Merge branch 'develop' into autopoint

.github/workflows/R-CMD-check-ubuntu.yml

@@ -22,8 +22,8 @@ jobs:
         config:
          - {os: ubuntu-latest,  r: 'devel'}
          - {os: ubuntu-latest,  r: 'release'}
-         - {os: ubuntu-18.04,   r: 'devel'}
-         - {os: ubuntu-18.04,   r: 'release'}
+         - {os: ubuntu-20.04,   r: 'devel'}
+         - {os: ubuntu-20.04,   r: 'release'}
 
     env:
       R_REMOTES_NO_ERRORS_FROM_WARNINGS: true

.github/workflows/cmake-clang.yml

@@ -1,5 +1,5 @@
 ##############################################################################
-# GitHub Actions Workflow for volesti to build tests with GCC
+# GitHub Actions Workflow for volesti to build tests with Clang
 #
 # Copyright (c) 2020-2022 Vissarion Fisikopoulos
 #
@@ -30,10 +30,10 @@ jobs:
     steps:
       - uses: actions/checkout@v1
       - run: sudo apt-get update || true;
-             sudo apt-get install ${{ matrix.config.compiler_pkg }} lp-solve;
+             sudo apt-get install ${{ matrix.config.compiler_pkg }} lp-solve libopenblas-dev;
              rm -rf build;
              mkdir build;
              cd build;
              cmake -D CMAKE_CXX_COMPILER=${{ matrix.config.compiler }} -D CMAKE_CXX_FLAGS=-fsanitize=memory -D CMAKE_CXX_FLAGS=-fsanitize=undefined -D CMAKE_CXX_FLAGS=-g -D DISABLE_NLP_ORACLES=ON -D USE_MKL=OFF ../test;
              make;
-             ctest --verbose;
+             ctest --verbose;

.github/workflows/cmake-examples.yml

@@ -0,0 +1,40 @@
+##############################################################################
+# GitHub Actions Workflow for volesti to build tests with GCC
+#
+# Copyright (c) 2020-2022 Vissarion Fisikopoulos
+#
+# Licensed under GNU LGPL.3, see LICENCE file
+##############################################################################
+name: cmake-examples
+
+on: [push, pull_request]
+
+jobs:
+  build:
+    name: ${{ matrix.config.os }} - ${{ matrix.config.compiler }}
+    strategy:
+          fail-fast: false
+          matrix:
+            config:
+              - {os: ubuntu-22.04, compiler_pkg: clang-11, compiler: clang++-11}
+              - {os: ubuntu-22.04, compiler_pkg: g++-11, compiler: g++-11}
+    runs-on: ${{ matrix.config.os }}
+    steps:
+      - uses: actions/checkout@v1
+      - run: sudo apt-get update || true;
+             sudo apt-get install ${{ matrix.config.compiler_pkg }} lp-solve libomp-dev libopenblas-dev libarpack2-dev;
+      - name: Build examples
+        run: |
+          cd examples
+          for dir in */; do
+            if [ "$dir" != "EnvelopeProblemSOS/" ] && [ "$dir" != "python_utilities/" ]; then
+              echo
+              echo "Building examples in $dir ....................."
+              cd "$dir"
+              mkdir build && cd build
+              cmake -DCMAKE_CXX_COMPILER=${{ matrix.config.compiler }} -DUSE_MKL=OFF ..
+              make
+              cd ../..
+            fi
+          done
+

.github/workflows/cmake-gcc.yml

@@ -29,7 +29,7 @@ jobs:
     steps:
       - uses: actions/checkout@v1
       - run: sudo apt-get update || true;
-             sudo apt-get install ${{ matrix.config.compiler }} lp-solve;
+             sudo apt-get install ${{ matrix.config.compiler }} lp-solve libopenblas-dev;
              rm -rf build;
              mkdir build;
              cd build;

CODE_OF_CONDUCT.md

@@ -55,7 +55,7 @@ further defined and clarified by project maintainers.
 ## Enforcement
 
 Instances of abusive, harassing, or otherwise unacceptable behavior may be
-reported by contacting the project team at . All
+reported by contacting the project team at [email protected]. All
 complaints will be reviewed and investigated and will result in a response that
 is deemed necessary and appropriate to the circumstances. The project team is
 obligated to maintain confidentiality with regard to the reporter of an incident.

CONTRIBUTING.md

@@ -2,42 +2,42 @@
 
 :+1::tada: First off, thanks for taking the time to contribute! :tada::+1:
 
-The following is a set of guidelines for contributing to volesti, 
-which are hosted in the [GeomScale Organization](https://github.com/GeomScale) on GitHub. 
-These are mostly guidelines, not rules. 
+The following is a set of guidelines for contributing to volesti,
+which are hosted in the [GeomScale Organization](https://github.com/GeomScale) on GitHub.
+These are mostly guidelines, not rules.
 Use your best judgment, and feel free to propose changes to this document in a pull request.
 
 ## Table of Contents
 
-  * [Prerequisites (how to start)](#prerequisites--how-to-start-)
-  * [Testing the development branch of volesti (get the tools ready)](#testing-the-development-branch-of-volesti--get-the-tools-ready-)
-  * [Fork  volesti repository (this is your repo now!)](#fork--volesti-repository--this-is-your-repo-now--)
-    + [Verify if your fork works (optional)](#verify-if-your-fork-works--optional-)
-  * [Working with volesti (get ready to contribute)](#working-with-volesti--get-ready-to-contribute-)
-    + [GitFlow workflow](#gitflow-workflow)
-    + [Create new branch for your work](#create-new-branch-for-your-work)
-    + [Verify your new branch (optional)](#verify-your-new-branch--optional-)
-  * [Modify the branch (implement, implement, implement)](#modify-the-branch--implement--implement--implement-)
-    + [Tests](#tests)
-    + [Push](#push)
-  * [Pull request (the joy of sharing)](#pull-request--the-joy-of-sharing-)
-  * [Review (ok this is not an exam)](#review--ok-this-is-not-an-exam-)
-  
+- [Prerequisites (how to start)](#prerequisites--how-to-start-)
+- [Testing the development branch of volesti (get the tools ready)](#testing-the-development-branch-of-volesti--get-the-tools-ready-)
+- [Fork volesti repository (this is your repo now!)](#fork--volesti-repository--this-is-your-repo-now--)
+  - [Verify if your fork works (optional)](#verify-if-your-fork-works--optional-)
+- [Working with volesti (get ready to contribute)](#working-with-volesti--get-ready-to-contribute-)
+  - [GitFlow workflow](#gitflow-workflow)
+  - [Create new branch for your work](#create-new-branch-for-your-work)
+  - [Verify your new branch (optional)](#verify-your-new-branch--optional-)
+- [Modify the branch (implement, implement, implement)](#modify-the-branch--implement--implement--implement-)
+  - [Tests](#tests)
+  - [Push](#push)
+- [Pull request (the joy of sharing)](#pull-request--the-joy-of-sharing-)
+- [Review (ok this is not an exam)](#review--ok-this-is-not-an-exam-)
+
 ## Prerequisites (how to start)
 
-* git (see [Getting Started with Git](https://help.github.com/en/github/using-git/getting-started-with-git-and-github))
-* a compiler to run tests - gcc, clang, etc.
-* configured GitHub account
- 
+- git (see [Getting Started with Git](https://help.github.com/en/github/using-git/getting-started-with-git-and-github))
+- a compiler to run tests - gcc, clang, etc.
+- configured GitHub account
+
 Other helpful links:
 
-* http://git-scm.com/documentation
-* https://help.github.com/articles/set-up-git
-* https://opensource.com/article/18/1/step-step-guide-git
+- http://git-scm.com/documentation
+- https://help.github.com/articles/set-up-git
+- https://opensource.com/article/18/1/step-step-guide-git
 
 ## Testing the development branch of volesti (get the tools ready)
 
-Clone the repository, 
+Clone the repository,
 
     git clone [email protected]:GeomScale/volume_approximation.git volesti
     cd volesti
@@ -52,21 +52,23 @@ To compile the `C++` code you have to specify the path to external library `libl
     # e.g. on linux: cmake -DLP_SOLVE=/usr/lib/lp_solve/liblpsolve55.so ..
     make
 
-Run the tests, 
+You can check [here](/docs/getting_started/install.md) to see more installation guide.
 
-    ctest -jK 
+Run the tests,
 
-where `K`  is the number of CPU threads. By adding the option `--verbose` to `ctest` you get more information about the tests, 
-*e.g.* time per test, volume computed and the name of the polytope or convex body.
+    ctest -jK
+
+where `K` is the number of CPU threads. By adding the option `--verbose` to `ctest` you get more information about the tests,
+_e.g._ time per test, volume computed and the name of the polytope or convex body.
 
 ![test_cube](https://user-images.githubusercontent.com/3660366/72348403-0524df00-36e3-11ea-9b6d-288a2bddc22c.png)
 
 If everything works for you, you may move forward.
 
 ## Fork volesti repository (this is your repo now!)
 
-You can't work directly in the original volesti repository, therefore you should create your fork of this library. 
-This way you can modify the code and when the job is done send a pull request to merge your changes with the original 
+You can't work directly in the original volesti repository, therefore you should create your fork of this library.
+This way you can modify the code and when the job is done send a pull request to merge your changes with the original
 repository.
 
 ![fork](https://user-images.githubusercontent.com/3660366/72348562-57fe9680-36e3-11ea-9746-385ff61c752a.png)
@@ -90,9 +92,10 @@ clone your repository and checkout develop branch
 
     git clone [email protected]:vissarion/volume_approximation.git volesti_fork
     cd volesti_fork
-    git checkout develop
+    git remote add upstream [email protected]:GeomScale/volesti.git
+    git fetch upstream
+    git checkout upstream/develop
     git branch -vv
-    git pull
 
 see commits
 
@@ -105,17 +108,17 @@ For now you should see exactly the same commits as in `volesti` repository.
 
 ### GitFlow workflow
 
-Volesit is using the [GitFlow](http://nvie.com/posts/a-successful-git-branching-model/) workflow. 
-It's because it is very well suited to collaboration and scaling the development team. 
+Volesit is using the [GitFlow](http://nvie.com/posts/a-successful-git-branching-model/) workflow.
+It's because it is very well suited to collaboration and scaling the development team.
 Each repository using this model should contain two main branches:
 
-* master - release-ready version of the library
-* develop - development version of the library
- 
-and could contain various supporting branches for new features and hotfixes. 
+- master - release-ready version of the library
+- develop - development version of the library
+
+and could contain various supporting branches for new features and hotfixes.
 
-As a contributor you'll most likely be adding new features or fixing bugs in the development version of the library. 
-This means that for each contribution you should create a new branch originating from the develop branch, 
+As a contributor you'll most likely be adding new features or fixing bugs in the development version of the library.
+This means that for each contribution you should create a new branch originating from the develop branch,
 modify it and send a pull request in order to merge it, again with the develop branch.
 
 ### Create new branch for your work
@@ -128,15 +131,15 @@ you should see
 
 ![branch -vv](https://user-images.githubusercontent.com/3660366/72348696-a1e77c80-36e3-11ea-93ec-70f5622c0675.png)
 
-Now you should pick a name for your new branch that doesn't already exist. 
+Now you should pick a name for your new branch that doesn't already exist.
 The following checks for existing remote branches
 
     git branch -a
 
 ![List of branches](https://user-images.githubusercontent.com/3660366/72348763-c5aac280-36e3-11ea-8f2c-c66e2c107929.png)
 Alternatively, you can check them on `GitHub`.
 
-Assume you want to add some new functionality (i.e. a new feature) for example a new sampling algorithm. Then you have 
+Assume you want to add some new functionality (i.e. a new feature) for example a new sampling algorithm. Then you have
 to create a new branch e.g. `feature/the_fastest_sampling_algo_ever`
 
 Create new local branch
@@ -168,12 +171,12 @@ Alternatively, your newly created remote branch is also available on GitHub
 
 ## Modify the branch (implement, implement, implement)
 
-Before contributiong to a library by adding a new feature, or a bugfix, or improving documentation, 
+Before contributiong to a library by adding a new feature, or a bugfix, or improving documentation,
 it is always wise to interact with the community of developers, for example by opening an issue.
 
 ### Tests
 
-Tests are placed in the `test` directory and use the [doctest](https://github.com/onqtam/doctest) library. 
+Tests are placed in the `test` directory and use the [doctest](https://github.com/onqtam/doctest) library.
 
 It is recommended to add new test whenever you contribute a new functionality/feature.
 Also if your contribution is a bugfix then consider adding this case to the test-suite.
@@ -202,16 +205,16 @@ and click the "Create pull request" button.
 
 ## Review (ok this is not an exam)
 
-After creating a pull request your code will be reviewed. You can propose one or more reviewers 
+After creating a pull request your code will be reviewed. You can propose one or more reviewers
 by clicking on the "Reviewers" button
 
 ![reviewer](https://user-images.githubusercontent.com/3660366/72349476-44ecc600-36e5-11ea-81cd-d0938d923529.png)
 
-If there are no objections your changes will be merged. 
+If there are no objections your changes will be merged.
 Otherwise you'll see some comments under the pull request and/or under specific lines of your code.
-Then you have to make the required changes, commit them and push to your branch. 
-Those changes will automatically be a part of the same pull request. This procedure will be repeated until the code 
+Then you have to make the required changes, commit them and push to your branch.
+Those changes will automatically be a part of the same pull request. This procedure will be repeated until the code
 is ready for merging.
 
-If you're curious how it looks like you may see one of the open or closed 
+If you're curious how it looks like you may see one of the open or closed
 [pull requests](https://github.com/GeomScale/volume_approximation/pulls).

R-proj/R/RcppExports.R

@@ -361,11 +361,6 @@ sample_points <- function(P, n, random_walk = NULL, distribution = NULL, seed =
     .Call(`_volesti_sample_points`, P, n, random_walk, distribution, seed)
 }
 
-#' @export
-sample_spectra <- function(file = NULL, N = NULL, walk_length = NULL) {
-    .Call(`_volesti_sample_spectra`, file, N, walk_length)
-}
-
 #' Write a SDPA format file
 #'
 #' Outputs a spectrahedron (the matrices defining a linear matrix inequality) and a vector (the objective function)

R-proj/examples/logconcave/nuts_rand_poly.R

@@ -0,0 +1,55 @@
+# VolEsti (volume computation and sampling library)
+
+# Copyright (c) 2012-2020 Vissarion Fisikopoulos
+# Copyright (c) 2018-2020 Apostolos Chalkis
+# Copyright (c) 2020-2020 Marios Papachristou
+
+# Contributed and/or modified by Marios Papachristou, as part of Google Summer of Code 2020 program.
+
+# Licensed under GNU LGPL.3, see LICENCE file
+
+# Example script for using the logconcave sampling methods
+
+# Import required libraries
+library(ggplot2)
+library(volesti)
+
+# Sampling from logconcave density example
+
+# Helper function
+norm_vec <- function(x) sqrt(sum(x^2))
+
+# Negative log-probability oracle
+f <- function(x) (norm_vec(x)^2 + sum(x))
+
+# Negative log-probability gradient oracle
+grad_f <- function(x) (2 * x + 1)
+
+dimension <- 50
+facets <- 200
+
+# Create domain of truncation
+H <- gen_rand_hpoly(dimension, facets, seed = 15)
+
+# Rounding
+Tr <- rounding(H, seed = 127)
+
+P <- Hpolytope$new(A = Tr$Mat[1:nrow(Tr$Mat), 2:ncol(Tr$Mat)], b = Tr$Mat[,1])
+
+x_min = matrix(0, dimension, 1)
+
+# Warm start point from truncated Gaussian
+warm_start <- sample_points(P, n = 1, random_walk = list("nburns" = 5000), distribution = list("density" = "gaussian", "variance" = 1/2, "mode" = x_min))
+
+# Sample points
+n_samples <- 20000
+
+samples <- sample_points(P, n = n_samples, random_walk = list("walk" = "NUTS", "solver" = "leapfrog", "starting_point" = warm_start[,1]),
+                         distribution = list("density" = "logconcave", "negative_logprob" = f, "negative_logprob_gradient" = grad_f))
+
+# Plot histogram
+hist(samples[1,], probability=TRUE, breaks = 100)
+
+psrfs <- psrf_univariate(samples)
+n_ess <- ess(samples)
+