CRHMC Integration within Volume Cooling Gaussians

examples/crhmc_cooling_gaussians/CMakeLists.txt

@@ -0,0 +1,132 @@
+# VolEsti (volume computation and sampling library)
+
+# Copyright (c) 2012-2024 Vissarion Fisikopoulos
+# Copyright (c) 2018-2024 Apostolos Chalkis
+# Copyright (c) 2024 Vladimir Necula
+
+# Contributed and/or modified by Vladimir Necula, as part of Google Summer of
+# Code 2024 program.
+
+# Licensed under GNU LGPL.3, see LICENCE file
+
+project( VolEsti )
+
+
+CMAKE_MINIMUM_REQUIRED(VERSION 3.11)
+
+set(CMAKE_ALLOW_LOOSE_LOOP_CONSTRUCTS true)
+
+# Locate Intel MKL root (in case it is enabled)
+if (APPLE)
+	set(MKLROOT /opt/intel/oneapi/mkl/latest)
+elseif(UNIX)
+  #set(MKLROOT /opt/intel/oneapi/mkl/latest)
+	set(MKLROOT $ENV{HOME}/intel/mkl)
+endif()
+
+if(COMMAND cmake_policy)
+  cmake_policy(SET CMP0003 NEW)
+endif(COMMAND cmake_policy)
+
+
+option(DISABLE_NLP_ORACLES "Disable non-linear oracles (used in collocation)" ON)
+option(BUILTIN_EIGEN "Use eigen from ../../external" OFF)
+option(USE_MKL "Use MKL library to build eigen" OFF)
+
+
+if(DISABLE_NLP_ORACLES)
+  add_definitions(-DDISABLE_NLP_ORACLES)
+else()
+  find_library(IFOPT NAMES libifopt_core.so PATHS /usr/local/lib)
+  find_library(IFOPT_IPOPT NAMES libifopt_ipopt.so PATHS /usr/local/lib)
+  find_library(GMP NAMES libgmp.so PATHS /usr/lib/x86_64-linux-gnu /usr/lib/i386-linux-gnu)
+  find_library(MPSOLVE NAMES libmps.so PATHS /usr/local/lib)
+  find_library(PTHREAD NAMES libpthread.so PATHS /usr/lib/x86_64-linux-gnu /usr/lib/i386-linux-gnu)
+  find_library(FFTW3 NAMES libfftw3.so.3 PATHS /usr/lib/x86_64-linux-gnu /usr/lib/i386-linux-gnu)
+
+  if (NOT IFOPT)
+
+    message(FATAL_ERROR "This program requires the ifopt library, and will not be compiled.")
+
+  elseif (NOT GMP)
+
+    message(FATAL_ERROR "This program requires the gmp library, and will not be compiled.")
+
+  elseif (NOT MPSOLVE)
+
+    message(FATAL_ERROR "This program requires the mpsolve library, and will not be compiled.")
+
+  elseif (NOT FFTW3)
+
+    message(FATAL_ERROR "This program requires the fftw3 library, and will not be compiled.")
+
+  else()
+    message(STATUS "Library ifopt found: ${IFOPT}")
+    message(STATUS "Library gmp found: ${GMP}")
+    message(STATUS "Library mpsolve found: ${MPSOLVE}")
+    message(STATUS "Library fftw3 found:" ${FFTW3})
+
+  endif(NOT IFOPT)
+
+endif(DISABLE_NLP_ORACLES)
+
+include("../../external/cmake-files/Eigen.cmake")
+GetEigen()
+
+include("../../external/cmake-files/Boost.cmake")
+GetBoost()
+
+include("../../external/cmake-files/LPSolve.cmake")
+GetLPSolve()
+
+include("../../external/cmake-files/QD.cmake")
+GetQD()
+
+# Find lpsolve library
+find_library(LP_SOLVE NAMES liblpsolve55.so PATHS /usr/lib/lp_solve)
+
+if (NOT LP_SOLVE)
+  message(FATAL_ERROR "This program requires the lp_solve library, and will not be compiled.")
+else ()
+  message(STATUS "Library lp_solve found: ${LP_SOLVE}")
+
+  set(CMAKE_EXPORT_COMPILE_COMMANDS "ON")
+
+  if (USE_MKL)
+    find_library(BLAS NAMES libblas.so libblas.dylib PATHS /usr/local/Cellar/lapack/3.9.1_1/lib /usr/lib/x86_64-linux-gnu /usr/lib/i386-linux-gnu /usr/local/Cellar/openblas/0.3.15_1/lib /usr/lib)
+    find_library(GFORTRAN NAME libgfortran.dylib PATHS /usr/local/Cellar/gcc/10.2.0_4/lib/gcc/10)
+    find_library(LAPACK NAME liblapack.dylib PATHS /usr/lib)
+    find_library(OPENMP NAME libiomp5.dylib PATHS /opt/intel/oneapi/compiler/2021.1.1/mac/compiler/lib)
+
+    include_directories (BEFORE ${MKLROOT}/include)
+    set(PROJECT_LIBS ${BLAS_LIBRARIES} ${LAPACK_LIBRARIES} ${GFORTRAN_LIBRARIES})
+    set(MKL_LINK "-L${MKLROOT}/lib -Wl,-rpath,${MKLROOT}/lib -lmkl_intel_ilp64 -lmkl_sequential -lmkl_core -lpthread -lm -ldl")
+    add_definitions(-DEIGEN_USE_MKL_ALL)
+  else()
+    set(MKL_LINK "")
+  endif(USE_MKL)
+
+  include_directories (BEFORE ../../external)
+  include_directories (BEFORE ../../external/minimum_ellipsoid)
+  include_directories (BEFORE ../../include/)
+
+  # for Eigen
+  if (${CMAKE_VERSION} VERSION_LESS "3.12.0")
+    add_compile_options(-D "EIGEN_NO_DEBUG")
+  else ()
+    add_compile_definitions("EIGEN_NO_DEBUG")
+  endif ()
+
+
+  add_definitions(${CMAKE_CXX_FLAGS} "-std=c++17")  # enable C++17 standard
+  set(ADDITIONAL_FLAGS "-march=native -DSIMD_LEN=0 -DTIME_KEEPING")
+  add_definitions(${CMAKE_CXX_FLAGS} "-O3 -DTIME_KEEPING"  ${ADDITIONAL_FLAGS})  # optimization of the compiler
+  #add_definitions(${CXX_COVERAGE_COMPILE_FLAGS} "-lgsl")
+  add_definitions(${CXX_COVERAGE_COMPILE_FLAGS} "-lm")
+  add_definitions(${CXX_COVERAGE_COMPILE_FLAGS} "-ldl")
+  add_definitions(${CXX_COVERAGE_COMPILE_FLAGS} "-DBOOST_NO_AUTO_PTR")
+
+  add_executable(volume_example volume_example.cpp)
+  target_link_libraries(volume_example QD_LIB ${MKL_LINK} ${LP_SOLVE})
+
+endif()

examples/crhmc_cooling_gaussians/volume_example.cpp

@@ -0,0 +1,60 @@
+// VolEsti (volume computation and sampling library)
+
+// Copyright (c) 2012-2024 Vissarion Fisikopoulos
+// Copyright (c) 2018-2024 Apostolos Chalkis
+// Copyright (c) 2024 Vladimir Necula
+
+// Contributed and/or modified by Vladimir Necula, as part of Google Summer of
+// Code 2024 program.
+
+// Licensed under GNU LGPL.3, see LICENCE file
+
+#include "generators/known_polytope_generators.h"
+#include "random_walks/random_walks.hpp"
+#include "volume/volume_cooling_gaussians_crhmc.hpp"
+
+#include <iostream>
+#include <fstream>
+#include "misc/misc.h"
+
+typedef double NT;
+typedef Cartesian<NT> Kernel;
+typedef typename Kernel::Point Point;
+typedef BoostRandomNumberGenerator<boost::mt11213b, double> RandomNumberGenerator;
+typedef HPolytope<Point> HPOLYTOPE;
+
+void calculateAndVerifyVolume(HPOLYTOPE& polytope) {
+    int walk_len = 10;
+    NT e = 0.1;
+
+    RandomNumberGenerator rng(polytope.dimension());
+
+    NT volume = volume_cooling_gaussians<HPOLYTOPE, RandomNumberGenerator>(polytope, rng, e, walk_len);
+
+    std::cout << "Volume " << volume << std::endl;
+}
+
+int main() {
+
+    HPOLYTOPE simplex = generate_simplex<HPOLYTOPE>(2, false);
+    std::cout << std::endl << "Simplex: " << std::endl;
+    simplex.print();
+    calculateAndVerifyVolume(simplex);
+
+    HPOLYTOPE cube = generate_cube<HPOLYTOPE>(3, false);
+    std::cout << std::endl << "Cube: " << std::endl;
+    cube.print();
+    calculateAndVerifyVolume(cube);
+
+    HPOLYTOPE cross = generate_cross<HPOLYTOPE>(3, false);
+    std::cout << std::endl << "Cross: " << std::endl;
+    cross.print();
+    calculateAndVerifyVolume(cross);
+
+    HPOLYTOPE birkhoff = generate_birkhoff<HPOLYTOPE>(3);
+    std::cout << std::endl << "Birkhoff: " << std::endl;
+    birkhoff.print();
+    calculateAndVerifyVolume(birkhoff);
+
+    return 0;
+}