {
+        out << "set linetype " << i + 1 << " lc " 
+            << plot.options_.palette[i] << endl;
+    }
     for (unsigned int i = 0; i < plot.headCommand_.size(); ++i)
     {
         out << plot.headCommand_[i] << endl;

lib/LatAnalyze/Core/Plot.hpp

@@ -1,7 +1,7 @@
 /*
  * Plot.hpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -21,11 +21,11 @@
 #define Latan_Plot_hpp_
 
 #include <LatAnalyze/Global.hpp>
-#include <LatAnalyze/Function.hpp>
-#include <LatAnalyze/Mat.hpp>
-#include <LatAnalyze/MatSample.hpp>
-#include <LatAnalyze/Histogram.hpp>
-#include <LatAnalyze/XYStatData.hpp>
+#include <LatAnalyze/Functional/Function.hpp>
+#include <LatAnalyze/Core/Mat.hpp>
+#include <LatAnalyze/Statistics/MatSample.hpp>
+#include <LatAnalyze/Statistics/Histogram.hpp>
+#include <LatAnalyze/Statistics/XYStatData.hpp>
 
 // gnuplot default parameters
 #ifndef GNUPLOT_BIN
@@ -87,16 +87,38 @@ public:
 
 class PlotData: public PlotObject
 {
+public:
+    typedef std::pair<DVec, DVec> DVecPair;
 public:
     // constructor
-    PlotData(const DMatSample &x, const DMatSample &y);
-    PlotData(const DVec       &x, const DMatSample &y);
-    PlotData(const DMatSample &x, const DVec       &y);
-    PlotData(const XYStatData &data, const Index i = 0, const Index j = 0);
+    PlotData(const DVecPair   &x, const DVecPair   &y, const bool abs = false);
+    PlotData(const DVec       &x, const DVecPair   &y, const bool abs = false);
+    PlotData(const DVecPair   &x, const DVec       &y, const bool abs = false);
+    PlotData(const DMatSample &x, const DMatSample &y, const bool abs = false);
+    PlotData(const DVec       &x, const DMatSample &y, const bool abs = false);
+    PlotData(const DMatSample &x, const DVec       &y, const bool abs = false);
+    PlotData(const XYStatData &data, const Index i = 0, const Index j = 0, 
+             const bool abs = false);
+    PlotData(const XYStatData &data, XYStatData::CoordFilter f, Index i = 0, 
+             const Index j = 0, const bool abs = false);
+    PlotData(const XYStatData &data, XYStatData::PointFilter f, Index i = 0, 
+             const Index j = 0, const bool abs = false);
     // destructor
     virtual ~PlotData(void) = default;
 };
 
+class PlotPoint: public PlotObject
+{
+public:
+    // constructor
+    PlotPoint(const double  x,  const double  y);
+    PlotPoint(const DSample &x, const double  y);
+    PlotPoint(const double  x,  const DSample &y);
+    PlotPoint(const DSample &x, const DSample &y);
+    // destructor
+    virtual ~PlotPoint(void) = default;
+};
+
 class PlotHLine: public PlotObject
 {
 public:
@@ -106,6 +128,24 @@ public:
     virtual ~PlotHLine(void) = default;
 };
 
+class PlotLine: public PlotObject
+{
+public:
+    // constructor
+    PlotLine(const DVec &x, const DVec &y);
+    // destructor
+    virtual ~PlotLine(void) = default;
+};
+
+class PlotPoints: public PlotObject
+{
+public:
+    // constructor
+    PlotPoints(const DVec &x, const DVec &y);
+    // destructor
+    virtual ~PlotPoints(void) = default;
+};
+
 class PlotBand: public PlotObject
 {
 public:
@@ -121,7 +161,8 @@ class PlotFunction: public PlotObject
 public:
     // constructor
     PlotFunction(const DoubleFunction &function, const double xMin,
-                 const double xMax, const unsigned int nPoint = 1000);
+                 const double xMax, const unsigned int nPoint = 1000, 
+                 const bool abs = false);
     // destructor
     virtual ~PlotFunction(void) = default;
 };
@@ -130,11 +171,15 @@ class PlotPredBand: public PlotObject
 {
 public:
     // constructor
+    PlotPredBand(const DVec &x, const DVec &y, const DVec &yerr,
+                 const double opacity = 0.15);
     PlotPredBand(const DoubleFunctionSample &function, const double xMin,
                  const double xMax, const unsigned int nPoint = 1000,
                  const double opacity = 0.15);
     // destructor
     virtual ~PlotPredBand(void) = default;
+private:
+    void makePredBand(const DMat &low, const DMat &high, const double opacity);
 };
 
 class PlotHistogram: public PlotObject
@@ -146,6 +191,15 @@ public:
     virtual ~PlotHistogram(void) = default;
 };
 
+class PlotImpulses: public PlotObject
+{
+public:
+    // constructor
+    PlotImpulses(const DVec &x, const DVec &y);
+    // destructor
+    virtual ~PlotImpulses(void) = default;
+};
+
 class PlotMatrixNoRange: public PlotObject
 {
 public:
@@ -160,6 +214,11 @@ PlotRange(Axis::x, -.5, (m).cols() - .5) <<\
 PlotRange(Axis::y, (m).rows() - .5, -.5) <<\
 PlotMatrixNoRange(m)
 
+#define PlotCorrMatrix(m)\
+PlotHeadCommand("set cbrange [-1:1]") <<\
+PlotHeadCommand("set palette defined (0 'blue', 1 'white', 2 'red')") <<\
+PlotMatrix(m)
+
 /******************************************************************************
  *                             Plot modifiers                                 *
  ******************************************************************************/
@@ -172,14 +231,18 @@ struct Range
 
 struct PlotOptions
 {
-    std::string  terminal;
-    std::string  output;
-    std::string  caption;
-    std::string  title;
-    unsigned int scaleMode[2];
-    Range        scale[2];
-    std::string  label[2];
-    std::string  lineColor;
+    std::string              terminal;
+    std::string              output;
+    std::string              caption;
+    std::string              title;
+    unsigned int             scaleMode[2];
+    double                   logScaleBasis[2];
+    Range                    scale[2];
+    std::string              label[2];
+    std::string              lineColor;
+    int                      lineWidth;
+    std::string              dashType;
+    std::vector<std::string> palette;
 };
 
 class PlotModifier
@@ -231,17 +294,44 @@ private:
     const std::string color_;
 };
 
+class LineWidth: public PlotModifier
+{
+public:
+    // constructor
+    explicit LineWidth(const unsigned int width);
+    // destructor
+    virtual ~LineWidth(void) = default;
+    // modifier
+    virtual void operator()(PlotOptions &option) const;
+private:
+    const unsigned width_;
+};
+
+class Dash: public PlotModifier
+{
+public:
+    // constructor
+    explicit Dash(const std::string &dash);
+    // destructor
+    virtual ~Dash(void) = default;
+    // modifier
+    virtual void operator()(PlotOptions &option) const;
+private:
+    const std::string dash_;
+};
+
 class LogScale: public PlotModifier
 {
 public:
     // constructor
-    explicit LogScale(const Axis axis);
+    explicit LogScale(const Axis axis, const double basis = 10);
     // destructor
     virtual ~LogScale(void) = default;
     // modifier
     virtual void operator()(PlotOptions &option) const;
 private:
     const Axis axis_;
+    const double basis_;
 };
 
 class PlotRange: public PlotModifier
@@ -286,6 +376,21 @@ private:
     const std::string title_;
 };
 
+class Palette: public PlotModifier
+{
+public:
+    static const std::vector<std::string> category10;
+public:
+    // constructor
+    explicit Palette(const std::vector<std::string> &palette);
+    // destructor
+    virtual ~Palette(void) = default;
+    // modifier
+    virtual void operator()(PlotOptions &option) const;
+private:
+    const std::vector<std::string> palette_;
+};
+
 /******************************************************************************
  *                               Plot class                                   *
  ******************************************************************************/
@@ -311,13 +416,13 @@ public:
     Plot & operator<<(PlotModifier &&modifier);
     // plot parsing and output
     void display(void);
-    void save(std::string dirName);
+    void save(std::string dirName, bool savePdf = true);
     friend std::ostream & operator<<(std::ostream &out, const Plot &plot);
     // plot reset
     void reset(void);
-private:
     // find gnuplot
-    void getProgramPath(void);
+    std::string getProgramPath(void);
+private:
     // default options
     void initOptions(void);
 private:

lib/LatAnalyze/Core/ThreadPool.cpp

@@ -0,0 +1,117 @@
+/*
+ * ThreadPool.cpp, part of LatAnalyze 3
+ *
+ * Copyright (C) 2013 - 2021 Antonin Portelli
+ *
+ * LatAnalyze 3 is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * LatAnalyze 3 is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#include <LatAnalyze/Core/ThreadPool.hpp>
+#include <LatAnalyze/includes.hpp>
+
+using namespace std;
+using namespace Latan;
+
+/******************************************************************************
+ *                         ThreadPool implementation                          *
+ ******************************************************************************/
+// constructors ////////////////////////////////////////////////////////////////
+ThreadPool::ThreadPool(void)
+: ThreadPool(std::thread::hardware_concurrency())
+{}
+
+ThreadPool::ThreadPool(const unsigned int nThreads)
+: nThreads_(nThreads)
+{
+    for (unsigned int t = 0; t < nThreads_; ++t)
+    {
+        threads_.push_back(thread(&ThreadPool::workerLoop, this));
+    }
+}
+
+// destructor //////////////////////////////////////////////////////////////////
+ThreadPool::~ThreadPool(void)
+{
+    terminate();
+}
+
+// get the number of threads ///////////////////////////////////////////////////
+unsigned int ThreadPool::getThreadNum(void) const
+{
+    return nThreads_;
+}
+
+// get the pool mutex for synchronisation //////////////////////////////////////
+std::mutex & ThreadPool::getMutex(void)
+{
+    return mutex_;
+}
+
+// worker loop /////////////////////////////////////////////////////////////////
+void ThreadPool::workerLoop(void)
+{
+    while (true)
+    {
+        Job job;
+        {
+            unique_lock<mutex> lock(mutex_);
+
+            condition_.wait(lock, [this](){
+                return !queue_.empty() || terminatePool_;
+            });
+            if (terminatePool_ and queue_.empty())
+            {
+                return;
+            }
+            job = queue_.front();
+            queue_.pop();
+        }
+        job();
+    }
+}
+
+// add jobs ////////////////////////////////////////////////////////////////////
+void ThreadPool::addJob(Job newJob)
+{
+    {
+        unique_lock<mutex> lock(mutex_);
+
+        queue_.push(newJob);
+    }
+    condition_.notify_one();
+}
+
+// critical section ////////////////////////////////////////////////////////////
+void ThreadPool::critical(Job fn)
+{
+    unique_lock<mutex> lock(mutex_);
+
+    fn();
+}
+
+// wait for completion /////////////////////////////////////////////////////////
+void ThreadPool::terminate(void)
+{
+    {
+        unique_lock<mutex> lock(mutex_);
+
+        terminatePool_ = true;
+    }
+    condition_.notify_all();
+    for (auto &thread: threads_)
+    {
+        thread.join();
+    }
+    threads_.clear();
+}

lib/LatAnalyze/Core/ThreadPool.hpp

@@ -0,0 +1,56 @@
+/*
+ * ThreadPool.hpp, part of LatAnalyze 3
+ *
+ * Copyright (C) 2013 - 2021 Antonin Portelli
+ *
+ * LatAnalyze 3 is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * LatAnalyze 3 is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#ifndef Latan_ThreadPool_hpp_
+#define Latan_ThreadPool_hpp_
+
+#include <LatAnalyze/Global.hpp>
+
+class ThreadPool
+{
+public:
+    typedef std::function<void(void)> Job;
+public:
+    // constructors/destructor
+    ThreadPool(void);
+    ThreadPool(const unsigned int nThreads);
+    virtual ~ThreadPool(void);
+    // get the number of threads
+    unsigned int getThreadNum(void) const;
+    // get the pool mutex for synchronisation
+    std::mutex & getMutex(void);
+    // add jobs
+    void addJob(Job newJob);
+    // critical section
+    void critical(Job fn);
+    // wait for completion and terminate
+    void terminate(void);
+private:
+    // worker loop
+    void workerLoop(void);
+private:
+    unsigned int             nThreads_;
+    std::condition_variable  condition_;
+    std::vector<std::thread> threads_;
+    bool                     terminatePool_{false};
+    std::queue<Job>          queue_;
+    std::mutex               mutex_;
+};
+
+#endif

lib/LatAnalyze/Core/Utilities.cpp

@@ -0,0 +1,137 @@
+/*
+ * Utilities.cpp, part of LatAnalyze
+ *
+ * Copyright (C) 2013 - 2020 Antonin Portelli
+ *
+ * LatAnalyze is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * LatAnalyze is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with LatAnalyze.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#include <LatAnalyze/Core/Utilities.hpp>
+#include <LatAnalyze/includes.hpp>
+
+using namespace std;
+using namespace Latan;
+
+void Latan::testFunction(void)
+{}
+
+ostream & Latan::operator<<(ostream &out, const ProgressBar &&bar)
+{
+    const Index nTick = bar.nCol_*bar.current_/bar.total_;
+    
+    out << "[";
+    for (Index i = 0; i < nTick; ++i)
+    {
+        out << "=";
+    }
+    for (Index i = nTick; i < bar.nCol_; ++i)
+    {
+        out << " ";
+    }
+    out << "] " << bar.current_ << "/" << bar.total_;
+    out.flush();
+    
+    return out;
+}
+
+int Latan::mkdir(const std::string dirName)
+{
+    if (access(dirName.c_str(), R_OK|W_OK|X_OK))
+    {
+        mode_t mode755;
+        char   tmp[MAX_PATH_LENGTH];
+        char   *p = NULL;
+        size_t len;
+
+        mode755 = S_IRWXU|S_IRGRP|S_IXGRP|S_IROTH|S_IXOTH;
+
+        snprintf(tmp, sizeof(tmp), "%s", dirName.c_str());
+        len = strlen(tmp);
+        if(tmp[len - 1] == '/')
+        {
+            tmp[len - 1] = 0;
+        }
+        for(p = tmp + 1; *p; p++)
+        {
+            if(*p == '/')
+            {
+                *p = 0;
+                ::mkdir(tmp, mode755);
+                *p = '/';
+            }
+        }
+
+        return ::mkdir(tmp, mode755);
+    }
+    else
+    {
+        return 0;
+    }
+}
+
+string Latan::basename(const string &s)
+{
+    constexpr char sep = '/';
+    size_t         i   = s.rfind(sep, s.length());
+    
+    if (i != string::npos)
+    {
+        return s.substr(i+1, s.length() - i);
+    }
+    else
+    {
+        return s;
+    }
+}
+
+std::string Latan::dirname(const std::string &s)
+{
+    constexpr char sep = '/';
+    size_t         i   = s.rfind(sep, s.length());
+    
+    if (i != std::string::npos)
+    {
+        return s.substr(0, i);
+    }
+    else
+    {
+        return "";
+    }
+}
+
+VarName::VarName(const string defName)
+: defName_(defName)
+{}
+
+string VarName::getName(const Index i) const
+{
+    if (hasName(i))
+    {
+        return name_.at(i);
+    }
+    else
+    {
+        return defName_ + "_" + strFrom(i);
+    }
+}
+
+void VarName::setName(const Index i, const string name)
+{
+    name_[i] = name;
+}
+
+bool VarName::hasName(const Index i) const
+{
+    return (name_.find(i) != name_.end());
+}

lib/LatAnalyze/Core/Utilities.hpp

@@ -0,0 +1,250 @@
+/*
+ * Utilities.hpp, part of LatAnalyze
+ *
+ * Copyright (C) 2013 - 2020 Antonin Portelli
+ *
+ * LatAnalyze is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * LatAnalyze is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with LatAnalyze.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#ifndef LatAnalyze_Utilities_hpp_
+#define	LatAnalyze_Utilities_hpp_
+
+#ifndef LATAN_GLOBAL_HPP_
+#include <LatAnalyze/Global.hpp>
+#endif
+
+BEGIN_LATAN_NAMESPACE
+
+// Random seed type ////////////////////////////////////////////////////////////
+typedef std::random_device::result_type SeedType;
+
+// Type utilities //////////////////////////////////////////////////////////////
+// pointer type test
+template <typename Derived, typename Base>
+inline bool isDerivedFrom(const Base *pt)
+{
+    return (dynamic_cast<const Derived *>(pt) != nullptr);
+}
+
+// static logical or
+template <bool... b>
+struct static_or;
+
+template <bool... tail>
+struct static_or<true, tail...> : static_or<tail...> {};
+
+template <bool... tail>
+struct static_or<false, tail...> : std::false_type {};
+
+template <>
+struct static_or<> : std::true_type {};
+
+// Environment /////////////////////////////////////////////////////////////////
+void testFunction(void);
+
+// String utilities ////////////////////////////////////////////////////////////
+inline std::string extension(const std::string fileName)
+{
+    return fileName.substr(fileName.find_last_of(".") + 1);
+}
+
+template <typename T>
+inline T strTo(const std::string &str)
+{
+    T buf;
+    std::istringstream stream(str);
+    
+    stream >> buf;
+    
+    return buf;
+}
+
+// optimized specializations
+template <>
+inline float strTo<float>(const std::string &str)
+{
+    return strtof(str.c_str(), (char **)NULL);
+}
+template <>
+inline double strTo<double>(const std::string &str)
+{
+    return strtod(str.c_str(), (char **)NULL);
+}
+template <>
+inline int strTo<int>(const std::string &str)
+{
+    return (int)(strtol(str.c_str(), (char **)NULL, 10));
+}
+template <>
+inline long strTo<long>(const std::string &str)
+{
+    return strtol(str.c_str(), (char **)NULL, 10);
+}
+template <>
+inline std::string strTo<std::string>(const std::string &str)
+{
+    return str;
+}
+
+template <typename T>
+inline std::string strFrom(const T x)
+{
+    std::ostringstream stream;
+    
+    stream << x;
+    
+    return stream.str();
+}
+
+// specialization for vectors
+template<>
+inline DVec strTo<DVec>(const std::string &str)
+{
+    DVec                res;
+    std::vector<double> vbuf;
+    double              buf;
+    std::istringstream  stream(str);
+    
+    while (!stream.eof())
+    {
+        stream >> buf;
+        vbuf.push_back(buf);
+    }
+    res = Map<DVec>(vbuf.data(), static_cast<Index>(vbuf.size()));
+    
+    return res;
+}
+
+template<>
+inline IVec strTo<IVec>(const std::string &str)
+{
+    IVec                res;
+    std::vector<int>    vbuf;
+    int                 buf;
+    std::istringstream  stream(str);
+    
+    while (!stream.eof())
+    {
+        stream >> buf;
+        vbuf.push_back(buf);
+    }
+    res = Map<IVec>(vbuf.data(), static_cast<Index>(vbuf.size()));
+    
+    return res;
+}
+
+template<>
+inline UVec strTo<UVec>(const std::string &str)
+{
+    UVec                      res;
+    std::vector<unsigned int> vbuf;
+    unsigned int              buf;
+    std::istringstream        stream(str);
+
+    while (!stream.eof())
+    {
+        stream >> buf;
+        vbuf.push_back(buf);
+    }
+    res = Map<UVec>(vbuf.data(), static_cast<Index>(vbuf.size()));
+
+    return res;
+}
+
+template <typename T>
+void tokenReplace(std::string &str, const std::string token,
+                  const T &x, const std::string mark = "@")
+{
+    std::string fullToken = mark + token + mark;
+    
+    auto pos = str.find(fullToken);
+    if (pos != std::string::npos)
+    {
+        str.replace(pos, fullToken.size(), strFrom(x));
+    }
+}
+
+// Manifest file reader ////////////////////////////////////////////////////////
+inline std::vector<std::string> readManifest(const std::string manFileName)
+{
+    std::vector<std::string> list;
+    std::ifstream            manFile;
+    char                     buf[MAX_PATH_LENGTH];
+    
+    manFile.open(manFileName);
+    while (!manFile.eof())
+    {
+        manFile.getline(buf, MAX_PATH_LENGTH);
+        if (!std::string(buf).empty())
+        {
+            list.push_back(buf);
+        }
+    }
+    manFile.close();
+    
+    return list;
+}
+
+// Recursive directory creation ////////////////////////////////////////////////
+int mkdir(const std::string dirName);
+
+// C++ version of basename/dirname /////////////////////////////////////////////
+std::string basename(const std::string& s);
+std::string dirname(const std::string& s);
+
+// Progress bar class //////////////////////////////////////////////////////////
+class ProgressBar
+{
+public:
+    // constructor
+    template <typename A, typename B>
+    ProgressBar(const A current, const B total, const Index nCol = 60);
+    // IO
+    friend std::ostream & operator<<(std::ostream &out,
+                                     const ProgressBar &&bar);
+private:
+    Index current_, total_, nCol_;
+};
+
+template <typename A, typename B>
+ProgressBar::ProgressBar(const A current, const B total, const Index nCol)
+: current_(static_cast<Index>(current))
+, total_(static_cast<Index>(total))
+, nCol_(nCol)
+{}
+
+std::ostream & operator<<(std::ostream &out, const ProgressBar &&bar);
+
+// named variable interface ////////////////////////////////////////////////////
+// FIXME: check redundant names and variable number limit
+class VarName
+{
+public:
+    // constructor
+    VarName(const std::string defName);
+    // destructor
+    virtual ~VarName(void) = default;
+    // access
+    std::string getName(const Index i) const;
+    void        setName(const Index i, const std::string name);
+    // test
+    bool hasName(const Index i) const;
+private:
+    std::string                            defName_;
+    std::unordered_map<Index, std::string> name_;
+};
+
+END_LATAN_NAMESPACE
+
+#endif // LatAnalyze_Utilities_hpp_

lib/LatAnalyze/Core/stdincludes.hpp

@@ -0,0 +1,58 @@
+/*
+ * stdincludes.hpp, part of LatAnalyze 3
+ *
+ * Copyright (C) 2013 - 2020 Antonin Portelli
+ *
+ * LatAnalyze 3 is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * LatAnalyze 3 is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#ifndef Latan_stdincludes_hpp_
+#define	Latan_stdincludes_hpp_
+
+#include <algorithm>
+#include <array>
+#include <chrono>
+#include <complex>
+#include <condition_variable>
+#include <fstream>
+#include <functional>
+#include <iostream>
+#include <iomanip>
+#include <iterator>
+#include <limits>
+#include <list>
+#include <map>
+#include <memory>
+#include <queue>
+#include <random>
+#include <regex>
+#include <set>
+#include <stack>
+#include <string>
+#include <sstream>
+#include <thread>
+#include <type_traits>
+#include <unordered_map>
+#include <utility>
+#include <vector>
+#include <cfloat>
+#include <climits>
+#include <cmath>
+#include <cstdio>
+#include <cstdlib>
+#include <cstring>
+#include <sys/stat.h>
+#include <unistd.h>
+
+#endif // Latan_stdincludes_hpp_

lib/LatAnalyze/Functional/CompiledFunction.cpp

@@ -1,7 +1,7 @@
 /*
  * CompiledFunction.cpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -17,8 +17,8 @@
  * along with LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
  */
 
-#include <LatAnalyze/CompiledFunction.hpp>
-#include <LatAnalyze/Math.hpp>
+#include <LatAnalyze/Functional/CompiledFunction.hpp>
+#include <LatAnalyze/Core/Math.hpp>
 #include <LatAnalyze/includes.hpp>
 
 using namespace std;

lib/LatAnalyze/Functional/CompiledFunction.hpp

@@ -1,7 +1,7 @@
 /*
  * CompiledFunction.hpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -21,8 +21,8 @@
 #define	Latan_CompiledFunction_hpp_
 
 #include <LatAnalyze/Global.hpp>
-#include <LatAnalyze/Function.hpp>
-#include <LatAnalyze/MathInterpreter.hpp>
+#include <LatAnalyze/Functional/Function.hpp>
+#include <LatAnalyze/Core/MathInterpreter.hpp>
 
 BEGIN_LATAN_NAMESPACE
 

lib/LatAnalyze/Functional/CompiledModel.cpp

@@ -1,7 +1,7 @@
 /*
  * CompiledModel.cpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -17,8 +17,8 @@
  * along with LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
  */
 
-#include <LatAnalyze/CompiledModel.hpp>
-#include <LatAnalyze/Math.hpp>
+#include <LatAnalyze/Functional/CompiledModel.hpp>
+#include <LatAnalyze/Core/Math.hpp>
 #include <LatAnalyze/includes.hpp>
 
 using namespace std;

lib/LatAnalyze/Functional/CompiledModel.hpp

@@ -1,7 +1,7 @@
 /*
  * CompiledModel.hpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -21,8 +21,8 @@
 #define Latan_CompiledModel_hpp_
 
 #include <LatAnalyze/Global.hpp>
-#include <LatAnalyze/Model.hpp>
-#include <LatAnalyze/MathInterpreter.hpp>
+#include <LatAnalyze/Functional/Model.hpp>
+#include <LatAnalyze/Core/MathInterpreter.hpp>
 
 BEGIN_LATAN_NAMESPACE
 

lib/LatAnalyze/Functional/Function.cpp

@@ -1,7 +1,7 @@
 /*
  * Function.cpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -17,7 +17,7 @@
  * along with LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
  */
 
-#include <LatAnalyze/Function.hpp>
+#include <LatAnalyze/Functional/Function.hpp>
 #include <LatAnalyze/includes.hpp>
 
 using namespace std;
@@ -111,6 +111,20 @@ double DoubleFunction::operator()(void) const
     return (*this)(nullptr);
 }
 
+std::map<double, double> DoubleFunction::operator()(const std::map<double, double> &m) const
+{
+    checkSize(1);
+
+    std::map<double, double> res;
+
+    for (auto &val: m)
+    {
+        res[val.first] = (*this)(val.second);
+    }
+
+    return res;
+}
+
 // bind ////////////////////////////////////////////////////////////////////////
 DoubleFunction DoubleFunction::bind(const Index argIndex,
                                     const double val) const
@@ -165,6 +179,26 @@ DoubleFunction DoubleFunction::bind(const Index argIndex,
     return bindFunc;
 }
 
+// sample //////////////////////////////////////////////////////////////////////
+DVec DoubleFunction::sample(const DMat &x) const
+{
+    if (x.cols() != getNArg())
+    {
+        LATAN_ERROR(Size, "sampling point matrix and number of arguments "
+                          "mismatch (matrix has " + strFrom(x.cols())
+                          + ", number of arguments is " + strFrom(getNArg()) + ")");
+    }
+    
+    DVec res(x.rows());
+
+    for (Index i = 0; i < res.size(); ++i)
+    {
+        res(i) = (*this)(x.row(i));
+    }
+
+    return res;
+}
+
 // arithmetic operators ////////////////////////////////////////////////////////
 DoubleFunction DoubleFunction::operator-(void) const
 {

lib/LatAnalyze/Functional/Function.hpp

@@ -1,7 +1,7 @@
 /*
  * Function.hpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -21,8 +21,8 @@
 #define	Latan_Function_hpp_
 
 #include <LatAnalyze/Global.hpp>
-#include <LatAnalyze/Mat.hpp>
-#include <LatAnalyze/MatSample.hpp>
+#include <LatAnalyze/Core/Mat.hpp>
+#include <LatAnalyze/Statistics/MatSample.hpp>
 
 BEGIN_LATAN_NAMESPACE
 
@@ -52,9 +52,12 @@ public:
     double operator()(void) const;
     template <typename... Ts>
     double operator()(const double arg0, const Ts... args) const;
+    std::map<double, double> operator()(const std::map<double, double> &m) const;
     // bind
     DoubleFunction bind(const Index argIndex, const double val) const;
     DoubleFunction bind(const Index argIndex, const DVec &x) const;
+    // sample
+    DVec sample(const DMat &x) const;
     // arithmetic operators
     DoubleFunction   operator-(void) const;
     DoubleFunction & operator+=(const DoubleFunction &f);

lib/LatAnalyze/Functional/Model.cpp

@@ -1,7 +1,7 @@
 /*
  * Model.cpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -17,7 +17,7 @@
  * along with LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
  */
 
-#include <LatAnalyze/Model.hpp>
+#include <LatAnalyze/Functional/Model.hpp>
 #include <LatAnalyze/includes.hpp>
 
 using namespace std;

lib/LatAnalyze/Functional/Model.hpp

@@ -1,7 +1,7 @@
 /*
  * Model.hpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -21,8 +21,8 @@
 #define Latan_Model_hpp_
 
 #include <LatAnalyze/Global.hpp>
-#include <LatAnalyze/Function.hpp>
-#include <LatAnalyze/Mat.hpp>
+#include <LatAnalyze/Functional/Function.hpp>
+#include <LatAnalyze/Core/Mat.hpp>
 
 BEGIN_LATAN_NAMESPACE
 

lib/LatAnalyze/Functional/TabFunction.cpp

@@ -1,7 +1,7 @@
 /*
  * TabFunction.cpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -17,7 +17,7 @@
  * along with LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
  */
 
-#include <LatAnalyze/TabFunction.hpp>
+#include <LatAnalyze/Functional/TabFunction.hpp>
 #include <LatAnalyze/includes.hpp>
 
 using namespace std;
@@ -29,18 +29,11 @@ using namespace Latan;
 // constructors ////////////////////////////////////////////////////////////////
 TabFunction::TabFunction(const DVec &x, const DVec &y,
                          const InterpType interpType)
-: interpType_(interpType)
 {
     setData(x, y);
+    setInterpolationType(interpType);
 }
 
-//TabFunction::TabFunction(const XYStatData &data, const Index i, const Index j,
-//                         const InterpType interpType)
-//: interpType_(interpType)
-//{
-//    setData(data, i, j);
-//}
-
 // access //////////////////////////////////////////////////////////////////////
 void TabFunction::setData(const DVec &x, const DVec &y)
 {
@@ -54,10 +47,10 @@ void TabFunction::setData(const DVec &x, const DVec &y)
     }
 }
 
-//void TabFunction::setData(const XYStatData &data, const Index i, const Index j)
-//{
-//    setData(data.x(i), data.y(j));
-//}
+void TabFunction::setInterpolationType(const InterpType interpType)
+{
+    interpType_ = interpType;
+}
 
 // function call ///////////////////////////////////////////////////////////////
 double TabFunction::operator()(const double *arg) const
@@ -154,12 +147,6 @@ DoubleFunction Latan::interpolate(const DVec &x, const DVec &y,
     return TabFunction(x, y, interpType).makeFunction();
 }
 
-//DoubleFunction Latan::interpolate(const XYStatData &data, const Index i,
-//                                  const Index j, const InterpType interpType)
-//{
-//    return TabFunction(data, i, j, interpType).makeFunction();
-//}
-
 map<double, double>::const_iterator TabFunction::nearest(const double x) const
 {
     map<double, double>::const_iterator ret;

lib/LatAnalyze/Functional/TabFunction.hpp

@@ -1,7 +1,7 @@
 /*
  * TabFunction.hpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -21,9 +21,9 @@
 #define Latan_TabFunction_hpp_
 
 #include <LatAnalyze/Global.hpp>
-#include <LatAnalyze/Function.hpp>
-#include <LatAnalyze/Math.hpp>
-#include <LatAnalyze/XYStatData.hpp>
+#include <LatAnalyze/Functional/Function.hpp>
+#include <LatAnalyze/Core/Math.hpp>
+#include <LatAnalyze/Statistics/XYStatData.hpp>
 
 BEGIN_LATAN_NAMESPACE
 
@@ -45,13 +45,11 @@ public:
     TabFunction(void) = default;
     TabFunction(const DVec &x, const DVec &y,
                 const InterpType interpType = InterpType::LINEAR);
-    //TabFunction(const XYStatData &data, const Index i = 0, const Index j = 0,
-    //            const InterpType interpType = InterpType::LINEAR);
     // destructor
     virtual ~TabFunction(void) = default;
     // access
     void setData(const DVec &x, const DVec &y);
-    // void setData(const XYStatData &data, const Index i = 0, const Index j = 0);
+    void setInterpolationType(const InterpType interpType);
     // function call
     double operator()(const double *arg) const;
     // factory
@@ -65,9 +63,6 @@ private:
 
 DoubleFunction interpolate(const DVec &x, const DVec &y,
                            const InterpType interpType = InterpType::LINEAR);
-//DoubleFunction interpolate(const XYStatData &data, const Index i = 0,
-//                           const Index j = 0,
-//                           const InterpType interpType = InterpType::LINEAR);
 
 END_LATAN_NAMESPACE
 

lib/LatAnalyze/Global.cpp

@@ -1,7 +1,7 @@
 /*
  * Global.cpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -25,11 +25,13 @@ using namespace Latan;
 
 PlaceHolder Latan::_;
 
-const string Env::fullName  = PACKAGE_STRING;
-const string Env::name      = PACKAGE_NAME;
-const string Env::version   = PACKAGE_VERSION;
-const string Env::msgPrefix = "[" + strFrom(PACKAGE_NAME) + " v"
-                              + strFrom(PACKAGE_VERSION) + "] ";
+const string Env::fullName  = strFrom(PROJECT_NAME) + " " + strFrom(LATAN_SHORT_SHA) + " (v" + strFrom(PROJECT_VERSION) + ")";
+const string Env::name      = PROJECT_NAME;
+const string Env::version   = PROJECT_VERSION;
+const string Env::gitShortSha = LATAN_SHORT_SHA;
+const string Env::gitSha = LATAN_SHA;
+const string Env::gitBranch = LATAN_BRANCH;
+const string Env::msgPrefix = "[" + Env::fullName + "] ";
 
 void Env::function(void)
 {}

lib/LatAnalyze/Global.hpp

@@ -1,7 +1,7 @@
 /*
  * Global.hpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -20,13 +20,27 @@
 #ifndef Latan_Global_hpp_
 #define	Latan_Global_hpp_
 
-#include <LatCore/LatCore.hpp>
+#include <LatAnalyze/Core/stdincludes.hpp>
 
 #define BEGIN_LATAN_NAMESPACE \
-namespace Latan {\
-using namespace LatCore;
+namespace Latan {
 #define END_LATAN_NAMESPACE }
 
+// macro utilities
+#define unique_arg(...) __VA_ARGS__
+#define DEBUG_VAR(x) std::cout << #x << "= "  << x << std::endl
+#define DEBUG_MAT(m) std::cout << #m << "=\n" << m << std::endl
+
+// attribute to switch off unused warnings with gcc
+#ifdef __GNUC__
+#define __dumb __attribute__((unused))
+#else
+#define __dumb
+#endif
+
+// max length for paths
+#define MAX_PATH_LENGTH 512u
+
 BEGIN_LATAN_NAMESPACE
 
 // Placeholder type ////////////////////////////////////////////////////////////
@@ -40,6 +54,9 @@ namespace Env
     extern const std::string fullName;
     extern const std::string name;
     extern const std::string version;
+    extern const std::string gitShortSha;
+    extern const std::string gitSha;
+    extern const std::string gitBranch;
     extern const std::string msgPrefix;
     // empty function for library test
     void function(void);
@@ -47,6 +64,8 @@ namespace Env
 
 END_LATAN_NAMESPACE
 
-#include <LatAnalyze/Exceptions.hpp>
+#include <LatAnalyze/Core/Eigen.hpp>
+#include <LatAnalyze/Core/Exceptions.hpp>
+#include <LatAnalyze/Core/Utilities.hpp>
 
 #endif // Latan_Global_hpp_

lib/LatAnalyze/Io/AsciiFile.cpp

@@ -1,7 +1,7 @@
 /*
  * AsciiFile.cpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -17,7 +17,7 @@
  * along with LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
  */
 
-#include <LatAnalyze/AsciiFile.hpp>
+#include <LatAnalyze/Io/AsciiFile.hpp>
 #include <LatAnalyze/includes.hpp>
 
 using namespace std;

lib/LatAnalyze/Io/AsciiFile.hpp

@@ -1,7 +1,7 @@
 /*
  * AsciiFile.hpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -21,10 +21,10 @@
 #define Latan_AsciiFile_hpp_
 
 #include <LatAnalyze/Global.hpp>
-#include <LatAnalyze/File.hpp>
-#include <LatAnalyze/Mat.hpp>
-#include <LatAnalyze/MatSample.hpp>
-#include <LatAnalyze/ParserState.hpp>
+#include <LatAnalyze/Io/File.hpp>
+#include <LatAnalyze/Core/Mat.hpp>
+#include <LatAnalyze/Statistics/MatSample.hpp>
+#include <LatAnalyze/Core/ParserState.hpp>
 
 BEGIN_LATAN_NAMESPACE
 

lib/LatAnalyze/Io/AsciiLexer.lpp

@@ -1,7 +1,7 @@
 /*
  * AsciiLexer.lpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -25,7 +25,7 @@
 %option yylineno
 
 %{
-	#include <LatAnalyze/AsciiFile.hpp>
+	#include <LatAnalyze/Io/AsciiFile.hpp>
 	#include "AsciiParser.hpp"
     
     using namespace std;

lib/LatAnalyze/Io/AsciiParser.ypp

@@ -1,7 +1,7 @@
 /*
  * AsciiParser.ypp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -19,9 +19,9 @@
 
 %{
     #include <LatAnalyze/Global.hpp>
-	#include <LatAnalyze/AsciiFile.hpp>
-    #include <LatAnalyze/Mat.hpp>
-    #include <LatAnalyze/MatSample.hpp>
+	#include <LatAnalyze/Io/AsciiFile.hpp>
+    #include <LatAnalyze/Core/Mat.hpp>
+    #include <LatAnalyze/Statistics/MatSample.hpp>
 
     using namespace std;
     using namespace Latan;

lib/LatAnalyze/Io/BinReader.cpp

@@ -0,0 +1,81 @@
+/*
+ * BinReader.cpp, part of LatAnalyze
+ *
+ * Copyright (C) 2015 Antonin Portelli
+ *
+ * LatAnalyze is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * LatAnalyze is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with LatAnalyze.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#include <LatAnalyze/Io/BinReader.hpp>
+#include <LatAnalyze/includes.hpp>
+
+#if (defined __GNUC__)||(defined __clang__)
+#pragma GCC diagnostic ignored "-Wunreachable-code"
+#endif
+
+using namespace std;
+using namespace Latan;
+
+BinIO::BinIO(string msg, string loc)
+: runtime_error("Binary reader error: " + msg + " (" + loc + ")")
+{}
+
+/******************************************************************************
+ *                         BinReader implementation                           *
+ ******************************************************************************/
+// constructor /////////////////////////////////////////////////////////////////
+BinReader::BinReader(const string fileName, const uint32_t endianness,
+                     const bool isColMaj)
+{
+    open(fileName, endianness, isColMaj);
+}
+
+// I/O /////////////////////////////////////////////////////////////////////////
+void BinReader::open(const string fileName, const uint32_t endianness,
+                     const bool isColMaj)
+{
+    fileName_   = fileName;
+    endianness_ = endianness;
+    isColMaj_   = isColMaj;
+    file_.reset(new ifstream(fileName_, ios::in|ios::binary|ios::ate));
+    if (!file_->is_open())
+    {
+        LATAN_ERROR(Io, "impossible to open file '" + fileName_ + "'");
+    }
+    size_ = static_cast<size_t>(file_->tellg());
+    file_->seekg(0, ios::beg);
+}
+
+void BinReader::close(void)
+{
+    file_.reset(nullptr);
+}
+
+template <>
+std::string BinReader::read(void)
+{
+    std::string s;
+    char        c = 'a';
+    
+    while (c != '\n')
+    {
+        c = read<char>();
+        if (c != '\n')
+        {
+            s.push_back(c);
+        }
+    }
+    
+    return s;
+}

lib/LatAnalyze/Io/BinReader.hpp

@@ -0,0 +1,196 @@
+/*
+ * BinReader.hpp, part of LatAnalyze
+ *
+ * Copyright (C) 2015 Antonin Portelli
+ *
+ * LatAnalyze is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * LatAnalyze is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with LatAnalyze.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#ifndef LatAnalyze_BinReader_hpp_
+#define LatAnalyze_BinReader_hpp_
+
+#include <LatAnalyze/Global.hpp>
+
+BEGIN_LATAN_NAMESPACE
+
+// I/O exception
+class BinIO: public std::runtime_error
+{
+public:
+    BinIO(std::string msg, std::string loc);
+};
+
+/******************************************************************************
+ *                        Byte manipulation utilities                         *
+ ******************************************************************************/
+class Endianness
+{
+public:
+    enum: uint32_t
+    {
+        little  = 0x00000001,
+        big     = 0x01000000,
+        unknown = 0xffffffff
+    };
+};
+
+class ByteManip
+{
+public:
+    static constexpr uint32_t getHostEndianness(void)
+    {
+        return ((0xffffffff & 1) == Endianness::little) ? Endianness::little
+            : (((0xffffffff & 1) == Endianness::big) ? Endianness::big
+               : Endianness::unknown);
+    }
+    template <typename T>
+    static T swapBytes(const T);
+};
+
+/******************************************************************************
+ *                         template implementation                            *
+ ******************************************************************************/
+template <typename T>
+T ByteManip::swapBytes(const T u)
+{
+    static_assert (CHAR_BIT == 8, "CHAR_BIT != 8");
+    
+    union
+    {
+        T             u;
+        unsigned char u8[sizeof(T)];
+    } source, dest;
+    
+    source.u = u;
+    for (size_t k = 0; k < sizeof(T); ++k)
+    {
+        dest.u8[k] = source.u8[sizeof(T) - k - 1];
+    }
+    
+    return dest.u;
+}
+
+/******************************************************************************
+ *                        Utility to read binary files                        *
+ ******************************************************************************/
+class BinReader
+{
+public:
+    // constructor
+    BinReader(void) = default;
+    BinReader(const std::string fileName,
+              const uint32_t endianness = ByteManip::getHostEndianness(),
+              const bool isColMaj = false);
+    // destructor
+    virtual ~BinReader(void) = default;
+    // I/O
+    void       open(const std::string fileName,
+                    const uint32_t endianness = ByteManip::getHostEndianness(),
+                    const bool isColMaj = false);
+    void       close(void);
+    template <typename T>
+    void       read(T *pt, Index size);
+    template <typename T>
+    T          read(void);
+    template <typename T>
+    MatBase<T> read(const Index nRow, const Index nCol);
+private:
+    std::unique_ptr<std::ifstream> file_{nullptr};
+    std::string                    fileName_;
+    size_t                         size_;
+    uint32_t                       endianness_;
+    bool                           isColMaj_;
+};
+
+/******************************************************************************
+ *                         template implementation                            *
+ ******************************************************************************/
+template <typename T>
+void BinReader::read(T *pt, Index n)
+{
+    if (file_ != nullptr)
+    {
+        file_->read(reinterpret_cast<char *>(pt),
+                    static_cast<long>(sizeof(T))*n);
+        if (endianness_ != ByteManip::getHostEndianness())
+        {
+            for (Index i = 0; i < n; ++i)
+            {
+                pt[i] = ByteManip::swapBytes(pt[i]);
+            }
+        }
+        
+    }
+    else
+    {
+        LATAN_ERROR(Io, "file is not opened");
+    }
+}
+
+template <typename T>
+T BinReader::read(void)
+{
+    T x;
+    
+    if (file_ != nullptr)
+    {
+        read(&x, 1);
+    }
+    else
+    {
+        LATAN_ERROR(Io, "file is not opened");
+    }
+    
+    return x;
+}
+
+template <>
+std::string BinReader::read(void);
+
+template <typename T>
+MatBase<T> BinReader::read(const Index nRow, const Index nCol)
+{
+    MatBase<T> m;
+    
+    // Eigen matrices use column-major ordering
+    if (isColMaj_)
+    {
+        m.resize(nRow, nCol);
+    }
+    else
+    {
+        m.resize(nCol, nRow);
+    }
+    if (file_ != nullptr)
+    {
+        read(m.data(), nRow*nCol);
+    }
+    else
+    {
+        LATAN_ERROR(Io, "file is not opened");
+    }
+    if (isColMaj_)
+    {
+        return m;
+    }
+    else
+    {
+        return m.transpose();
+
+    }
+}
+
+END_LATAN_NAMESPACE
+
+#endif // LatAnalyze_BinReader_hpp_

lib/LatAnalyze/Io/File.cpp

@@ -1,7 +1,7 @@
 /*
  * File.cpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -17,7 +17,7 @@
  * along with LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
  */
 
-#include <LatAnalyze/File.hpp>
+#include <LatAnalyze/Io/File.hpp>
 #include <LatAnalyze/includes.hpp>
 
 using namespace std;

lib/LatAnalyze/Io/File.hpp

@@ -1,7 +1,7 @@
 /*
  * File.hpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -21,9 +21,9 @@
 #define	Latan_File_hpp_
 
 #include <LatAnalyze/Global.hpp>
-#include <LatAnalyze/IoObject.hpp>
-#include <LatAnalyze/Mat.hpp>
-#include <LatAnalyze/MatSample.hpp>
+#include <LatAnalyze/Io/IoObject.hpp>
+#include <LatAnalyze/Core/Mat.hpp>
+#include <LatAnalyze/Statistics/MatSample.hpp>
 
 BEGIN_LATAN_NAMESPACE
 
@@ -105,12 +105,12 @@ const IoT& File::getData(const std::string &name) const
     {
         return dynamic_cast<const IoT &>(*(data_.at(name)));
     }
-    catch(std::out_of_range)
+    catch (std::out_of_range &)
     {
         LATAN_ERROR(Definition, "no data with name '" + name + "' in file "
                     + name_);
     }
-    catch(std::bad_cast)
+    catch (std::bad_cast &)
     {
         LATAN_ERROR(Definition, "data with name '" + name + "' in file "
                     + name_ + " does not have type '" + typeid(IoT).name()

lib/LatAnalyze/Io/Hdf5File.cpp

@@ -1,7 +1,7 @@
 /*
  * Hdf5File.cpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli, Matt Spraggs
+ * Copyright (C) 2013 - 2020 Antonin Portelli, Matt Spraggs
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -17,8 +17,8 @@
  * along with LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
  */
 
-#include <LatAnalyze/Hdf5File.hpp>
-#include <LatAnalyze/IoObject.hpp>
+#include <LatAnalyze/Io/Hdf5File.hpp>
+#include <LatAnalyze/Io/IoObject.hpp>
 #include <LatAnalyze/includes.hpp>
 
 using namespace std;

lib/LatAnalyze/Io/Hdf5File.hpp

@@ -1,7 +1,7 @@
 /*
  * Hdf5File.hpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli, Matt Spraggs
+ * Copyright (C) 2013 - 2020 Antonin Portelli, Matt Spraggs
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -21,9 +21,9 @@
 #define Latan_Hdf5File_hpp_
 
 #include <LatAnalyze/Global.hpp>
-#include <LatAnalyze/File.hpp>
-#include <LatAnalyze/Mat.hpp>
-#include <LatAnalyze/MatSample.hpp>
+#include <LatAnalyze/Io/File.hpp>
+#include <LatAnalyze/Core/Mat.hpp>
+#include <LatAnalyze/Statistics/MatSample.hpp>
 #include <H5Cpp.h>
 
 BEGIN_LATAN_NAMESPACE

lib/LatAnalyze/Io/Io.cpp

@@ -1,7 +1,7 @@
 /*
  * Io.cpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -17,12 +17,10 @@
  * along with LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
  */
 
-#include <LatAnalyze/Io.hpp>
+#include <LatAnalyze/Io/Io.hpp>
 #include <LatAnalyze/includes.hpp>
-#include <LatAnalyze/AsciiFile.hpp>
-#ifdef HAVE_HDF5
-#include <LatAnalyze/Hdf5File.hpp>
-#endif
+#include <LatAnalyze/Io/AsciiFile.hpp>
+#include <LatAnalyze/Io/Hdf5File.hpp>
 
 using namespace std;
 using namespace Latan;
@@ -42,12 +40,10 @@ unique_ptr<File> Io::open(const std::string &fileName, const unsigned int mode)
     {
         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/LatAnalyze/Io/Io.hpp

@@ -1,7 +1,7 @@
 /*
  * Io.hpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -21,7 +21,7 @@
 #define Latan_Io_hpp_
 
 #include <LatAnalyze/Global.hpp>
-#include <LatAnalyze/File.hpp>
+#include <LatAnalyze/Io/File.hpp>
 
 BEGIN_LATAN_NAMESPACE
 

lib/LatAnalyze/Io/IoObject.hpp

@@ -1,7 +1,7 @@
 /*
  * IoObject.hpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by

lib/LatAnalyze/Io/XmlReader.cpp

@@ -0,0 +1,84 @@
+/*
+ * XmlReader.cpp, part of LatAnalyze
+ *
+ * Copyright (C) 2013 - 2020 Antonin Portelli
+ *
+ * LatAnalyze is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * LatAnalyze is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with LatAnalyze.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#include <LatAnalyze/Io/XmlReader.hpp>
+#include <LatAnalyze/includes.hpp>
+
+using namespace std;
+using namespace Latan;
+
+XmlParsing::XmlParsing(string msg, string loc)
+: runtime_error("XML reader error: " + msg + " (" + loc + ")")
+{}
+
+/******************************************************************************
+ *                         XmlReader implementation                           *
+ ******************************************************************************/
+// constructor /////////////////////////////////////////////////////////////////
+XmlReader::XmlReader(const string &fileName)
+{
+    open(fileName);
+}
+
+// IO //////////////////////////////////////////////////////////////////////////
+void XmlReader::open(const string &fileName)
+{
+    name_ = fileName;
+    doc_.LoadFile(name_.c_str());
+    if (doc_.Error())
+    {
+        string errMsg;
+        
+        if (doc_.ErrorStr())
+        {
+            errMsg = doc_.ErrorStr();
+        }
+        LATAN_ERROR(Io, "cannot open file " + fileName + " [tinyxml2 code "
+                  + strFrom(doc_.ErrorID()) + ": " + errMsg + "]");
+    }
+    root_ = doc_.RootElement();
+}
+
+// XML structure access ////////////////////////////////////////////////////////
+const XmlNode * XmlReader::getNextNode(const XmlNode *node,
+                                       const string &nodeName)
+{
+    const char *pt = (nodeName.empty()) ? nullptr : nodeName.c_str();
+    
+    if (node)
+    {
+        return node->NextSiblingElement(pt);
+    }
+    else
+    {
+        return nullptr;
+    }
+}
+
+const XmlNode * XmlReader::getNextSameNode(const XmlNode *node)
+{
+    if (node)
+    {
+        return getNextNode(node, node->Name());
+    }
+    else
+    {
+        return nullptr;
+    }
+}

lib/LatAnalyze/Io/XmlReader.hpp

@@ -0,0 +1,235 @@
+/*
+ * XmlReader.hpp, part of LatAnalyze
+ *
+ * Copyright (C) 2013 - 2020 Antonin Portelli
+ *
+ * LatAnalyze is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * LatAnalyze is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with LatAnalyze.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#ifndef LatAnalyze_XmlReader_hpp_
+#define LatAnalyze_XmlReader_hpp_
+
+#include <LatAnalyze/Global.hpp>
+
+#pragma GCC diagnostic push
+#pragma GCC diagnostic ignored "-Wsign-conversion"
+#include <LatAnalyze/Io/Xml/tinyxml2.hpp>
+#pragma GCC diagnostic pop
+
+BEGIN_LATAN_NAMESPACE
+
+// parsing exception
+class XmlParsing: public std::runtime_error
+{
+public:
+    XmlParsing(std::string msg, std::string loc);
+};
+
+/******************************************************************************
+ *                        XML parameter file reader                           *
+ ******************************************************************************/
+typedef tinyxml2::XMLElement XmlNode;
+
+class XmlReader
+{
+public:
+    // constructor
+    XmlReader(void) = default;
+    explicit XmlReader(const std::string &fileName);
+    // destructor
+    virtual ~XmlReader(void) = default;
+    // IO
+    void open(const std::string &fileName);
+    // XML structure access
+    template <typename... Strs>
+    static const XmlNode * getFirstNode(const XmlNode *startNode,
+                                        const std::string &nodeName,
+                                        Strs... nodeNames);
+    template <typename... Strs>
+    const XmlNode * getFirstNode(const std::string &nodeName,
+                                 Strs... nodeNames) const;
+    static const XmlNode * getNextNode(const XmlNode *node,
+                                       const std::string &nodeName = "");
+    static const XmlNode * getNextSameNode(const XmlNode *node);
+    template <typename T>
+    static T getValue(const XmlNode *node);
+    template <typename T, typename... Strs>
+    static T getFirstValue(const XmlNode *startNode,
+                           const std::string &nodeName, Strs... nodeNames);
+    template <typename T, typename... Strs>
+    T getFirstValue(const std::string &nodeName, Strs... nodeNames) const;
+    template <typename T, typename... Strs>
+    static std::vector<T> getAllValues(const XmlNode *startNode,
+                                       const std::string &nodeName,
+                                       Strs... nodeNames);
+    template <typename T, typename... Strs>
+    std::vector<T> getAllValues(const std::string &nodeName,
+                                Strs... nodeNames) const;
+    // XML structure test
+    template <typename... Strs>
+    static bool hasNode(const XmlNode *startNode, const std::string &nodeName,
+                        Strs... nodeNames);
+    template <typename... Strs>
+    bool hasNode(const std::string &nodeName, Strs... nodeNames) const;
+private:
+    std::string           name_;
+    tinyxml2::XMLDocument doc_;
+    XmlNode               *root_{nullptr};
+};
+
+/******************************************************************************
+ *                     XmlReader template implementation                      *
+ ******************************************************************************/
+// XML structure access ////////////////////////////////////////////////////////
+template <typename... Strs>
+const XmlNode * XmlReader::getFirstNode(const XmlNode *startNode,
+                                        const std::string &nodeName,
+                                        Strs... nodeNames)
+{
+    static_assert(static_or<std::is_assignable<std::string, Strs>::value...>::value,
+                  "getFirstNode arguments are not compatible with std::string");
+    
+    const unsigned int nName  = sizeof...(nodeNames) + 1;
+    const std::string  name[] = {nodeName, nodeNames...};
+    const XmlNode      *node  = startNode;
+    
+    if (!node)
+    {
+        LATAN_ERROR(Io, "root node is null, no XML file opened");
+    }
+    for (unsigned int i = 0; i < nName; ++i)
+    {
+        node = node->FirstChildElement(name[i].c_str());
+        if (!node)
+        {
+            LATAN_ERROR(Io, "XML node " + name[i] + " not found");
+        }
+    }
+    
+    return node;
+}
+
+template <typename... Strs>
+const XmlNode * XmlReader::getFirstNode(const std::string &nodeName,
+                                        Strs... nodeNames) const
+{
+    if (!root_)
+    {
+        LATAN_ERROR(Io, "root node is null, no XML file opened");
+    }
+    
+    return getFirstNode(root_, nodeName, nodeNames...);
+}
+
+template <typename T>
+T XmlReader::getValue(const XmlNode *node)
+{
+    if (node)
+    {
+        if (node->GetText())
+        {
+            return Latan::strTo<T>(node->GetText());
+        }
+        else
+        {
+            return T();
+        }
+    }
+    else
+    {
+        return T();
+    }
+}
+
+template <typename T, typename... Strs>
+T XmlReader::getFirstValue(const XmlNode *startNode,
+                           const std::string &nodeName, Strs... nodeNames)
+{
+    const XmlNode *node = getFirstNode(startNode, nodeName, nodeNames...);
+    
+    return getValue<T>(node);
+}
+
+template <typename T, typename... Strs>
+T XmlReader::getFirstValue(const std::string &nodeName, Strs... nodeNames) const
+{
+    return getFirstValue<T>(root_, nodeName, nodeNames...);
+}
+
+template <typename T, typename... Strs>
+std::vector<T> XmlReader::getAllValues(const XmlNode *startNode,
+                                       const std::string &nodeName,
+                                       Strs... nodeNames)
+{
+    const XmlNode  *node = getFirstNode(startNode, nodeName, nodeNames...);
+    std::vector<T> value;
+    
+    while (node)
+    {
+        value.push_back(getValue<T>(node));
+        node = getNextSameNode(node);
+    }
+    
+    return value;
+}
+
+template <typename T, typename... Strs>
+std::vector<T> XmlReader::getAllValues(const std::string &nodeName,
+                                       Strs... nodeNames) const
+{
+    return getAllValues<T>(root_, nodeName, nodeNames...);
+}
+
+// XML structure test //////////////////////////////////////////////////////////
+template <typename... Strs>
+bool XmlReader::hasNode(const XmlNode *startNode, const std::string &nodeName,
+             Strs... nodeNames)
+{
+    static_assert(static_or<std::is_assignable<std::string, Strs>::value...>::value,
+                  "hasNode arguments are not compatible with std::string");
+
+    const unsigned int nName  = sizeof...(nodeNames) + 1;
+    const std::string  name[] = {nodeName, nodeNames...};
+    const XmlNode      *node  = startNode;
+
+    if (!node)
+    {
+        LATAN_ERROR(Io, "root node is null, no XML file opened");
+    }
+    for (unsigned int i = 0; i < nName; ++i)
+    {
+        node = node->FirstChildElement(name[i].c_str());
+        if (!node)
+        {
+            return false;
+        }
+    }
+
+    return true;
+}
+
+template <typename... Strs>
+bool XmlReader::hasNode(const std::string &nodeName, Strs... nodeNames) const
+{
+    if (!root_)
+    {
+        LATAN_ERROR(Io, "root node is null, no XML file opened");
+    }
+
+    return hasNode(root_, nodeName, nodeNames...);
+}
+
+END_LATAN_NAMESPACE
+
+#endif // LatAnalyze_XmlReader_hpp_

lib/LatAnalyze/Makefile.am

@@ -0,0 +1,151 @@
+COM_CXXFLAGS = -Wall
+if CXX_GNU
+    COM_CXXFLAGS += -W -pedantic -Wno-deprecated-declarations
+else
+if CXX_INTEL
+    COM_CXXFLAGS += -wd1682
+endif
+endif
+
+include eigen_files.mk
+
+AM_LFLAGS = -olex.yy.c
+AM_YFLAGS = -y -d -Wno-yacc -Wno-deprecated
+
+lib_LTLIBRARIES    = libLatAnalyze.la
+noinst_LTLIBRARIES = libLexers.la
+
+libLexers_la_SOURCES  = Io/AsciiLexer.lpp Core/MathLexer.lpp
+if CXX_GNU
+    libLexers_la_CXXFLAGS = $(COM_CXXFLAGS) -Wno-unused-parameter -Wno-unused-function -Wno-deprecated-register
+else
+    libLexers_la_CXXFLAGS = $(COM_CXXFLAGS)
+endif
+
+libLatAnalyze_la_SOURCES =           \
+    includes.hpp                     \
+    Global.cpp                       \
+    Core/Exceptions.cpp              \
+    Core/Mat.cpp                     \
+    Core/Math.cpp                    \
+    Core/MathInterpreter.cpp         \
+    Core/MathParser.ypp              \
+    Core/OptParser.cpp               \
+    Core/Plot.cpp                    \
+    Core/ThreadPool.cpp              \
+    Core/Utilities.cpp               \
+    Functional/CompiledFunction.cpp  \
+    Functional/CompiledModel.cpp     \
+    Functional/Function.cpp          \
+    Functional/Model.cpp             \
+    Functional/TabFunction.cpp       \
+    Io/AsciiFile.cpp                 \
+    Io/AsciiParser.ypp               \
+    Io/BinReader.cpp                 \
+    Io/File.cpp                      \
+    Io/Hdf5File.cpp                  \
+    Io/Io.cpp                        \
+    Io/XmlReader.cpp                 \
+    Io/Xml/tinyxml2.cpp              \
+    Numerical/Derivative.cpp         \
+    Numerical/DWT.cpp                \
+    Numerical/DWTFilters.cpp         \
+    Numerical/GslFFT.cpp             \
+    Numerical/GslHybridRootFinder.cpp\
+    Numerical/GslMinimizer.cpp       \
+    Numerical/GslQagsIntegrator.cpp  \
+    Numerical/Minimizer.cpp          \
+    Numerical/RootFinder.cpp         \
+    Numerical/Solver.cpp             \
+    Physics/CorrelatorFitter.cpp     \
+    Physics/DataFilter.cpp           \
+    Physics/EffectiveMass.cpp        \
+    Statistics/FitInterface.cpp      \
+    Statistics/Histogram.cpp         \
+    Statistics/Random.cpp            \
+    Statistics/StatArray.cpp         \
+    Statistics/XYSampleData.cpp      \
+    Statistics/XYStatData.cpp        \
+	../config.h
+libLatAnalyze_ladir = $(pkgincludedir)
+HPPFILES =                           \
+    Global.hpp                       \
+    Core/Eigen.hpp                   \
+    Core/EigenPlugin.hpp             \
+    Core/Exceptions.hpp              \
+    Core/Mat.hpp                     \
+    Core/Math.hpp                    \
+    Core/MathInterpreter.hpp         \
+    Core/OptParser.hpp               \
+    Core/ParserState.hpp             \
+    Core/Plot.hpp                    \
+    Core/ThreadPool.hpp              \
+    Core/stdincludes.hpp             \
+    Core/Utilities.hpp               \
+    Functional/CompiledFunction.hpp  \
+    Functional/CompiledModel.hpp     \
+    Functional/Function.hpp          \
+    Functional/Model.hpp             \
+    Functional/TabFunction.hpp       \
+    Io/AsciiFile.hpp                 \
+    Io/BinReader.hpp                 \
+    Io/File.hpp                      \
+    Io/Hdf5File.hpp                  \
+    Io/Io.hpp                        \
+    Io/IoObject.hpp                  \
+    Io/XmlReader.hpp                 \
+    Numerical/Derivative.hpp         \
+    Numerical/DWT.hpp                \
+    Numerical/DWTFilters.hpp         \
+    Numerical/FFT.hpp                \
+    Numerical/GslFFT.hpp             \
+    Numerical/GslHybridRootFinder.hpp\
+    Numerical/GslMinimizer.hpp       \
+    Numerical/GslQagsIntegrator.hpp  \
+    Numerical/Integrator.hpp         \
+    Numerical/Minimizer.hpp          \
+    Numerical/RootFinder.hpp         \
+    Numerical/Solver.hpp             \
+    Physics/CorrelatorFitter.hpp     \
+    Physics/DataFilter.hpp           \
+    Physics/EffectiveMass.hpp        \
+    Statistics/Dataset.hpp           \
+    Statistics/FitInterface.hpp      \
+    Statistics/Histogram.hpp         \
+    Statistics/MatSample.hpp         \
+    Statistics/Random.hpp            \
+    Statistics/StatArray.hpp         \
+    Statistics/XYSampleData.hpp      \
+    Statistics/XYStatData.hpp
+if HAVE_MINUIT
+    libLatAnalyze_la_SOURCES += Numerical/MinuitMinimizer.cpp
+    HPPFILES += Numerical/MinuitMinimizer.hpp
+endif
+if HAVE_NLOPT
+    libLatAnalyze_la_SOURCES += Numerical/NloptMinimizer.cpp
+    HPPFILES += Numerical/NloptMinimizer.hpp
+endif
+libLatAnalyze_la_CXXFLAGS = $(COM_CXXFLAGS)
+libLatAnalyze_la_LIBADD   = libLexers.la
+
+if HAVE_AM_MINOR_LE_11
+Io/AsciiParser.hpp: Io/AsciiParser.ypp
+	$(AM_V_YACC) $(YACC) -o Io/AsciiParser.cpp --defines=Io/AsciiParser.hpp $<
+
+Core/MathParser.hpp: Core/MathParser.ypp
+	$(AM_V_YACC) $(YACC) -o Core/MathParser.cpp --defines=Core/MathParser.hpp $<
+endif
+
+BUILT_SOURCES = Io/AsciiParser.hpp Core/MathParser.hpp
+
+CLEANFILES =           \
+    Core/MathLexer.cpp \
+    Core/MathParser.cpp\
+    Core/MathParser.hpp\
+    Io/AsciiLexer.cpp  \
+    Io/AsciiParser.cpp \
+    Io/AsciiParser.hpp
+
+nobase_dist_pkginclude_HEADERS = $(HPPFILES) $(eigen_files) Io/Xml/tinyxml2.hpp
+
+ACLOCAL_AMFLAGS = -I .buildutils/m4

lib/LatAnalyze/Numerical/CompositeMinimizer.cpp

@@ -0,0 +1,71 @@
+/*
+ * CompositeMinimizer.cpp, part of LatAnalyze 3
+ *
+ * Copyright (C) 2013 - 2024 Antonin Portelli
+ *
+ * LatAnalyze 3 is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * LatAnalyze 3 is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#include <LatAnalyze/Numerical/CompositeMinimizer.hpp>
+#include <LatAnalyze/includes.hpp>
+#include "CompositeMinimizer.hpp"
+
+using namespace std;
+using namespace Latan;
+
+/******************************************************************************
+ *                   CompositeMinimizer implementation                        *
+ ******************************************************************************/
+// constructor ////////////////////////////////////////////////////////////////
+CompositeMinimizer::CompositeMinimizer(const std::vector<Minimizer *> &minimizer)
+: minVec_(minimizer)
+{
+    if (minVec_.size() == 0)
+    {
+        LATAN_ERROR(Size, "minimizer vector has size 0");
+    }
+}
+
+// access /////////////////////////////////////////////////////////////////////
+bool CompositeMinimizer::supportLimits(void) const
+{
+    return false;
+}
+
+// minimization ///////////////////////////////////////////////////////////////
+const DVec &CompositeMinimizer::operator()(const DoubleFunction &f)
+{
+    DVec &x = getState();
+    DVec tmp;
+    unsigned int i = 1, nMin = minVec_.size();
+
+    // resize minimizer state to match function number of arguments
+    if (f.getNArg() != x.size())
+    {
+        resize(f.getNArg());
+    }
+
+    for (auto &m: minVec_)
+    {
+        if (getVerbosity() >= Verbosity::Normal)
+        {
+            cout << "********** Composite minimizer step " << i << "/" << nMin << endl;
+        }
+        m->setInit(x);
+        x = (*m)(f);
+        i++;
+    }
+
+    return x;
+}

lib/LatAnalyze/Numerical/CompositeMinimizer.hpp

@@ -0,0 +1,68 @@
+/*
+ * CompositeMinimizer.hpp, part of LatAnalyze 3
+ *
+ * Copyright (C) 2013 - 2024 Antonin Portelli
+ *
+ * LatAnalyze 3 is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * LatAnalyze 3 is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#ifndef Latan_CompositeMinimizer_hpp_
+#define Latan_CompositeMinimizer_hpp_
+
+#include <LatAnalyze/Global.hpp>
+#include <LatAnalyze/Functional/Function.hpp>
+#include <LatAnalyze/Numerical/Minimizer.hpp>
+
+BEGIN_LATAN_NAMESPACE
+
+/******************************************************************************
+ *                       Class for chaining minimizers                        *
+ ******************************************************************************/
+class CompositeMinimizer: public Minimizer
+{
+public:
+    // constructors
+    explicit CompositeMinimizer(const std::vector<Minimizer *> &minimizer);
+    template <typename... Ts>
+    CompositeMinimizer(Minimizer &min, Ts & ... minimisers);
+    // destructor
+    virtual ~CompositeMinimizer(void) = default;
+    // access
+    virtual bool supportLimits(void) const;
+    // minimization
+    virtual const DVec & operator()(const DoubleFunction &f);
+private:
+    std::vector<Minimizer *> minVec_;
+};
+
+/******************************************************************************
+ *              CompositeMinimizer template implementation                    *
+ ******************************************************************************/
+template <typename... Ts>
+CompositeMinimizer::CompositeMinimizer(Minimizer &min, Ts & ... minimisers)
+{
+    static_assert(static_or<std::is_assignable<Minimizer &, Ts>::value...>::value,
+                  "model arguments are not compatible with Minimizer");
+
+
+    minVec_ = {&min, &minimisers...};
+    if (minVec_.size() == 0)
+    {
+        LATAN_ERROR(Size, "minimizer vector has size 0");
+    }
+}
+
+END_LATAN_NAMESPACE
+
+#endif // Latan_CompositeMinimizer_hpp_

lib/LatAnalyze/Numerical/DWT.cpp

@@ -0,0 +1,205 @@
+/*
+ * DWT.cpp, part of LatAnalyze
+ *
+ * Copyright (C) 2013 - 2020 Antonin Portelli
+ *
+ * LatAnalyze is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * LatAnalyze is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with LatAnalyze.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#include <LatAnalyze/Numerical/DWT.hpp>
+#include <LatAnalyze/includes.hpp>
+
+using namespace std;
+using namespace Latan;
+
+/******************************************************************************
+ *                            DWT implementation                              *
+ ******************************************************************************/
+// constructor /////////////////////////////////////////////////////////////////
+DWT::DWT(const DWTFilter &filter)
+: filter_(filter)
+{}
+
+// convolution primitive ///////////////////////////////////////////////////////
+template <typename MatType>
+void filterConvolution(MatType &out, const MatType &data, 
+                       const std::vector<double> &filter, const Index offset)
+{
+    Index n = data.rows(), nf = n*filter.size();
+
+    out.resizeLike(data);
+    out.fill(0.);
+    for (unsigned int i = 0; i < filter.size(); ++i)
+    {
+        FOR_MAT(out, j, k)
+        {
+            out(j, k) += filter[i]*data((j + i + nf - offset) % n, k);
+        }
+    }
+}
+
+void DWT::filterConvolution(DVec &out, const DVec &data, 
+                            const std::vector<double> &filter, const Index offset)
+{
+    ::filterConvolution(out, data, filter, offset);
+}
+
+void DWT::filterConvolution(DMat &out, const DMat &data, 
+                            const std::vector<double> &filter, const Index offset)
+{
+    ::filterConvolution(out, data, filter, offset);
+}
+
+// downsampling/upsampling primitives //////////////////////////////////////////
+template <typename MatType>
+void downsample(MatType &out, const MatType &in)
+{
+    if (out.rows() < in.rows()/2)
+    {
+        LATAN_ERROR(Size, "output rows smaller than half the input vector rows");
+    }
+    if (out.cols() != in.cols())
+    {
+        LATAN_ERROR(Size, "output and input number of columns mismatch");
+    }
+    for (Index j = 0; j < in.cols(); j++)
+    for (Index i = 0; i < in.rows(); i += 2)
+    {
+        out(i/2, j) = in(i, j);
+    }
+}
+
+void DWT::downsample(DVec &out, const DVec &in)
+{
+    ::downsample(out, in);
+}
+
+void DWT::downsample(DMat &out, const DMat &in)
+{
+    ::downsample(out, in);
+}
+
+template <typename MatType>
+void upsample(MatType &out, const MatType &in)
+{
+    if (out.size() < 2*in.size())
+    {
+        LATAN_ERROR(Size, "output rows smaller than twice the input rows");
+    }
+    if (out.cols() != in.cols())
+    {
+        LATAN_ERROR(Size, "output and input number of columns mismatch");
+    }
+    out.block(0, 0, 2*in.size(), out.cols()).fill(0.);
+    for (Index j = 0; j < in.cols(); j++)
+    for (Index i = 0; i < in.size(); i ++)
+    {
+        out(2*i, j) = in(i, j);
+    }
+}
+
+void DWT::upsample(DVec &out, const DVec &in)
+{
+    ::upsample(out, in);
+}
+
+void DWT::upsample(DMat &out, const DMat &in)
+{
+    ::upsample(out, in);
+}
+
+// DWT /////////////////////////////////////////////////////////////////////////
+std::vector<DWT::DWTLevel> 
+DWT::forward(const DVec &data, const unsigned int level) const
+{
+    std::vector<DWTLevel> dwt(level);
+    DVec                  *finePt = const_cast<DVec *>(&data);
+    DVec                  tmp; 
+    Index                 n = data.size(), o = filter_.fwdL.size()/2, minSize;
+
+    minSize = 1;
+    for (unsigned int l = 0; l < level; ++l) minSize *= 2;
+    if (n < minSize)
+    {
+        LATAN_ERROR(Size, "data vector too small for a " + strFrom(level) 
+                          + "-level DWT (data size is " + strFrom(n) + ")");
+    }
+    for (unsigned int l = 0; l < level; ++l)
+    {
+        n /= 2;
+        dwt[l].first.resize(n);
+        dwt[l].second.resize(n);
+        filterConvolution(tmp, *finePt, filter_.fwdL, o);
+        downsample(dwt[l].first, tmp);
+        filterConvolution(tmp, *finePt, filter_.fwdH, o);
+        downsample(dwt[l].second, tmp);
+        finePt = &dwt[l].first;
+    }
+
+    return dwt;
+}
+
+DVec DWT::backward(const std::vector<DWTLevel>& dwt) const
+{
+    unsigned int level = dwt.size();
+    Index        n = dwt.back().second.size(), o = filter_.bwdL.size()/2 - 1;
+    DVec         res, tmp, conv;
+
+    res = dwt.back().first;
+    for (int l = level - 2; l >= 0; --l)
+    {
+        n *= 2;
+        if (dwt[l].second.size() != n)
+        {
+            LATAN_ERROR(Size, "DWT result size mismatch");
+        }
+    }
+    n = dwt.back().second.size();
+    for (int l = level - 1; l >= 0; --l)
+    {
+        n *= 2;
+        tmp.resize(n);
+        upsample(tmp, res);
+        filterConvolution(conv, tmp, filter_.bwdL, o);
+        res = conv;
+        upsample(tmp, dwt[l].second);
+        filterConvolution(conv, tmp, filter_.bwdH, o);
+        res += conv;
+    }
+
+    return res;
+}
+
+// concatenate levels //////////////////////////////////////////////////////////
+DVec DWT::concat(const std::vector<DWTLevel> &dwt, const int maxLevel, const bool dropLow)
+{
+    unsigned int level = ((maxLevel >= 0) ? (maxLevel + 1) : dwt.size());
+    Index nlast = dwt[level - 1].first.size();
+    Index n = 2*dwt.front().first.size() - ((dropLow) ? nlast : 0);
+    Index pt = n, nl;
+    DVec  res(n);
+
+    for (unsigned int l = 0; l < level; ++l)
+    {
+        nl  = dwt[l].second.size();
+        pt -= nl;
+        res.segment(pt, nl) = dwt[l].second;
+    }
+    if (!dropLow)
+    {
+        res.segment(0, nl) = dwt[level-1].first;
+    }
+
+    return res;
+}

lib/LatAnalyze/Numerical/DWT.hpp

@@ -0,0 +1,62 @@
+/*
+ * DWT.hpp, part of LatAnalyze
+ *
+ * Copyright (C) 2013 - 2020 Antonin Portelli
+ *
+ * LatAnalyze is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * LatAnalyze is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with LatAnalyze.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#ifndef Latan_DWT_hpp_
+#define Latan_DWT_hpp_
+
+#include <LatAnalyze/Global.hpp>
+#include <LatAnalyze/Numerical/DWTFilters.hpp>
+#include <LatAnalyze/Core/Mat.hpp>
+
+BEGIN_LATAN_NAMESPACE
+
+/******************************************************************************
+ *                   Discrete wavelet transform class                         *
+ ******************************************************************************/
+class DWT
+{
+public:
+  typedef std::pair<DVec, DVec> DWTLevel;
+public:
+    // constructor
+    DWT(const DWTFilter &filter);
+    // destructor
+    virtual ~DWT(void) = default;
+    // convolution primitive
+    static void filterConvolution(DVec &out, const DVec &data, 
+                                  const std::vector<double> &filter, const Index offset);
+    static void filterConvolution(DMat &out, const DMat &data, 
+                                  const std::vector<double> &filter, const Index offset);
+    // downsampling/upsampling primitives
+    static void downsample(DVec &out, const DVec &in);
+    static void downsample(DMat &out, const DMat &in);
+    static void upsample(DVec &out, const DVec &in);
+    static void upsample(DMat &out, const DMat &in);
+    // DWT
+    std::vector<DWTLevel> forward(const DVec &data, const unsigned int level) const;
+    DVec                  backward(const std::vector<DWTLevel>& dwt) const;
+    // concatenate levels
+    static DVec concat(const std::vector<DWTLevel>& dwt, const int maxLevel = -1, const bool dropLow = false);
+private:
+    DWTFilter filter_;
+};
+
+END_LATAN_NAMESPACE
+
+#endif // Latan_DWT_hpp_

lib/LatAnalyze/Numerical/DWTFilters.cpp

@@ -0,0 +1,528 @@
+/*
+ * DWTFilters.cpp, part of LatAnalyze
+ *
+ * Copyright (C) 2013 - 2020 Antonin Portelli
+ *
+ * LatAnalyze is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * LatAnalyze is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with LatAnalyze.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#include <LatAnalyze/Numerical/DWTFilters.hpp>
+#include <LatAnalyze/includes.hpp>
+
+// cf. http://wavelets.pybytes.com
+// *here we implement the reverse filters more convenient for convolutions*
+
+using namespace std;
+using namespace Latan;
+
+#define FILTDICT(x) {#x, &DWTFilters::x}
+
+std::map<std::string, const DWTFilter *> DWTFilters::fromName = {
+    FILTDICT(haar),
+    FILTDICT(db2),
+    FILTDICT(db3),
+    FILTDICT(db4),
+    FILTDICT(db5),
+    FILTDICT(db6),
+    FILTDICT(bior13),
+    FILTDICT(bior15),
+    FILTDICT(bior22),
+    FILTDICT(bior24),
+    FILTDICT(bior31),
+    FILTDICT(bior33),
+    FILTDICT(bior35)
+};
+
+DWTFilter DWTFilters::haar = {
+    // fwdL
+    {0.7071067811865476,
+    0.7071067811865476},
+    // fwdH
+    {0.7071067811865476,
+    -0.7071067811865476},
+    // bwdL
+    {0.7071067811865476,
+    0.7071067811865476},
+    // bwdH
+    {-0.7071067811865476,
+    0.7071067811865476}
+};
+
+DWTFilter DWTFilters::db2 = {
+    // fwdL
+    {0.48296291314469025,
+    0.836516303737469,
+    0.22414386804185735,
+    -0.12940952255092145},
+    // fwdH
+    {-0.12940952255092145,
+    -0.22414386804185735,
+    0.836516303737469,
+    -0.48296291314469025},
+    // bwdL
+    {-0.12940952255092145,
+    0.22414386804185735,
+    0.836516303737469,
+    0.48296291314469025},
+    // bwdH
+    {-0.48296291314469025,
+    0.836516303737469,
+    -0.22414386804185735,
+    -0.12940952255092145}
+};
+
+DWTFilter DWTFilters::db3 = {
+    // fwdL
+    {0.3326705529509569,
+    0.8068915093133388,
+    0.4598775021193313,
+    -0.13501102001039084,
+    -0.08544127388224149,
+    0.035226291882100656},
+    // fwdH
+    {0.035226291882100656,
+    0.08544127388224149,
+    -0.13501102001039084,
+    -0.4598775021193313,
+    0.8068915093133388,
+    -0.3326705529509569},
+    // bwdL
+    {0.035226291882100656,
+    -0.08544127388224149,
+    -0.13501102001039084,
+    0.4598775021193313,
+    0.8068915093133388,
+    0.3326705529509569},
+    // bwdH
+    {-0.3326705529509569,
+    0.8068915093133388,
+    -0.4598775021193313,
+    -0.13501102001039084,
+    0.08544127388224149,
+    0.035226291882100656}
+};
+
+DWTFilter DWTFilters::db4 = {
+    // fwdL
+    {0.23037781330885523,
+    0.7148465705525415,
+    0.6308807679295904,
+    -0.02798376941698385,
+    -0.18703481171888114,
+    0.030841381835986965,
+    0.032883011666982945,
+    -0.010597401784997278},
+    // fwdH
+    {-0.010597401784997278,
+    -0.032883011666982945,
+    0.030841381835986965,
+    0.18703481171888114,
+    -0.02798376941698385,
+    -0.6308807679295904,
+    0.7148465705525415,
+    -0.23037781330885523},
+    // bwdL
+    {-0.010597401784997278,
+    0.032883011666982945,
+    0.030841381835986965,
+    -0.18703481171888114,
+    -0.02798376941698385,
+    0.6308807679295904,
+    0.7148465705525415,
+    0.23037781330885523},
+    // bwdH
+    {-0.23037781330885523,
+    0.7148465705525415,
+    -0.6308807679295904,
+    -0.02798376941698385,
+    0.18703481171888114,
+    0.030841381835986965,
+    -0.032883011666982945,
+    -0.010597401784997278}
+};
+
+DWTFilter DWTFilters::db5 = {
+    // fwdL
+    {0.160102397974125,
+    0.6038292697974729,
+    0.7243085284385744,
+    0.13842814590110342,
+    -0.24229488706619015,
+    -0.03224486958502952,
+    0.07757149384006515,
+    -0.006241490213011705,
+    -0.012580751999015526,
+    0.003335725285001549},
+    // fwdH
+    {0.003335725285001549,
+    0.012580751999015526,
+    -0.006241490213011705,
+    -0.07757149384006515,
+    -0.03224486958502952,
+    0.24229488706619015,
+    0.13842814590110342,
+    -0.7243085284385744,
+    0.6038292697974729,
+    -0.160102397974125},
+    // bwdL
+    {0.003335725285001549,
+    -0.012580751999015526,
+    -0.006241490213011705,
+    0.07757149384006515,
+    -0.03224486958502952,
+    -0.24229488706619015,
+    0.13842814590110342,
+    0.7243085284385744,
+    0.6038292697974729,
+    0.160102397974125},
+    // bwdH
+    {-0.160102397974125,
+    0.6038292697974729,
+    -0.7243085284385744,
+    0.13842814590110342,
+    0.24229488706619015,
+    -0.03224486958502952,
+    -0.07757149384006515,
+    -0.006241490213011705,
+    0.012580751999015526,
+    0.003335725285001549}
+};
+
+DWTFilter DWTFilters::db6 = {
+    // fwdL
+    {0.11154074335008017,
+    0.4946238903983854,
+    0.7511339080215775,
+    0.3152503517092432,
+    -0.22626469396516913,
+    -0.12976686756709563,
+    0.09750160558707936,
+    0.02752286553001629,
+    -0.031582039318031156,
+    0.0005538422009938016,
+    0.004777257511010651,
+    -0.00107730108499558},
+    // fwdH
+    {-0.00107730108499558,
+    -0.004777257511010651,
+    0.0005538422009938016,
+    0.031582039318031156,
+    0.02752286553001629,
+    -0.09750160558707936,
+    -0.12976686756709563,
+    0.22626469396516913,
+    0.3152503517092432,
+    -0.7511339080215775,
+    0.4946238903983854,
+    -0.11154074335008017},
+    // bwdL
+    {-0.00107730108499558,
+    0.004777257511010651,
+    0.0005538422009938016,
+    -0.031582039318031156,
+    0.02752286553001629,
+    0.09750160558707936,
+    -0.12976686756709563,
+    -0.22626469396516913,
+    0.3152503517092432,
+    0.7511339080215775,
+    0.4946238903983854,
+    0.11154074335008017},
+    // bwdH
+    {-0.11154074335008017,
+    0.4946238903983854,
+    -0.7511339080215775,
+    0.3152503517092432,
+    0.22626469396516913,
+    -0.12976686756709563,
+    -0.09750160558707936,
+    0.02752286553001629,
+    0.031582039318031156,
+    0.0005538422009938016,
+    -0.004777257511010651,
+    -0.00107730108499558}
+};
+
+DWTFilter DWTFilters::bior13 = {
+    // fwdL
+    {-0.08838834764831845,
+    0.08838834764831845,
+    0.7071067811865476,
+    0.7071067811865476,
+    0.08838834764831845,
+    -0.08838834764831845},
+    // fwdH
+    {0.0,
+    0.0,
+    0.7071067811865476,
+    -0.7071067811865476,
+    0.0,
+    0.0},
+    // bwdL
+    {0.0,
+    0.0,
+    0.7071067811865476,
+    0.7071067811865476,
+    0.0,
+    0.0},
+    // bwdH
+    {0.08838834764831845,
+    0.08838834764831845,
+    -0.7071067811865476,
+    0.7071067811865476,
+    -0.08838834764831845,
+    -0.08838834764831845}
+};
+
+DWTFilter DWTFilters::bior15 = {
+    // fwdL
+    {0.01657281518405971,
+    -0.01657281518405971,
+    -0.12153397801643787,
+    0.12153397801643787,
+    0.7071067811865476,
+    0.7071067811865476,
+    0.12153397801643787,
+    -0.12153397801643787,
+    -0.01657281518405971,
+    0.01657281518405971},
+    // fwdH
+    {0.0,
+    0.0,
+    0.0,
+    0.0,
+    0.7071067811865476,
+    -0.7071067811865476,
+    0.0,
+    0.0,
+    0.0,
+    0.0},
+    // bwdL
+    {0.0,
+    0.0,
+    0.0,
+    0.0,
+    0.7071067811865476,
+    0.7071067811865476,
+    0.0,
+    0.0,
+    0.0,
+    0.0},
+    // bwdH
+    {-0.01657281518405971,
+    -0.01657281518405971,
+    0.12153397801643787,
+    0.12153397801643787,
+    -0.7071067811865476,
+    0.7071067811865476,
+    -0.12153397801643787,
+    -0.12153397801643787,
+    0.01657281518405971,
+    0.01657281518405971}
+};
+
+DWTFilter DWTFilters::bior22 = {
+    // fwdL
+    {-0.1767766952966369,
+    0.3535533905932738,
+    1.0606601717798214,
+    0.3535533905932738,
+    -0.1767766952966369,
+    0.0},
+    // fwdH
+    {0.0,
+    0.0,
+    0.3535533905932738,
+    -0.7071067811865476,
+    0.3535533905932738,
+    0.0},
+    // bwdL
+    {0.0,
+    0.0,
+    0.3535533905932738,
+    0.7071067811865476,
+    0.3535533905932738,
+    0.0},
+    // bwdH
+    {0.1767766952966369,
+    0.3535533905932738,
+    -1.0606601717798214,
+    0.3535533905932738,
+    0.1767766952966369,
+    0.0}
+};
+
+DWTFilter DWTFilters::bior24 = {
+    // fwdL
+    {0.03314563036811942,
+    -0.06629126073623884,
+    -0.1767766952966369,
+    0.4198446513295126,
+    0.9943689110435825,
+    0.4198446513295126,
+    -0.1767766952966369,
+    -0.06629126073623884,
+    0.03314563036811942,
+    0.0},
+    // fwdH
+    {0.0,
+    0.0,
+    0.0,
+    0.0,
+    0.3535533905932738,
+    -0.7071067811865476,
+    0.3535533905932738,
+    0.0,
+    0.0,
+    0.0},
+    // bwdL
+    {0.0,
+    0.0,
+    0.0,
+    0.0,
+    0.3535533905932738,
+    0.7071067811865476,
+    0.3535533905932738,
+    0.0,
+    0.0,
+    0.0},
+    // bwdH
+    {-0.03314563036811942,
+    -0.06629126073623884,
+    0.1767766952966369,
+    0.4198446513295126,
+    -0.9943689110435825,
+    0.4198446513295126,
+    0.1767766952966369,
+    -0.06629126073623884,
+    -0.03314563036811942,
+    0.0}
+};
+
+DWTFilter DWTFilters::bior31 = {
+    // fwdL
+    {-0.3535533905932738,
+    1.0606601717798214,
+    1.0606601717798214,
+    -0.3535533905932738},
+    // fwdH
+    {0.1767766952966369,
+    -0.5303300858899107,
+    0.5303300858899107,
+    -0.1767766952966369},
+    // bwdL
+    {0.1767766952966369,
+    0.5303300858899107,
+    0.5303300858899107,
+    0.1767766952966369},
+    // bwdH
+    {0.3535533905932738,
+    1.0606601717798214,
+    -1.0606601717798214,
+    -0.3535533905932738}
+};
+
+DWTFilter DWTFilters::bior33 = {
+    // fwdL
+    {0.06629126073623884,
+    -0.19887378220871652,
+    -0.15467960838455727,
+    0.9943689110435825,
+    0.9943689110435825,
+    -0.15467960838455727,
+    -0.19887378220871652,
+    0.06629126073623884},
+    // fwdH
+    {0.0,
+    0.0,
+    0.1767766952966369,
+    -0.5303300858899107,
+    0.5303300858899107,
+    -0.1767766952966369,
+    0.0,
+    0.0},
+    // bwdL
+    {0.0,
+    0.0,
+    0.1767766952966369,
+    0.5303300858899107,
+    0.5303300858899107,
+    0.1767766952966369,
+    0.0,
+    0.0},
+    // bwdH
+    {-0.06629126073623884,
+    -0.19887378220871652,
+    0.15467960838455727,
+    0.9943689110435825,
+    -0.9943689110435825,
+    -0.15467960838455727,
+    0.19887378220871652,
+    0.06629126073623884}
+};
+
+DWTFilter DWTFilters::bior35 = {
+    // fwdL
+    {-0.013810679320049757,
+    0.04143203796014927,
+    0.052480581416189075,
+    -0.26792717880896527,
+    -0.07181553246425874,
+    0.966747552403483,
+    0.966747552403483,
+    -0.07181553246425874,
+    -0.26792717880896527,
+    0.052480581416189075,
+    0.04143203796014927,
+    -0.013810679320049757},
+    // fwdH
+    {0.0,
+    0.0,
+    0.0,
+    0.0,
+    0.1767766952966369,
+    -0.5303300858899107,
+    0.5303300858899107,
+    -0.1767766952966369,
+    0.0,
+    0.0,
+    0.0,
+    0.0},
+    // bwdL
+    {0.0,
+    0.0,
+    0.0,
+    0.0,
+    0.1767766952966369,
+    0.5303300858899107,
+    0.5303300858899107,
+    0.1767766952966369,
+    0.0,
+    0.0,
+    0.0,
+    0.0},
+    // bwdH
+    {0.013810679320049757,
+    0.04143203796014927,
+    -0.052480581416189075,
+    -0.26792717880896527,
+    0.07181553246425874,
+    0.966747552403483,
+    -0.966747552403483,
+    -0.07181553246425874,
+    0.26792717880896527,
+    0.052480581416189075,
+    -0.04143203796014927,
+    -0.013810679320049757}
+};

lib/LatAnalyze/Numerical/DWTFilters.hpp

@@ -0,0 +1,53 @@
+/*
+ * DWTFilters.hpp, part of LatAnalyze
+ *
+ * Copyright (C) 2013 - 2020 Antonin Portelli
+ *
+ * LatAnalyze is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * LatAnalyze is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with LatAnalyze.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#ifndef Latan_DWTFilters_hpp_
+#define Latan_DWTFilters_hpp_
+
+#include <LatAnalyze/Global.hpp>
+
+BEGIN_LATAN_NAMESPACE
+
+struct DWTFilter
+{
+    const std::vector<double> fwdL, fwdH, bwdL, bwdH;
+};
+
+namespace DWTFilters
+{
+    extern DWTFilter haar;
+    extern DWTFilter db2;
+    extern DWTFilter db3;
+    extern DWTFilter db4;
+    extern DWTFilter db5;
+    extern DWTFilter db6;
+    extern DWTFilter bior13;
+    extern DWTFilter bior15;
+    extern DWTFilter bior22;
+    extern DWTFilter bior24;
+    extern DWTFilter bior31;
+    extern DWTFilter bior33;
+    extern DWTFilter bior35;
+
+    extern std::map<std::string, const DWTFilter *> fromName;
+}
+
+END_LATAN_NAMESPACE
+
+#endif // Latan_DWTFilters_hpp_

lib/LatAnalyze/Numerical/Derivative.cpp

@@ -1,7 +1,7 @@
 /*
  * Derivative.cpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -17,9 +17,9 @@
  * along with LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
  */
 
-#include <LatAnalyze/Derivative.hpp>
+#include <LatAnalyze/Numerical/Derivative.hpp>
 #include <LatAnalyze/includes.hpp>
-#include <LatAnalyze/Math.hpp>
+#include <LatAnalyze/Core/Math.hpp>
 
 using namespace std;
 using namespace Latan;

lib/LatAnalyze/Numerical/Derivative.hpp

@@ -1,7 +1,7 @@
 /*
  * Derivative.hpp, part of LatAnalyze 3
  *
- * Copyright (C) 2013 - 2016 Antonin Portelli
+ * Copyright (C) 2013 - 2020 Antonin Portelli
  *
  * LatAnalyze 3 is free software: you can redistribute it and/or modify
  * it under the terms of the GNU General Public License as published by
@@ -21,7 +21,7 @@
 #define Latan_Derivative_hpp_
 
 #include <LatAnalyze/Global.hpp>
-#include <LatAnalyze/Function.hpp>
+#include <LatAnalyze/Functional/Function.hpp>
 
 BEGIN_LATAN_NAMESPACE
 

lib/LatAnalyze/Numerical/FFT.hpp

@@ -0,0 +1,53 @@
+/*
+ * FFT.hpp, part of LatAnalyze
+ *
+ * Copyright (C) 2013 - 2020 Antonin Portelli
+ *
+ * LatAnalyze is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * LatAnalyze is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with LatAnalyze.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#ifndef Latan_FFT_hpp_
+#define Latan_FFT_hpp_
+
+#include <LatAnalyze/Global.hpp>
+
+BEGIN_LATAN_NAMESPACE
+
+/******************************************************************************
+ *                             FFT abstract class                             *
+ ******************************************************************************/
+
+class FFT
+{
+public:
+    enum
+    {
+      Forward  = 0,
+      Backward = 1
+    };
+public:
+  // constructor
+  FFT(void) = default;
+  FFT(const Index size);
+  // destructor
+  virtual ~FFT(void) = default;
+  // size
+  virtual void resize(const Index size) = 0;
+  // FFT
+  virtual void operator()(CMat &x, const unsigned int dir = FFT::Forward) = 0;
+};
+
+END_LATAN_NAMESPACE
+
+#endif // Latan_FFT_hpp_