Laplace filter positive-definite and with squared regulator

.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

@@ -1,7 +1,5 @@
 # builds
-build/*
-build_debug/*
-sandbox/*
+build
 
 # Apple stuff
 *.xcodeproj
@@ -10,26 +8,12 @@ sandbox/*
 # 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

.travis.yml

@@ -1,63 +0,0 @@
-language: cpp
-  
-cache:
-  directories:
-    - ci-scripts/local
-    - ci-scripts/clang
-
-matrix:
-  include:
-    - os:        osx
-      osx_image: xcode10.1
-      compiler: clang
-    - os:        osx
-      osx_image: xcode10.1
-      compiler: gcc
-      env: VERSION=-7
-    - compiler: gcc
-      addons:
-        apt:
-          sources:
-            - ubuntu-toolchain-r-test
-          packages:
-            - g++-7
-            - flex
-            - bison
-      env: VERSION=-7
-    - compiler: clang
-      addons:
-        apt:
-          sources:
-            - ubuntu-toolchain-r-test
-          packages:
-            - g++-7
-            - flex
-            - bison
-      env: CLANG_LINK=http://releases.llvm.org/7.0.1/clang+llvm-7.0.1-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 [[ "$TRAVIS_OS_NAME" == "osx" ]]; then brew install bison flex cmake; export PATH="/usr/local/opt/flex/bin:/usr/local/opt/bison/bin:$PATH"; fi
-  - if [[ "$TRAVIS_OS_NAME" == "osx" ]] && [[ "$CC" == "gcc" ]]; then brew install gcc@${VERSION#-}; fi
-  
-install:
-  - export CC=$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
-  - if [[ "$CC" == "gcc-7" ]]; then export CXXFLAGS='-Wno-int-in-bool-context'; fi
-
-script:
-  - cd ci-scripts
-  - ./install-latan.sh `pwd`/local

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

@@ -1,5 +0,0 @@
-SUBDIRS = lib utils physics examples
-
-bin_SCRIPTS=latan-config
-
-ACLOCAL_AMFLAGS = -I .buildutils/m4

Readme.md

@@ -1,36 +1,21 @@
 # LatAnalyze 
 
-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.
@@ -39,14 +24,14 @@ 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 only strict dependencies is the [GSL](http://www.gnu.org/software/gsl/).
-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).
 
-Below are instructions for a quick installation. 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`.
+LatAnalyze is built through CMake. Below are example instructions for compiling and installing LatAnalyze. 
 
-### General quick installation
+### Portable quick installation
 For a quick installation with all possible extensions execute: 
 ```
 ./install-latan.sh <prefix>
@@ -58,19 +43,53 @@ All the dependencies of LatAnalyze can be installed through the [Homebrew](https
 ```
 brew install automake autoconf libtool bison flex gsl minuit2 nlopt hdf5
 ```
-Then generate the build system in LatAnalyze main directory by running the `./bootstrap.sh` script. Finally, build the library
+Then build the library with `cmake`
 ```
 mkdir build
 cd build
-../configure --prefix=<prefix> --with-minuit=/usr/local --with-nlopt=/usr/local \
-             --with-hdf5=/usr/local --with-gsl=/usr/local                       \
-             CXXFLAGS='-g -O3 -march=native -mtune=native'
+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 (typically twice your number of cores).
+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.
 
@@ -164,4 +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

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-#   Copyright (c) 2012 Zack Weinberg <zackw@panix.com>
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-
-  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

@@ -1,6 +0,0 @@
-#!/usr/bin/env bash
-
-rm -rf .buildutils
-mkdir -p .buildutils/m4
-./update_eigen.sh eigen-3.3.8.tar.bz2
-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

@@ -1,15 +1,16 @@
 #!/usr/bin/env bash
 
-if (( $# != 1 )); then
-  echo "usage: `basename $0` <prefix>" 1>&2
+if (($# != 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 gsl nlopt minuit hdf5; do
   if [ ! -e local/.built.${d} ]; then
-    ./install-${d}.sh ${PREFIX}
+    ./install-${d}.sh "${prefix}" "${ntasks}"
   fi
 done

ci-scripts/install-gsl.sh

@@ -1,26 +1,27 @@
 #!/usr/bin/env bash
 
-NAME='gsl-2.6'
+name='gsl-2.6'
 
-if (( $# != 1 )); then
-  echo "usage: `basename $0` <prefix>" 1>&2
+if (($# != 2)); then
+  echo "usage: $(basename "$0") <prefix> <ntasks>" 1>&2
   exit 1
 fi
-PREFIX=$1
+prefix=$1
+ntasks=$2
 
 set -ex
-INITDIR=$(pwd -P)
-mkdir -p ${PREFIX}
-cd ${PREFIX}
-PREFIX=$(pwd -P)
-cd ${INITDIR}/local/build
-wget http://ftpmirror.gnu.org/gsl/${NAME}.tar.gz
-tar -xzvf ${NAME}.tar.gz
-mkdir -p ${NAME}/build
-cd ${NAME}/build
-../configure --prefix=${PREFIX}
-make -j4 
+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 ${INITDIR}/local
+cd "${init_dir}/local"
 touch .built.gsl
-cd ${INITDIR}
+cd "${init_dir}"

ci-scripts/install-hdf5.sh

@@ -1,26 +1,27 @@
 #!/usr/bin/env bash
 
-NAME='hdf5-1.10.5'
+name='hdf5-1.14.3'
 
-if (( $# != 1 )); then
-  echo "usage: `basename $0` <prefix>" 1>&2
+if (($# != 2)); then
+  echo "usage: $(basename "$0") <prefix> <ntasks>" 1>&2
   exit 1
 fi
-PREFIX=$1
+prefix=$1
+ntasks=$2
 
 set -ex
-INITDIR=$(pwd -P)
-mkdir -p ${PREFIX}
-cd ${PREFIX}
-PREFIX=$(pwd -P)
-cd ${INITDIR}/local/build
-wget https://support.hdfgroup.org/ftp/HDF5/releases/hdf5-1.10/${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

@@ -1,22 +1,22 @@
 #!/usr/bin/env bash
 
-if (( $# != 1 )); then
-  echo "usage: `basename $0` <prefix>" 1>&2
+if (($# != 2)); then
+  echo "usage: $(basename "$0") <prefix> <ntasks>" 1>&2
   exit 1
 fi
-PREFIX=$1
+prefix=$1
+ntasks=$2
 
 set -ex
-INITDIR=$(pwd -P)
-mkdir -p ${PREFIX}
-cd ${PREFIX}
-PREFIX=$(pwd -P)
-cd ${INITDIR}
-./install-deps.sh ${PREFIX}
-cd ..
-./bootstrap.sh
-mkdir -p build
-cd build
-../configure --prefix=${PREFIX} --with-minuit=${PREFIX} --with-nlopt=${PREFIX} --with-hdf5=${PREFIX} --with-gsl=${PREFIX} CXXFLAGS="${CXXFLAGS} -O3 -march=haswell -mtune=haswell"
-make -j4
+init_dir=$(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-minuit.sh

@@ -1,26 +1,26 @@
 #!/usr/bin/env bash
 
-NAME='Minuit2-5.34.14'
-
-if (( $# != 1 )); then
-  echo "usage: `basename $0` <prefix>" 1>&2
+if (($# != 2)); then
+  echo "usage: $(basename "$0") <prefix> <ntasks>" 1>&2
   exit 1
 fi
-PREFIX=$1
+prefix=$1
+ntasks=$2
 
 set -ex
-INITDIR=$(pwd -P)
-mkdir -p ${PREFIX}
-cd ${PREFIX}
-PREFIX=$(pwd -P)
-cd ${INITDIR}/local/build
-wget http://www.cern.ch/mathlibs/sw/5_34_14/Minuit2/${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

@@ -1,27 +1,30 @@
 #!/usr/bin/env bash
 
-NAME='2.6.1'
+name='2.6.1'
 
-if (( $# != 1 )); then
-  echo "usage: `basename $0` <prefix>" 1>&2
+if (($# != 2)); then
+  echo "usage: $(basename "$0") <prefix> <ntasks>" 1>&2
   exit 1
 fi
-PREFIX=$1
+prefix=$1
+ntasks=$2
 
 set -ex
-INITDIR=$(pwd -P)
-mkdir -p ${PREFIX}
-cd ${PREFIX}
-PREFIX=$(pwd -P)
-cd ${INITDIR}/local/build
-wget https://github.com/stevengj/nlopt/archive/v${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="${PREFIX}/lib" ..
-make -j4 
+init_dir=$(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

@@ -1,152 +0,0 @@
-# Process this file with autoconf to produce a configure script.
-
-# Initialization
-AC_PREREQ([2.63])
-AC_INIT([LatAnalyze],[3.5.1],[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 subdir-objects])
-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$with_hdf5/lib"])
-
-# Get compilers informations
-AX_COMPILER_VENDOR
-AC_DEFINE_UNQUOTED([C_COMP_VENDOR],["$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],["$GXX_VERSION"],
-			[version of g++ that will compile the code])
-
-# Checks for libraries.
-CXXFLAGS_CPY=$CXXFLAGS
-LDFLAGS_CPY=$LDFLAGS
-CXXFLAGS="$AM_CXXFLAGS $CXXFLAGS"
-LDFLAGS="$AM_LDFLAGS $LDFLAGS"
-AC_CHECK_LIB([m],[cos],[],[AC_MSG_ERROR([libm library not found])])
-AC_CHECK_LIB([gslcblas],[cblas_dgemm],[],
-             [AC_MSG_ERROR([GSL CBLAS library not found])])
-AC_CHECK_LIB([gsl],[gsl_blas_dgemm],[],[AC_MSG_ERROR([GSL library not found])])
-AC_CHECK_LIB([nlopt],[nlopt_create],
-    [AC_DEFINE([HAVE_NLOPT],
-    [1],
-    [Define to 1 if you have the `NLopt' library (-lnlopt).])]
-    [have_nlopt=true]
-    [LIBS="$LIBS -lnlopt"],[])
-AM_CONDITIONAL([HAVE_NLOPT], [test x$have_nlopt = xtrue])
-AC_CHECK_LIB([hdf5_cpp],[H5Fopen],
-    [LIBS="$LIBS -lhdf5_cpp -lhdf5"],
-    [AC_MSG_ERROR([HDF5 library not found])], [-lhdf5])
-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=$SAVED_LDFLAGS
-CXXFLAGS=$CXXFLAGS_CPY
-LDFLAGS=$LDFLAGS_CPY
-
-# Checks for header files.
-AC_HEADER_STDC
-
-cwd=`pwd -P`; cd ${srcdir}; abs_srcdir=`pwd -P`; cd ${cwd}
-LATAN_CXXFLAGS="$AM_CXXFLAGS $CXXFLAGS"
-LATAN_LDFLAGS="$AM_LDFLAGS $LDFLAGS"
-LATAN_LIBS=$LIBS
-LATAN_SHORT_SHA=`git rev-parse --short HEAD`
-LATAN_SHA=`git rev-parse HEAD`
-LATAN_BRANCH=`git rev-parse --abbrev-ref HEAD`
-AM_CXXFLAGS="-I${abs_srcdir}/lib $AM_CXXFLAGS"
-AM_CFLAGS="-I${abs_srcdir}/lib $AM_CFLAGS"
-CXXFLAGS="$AM_CXXFLAGS $CXXFLAGS"
-LDFLAGS="$AM_LDFLAGS $LDFLAGS"
-AC_SUBST([LIBS])
-AC_SUBST([AM_CXXFLAGS])
-AC_SUBST([AM_LDFLAGS])
-AC_SUBST([LATAN_CXXFLAGS])
-AC_SUBST([LATAN_LDFLAGS])
-AC_SUBST([LATAN_LIBS])
-AC_SUBST([LATAN_SHA])
-AC_SUBST([LATAN_BRANCH])
-
-AC_CONFIG_FILES([latan-config], [chmod +x latan-config])
-AC_CONFIG_FILES([Makefile])
-AC_CONFIG_FILES([lib/Makefile])
-AC_CONFIG_FILES([utils/Makefile])
-AC_CONFIG_FILES([physics/Makefile])
-AC_CONFIG_FILES([examples/Makefile])
-AC_OUTPUT
-
-echo "*********************************************"
-echo "* ${PACKAGE_NAME} v${VERSION}" build options
-echo "*********************************************"
-echo "* C++ compiler     : $CXX"
-echo "* Minuit minimizers: `test x$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

@@ -1,76 +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                  \
-    exPValue                \
-    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
-
-exPValue_SOURCES                  = exPValue.cpp
-exPValue_CXXFLAGS                 = $(COM_CXXFLAGS)
-exPValue_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/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/exRand.cpp

@@ -7,7 +7,7 @@
 using namespace std;
 using namespace Latan;
 
-constexpr Index  size          = 8;
+constexpr Index  n             = 8;
 constexpr Index  nDraw         = 20000;
 constexpr Index  nSample       = 2000;
 const     string stateFileName = "exRand.seed";
@@ -40,14 +40,14 @@ int main(void)
     p << PlotFunction(compile("return exp(-x_0^2/2)/sqrt(2*pi);", 1), -5., 5.);
     p.display();
 
-    DMat       var(size, size);
-    DVec       mean(size);
-    DMatSample sample(nSample, size, 1);
+    DMat       var(n, n);
+    DVec       mean(n);
+    DMatSample sample(nSample, n, 1);
 
     cout << "-- generating " << nSample << " Gaussian random vectors..." << endl;
-    var   = DMat::Random(size, size);
+    var   = DMat::Random(n, n);
     var  *= var.adjoint();
-    mean  = DVec::Random(size); 
+    mean  = DVec::Random(n); 
     RandomNormal mgauss(mean, var, rd());
     sample[central] = mgauss();
     FOR_STAT_ARRAY(sample, s)

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;
+}

latan-config.in

@@ -1,79 +0,0 @@
-#! /bin/sh
-
-prefix=@prefix@
-exec_prefix=@exec_prefix@
-includedir=@includedir@
-
-usage()
-{
-  cat <<EOF
-Usage: latan-config [OPTION]
-
-Known values for OPTION are:
-
-  --prefix     show LatAnalyze installation prefix
-  --cxxflags   print pre-processor and compiler flags
-  --ldflags    print library linking flags
-  --libs       print library linking information
-  --help       display this help and exit
-  --version    output version information
-  --git        print git revision
-
-EOF
-  
-  exit $1
-}
-
-if test $# -eq 0; then
-  usage 1
-fi
-
-cflags=false
-libs=false
-
-while test $# -gt 0; do
-  case "$1" in
-    -*=*) optarg=`echo "$1" | sed 's/[-_a-zA-Z0-9]*=//'` ;;
-    *) optarg= ;;
-  esac
-  
-  case "$1" in
-    --prefix)
-      echo $prefix
-    ;;
-    
-    --version)
-      echo @VERSION@
-      exit 0
-    ;;
-    
-    --git)
-      echo "@LATAN_BRANCH@ @LATAN_SHA@"
-      exit 0
-    ;;
-    
-    --help)
-      usage 0
-    ;;
-    
-    --cxxflags)
-      echo @LATAN_CXXFLAGS@
-    ;;
-    
-    --ldflags)
-      echo @LATAN_LDFLAGS@
-    ;;
-    
-    --libs)
-      echo @LIBS@
-    ;;
-    
-    *)
-      usage
-      exit 1
-    ;;
-  esac
-  shift
-done
-
-exit 0

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/EigenPlugin.hpp

@@ -17,7 +17,7 @@
  * along with LatAnalyze.  If not, see <http://www.gnu.org/licenses/>.
  */
 
-Derived pInverse(const double tolerance = 1.0e-10)
+Derived pInverse(const double tolerance = 1.0e-10) const
 {
     auto         svd   = jacobiSvd(Eigen::ComputeThinU|Eigen::ComputeThinV);
     const auto   u     = svd.matrixU();
@@ -52,7 +52,7 @@ Derived pInverse(const double tolerance = 1.0e-10)
     return v*s.asDiagonal()*u.transpose();
 }
 
-Derived singularValues(void)
+Derived singularValues(void) const
 {
     auto svd = jacobiSvd();
     

lib/LatAnalyze/Core/Math.cpp

@@ -18,6 +18,7 @@
  */
 
 #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                           *
  ******************************************************************************/

lib/LatAnalyze/Core/Math.hpp

@@ -70,6 +70,12 @@ 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
     constexpr double pi  = 3.1415926535897932384626433832795028841970;

lib/LatAnalyze/Core/MathInterpreter.cpp

@@ -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;\

lib/LatAnalyze/Core/Plot.cpp

@@ -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)
     {
@@ -112,71 +112,219 @@ 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 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 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)
 {
@@ -195,6 +343,24 @@ PlotLine::PlotLine(const DVec &x, const DVec &y)
     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 ///////////////////////////////////////////////////////
 PlotHLine::PlotHLine(const double y)
 {
@@ -217,7 +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;
@@ -230,7 +397,14 @@ 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 ////////////////////////////////////////////////////
@@ -406,14 +580,16 @@ void Dash::operator()(PlotOptions &option) const
 }
 
 // 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 //////////////////////////////////////////////////////
@@ -588,7 +764,7 @@ Plot & Plot::operator<<(PlotModifier &&modifier)
 
 // find gnuplot ////////////////////////////////////////////////////////////////
 #define SEARCH_DIR(dir) \
-sprintf(buf, "%s/%s", dir, gnuplotBin_.c_str());\
+snprintf(buf, sizeof(buf), "%s/%s", dir, gnuplotBin_.c_str());\
 if (access(buf, X_OK) == 0)\
 {\
     return dir;\
@@ -664,7 +840,7 @@ void Plot::display(void)
         ostringstream scriptBuf;
 
         getProgramPath();
-        command     = gnuplotPath_ + "/" + gnuplotBin_ + " 2>/dev/null";
+        command     = gnuplotPath_ + "/" + gnuplotBin_;
         gnuplotPipe = popen(command.c_str(), "w");
         if (!gnuplotPipe)
         {
@@ -766,6 +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())
     {
@@ -806,11 +983,11 @@ ostream & Latan::operator<<(ostream &out, const Plot &plot)
     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())
     {

lib/LatAnalyze/Core/Plot.hpp

@@ -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:
@@ -115,6 +137,15 @@ public:
     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:
@@ -130,7 +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;
 };
@@ -182,6 +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                                 *
  ******************************************************************************/
@@ -199,6 +236,7 @@ struct PlotOptions
     std::string              caption;
     std::string              title;
     unsigned int             scaleMode[2];
+    double                   logScaleBasis[2];
     Range                    scale[2];
     std::string              label[2];
     std::string              lineColor;
@@ -286,13 +324,14 @@ 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

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/stdincludes.hpp

@@ -24,6 +24,7 @@
 #include <array>
 #include <chrono>
 #include <complex>
+#include <condition_variable>
 #include <fstream>
 #include <functional>
 #include <iostream>
@@ -40,6 +41,7 @@
 #include <stack>
 #include <string>
 #include <sstream>
+#include <thread>
 #include <type_traits>
 #include <unordered_map>
 #include <utility>

lib/LatAnalyze/Global.cpp

@@ -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

@@ -54,6 +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);

lib/LatAnalyze/Io/File.hpp

@@ -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/Makefile.am

@@ -32,6 +32,7 @@ libLatAnalyze_la_SOURCES =           \
     Core/MathParser.ypp              \
     Core/OptParser.cpp               \
     Core/Plot.cpp                    \
+    Core/ThreadPool.cpp              \
     Core/Utilities.cpp               \
     Functional/CompiledFunction.cpp  \
     Functional/CompiledModel.cpp     \
@@ -47,6 +48,8 @@ libLatAnalyze_la_SOURCES =           \
     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       \
@@ -55,6 +58,7 @@ libLatAnalyze_la_SOURCES =           \
     Numerical/RootFinder.cpp         \
     Numerical/Solver.cpp             \
     Physics/CorrelatorFitter.cpp     \
+    Physics/DataFilter.cpp           \
     Physics/EffectiveMass.cpp        \
     Statistics/FitInterface.cpp      \
     Statistics/Histogram.cpp         \
@@ -75,6 +79,7 @@ HPPFILES =                           \
     Core/OptParser.hpp               \
     Core/ParserState.hpp             \
     Core/Plot.hpp                    \
+    Core/ThreadPool.hpp              \
     Core/stdincludes.hpp             \
     Core/Utilities.hpp               \
     Functional/CompiledFunction.hpp  \
@@ -90,6 +95,8 @@ HPPFILES =                           \
     Io/IoObject.hpp                  \
     Io/XmlReader.hpp                 \
     Numerical/Derivative.hpp         \
+    Numerical/DWT.hpp                \
+    Numerical/DWTFilters.hpp         \
     Numerical/FFT.hpp                \
     Numerical/GslFFT.hpp             \
     Numerical/GslHybridRootFinder.hpp\
@@ -100,6 +107,7 @@ HPPFILES =                           \
     Numerical/RootFinder.hpp         \
     Numerical/Solver.hpp             \
     Physics/CorrelatorFitter.hpp     \
+    Physics/DataFilter.hpp           \
     Physics/EffectiveMass.hpp        \
     Statistics/Dataset.hpp           \
     Statistics/FitInterface.hpp      \

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_