pyvpmr 240515__tar.gz → 240921__tar.gz

pyvpmr-240921/PKG-INFO

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+Metadata-Version: 2.1
+Name: pyvpmr
+Version: 240921
+Summary: The VPMR Algorithm
+Author-email: Theodore Chang <tlcfem@gmail.com>
+Maintainer-email: Theodore Chang <tlcfem@gmail.com>
+License:                     GNU GENERAL PUBLIC LICENSE
+                               Version 3, 29 June 2007
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+Project-URL: Homepage, https://github.com/TLCFEM/vpmr
+Project-URL: Bug Reports, https://github.com/TLCFEM/vpmr/issuess
+Project-URL: Source, https://github.com/TLCFEM/vpmr
+Keywords: vpmr,kernel function
+Classifier: Development Status :: 5 - Production/Stable
+Classifier: Intended Audience :: Education
+Classifier: Intended Audience :: Science/Research
+Classifier: Topic :: Scientific/Engineering
+Classifier: License :: OSI Approved :: GNU General Public License v3 or later (GPLv3+)
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.8
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3 :: Only
+Requires-Python: >=3.8
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: numpy
+Requires-Dist: matplotlib
+
+# VPMR C++ Implementation
+
+[![DOI](https://zenodo.org/badge/DOI/10.5281/zenodo.7770193.svg)](https://doi.org/10.5281/zenodo.7770193)
+[![codecov](https://codecov.io/gh/TLCFEM/vpmr/branch/master/graph/badge.svg?token=9QE6SQC3ZG)](https://codecov.io/gh/TLCFEM/vpmr)
+[![PyPI version](https://badge.fury.io/py/pyvpmr.svg)](https://pypi.org/project/pyvpmr/)
+[![Docker](https://img.shields.io/docker/image-size/tlcfem/vpmr)](https://hub.docker.com/r/tlcfem/vpmr/tags)
+
+[![gplv3-or-later](https://www.gnu.org/graphics/gplv3-or-later.svg)](https://www.gnu.org/licenses/gpl-3.0.en.html)
+
+## Call For Help
+
+- [ ] **more performant parallel SVD algorithm**: `eigen` only provides sequential SVD
+- [ ] **alternative integration**: currently only Gauss-Legendre quadrature is available
+
+## What Is This?
+
+This is a C++ implementation of the VPMR algorithm to compute the approximation of arbitrary smooth kernel.
+A Python package is also provided.
+
+Check the reference paper [10.1007/s10915-022-01999-1](https://doi.org/10.1007/s10915-022-01999-1) and
+the [original](https://github.com/ZXGao97/VPMR) MATLAB implementation for more details.
+
+In short, the algorithm tries to find a summation of exponentials to approximate a given kernel function.
+In mathematical terms, it looks for a set of $m_j$ and $s_j$ such that
+
+$$
+\max_{t\in{}I}\left\|g(t)-\sum_jm_j\exp(-s_jt)\right\|<\epsilon.
+$$
+
+In the above, $g(t)$ is the given kernel function and $\epsilon$ is the prescribed tolerance.
+
+## Dependency
+
+The following libraries are required:
+
+1. [gmp](https://gmplib.org/) for multiple precision arithmetic
+2. [mpfr](https://www.mpfr.org/) for multiple-precision floating-point computations
+3. [tbb](https://github.com/oneapi-src/oneTBB) for parallel computing
+
+The following libraries are included:
+
+1. [mpreal](http://www.holoborodko.com/pavel/mpfr/) `mpreal` type C++ wrapper, included
+2. [BigInt](https://github.com/faheel/BigInt) `BigInt` arbitrary large integer for combinatorial number, included
+3. [Eigen](https://eigen.tuxfamily.org/) for matrix decomposition, included
+4. [exprtk](https://github.com/ArashPartow/exprtk.git) for expression parsing, included
+5. [exprtk-custom-types](https://github.com/ArashPartow/exprtk-custom-types.git) for `mpreal` support, included
+
+## How To
+
+### Python Package
+
+> [!WARNING]
+> The Python module needs external libraries to be installed.
+
+> [!WARNING]
+> Windows users need to have a working [MSYS2](https://www.msys2.org/) environment. See below for more details.
+> For other environments, you need to figure out how to install `gmp` and `mpfr` on your own.
+
+On RPM-based Linux distributions (using `dnf`), if you are:
+
+1. compiling the application from source (or wheels are not
+   available), `sudo dnf install -y gcc-c++ tbb-devel mpfr-devel gmp-devel`
+2. using the packaged binary (wheels are available), `sudo dnf install -y gmp mpfr tbb`
+
+On DEB-based Linux distributions (using `apt`), you need to `sudo apt install -y libtbb-dev libmpfr-dev libgmp-dev`.
+
+On macOS, you need to `brew install tbb mpfr gmp`.
+
+Then install the package with `pip`.
+
+```
+pip install pyvpmr
+```
+
+If the corresponding wheel is not available, the package will be compiled, which takes a few minutes.
+The execution of the algorithm always requires available `gmp`, `mpfr` and `tbb` libraries.
+
+#### Jumpstart
+
+```python
+import numpy as np
+
+from pyvpmr import vpmr, plot
+
+
+def kernel(x):
+    return np.exp(-x ** 2 / 4)
+
+
+if __name__ == '__main__':
+    m, s = vpmr(n=50, k='exp(-t^2/4)')
+    plot(m, s, kernel)
+```
+
+### Compile Binary
+
+> [!WARNING]
+> The application relies on `eigen` and `exprtk`, which depend on very heavy usage of templates.
+> The compilation would take minutes and around 2 GB memory.
+> You need to install libraries `gmp`, `mpfr` and `tbb` before compiling.
+
+#### Docker
+
+To avoid the hassle of installing dependencies, you can use the provided `Dockerfile`.
+For example,
+
+```bash
+wget -q https://raw.githubusercontent.com/TLCFEM/vpmr/master/Dockerfile
+docker build -t vpmr -f Dockerfile .
+```
+
+Or you simply pull using the following command.
+
+```bash
+docker pull tlcfem/vpmr
+```
+
+#### Windows
+
+Use the following instructions based on [MSYS2](https://www.msys2.org/), or follow the Linux instructions below with
+WSL.
+
+```bash
+# install necessary packages
+pacman -S git mingw-w64-x86_64-cmake mingw-w64-x86_64-tbb mingw-w64-x86_64-gcc mingw-w64-x86_64-ninja mingw-w64-x86_64-gmp mingw-w64-x86_64-mpfr
+# clone the repository
+git clone --depth 1 https://github.com/TLCFEM/vpmr.git
+# initialise submodules
+cd vpmr
+git submodule update --init --recursive
+# apply patch to enable parallel evaluation of some loops in SVD
+cd eigen && git apply --ignore-space-change --ignore-whitespace ../patch_size.patch && cd ..
+# configure and compile
+cmake -G Ninja -DCMAKE_BUILD_TYPE=Release .
+ninja
+```
+
+#### Linux
+
+The following is based on Fedora.
+
+```bash
+sudo dnf install gcc g++ gfortran cmake git -y
+sudo dnf install tbb-devel mpfr-devel gmp-devel -y
+git clone --depth 1 https://github.com/TLCFEM/vpmr.git
+cd vpmr
+git submodule update --init --recursive
+cd eigen && git apply --ignore-space-change --ignore-whitespace ../patch_size.patch && cd ..
+cmake -DCMAKE_BUILD_TYPE=Release .
+make
+```
+
+### Usage
+
+All available options are:
+
+```text
+Usage: vpmr [options]
+
+Options:
+
+    -n, --max-terms             <int>     number of terms (default: 10)
+    -c, --max-exponent          <int>     maximum exponent (default: 4)
+    -d, --precision-bits        <int>     number of precision bits (default: 512)
+    -q, --quadrature-order      <int>     quadrature order (default: 500)
+    -m, --precision-multiplier  <float>   precision multiplier (default: 1.5)
+    -e, --tolerance             <float>   tolerance (default: 1E-8)
+    -k, --kernel                <string>  file name of kernel function (default uses: exp(-t^2/4))
+    -s, --singular-values                 print singular values
+    -w, --weights                         print weights
+    -h, --help                            print this help message
+```
+
+The minimum required precision can be estimated by the parameter $n$.
+The algorithm involves the computation of $C(4n,k)$ and $2^{4n}$.
+The number of precision bits shall be at least $4n+\log_2C(4n,2n)$.
+In the implementation, this number will be further multiplied by the parameter $m$.
+
+#### Example
+
+The default kernel is `exp(-t^2/4)`. One can run the application with the following command:
+
+```bash
+./vpmr -n 30
+```
+
+The output is:
+
+```text
+Using the following parameters:
+       terms = 30.
+    exponent = 4.
+   precision = 355.
+ quad. order = 500.
+  multiplier = 1.5000e+00.
+   tolerance = 1.0000e-08.
+      kernel = exp(-t*t/4).
+
+[1/6] Computing weights... [60/60]
+[2/6] Solving Lyapunov equation...
+[3/6] Solving SVD...
+[4/6] Transforming (P=+9)...
+[5/6] Solving eigen decomposition...
+[6/6] Done.
+
+M = 
++1.1745193571738943e+01+6.4089561283054790e-107j
+-5.5143304351134397e+00+5.7204056791636839e+00j
+-5.5143304351134397e+00-5.7204056791636839e+00j
+-1.6161617424833762e-02+2.3459542440459513e+00j
+-1.6161617424833762e-02-2.3459542440459513e+00j
++1.6338578576177487e-01+1.9308431539218418e-01j
++1.6338578576177487e-01-1.9308431539218418e-01j
+-5.4905134221689715e-03+2.2104939243740062e-03j
+-5.4905134221689715e-03-2.2104939243740062e-03j
+S = 
++1.8757961592204051e+00-0.0000000000000000e+00j
++1.8700580506914817e+00+6.2013413918954552e-01j
++1.8700580506914817e+00-6.2013413918954552e-01j
++1.8521958553280000e+00-1.2601975249082220e+00j
++1.8521958553280000e+00+1.2601975249082220e+00j
++1.8197653300065935e+00+1.9494562062795735e+00j
++1.8197653300065935e+00-1.9494562062795735e+00j
++1.7655956664692953e+00-2.7555720406099038e+00j
++1.7655956664692953e+00+2.7555720406099038e+00j
+
+Running time: 3112 ms.
+```
+
+![exp(-t^2/4)](https://raw.githubusercontent.com/TLCFEM/vpmr/master/resource/example.png)
+
+#### Arbitrary Kernel
+
+For arbitrary kernel, it is necessary to provide the kernel function in a text file.
+The file should contain the kernel expressed as a function of variable `t`.
+
+The `exprtk` is used to parse the expression and compute the value.
+The provided kernel function must be valid and supported by `exprtk`.
+
+For example, to compute the approximation of `exp(-t^2/10)`, one can create a file `kernel.txt` with the following
+content:
+
+```text
+exp(-t*t/10)
+```
+
+In the following, the kernel function is echoed to a file and then used as an input to the application.
+
+```bash
+echo "exp(-t*t/10)" > kernel.txt
+ ./vpmr -n 60 -k kernel.txt -e 1e-12
+```
+
+![exp(-t^2/10)](https://raw.githubusercontent.com/TLCFEM/vpmr/master/resource/arbitrary.png)
+
+## Binary
+
+The binary requires available `gmp`, `mpfr` and `tbb` libraries.
+
+```bash
+❯ ldd vpmr
+     linux-vdso.so.1 (0x00007ffcf3121000)
+     libgmp.so.10 => /lib64/libgmp.so.10 (0x00007f72087e8000)
+     libmpfr.so.6 => /lib64/libmpfr.so.6 (0x00007f7208736000)
+     libtbb.so.2 => /lib64/libtbb.so.2 (0x00007f72086f2000)
+     libstdc++.so.6 => /lib64/libstdc++.so.6 (0x00007f7208400000)
+     libm.so.6 => /lib64/libm.so.6 (0x00007f7208320000)
+     libgcc_s.so.1 => /lib64/libgcc_s.so.1 (0x00007f72086d0000)
+     libc.so.6 => /lib64/libc.so.6 (0x00007f7208143000)
+     /lib64/ld-linux-x86-64.so.2 (0x00007f72088a1000)
+```
+
+The distributed `appimage` is portable.