fmca 0.1.0__tar.gz

fmca-0.1.0/.gitignore

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+.DS_Store
+*.o
+*.out
+*.swp
+html/
+build/
+*.vtk
+*.h5
+*.egg-info/
+__pycache__/

fmca-0.1.0/CMakeLists.txt

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+cmake_minimum_required(VERSION 3.21)
+project(FMCA VERSION 0.1.0 LANGUAGES CXX)
+
+message(STATUS "
+****************************************************************************
+*                  ______   __    __    ______    ______                   *
+*                 |   ___| |  \\  /  |  /   ___|  /      \\                  *
+*                 |   __   |   \\/   | |   /     |   /\\   |                 *
+*                 |   __|  |        | |  |      |  |__|  |                 *
+*                 |  |     |  |\\/|  | |  |      |   __   |                 *
+*                 |  |     |  |  |  | |   \\___  |  |  |  |                 *
+*                 |__|     |__|  |__|  \\______| |__|  |__|                 *
+*                                                                          *
+****************************************************************************
+This is FMCA, the Fast Multiresolution Covariance Analysis package.
+
+Copyright (c) 2022, Michael Multerer
+All rights reserved.
+
+This source code is subject to the GNU Affero General Public License v3.0
+license and without any warranty, see <https://github.com/muchip/FMCA>
+for further information.
+")
+
+list(APPEND CMAKE_MODULE_PATH "${CMAKE_CURRENT_LIST_DIR}/cmake")
+
+# Language standard
+set(CMAKE_CXX_STANDARD 17)
+set(CMAKE_CXX_STANDARD_REQUIRED ON)
+set(CMAKE_CXX_EXTENSIONS OFF)
+if(NOT CMAKE_BUILD_TYPE AND NOT CMAKE_CONFIGURATION_TYPES)
+  set(CMAKE_BUILD_TYPE Release CACHE STRING "Build type" FORCE)
+endif()
+
+# Options (SKBUILD is defined by scikit-build-core; a pip build defaults to
+# the python module only)
+if(SKBUILD)
+  set(_fmca_default_tests OFF)
+else()
+  set(_fmca_default_tests ON)
+endif()
+option(FMCA_BUILD_TESTS  "Build the C++ tests"       ${_fmca_default_tests})
+option(FMCA_BUILD_PYTHON "Build the pybind11 module" ON)
+
+# Eigen >= 5.0 (new SVD API): system package, otherwise fetch the sources and
+# expose them as a header-only target (Eigen's own build system is
+# deliberately not entered)
+find_package(Eigen3 5.0 CONFIG QUIET)
+if(NOT TARGET Eigen3::Eigen)
+  message(STATUS "Eigen3 >= 5.0 not found, fetching Eigen 5.0.1")
+  include(FetchContent)
+  FetchContent_Declare(eigen
+    URL      https://gitlab.com/libeigen/eigen/-/archive/5.0.1/eigen-5.0.1.tar.gz
+    DOWNLOAD_EXTRACT_TIMESTAMP TRUE
+    SOURCE_SUBDIR cmake_disabled)
+  FetchContent_MakeAvailable(eigen)
+  add_library(eigen INTERFACE)
+  add_library(Eigen3::Eigen ALIAS eigen)
+  target_include_directories(eigen SYSTEM INTERFACE "${eigen_SOURCE_DIR}")
+endif()
+
+# OpenMP: optional, consumed as a target rather than via global flags
+if(MSVC)
+  # MSVC's OpenMP dialect rejects several loop forms used in FMCA; Windows
+  # builds are single-threaded for now
+  set(OpenMP_CXX_FOUND FALSE)
+  message(STATUS "OpenMP disabled on MSVC; FMCA will run single-threaded")
+else()
+  find_package(OpenMP COMPONENTS CXX)
+  if(NOT OpenMP_CXX_FOUND)
+    message(WARNING "OpenMP not found; FMCA will run single-threaded. "
+      "Pass an OpenMP-capable compiler via -DCMAKE_CXX_COMPILER=... in a fresh build directory.")
+  endif()
+endif()
+
+# FMCA: header-only interface target carrying all usage requirements
+add_library(fmca_headers INTERFACE)
+add_library(FMCA::FMCA ALIAS fmca_headers)
+target_include_directories(fmca_headers INTERFACE
+  $<BUILD_INTERFACE:${PROJECT_SOURCE_DIR}>
+  $<INSTALL_INTERFACE:include>)
+target_compile_features(fmca_headers INTERFACE cxx_std_17)
+target_link_libraries(fmca_headers INTERFACE Eigen3::Eigen)
+if(OpenMP_CXX_FOUND)
+  target_link_libraries(fmca_headers INTERFACE OpenMP::OpenMP_CXX)
+endif()
+target_compile_options(fmca_headers INTERFACE
+  $<$<AND:$<CONFIG:Release>,$<CXX_COMPILER_ID:GNU,Clang,AppleClang>>:-O3>)
+
+# Python module
+if(FMCA_BUILD_PYTHON)
+  find_package(Python REQUIRED COMPONENTS Interpreter Development.Module)
+  # standalone builds may only have pybind11 from pip: ask the interpreter
+  # for its CMake config directory before find_package
+  if(NOT pybind11_DIR)
+    execute_process(
+      COMMAND "${Python_EXECUTABLE}" -m pybind11 --cmakedir
+      OUTPUT_VARIABLE _pybind11_dir OUTPUT_STRIP_TRAILING_WHITESPACE
+      RESULT_VARIABLE _pybind11_rc ERROR_QUIET)
+    if(_pybind11_rc EQUAL 0)
+      set(pybind11_DIR "${_pybind11_dir}")
+    endif()
+  endif()
+  find_package(pybind11 CONFIG REQUIRED)
+  add_subdirectory(py)
+endif()
+
+# Tests
+if(FMCA_BUILD_TESTS)
+  enable_testing()
+  add_subdirectory(tests)
+endif()

fmca-0.1.0/ClassHierarchy.txt

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+// This file is part of FMCA, the Fast Multiresolution Covariance Analysis
+// package.
+//
+// Copyright (c) 2022, Michael Multerer
+//
+// All rights reserved.
+//
+// This source code is subject to the GNU Affero General Public License v3.0
+// license and without any warranty, see <https://github.com/muchip/FMCA>
+// for further information.
+//
+
+TreeBase<Derived>
+   <-- ClusterTreeBase<Derived>
+      <-- ClusterTree
+      <-- H2ClusterTreeBase<Derived>
+         <-- H2ClusterTree
+      <-- SampletTreeBase<Derived>
+         <-- H2SampletTreeBase<Derived>
+            <-- H2SampletTree

fmca-0.1.0/FMCA/Clustering

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+// This file is part of FMCA, the Fast Multiresolution Covariance Analysis
+// package.
+//
+// Copyright (c) 2022, Michael Multerer
+//
+// All rights reserved.
+//
+// This source code is subject to the GNU Affero General Public License v3.0
+// license and without any warranty, see <https://github.com/muchip/FMCA>
+// for further information.
+//
+#ifndef FMCA_CLUSTERING_MODULE_
+#define FMCA_CLUSTERING_MODULE_
+
+/**
+ *  \ingroup Modules
+ *  \defgroup Clustering Clustering
+ *  \brief The Clustering module collects all the functionality for creating a
+ *         cluster tree associated to an input data set
+ *
+ **/
+
+#include "src/util/Macros.h"
+//
+#include "src/util/ForwardDeclarations.h"
+#include "src/util/Graph.h"
+#include "src/util/TreeBase.h"
+#include "src/util/KMinList.h"
+//
+#include "src/Clustering/Admissibility.h"
+#include "src/Clustering/MortonCompare.h"
+#include "src/Clustering/ClusterTreeSplitter.h"
+#include "src/Clustering/ClusterTreeBase.h"
+#include "src/Clustering/ClusterTreeInitializer_ClusterTree.h"
+#include "src/Clustering/ClusterTreeInitializer_MortonClusterTree.h"
+#include "src/Clustering/ClusterTreeInitializer_MetisClusterTree.h"
+#include "src/Clustering/ClusterTreeInitializer_SphereClusterTree.h"
+#include "src/Clustering/ClusterTreeInitializer_UnitKDTree.h"
+#include "src/Clustering/ClusterTreeInitializer_UnitBinaryTree.h"
+#include "src/Clustering/RandomProjectionTree.h"
+#include "src/Clustering/ClusterTree.h"
+#include "src/Clustering/UnitKDTree.h"
+#include "src/Clustering/UnitBinaryTree.h"
+#include "src/Clustering/MortonClusterTree.h"
+#include "src/Clustering/MetisClusterTree.h"
+#include "src/Clustering/SphereClusterTree.h"
+#include "src/Clustering/ClusterTreeMetrics.h"
+#include "src/Clustering/kNN.h"
+#include "src/Clustering/approximateKNN.h"
+#include "src/Clustering/epsNN.h"
+
+#endif

fmca-0.1.0/FMCA/CovarianceKernel

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+// This file is part of FMCA, the Fast Multiresolution Covariance Analysis
+// package.
+//
+// Copyright (c) 2022, Michael Multerer
+//
+// All rights reserved.
+//
+// This source code is subject to the GNU Affero General Public License v3.0
+// license and without any warranty, see <https://github.com/muchip/FMCA>
+// for further information.
+//
+#ifndef FMCA_COVARIANCEKERNEL_MODULE_
+#define FMCA_COVARIANCEKERNEL_MODULE_
+
+/**
+ *  \ingroup Modules
+ *  \defgroup CovarianceKernel CovarianceKernel
+ *  \brief Module providing a class of covariance kernel functions
+ *
+ **/
+ 
+#include "src/util/Macros.h"
+//
+#include "Clustering"
+
+
+#include "src/CovarianceKernel/CovarianceKernel.h"
+#include "src/CovarianceKernel/SpaceTimePerKernel.h"
+#include "src/CovarianceKernel/sparseKernelMatrixInverse.h"
+#include "src/CovarianceKernel/sparseKernelMatrixInverseSqrt.h"
+
+#endif

fmca-0.1.0/FMCA/H2Matrix

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+// This file is part of FMCA, the Fast Multiresolution Covariance Analysis
+// package.
+//
+// Copyright (c) 2022, Michael Multerer
+//
+// All rights reserved.
+//
+// This source code is subject to the GNU Affero General Public License v3.0
+// license and without any warranty, see <https://github.com/muchip/FMCA>
+// for further information.
+//
+#ifndef FMCA_H2MATRIX_MODULE_
+#define FMCA_H2MATRIX_MODULE_
+
+
+#include "src/util/Macros.h"
+//
+
+#include "Clustering"
+#include "MatrixEvaluator"
+
+#include "src/util/ForwardDeclarations.h"
+#include "src/util/GenericMatrix.h"
+#include "src/H2Matrix/compute_cluster_bases_impl.h"
+#include "src/H2Matrix/compute_dual_cluster_bases_impl.h"
+#include "src/H2Matrix/H2ClusterTreeBase.h"
+#include "src/H2Matrix/H2ClusterTree.h"
+#include "src/H2Matrix/backward_transform_impl.h"
+#include "src/H2Matrix/forward_transform_impl.h"
+#include "src/H2Matrix/matrix_vector_product_impl.h"
+#include "src/H2Matrix/H2MatrixBase.h"
+#include "src/H2Matrix/H2Matrix.h"
+#include "src/H2Matrix/H2kernelActor.h"
+#endif

fmca-0.1.0/FMCA/HMatrix

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+// This file is part of FMCA, the Fast Multiresolution Covariance Analysis
+// package.
+//
+// Copyright (c) 2024, Michael Multerer
+//
+// All rights reserved.
+//
+// This source code is subject to the GNU Affero General Public License v3.0
+// license and without any warranty, see <https://github.com/muchip/FMCA>
+// for further information.
+//
+#ifndef FMCA_HMATRIX_MODULE_
+#define FMCA_HMATRIX_MODULE_
+
+
+#include "src/util/Macros.h"
+//
+
+#include "Clustering"
+#include "MatrixEvaluator"
+#include "H2Matrix"
+
+#include "src/util/ForwardDeclarations.h"
+
+
+#include "src/HMatrix/ACA.h"
+#include "src/HMatrix/SVD.h"
+#include "src/HMatrix/HMatrixBase.h"
+#include "src/HMatrix/HMatrix.h"
+#endif

fmca-0.1.0/FMCA/Interpolator

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+// This file is part of FMCA, the Fast Multiresolution Covariance Analysis
+// package.
+//
+// Copyright (c) 2022, Michael Multerer
+//
+// All rights reserved.
+//
+// This source code is subject to the GNU Affero General Public License v3.0
+// license and without any warranty, see <https://github.com/muchip/FMCA>
+// for further information.
+//
+#ifndef FMCA_INTERPOLATORS_MODULE_
+#define FMCA_INTERPOLATORS_MODULE_
+
+/**
+ *  \ingroup Modules
+ *  \defgroup Interpolators Interpolators
+ *  \brief Module containing all functionality related to the farfield
+ *         interpolation of asymptotically smooth kernels
+ *
+ **/
+
+#include "src/util/Macros.h"
+//
+
+#include "src/util/MultiIndexSet.h"
+
+#include "src/Interpolator/LejaPoints.h"
+#include "src/Interpolator/DeMarchiPoints.h"
+#include "src/Interpolator/MonomialInterpolator.h"
+#include "src/Interpolator/TensorProductInterpolator.h"
+#include "src/Interpolator/TotalDegreeInterpolator.h"
+#include "src/Interpolator/WeightedTotalDegreeInterpolator.h"
+
+#endif

fmca-0.1.0/FMCA/KernelInterpolation

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+// This file is part of FMCA, the Fast Multiresolution Covariance Analysis
+// package.
+//
+// Copyright (c) 2025, Michael Multerer
+//
+// All rights reserved.
+//
+// This source code is subject to the GNU Affero General Public License v3.0
+// license and without any warranty, see <https://github.com/muchip/FMCA>
+// for further information.
+//
+#ifndef FMCA_KERNELINTERPOLATION_MODULE_
+#define FMCA_KERNELINTERPOLATION_MODULE_
+
+/**
+ *  \ingroup Modules
+ *  \defgroup KernelInterpolation KernelInterpolation
+ *  \brief High level module to handle kernel interpolation tasks,
+ *         such as matrix compression and solution
+ **/
+
+#include "src/util/Macros.h"
+//
+
+#include "CovarianceKernel"
+#include "Samplets"
+#include "H2Matrix"
+
+#include "src/KernelInterpolation/SampletKernelSolver.h"
+#include "src/KernelInterpolation/MultipoleFunctionEvaluator.h"
+#endif

fmca-0.1.0/FMCA/LowRankApproximation

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+// This file is part of FMCA, the Fast Multiresolution Covariance Analysis
+// package.
+//
+// Copyright (c) 2022, Michael Multerer
+//
+// All rights reserved.
+//
+// This source code is subject to the GNU Affero General Public License v3.0
+// license and without any warranty, see <https://github.com/muchip/FMCA>
+// for further information.
+//
+#ifndef FMCA_LOWRANKAPPROXIMATION_MODULE_
+#define FMCA_LOWRANKAPPROXIMATION_MODULE_
+
+/**
+ *  \ingroup Modules
+ *  \defgroup LowRankApproximation LowRankApproximation
+ *  \brief The LowRankApproximation module collects different algorithms for
+           performing low-rank approximations of covariance matrices
+ **/
+
+#include "src/util/Macros.h"
+
+#include "CovarianceKernel"
+#include "src/LowRankApproximation/FALKON.h"
+#include "src/LowRankApproximation/NystromApproximation.h"
+#include "src/LowRankApproximation/PivotedCholesky.h"
+
+#endif

fmca-0.1.0/FMCA/MatrixEvaluator

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+// This file is part of FMCA, the Fast Multiresolution Covariance Analysis
+// package.
+//
+// Copyright (c) 2022, Michael Multerer
+//
+// All rights reserved.
+//
+// This source code is subject to the GNU Affero General Public License v3.0
+// license and without any warranty, see <https://github.com/muchip/FMCA>
+// for further information.
+//
+#ifndef FMCA_MATRIXEVALUATORS_MODULE_
+#define FMCA_MATRIXEVALUATORS_MODULE_
+
+#include "src/util/Macros.h"
+//
+
+#include "Moments"
+
+#include "src/MatrixEvaluator/NystromEvaluator.h"
+#include "src/MatrixEvaluator/unsymmetricNystromEvaluator.h"
+
+#endif

fmca-0.1.0/FMCA/Moments

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+// This file is part of FMCA, the Fast Multiresolution Covariance Analysis
+// package.
+//
+// Copyright (c) 2022, Michael Multerer
+//
+// All rights reserved.
+//
+// This source code is subject to the GNU Affero General Public License v3.0
+// license and without any warranty, see <https://github.com/muchip/FMCA>
+// for further information.
+//
+#ifndef FMCA_MOMENTS_MODULE_
+#define FMCA_MOMENTS_MODULE_
+
+/**
+ *  \ingroup Modules
+ *  \defgroup Moments Moments
+ *  \brief Module containing all functionality related to the computation of
+ *         moment matrices for the farfield of asymptotically smooth kernels
+ *
+ **/
+ 
+#include "src/util/Macros.h"
+//
+
+#include "Clustering"
+#include "Interpolator"
+
+#include "src/util/Macros.h"
+#include "src/util/BinomialCoefficient.h"
+#include "src/util/TreeBase.h"
+
+#include "src/Moments/SampletHelper.h"
+#include "src/Moments/NystromMoments.h"
+#include "src/Moments/WeightedNystromMoments.h"
+#include "src/Moments/NystromSampletMoments.h"
+#include "src/Moments/MinNystromSampletMoments.h"
+
+#endif

fmca-0.1.0/FMCA/PivotedCholesky

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+// This file is part of FMCA, the Fast Multiresolution Covariance Analysis
+// package.
+//
+// Copyright (c) 2022, Michael Multerer
+//
+// All rights reserved.
+//
+// This source code is subject to the GNU Affero General Public License v3.0
+// license and without any warranty, see <https://github.com/muchip/FMCA>
+// for further information.
+//
+#ifndef FMCA_PIVOTEDCHOLESKY_MODULE_
+#define FMCA_PIVOTEDCHOLESKY_MODULE_
+
+#include "src/util/Macros.h"
+//
+
+#include "CovarianceKernel"
+
+#include "src/PivotedCholesky/PivotedCholesky.h"
+
+#endif

fmca-0.1.0/FMCA/Samplets

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+// This file is part of FMCA, the Fast Multiresolution Covariance Analysis
+// package.
+//
+// Copyright (c) 2022, Michael Multerer
+//
+// All rights reserved.
+//
+// This source code is subject to the GNU Affero General Public License v3.0
+// license and without any warranty, see <https://github.com/muchip/FMCA>
+// for further information.
+//
+#ifndef FMCA_SAMPLETS_MODULE_
+#define FMCA_SAMPLETS_MODULE_
+
+#include "src/util/Macros.h"
+//
+
+#include "Clustering"
+#include "Moments"
+#include "Interpolator"
+#include "MatrixEvaluator"
+
+#include "src/util/ForwardDeclarations.h"
+#include "src/util/Macros.h"
+#include "src/util/Graph.h"
+#include "src/util/LIsomap.h"
+
+#include "src/Samplets/SampletTreeBase.h"
+#include "src/Samplets/H2SampletTreeBase.h"
+#include "src/Samplets/adaptiveTreeSearch.h"
+#include "src/Samplets/SampletMapper.h"
+#include "src/Samplets/SampletTree.h"
+#include "src/Samplets/H2SampletTree.h"
+#include "src/Samplets/GraphSampletForest.h"
+
+#include "src/Samplets/SampletAdaptiveClustering.h"
+#include "src/Samplets/samplet_transformer.h"
+#include "src/Samplets/samplet_matrix_compressor.h"
+#include "src/Samplets/samplet_matrix_compressor_unsymmetric.h"
+
+#endif