Merge pull request #78 from MultithreadCorner/update-eigen-dev

Hydra: new Eigen interface,  update built-in Thrust and CUB, adding `hydra::sobol` and other algos.

Author: AAAlvesJr

CHANGELOG.md

@@ -1,13 +1,24 @@
 ## CHANGE LOG
 
-### Hydra 2.4.1 (probably incomplete)
 
-1. The main change is this relase is the update of Thrust instance distributed with Hydra to the version 1.9.6, which enabled the support for CUDA 10.1 and hopefuly higher
-2. Range semantics implemented in `Decays::Unweight` methods
-3. Fix CLANG discovery on Apple platform (not ufficialy supported yet btw) 
+###Hydra 2.5.0
+
+1. **Eigen** is not being distributed with **Hydra** anymore. **Eigen** will remain an dependency for foreseeable future.
+2. New facility to update **Thrust** and **CUB**. New namespaces ```hydra::hydra_thrust``` and ```hydra::hydra_cub``` defined.
+3. New lazy implementation of ```hydra::Splot```.
+4. New ```hydra::PhaseSpace``` interface, with constructors taking the mass of the mother particle as well. Ctors also protected against inconsistent arguments via exception throwing. 
+5. New algorithm ```hydra::sobol``` support up to 3667 dimensions
+6. Re-implementation of the impacted examples. 
+7. Many bug fixes across the tree...
+
+###Hydra 2.4.1 (probably incomplete)
+
+1. The main change is this release is the update of Thrust instance distributed with Hydra to the version 1.9.6, which enabled the support for CUDA 10.1 and hopefuly higher
+2. Range semantics implemented in Decays::Unweight methods
+3. Fix CLANG discovery on Apple platform (not officially supported yet)
 4. Many bug fixes across the tree...
 
-### Hydra 2.3.1 
+### Hydra 2.3.1  (probably incomplete)
 
 1. Interfaces to FFTW and CuFFT for performing 1D real-real complex-real and real-complex FFT on CPU and GPU 
 2. FFT based convolution on CPU and GPU for arbitrary pair of functors: `hydra::convolute` and `hydra::ConvolutionFunctor`

CMakeLists.txt

@@ -26,7 +26,7 @@ endif()
 if ("${CMAKE_CXX_COMPILER_ID}" MATCHES "Clang")
 
  MESSAGE(STATUS "Setting Clang flags")
- set(CMAKE_CXX_FLAGS " --std=c++11 -W -march=native -fPIC -O3 -ldl" CACHE STRING "compile flags" FORCE)
+ set(CMAKE_CXX_FLAGS " --std=c++11 -W -march=native -fPIC -O4 -ldl" CACHE STRING "compile flags" FORCE)
 
 elseif ("${CMAKE_CXX_COMPILER_ID}" STREQUAL "GNU")
 
@@ -37,9 +37,6 @@ elseif ("${CMAKE_CXX_COMPILER_ID}" STREQUAL "Intel")
 
  MESSAGE(STATUS "Setting ICC flags")
  set(CMAKE_CXX_FLAGS " --std=c++11 -W -march=native -fPIC -O4 -ldl" CACHE STRING "compile flags" FORCE)
-
-#elseif ("${CMAKE_CXX_COMPILER_ID}" STREQUAL "MSVC")
- #MESSAGE(STATUS "===> Compiling with MSVC")
 endif()
 
 #-----------------------
@@ -68,14 +65,22 @@ endif()
 endif(ROOT_FOUND)
 
 #-----------------------
-# get GSL
+# get GSL for convolution examples
 find_package(GSL)
 if(GSL_FOUND)
 include_directories(${GSL_INCLUDE_DIRS})
 endif(GSL_FOUND)
 
 #-----------------------
-# get FFTW
+# get Eigen for sPlot examples
+find_package( Eigen3 3.3.7 REQUIRED )
+include_directories( EIGEN3_INCLUDE_DIR )
+if(EIGEN3_FOUND)
+include_directories(${EIGEN3_INCLUDE_DIR})
+endif(EIGEN3_FOUND)
+
+#-----------------------
+# get FFTW for convolution examples
 find_package(FFTW)
 if(FFTW_FOUND)
 include_directories(${FFTW_INCLUDE_DIRS})
@@ -88,8 +93,8 @@ if(CUDA_FOUND)
 link_directories( ${CUDA_TOOLKIT_ROOT_DIR}/lib64/)
 
 #set cuda flags
-SET(CUDA_NVCC_FLAGS ${CUDA_NVCC_FLAGS}  -ftemplate-backtrace-limit=0; --cudart;  static; -O4; --expt-relaxed-constexpr; -fmad=true; --expt-extended-lambda;--relocatable-device-code=false ;
--Xptxas -dlcm=ca; -Xptxas --opt-level=4 )
+SET(CUDA_NVCC_FLAGS ${CUDA_NVCC_FLAGS}  -ftemplate-backtrace-limit=0; --cudart;   static;  -O4 ; --expt-relaxed-constexpr; -fmad=true; --expt-extended-lambda;--relocatable-device-code=false;
+-Xptxas -dlcm=ca;-Xptxas --opt-level=4 )
 
 SET(CUDA_PROPAGATE_HOST_FLAGS ON)
 SET(CUDA_SEPARABLE_COMPILATION OFF)

Doxyfile

@@ -1,5 +1,5 @@
 #PROJECT_NAME          = "Hydra_examples_and_documentation"
-PROJECT_NUMBER         =  2.3.2
+PROJECT_NUMBER         =  2.4.0
 
 STRIP_FROM_PATH        = /home/augalves/Development/Release/Hydra
 

README.md

@@ -51,6 +51,7 @@ Currently Hydra supports:
 * Object-based interface to FFTW and CuFFT for performing Fast Fourier Transform in CPU and GPU.
 * FFT based one-dimensional convolution for arbitrary signal and kernel shapes.
 * Booststrap and real cubic spiline for datasets on CPU and GPU.
+* Sobol low discrepance sequences up to 
 
 Hydra also provides a bunch of custom types, optimized containers and a number of algorithms and constructs to maximize performance, avoiding unnecessary usage of memory and without losing the flexibility and portability to compile and run the same code across different platforms and deployment scenarios.
 
@@ -68,9 +69,9 @@ Hydra and Thrust
 Hydra is implemented on top of the [Thrust library](https://thrust.github.io/) and relies strongly on Thrust's containers, algorithms and backend management systems.
 The official version of Thrust supports tuples with maximum ten elements. In order to overcome this limitation, Hydra uses the 
 [unofficial version, forked from the original, by Andrew Currigan and collaborators](https://github.com/andrewcorrigan/thrust-multi-permutation-iterator). 
-This version implements variadic tuples and related classes, as well as provides some additional functionalities, which are missing in the official Thrust.
+This version implements variadic tuples and related classes, as well as provides some additional functionality, which are missing in the official Thrust.   
 
-The version of Thrust distributed with Hydra is maintained by [MultithreadCorner](https://github.com/MultithreadCorner). It is basically a fork of Currigan's repository, which was merged with the latest official release available in GitHub (Thrust 1.8.3).
+The version of Thrust distributed with Hydra is maintained by [MultithreadCorner](https://github.com/MultithreadCorner). It is basically a fork of Currigan's repository, which was merged with the latest official release available in GitHub (Thrust 1.9.7).
 
 ***Hydra does not depend or conflict with the official Thrust library distributed with the CUDA-SDK.***
 

cmake/FindEigen3.cmake

@@ -0,0 +1,107 @@
+# - Try to find Eigen3 lib
+#
+# This module supports requiring a minimum version, e.g. you can do
+#   find_package(Eigen3 3.1.2)
+# to require version 3.1.2 or newer of Eigen3.
+#
+# Once done this will define
+#
+#  EIGEN3_FOUND - system has eigen lib with correct version
+#  EIGEN3_INCLUDE_DIR - the eigen include directory
+#  EIGEN3_VERSION - eigen version
+#
+# and the following imported target:
+#
+#  Eigen3::Eigen - The header-only Eigen library
+#
+# This module reads hints about search locations from 
+# the following environment variables:
+#
+# EIGEN3_ROOT
+# EIGEN3_ROOT_DIR
+
+# Copyright (c) 2006, 2007 Montel Laurent, <montel@kde.org>
+# Copyright (c) 2008, 2009 Gael Guennebaud, <g.gael@free.fr>
+# Copyright (c) 2009 Benoit Jacob <jacob.benoit.1@gmail.com>
+# Redistribution and use is allowed according to the terms of the 2-clause BSD license.
+
+if(NOT Eigen3_FIND_VERSION)
+  if(NOT Eigen3_FIND_VERSION_MAJOR)
+    set(Eigen3_FIND_VERSION_MAJOR 2)
+  endif()
+  if(NOT Eigen3_FIND_VERSION_MINOR)
+    set(Eigen3_FIND_VERSION_MINOR 91)
+  endif()
+  if(NOT Eigen3_FIND_VERSION_PATCH)
+    set(Eigen3_FIND_VERSION_PATCH 0)
+  endif()
+
+  set(Eigen3_FIND_VERSION "${Eigen3_FIND_VERSION_MAJOR}.${Eigen3_FIND_VERSION_MINOR}.${Eigen3_FIND_VERSION_PATCH}")
+endif()
+
+macro(_eigen3_check_version)
+  file(READ "${EIGEN3_INCLUDE_DIR}/Eigen/src/Core/util/Macros.h" _eigen3_version_header)
+
+  string(REGEX MATCH "define[ \t]+EIGEN_WORLD_VERSION[ \t]+([0-9]+)" _eigen3_world_version_match "${_eigen3_version_header}")
+  set(EIGEN3_WORLD_VERSION "${CMAKE_MATCH_1}")
+  string(REGEX MATCH "define[ \t]+EIGEN_MAJOR_VERSION[ \t]+([0-9]+)" _eigen3_major_version_match "${_eigen3_version_header}")
+  set(EIGEN3_MAJOR_VERSION "${CMAKE_MATCH_1}")
+  string(REGEX MATCH "define[ \t]+EIGEN_MINOR_VERSION[ \t]+([0-9]+)" _eigen3_minor_version_match "${_eigen3_version_header}")
+  set(EIGEN3_MINOR_VERSION "${CMAKE_MATCH_1}")
+
+  set(EIGEN3_VERSION ${EIGEN3_WORLD_VERSION}.${EIGEN3_MAJOR_VERSION}.${EIGEN3_MINOR_VERSION})
+  if(${EIGEN3_VERSION} VERSION_LESS ${Eigen3_FIND_VERSION})
+    set(EIGEN3_VERSION_OK FALSE)
+  else()
+    set(EIGEN3_VERSION_OK TRUE)
+  endif()
+
+  if(NOT EIGEN3_VERSION_OK)
+
+    message(STATUS "Eigen3 version ${EIGEN3_VERSION} found in ${EIGEN3_INCLUDE_DIR}, "
+                   "but at least version ${Eigen3_FIND_VERSION} is required")
+  endif()
+endmacro()
+
+if (EIGEN3_INCLUDE_DIR)
+
+  # in cache already
+  _eigen3_check_version()
+  set(EIGEN3_FOUND ${EIGEN3_VERSION_OK})
+  set(Eigen3_FOUND ${EIGEN3_VERSION_OK})
+
+else ()
+  
+  # search first if an Eigen3Config.cmake is available in the system,
+  # if successful this would set EIGEN3_INCLUDE_DIR and the rest of
+  # the script will work as usual
+  find_package(Eigen3 ${Eigen3_FIND_VERSION} NO_MODULE QUIET)
+
+  if(NOT EIGEN3_INCLUDE_DIR)
+    find_path(EIGEN3_INCLUDE_DIR NAMES signature_of_eigen3_matrix_library
+        HINTS
+        ENV EIGEN3_ROOT 
+        ENV EIGEN3_ROOT_DIR
+        PATHS
+        ${CMAKE_INSTALL_PREFIX}/include
+        ${KDE4_INCLUDE_DIR}
+        PATH_SUFFIXES eigen3 eigen
+      )
+  endif()
+
+  if(EIGEN3_INCLUDE_DIR)
+    _eigen3_check_version()
+  endif()
+
+  include(FindPackageHandleStandardArgs)
+  find_package_handle_standard_args(Eigen3 DEFAULT_MSG EIGEN3_INCLUDE_DIR EIGEN3_VERSION_OK)
+
+  mark_as_advanced(EIGEN3_INCLUDE_DIR)
+
+endif()
+
+if(EIGEN3_FOUND AND NOT TARGET Eigen3::Eigen)
+  add_library(Eigen3::Eigen INTERFACE IMPORTED)
+  set_target_properties(Eigen3::Eigen PROPERTIES
+    INTERFACE_INCLUDE_DIRECTORIES "${EIGEN3_INCLUDE_DIR}")
+endif()

examples/convolution/fit_convoluted_pdfs.inl

@@ -202,6 +202,16 @@ int main(int argv, char** argc)
 		hydra::DenseHistogram<double, 1, hydra::device::sys_t> Hist_Data(nbins, min, max);
 		Hist_Data.Fill( range.begin(), range.end() );
 
+		typedef decltype(Hist_Data) Iterable;
+
+		/*
+		static_assert( (!(
+				(hydra::detail::is_iterator<Iterable>::value)||
+			 ( (0>0) && hydra::detail::are_iterators<>::value))) &&
+             (!hydra::detail::is_hydra_dense_histogram<Iterable>::value) &&
+             (!hydra::detail::is_hydra_sparse_histogram<Iterable>::value) &&
+             hydra:: detail::is_iterable<Iterable>::value && hydra::detail::are_iterables<>::value ,"<<<<<<<<<<< " );
+*/
 		//make model and fcn
 		auto fcn   = hydra::make_loglikehood_fcn( model, Hist_Data);
 

examples/fit/basic_fit.inl

@@ -160,6 +160,7 @@ int main(int argv, char** argc)
 		for(size_t i=0; i<10; i++)
 			std::cout << "[" << i << "] :" << range[i] << std::endl;
 
+		//static_assert(hydra::detail::is_iterable<decltype(range)>::value, "<<<<<<<<<<<<<<");
 		auto fcn   = hydra::make_loglikehood_fcn(model, range);
 
 		//-------------------------------------------------------

examples/fit/binned_extended_logLL_fit.inl

@@ -120,7 +120,7 @@ int main(int argv, char** argc)
 	//===========================
     //fit model
 
-	hydra::Parameter  mean1_p  = hydra::Parameter::Create().Name("Mean_1").Value( 2.5) .Error(0.0001).Limits(0.0, 10.0);
+	hydra::Parameter  mean1_p  = hydra::Parameter::Create().Name("Mean_1").Value( 2.5) .Error(0.0001).Limits(1.0, 10.0);
 	hydra::Parameter  sigma1_p = hydra::Parameter::Create().Name("Sigma_1").Value(0.5).Error(0.0001).Limits(0.01, 1.5);
 
 	//gaussian function evaluating on the first argument
@@ -130,7 +130,7 @@ int main(int argv, char** argc)
     //-------------------------------------------
 
     //gaussian 2
-    hydra::Parameter  mean2_p  = hydra::Parameter::Create().Name("Mean_2").Value(5.0) .Error(0.0001).Limits(0.0, 10.0);
+    hydra::Parameter  mean2_p  = hydra::Parameter::Create().Name("Mean_2").Value(5.0) .Error(0.0001).Limits(1.0, 10.0);
     hydra::Parameter  sigma2_p = hydra::Parameter::Create().Name("Sigma_2").Value(0.5).Error(0.0001).Limits(0.01, 1.5);
 
     //gaussian function evaluating on the first argument
@@ -141,7 +141,7 @@ int main(int argv, char** argc)
 
     //exponential
     //parameters
-    hydra::Parameter  tau_p  = hydra::Parameter::Create().Name("Tau").Value(1.0) .Error(0.0001).Limits(-2.0, 2.0);
+    hydra::Parameter  tau_p  = hydra::Parameter::Create().Name("Tau").Value(-1.0) .Error(0.0001).Limits(-2.0, 2.0);
 
     //gaussian function evaluating on the first argument
     hydra::Exponential<0> exponential(tau_p);
@@ -184,7 +184,7 @@ int main(int argv, char** argc)
 		Generator.Gauss(mean2_p.GetValue()+0.5, sigma2_p.GetValue()+0.5, data_d.begin()+nentries, data_d.begin()+2*nentries);
 
 		// exponential
-		Generator.Exp(tau_p.GetValue()+0.5, data_d.begin() + 2*nentries,  data_d.end());
+		Generator.Exp(1.0, data_d.begin() + 2*nentries,  data_d.end());
 
 		std::cout<< std::endl<< "Generated data:"<< std::endl;
 		for(size_t i=0; i<10; i++)
@@ -211,7 +211,7 @@ int main(int argv, char** argc)
 		// ... Minimize and profile the time
 
 		auto start_d = std::chrono::high_resolution_clock::now();
-		FunctionMinimum minimum_d =  FunctionMinimum(migrad_d(std::numeric_limits<unsigned int>::max(), 5));
+		FunctionMinimum minimum_d =  FunctionMinimum(migrad_d(std::numeric_limits<unsigned int>::max(), 1));
 		auto end_d = std::chrono::high_resolution_clock::now();
 		std::chrono::duration<double, std::milli> elapsed_d = end_d - start_d;
 

examples/fit/phsp_unweighting_functor_and_fit.inl

@@ -179,7 +179,7 @@ int main(int argv, char** argc)
 	hydra::Vector4R B0(B0_mass, 0.0, 0.0, 0.0);
 
 	// Create PhaseSpace object for B0-> K pi J/psi
-	hydra::PhaseSpace<3> phsp({Jpsi_mass, K_mass, pi_mass });
+	hydra::PhaseSpace<3> phsp(B0_mass,{Jpsi_mass, K_mass, pi_mass });
 
 	// functor to calculate the 2-body masses
 	auto dalitz_calculator = hydra::wrap_lambda(