proper cmake package config

.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

@@ -12,21 +12,19 @@ sandbox/*
 
 # autotools
 autom4te.cache/*
-*.in
-*.in~
-config.h*
 configure
+configure~
 .buildutils/*
 aclocal.m4
 
 # bison/flex generated sources
-lib/*Lexer.cpp
-lib/*Parser.cpp
-lib/*Parser.hpp
+lib/LatAnalyze/*Lexer.cpp
+lib/LatAnalyze/*Parser.cpp
+lib/LatAnalyze/*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/*

CMakeLists.txt

@@ -0,0 +1,64 @@
+# package config
+cmake_minimum_required(VERSION 3.11.0)
+project(
+  LatAnalyze
+  VERSION 3.6
+  LANGUAGES C CXX)
+
+# includes
+include(CMakePackageConfigHelpers)
+include(FetchContent)
+include(FindPackageMessage)
+include(GNUInstallDirs)
+
+# C++ standard
+set(CMAKE_CXX_STANDARD 14)
+
+# 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(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)
+
+# 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 "---------------------------")

bootstrap.sh

@@ -2,5 +2,5 @@
 
 rm -rf .buildutils
 mkdir -p .buildutils/m4
-./update_eigen.sh eigen-3.3.8.tar.bz2
+./update_eigen.sh eigen-3.4.0.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
+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

@@ -2,11 +2,12 @@
 
 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
+NTASKS=$2
 
 set -ex
 INITDIR=$(pwd -P)
@@ -19,7 +20,7 @@ tar -xzvf ${NAME}.tar.gz
 mkdir -p ${NAME}/build
 cd ${NAME}/build
 ../configure --prefix=${PREFIX}
-make -j4 
+make -j${NTASKS}
 make install
 cd ${INITDIR}/local
 touch .built.gsl

ci-scripts/install-hdf5.sh

@@ -1,12 +1,13 @@
 #!/usr/bin/env bash
 
-NAME='hdf5-1.10.5'
+NAME='hdf5-1.10.8'
 
-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
+NTASKS=$2
 
 set -ex
 INITDIR=$(pwd -P)
@@ -19,7 +20,7 @@ tar -xzvf ${NAME}.tar.gz
 mkdir ${NAME}/build
 cd ${NAME}/build
 ../configure --prefix=${PREFIX} --enable-cxx
-make -j4 
+make -j${NTASKS}
 make install
 cd ${INITDIR}/local
 touch .built.hdf5

ci-scripts/install-latan.sh

@@ -1,10 +1,11 @@
 #!/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
+NTASKS=$2
 
 set -ex
 INITDIR=$(pwd -P)
@@ -12,11 +13,11 @@ mkdir -p ${PREFIX}
 cd ${PREFIX}
 PREFIX=$(pwd -P)
 cd ${INITDIR}
-./install-deps.sh ${PREFIX}
+./install-deps.sh ${PREFIX} ${NTASKS}
 cd ..
 ./bootstrap.sh
 mkdir -p build
 cd build
-../configure --prefix=${PREFIX} --with-minuit=${PREFIX} --with-nlopt=${PREFIX} --with-hdf5=${PREFIX} --with-gsl=${PREFIX} CXXFLAGS="${CXXFLAGS} -O3 -march=haswell -mtune=haswell"
-make -j4
+../configure --prefix=${PREFIX} --with-minuit=${PREFIX} --with-nlopt=${PREFIX} --with-hdf5=${PREFIX} --with-gsl=${PREFIX} CXXFLAGS="${CXXFLAGS} -O3 -march=native -mtune=native"
+make -j${NTASKS}
 make install

ci-scripts/install-minuit.sh

@@ -1,12 +1,12 @@
 #!/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
+NTASKS=$2
 
 set -ex
 INITDIR=$(pwd -P)
@@ -14,12 +14,12 @@ 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 
+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
 touch .built.minuit

ci-scripts/install-nlopt.sh

@@ -2,11 +2,12 @@
 
 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
+NTASKS=$2
 
 set -ex
 INITDIR=$(pwd -P)
@@ -20,7 +21,7 @@ NAME=nlopt-${NAME}
 mkdir -p ${NAME}/build
 cd ${NAME}/build
 cmake -DCMAKE_INSTALL_PREFIX=${PREFIX} -DCMAKE_BUILD_WITH_INSTALL_NAME_DIR=TRUE -DCMAKE_INSTALL_NAME_DIR="${PREFIX}/lib" ..
-make -j4 
+make -j${NTASKS}
 make install
 cd ${INITDIR}/local
 touch .built.nlopt

configure.ac

@@ -2,7 +2,7 @@
 
 # Initialization
 AC_PREREQ([2.63])
-AC_INIT([LatAnalyze],[3.5.1],[antonin.portelli@me.com],[LatAnalyze])
+AC_INIT([LatAnalyze],[3.5.1-dev],[antonin.portelli@me.com],[LatAnalyze])
 AC_CONFIG_AUX_DIR([.buildutils])
 AC_CONFIG_SRCDIR([lib/Global.cpp])
 AC_CONFIG_SRCDIR([utils/sample_read.cpp])
@@ -36,7 +36,7 @@ AC_ARG_WITH([gsl],
 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_CXXFLAGS="$AM_CXXFLAGS -I$with_minuit/include -I$with_minuit/include/Minuit2 -I$with_minuit/include/Fit"]
 	[AM_LDFLAGS="$AM_LDFLAGS -L$with_minuit/lib"])
 AC_ARG_WITH([nlopt],
     [AS_HELP_STRING([--with-nlopt=prefix],
@@ -74,6 +74,7 @@ CXXFLAGS_CPY=$CXXFLAGS
 LDFLAGS_CPY=$LDFLAGS
 CXXFLAGS="$AM_CXXFLAGS $CXXFLAGS"
 LDFLAGS="$AM_LDFLAGS $LDFLAGS"
+AC_CHECK_LIB([pthread],[pthread_create],[],[AC_MSG_ERROR([pthread library not found])])
 AC_CHECK_LIB([m],[cos],[],[AC_MSG_ERROR([libm library not found])])
 AC_CHECK_LIB([gslcblas],[cblas_dgemm],[],
              [AC_MSG_ERROR([GSL CBLAS library not found])])
@@ -90,10 +91,10 @@ AC_CHECK_LIB([hdf5_cpp],[H5Fopen],
     [AC_MSG_ERROR([HDF5 library not found])], [-lhdf5])
 SAVED_LDFLAGS=$LDFLAGS
 LDFLAGS="$LDFLAGS -lMinuit2"
-AC_MSG_CHECKING([for ROOT::Minuit2::BasicMinimumError in -lMinuit2]);
+AC_MSG_CHECKING([for ROOT::Minuit2::VariableMetricMinimizer in -lMinuit2]);
 AC_LINK_IFELSE(
-	[AC_LANG_PROGRAM([#include <Minuit2/BasicMinimumError.h>],
-	[ROOT::Minuit2::BasicMinimumError dummy(0)])],
+	[AC_LANG_PROGRAM([#include <Minuit2/VariableMetricMinimizer.h>],
+	[ROOT::Minuit2::VariableMetricMinimizer dummy()])],
 	[LIBS="$LIBS -lMinuit2"]
 	[AC_DEFINE([HAVE_MINUIT2],
 				[1],
@@ -103,6 +104,20 @@ AC_LINK_IFELSE(
 	[have_minuit=false]
     [AC_MSG_RESULT([no])])
 AM_CONDITIONAL([HAVE_MINUIT], [test x$have_minuit = xtrue])
+LDFLAGS="$LDFLAGS -lMinuit2Math"
+AC_MSG_CHECKING([for ROOT::Math::MinimizerOptions in -lMinuit2Math]);
+AC_LINK_IFELSE(
+	[AC_LANG_PROGRAM([#include <Minuit2/Math/MinimizerOptions.h>],
+	[ROOT::Math::MinimizerOptions dummy()])],
+	[LIBS="$LIBS -lMinuit2Math"]
+	[AC_DEFINE([HAVE_MINUIT2MATH],
+				[1],
+				[Define to 1 if you have the `Minuit2Math' library (-lMinuit2Math).])]
+    [have_minuitmath=true]
+	[AC_MSG_RESULT([yes])],
+	[have_minuitmath=false]
+    [AC_MSG_RESULT([no])])
+AM_CONDITIONAL([HAVE_MINUITMATH], [test x$have_minuit = xtrue])
 LDFLAGS=$SAVED_LDFLAGS
 CXXFLAGS=$CXXFLAGS_CPY
 LDFLAGS=$LDFLAGS_CPY

examples/Makefile.am

@@ -9,6 +9,7 @@ endif
 noinst_PROGRAMS =           \
     exCompiledDoubleFunction\
     exDerivative            \
+    exDWT                   \
     exFit                   \
     exFitSample             \
     exIntegrator            \
@@ -19,7 +20,8 @@ noinst_PROGRAMS =           \
     exPlot                  \
     exPValue                \
     exRand                  \
-    exRootFinder
+    exRootFinder            \
+    exThreadPool
 
 exCompiledDoubleFunction_SOURCES  = exCompiledDoubleFunction.cpp
 exCompiledDoubleFunction_CXXFLAGS = $(COM_CXXFLAGS)
@@ -29,6 +31,10 @@ exDerivative_SOURCES              = exDerivative.cpp
 exDerivative_CXXFLAGS             = $(COM_CXXFLAGS)
 exDerivative_LDFLAGS              = -L../lib/.libs -lLatAnalyze
 
+exDWT_SOURCES                     = exDWT.cpp
+exDWT_CXXFLAGS                    = $(COM_CXXFLAGS)
+exDWT_LDFLAGS                     = -L../lib/.libs -lLatAnalyze
+
 exFit_SOURCES                     = exFit.cpp
 exFit_CXXFLAGS                    = $(COM_CXXFLAGS)
 exFit_LDFLAGS                     = -L../lib/.libs -lLatAnalyze
@@ -73,4 +79,8 @@ exRootFinder_SOURCES              = exRootFinder.cpp
 exRootFinder_CXXFLAGS             = $(COM_CXXFLAGS)
 exRootFinder_LDFLAGS              = -L../lib/.libs -lLatAnalyze
 
+exThreadPool_SOURCES              = exThreadPool.cpp
+exThreadPool_CXXFLAGS             = $(COM_CXXFLAGS)
+exThreadPool_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;
+}

lib/CMakeLists.txt

@@ -0,0 +1,81 @@
+# rpath config
+set(CMAKE_BUILD_WITH_INSTALL_RPATH TRUE)
+set(CMAKE_INSTALL_RPATH "${CMAKE_INSTALL_LIBDIR}")
+
+# config.h header for package version and name
+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)
+
+# 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 ${BISON_AsciiParser_OUTPUTS} ${FLEX_AsciiLexer_OUTPUTS}
+          ${BISON_MathParser_OUTPUTS} ${FLEX_MathLexer_OUTPUTS}
+          ${CMAKE_CURRENT_BINARY_DIR}/config.h ${LATAN_SOURCES}
+  PUBLIC FILE_SET
+         public_headers
+         TYPE
+         HEADERS
+         FILES
+         ${EIGEN_HEADERS}
+         ${LATAN_HEADERS})
+target_link_libraries(LatAnalyze PUBLIC GSL::gsl hdf5::hdf5 hdf5::hdf5_cpp)
+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/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)
     {
@@ -112,7 +112,7 @@ PlotHeadCommand::PlotHeadCommand(const string &command)
 }
 
 // PlotData constructor ////////////////////////////////////////////////////////
-PlotData::PlotData(const DMatSample &x, const DMatSample &y)
+PlotData::PlotData(const DMatSample &x, const DMatSample &y, const bool abs)
 {
     if (x[central].rows() != y[central].rows())
     {
@@ -122,16 +122,23 @@ PlotData::PlotData(const DMatSample &x, const DMatSample &y)
     DMat d(x[central].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[central].col(0);
+    d.col(2)    = y[central].col(0);
+    d.col(1)    = x.variance().cwiseSqrt().col(0);
+    d.col(3)    = y.variance().cwiseSqrt().col(0);
     tmpFileName = dumpToTmpFile(d);
     pushTmpFile(tmpFileName);
+    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 DMatSample &y, const bool abs)
 {
     if (x.rows() != y[central].rows())
     {
@@ -142,14 +149,21 @@ PlotData::PlotData(const DVec &x, const DMatSample &y)
     string usingCmd, tmpFileName;
 
     d.col(0)    = x;
-    d.col(1)    = y[central];
-    d.col(2)    = y.variance().cwiseSqrt();
+    d.col(1)    = y[central].col(0);
+    d.col(2)    = y.variance().cwiseSqrt().col(0);
     tmpFileName = dumpToTmpFile(d);
     pushTmpFile(tmpFileName);
+    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 DMatSample &x, const DVec &y, const bool abs)
 {
     if (x[central].rows() != y.rows())
     {
@@ -159,24 +173,93 @@ PlotData::PlotData(const DMatSample &x, const DVec &y)
     DMat d(x[central].rows(), 3), xerr, yerr;
     string usingCmd, tmpFileName;
 
-    d.col(0)    = x[central];
+    d.col(0)    = x[central].col(0);
     d.col(2)    = y;
-    d.col(1)    = x.variance().cwiseSqrt();
+    d.col(1)    = x.variance().cwiseSqrt().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 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);
+}
+
+// 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 +278,24 @@ 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 +318,8 @@ 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 +332,14 @@ PlotFunction::PlotFunction(const DoubleFunction &function, const double xMin,
     }
     tmpFileName = dumpToTmpFile(d);
     pushTmpFile(tmpFileName);
+    if (!abs)
+    {
         setCommand("'" + tmpFileName + "' u 1:2 w lines");
+    }
+    else
+    {
+        setCommand("'" + tmpFileName + "' u 1:(abs($2)) w lines");
+    }
 }
 
 // PlotPredBand constructor ////////////////////////////////////////////////////
@@ -406,14 +515,16 @@ 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.logScaleBasis[static_cast<int>(axis_)]  = basis_;
 }
 
 // PlotRange constructors //////////////////////////////////////////////////////
@@ -588,7 +699,7 @@ 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;\
@@ -806,11 +917,11 @@ 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

@@ -89,14 +89,27 @@ class PlotData: public PlotObject
 {
 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 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);
     // 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 +128,15 @@ 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 +152,8 @@ 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 +205,11 @@ 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 +227,7 @@ 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 +315,14 @@ 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 +25,10 @@ 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) + " v" + strFrom(PROJECT_VERSION);
+const string Env::name      = PROJECT_NAME;
+const string Env::version   = PROJECT_VERSION;
+const string Env::msgPrefix = "[" + Env::fullName + "] ";
 
 void Env::function(void)
 {}

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/DWT.cpp

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

lib/LatAnalyze/Numerical/DWT.hpp

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

lib/LatAnalyze/Numerical/DWTFilters.cpp

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

lib/LatAnalyze/Numerical/DWTFilters.hpp

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

lib/LatAnalyze/Numerical/MinuitMinimizer.cpp

@@ -19,6 +19,24 @@
 
 #include <LatAnalyze/Numerical/MinuitMinimizer.hpp>
 #include <LatAnalyze/includes.hpp>
+
+// forward declaration necessary in the ROOT-based version of Minuit2
+namespace ROOT
+{
+    namespace Fit
+    {
+        class ParameterSettings;
+    };
+};
+
+// macros necessary in the ROOT-based version of Minuit2
+#ifndef ROOT_Math_VecTypes
+#define ROOT_Math_VecTypes
+#endif
+#ifndef MATHCORE_STANDALONE
+#define MATHCORE_STANDALONE
+#endif
+
 #include <Minuit2/Minuit2Minimizer.h>
 #include <Math/Functor.h>