Add NUTS C++ example and update CMake (#29)

TolisChal · Jun 4, 2022 · 0f1bb2f · 0f1bb2f
1 parent 578b0b5
commit 0f1bb2f
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Showing 2 changed files with 29 additions and 18 deletions.
diff --git a/examples/logconcave/CMakeLists.txt b/examples/logconcave/CMakeLists.txt
@@ -77,15 +77,25 @@ else ()
     include_directories(BEFORE /usr/include/eigen3)
 endif(BUILTIN_EIGEN)
 
-if (USE_MKL)
-  find_library(BLAS NAME libblas.so PATHS /usr/lib/x86_64-linux-gnu /usr/lib/i386-linux-gnu)
-  include_directories (BEFORE ${MKLROOT}/include)
-  set(PROJECT_LIBS ${BLAS_LIBRARIES})
-  add_definitions(-DEIGEN_USE_MKL_ALL)
-endif(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)
+
+
+  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)
 
 # Find lpsolve library
-find_library(LP_SOLVE NAMES liblpsolve55.so PATHS /usr/lib/lp_solve)
+find_library(LP_SOLVE NAMES liblpsolve55.so liblpsolve55.dylib PATHS /usr/lib/lp_solve /usr/local/lib)
 
 if (NOT LP_SOLVE)
   message(FATAL_ERROR "This program requires the lp_solve library, and will not be compiled.")
@@ -131,20 +141,21 @@ else ()
   add_executable (simple_ode simple_ode.cpp)
   add_executable (simple_uld simple_uld.cpp)
   add_executable (simple_sde simple_sde.cpp)
+  add_executable (simple_nuts simple_nuts.cpp)
   add_executable (high_dimensional_hmc high_dimensional_hmc.cpp)
   add_executable (high_dimensional_hmc_rand_poly high_dimensional_hmc_rand_poly.cpp)
   add_executable (exponential_exact_hmc exponential_exact_hmc.cpp)
   add_executable (gaussian_exact_hmc gaussian_exact_hmc.cpp)
 
   #add_executable (adaptive_step_size adaptive_step_size.cpp)
 
-  TARGET_LINK_LIBRARIES(high_dimensional_hmc_rand_poly ${LP_SOLVE} ${BLAS}  "-L${MKLROOT}/lib/intel64 -Wl,--no-as-needed -lmkl_intel_ilp64 -lmkl_gnu_thread -lmkl_core -lgomp -lpthread -lm -ldl")
-  TARGET_LINK_LIBRARIES(high_dimensional_hmc ${LP_SOLVE} ${BLAS}  "-L${MKLROOT}/lib/intel64 -Wl,--no-as-needed -lmkl_intel_ilp64 -lmkl_gnu_thread -lmkl_core -lgomp -lpthread -lm -ldl")
-  #TARGET_LINK_LIBRARIES(adaptive_step_size ${LP_SOLVE} ${BLAS}  "-L${MKLROOT}/lib/intel64 -Wl,--no-as-needed -lmkl_intel_ilp64 -lmkl_gnu_thread -lmkl_core -lgomp -lpthread -lm -ldl")
-  TARGET_LINK_LIBRARIES(simple_ode ${LP_SOLVE} ${BLAS}  "-L${MKLROOT}/lib/intel64 -Wl,--no-as-needed -lmkl_intel_ilp64 -lmkl_gnu_thread -lmkl_core -lgomp -lpthread -lm -ldl")
-  TARGET_LINK_LIBRARIES(simple_sde ${LP_SOLVE} ${BLAS}  "-L${MKLROOT}/lib/intel64 -Wl,--no-as-needed -lmkl_intel_ilp64 -lmkl_gnu_thread -lmkl_core -lgomp -lpthread -lm -ldl")
-  TARGET_LINK_LIBRARIES(simple_uld ${LP_SOLVE} ${BLAS}  "-L${MKLROOT}/lib/intel64 -Wl,--no-as-needed -lmkl_intel_ilp64 -lmkl_gnu_thread -lmkl_core -lgomp -lpthread -lm -ldl")
-  TARGET_LINK_LIBRARIES(simple_hmc ${LP_SOLVE} ${BLAS}  "-L${MKLROOT}/lib/intel64 -Wl,--no-as-needed -lmkl_intel_ilp64 -lmkl_gnu_thread -lmkl_core -lgomp -lpthread -lm -ldl")
-
+  TARGET_LINK_LIBRARIES(high_dimensional_hmc_rand_poly ${LP_SOLVE} ${MKL_LINK})
+  TARGET_LINK_LIBRARIES(high_dimensional_hmc ${LP_SOLVE} ${MKL_LINK})
+  #TARGET_LINK_LIBRARIES(adaptive_step_size ${LP_SOLVE} ${MKL_LINK})
+  TARGET_LINK_LIBRARIES(simple_ode ${LP_SOLVE} ${MKL_LINK})
+  TARGET_LINK_LIBRARIES(simple_sde ${LP_SOLVE} ${MKL_LINK})
+  TARGET_LINK_LIBRARIES(simple_uld ${LP_SOLVE} ${MKL_LINK})
+  TARGET_LINK_LIBRARIES(simple_hmc ${LP_SOLVE} ${MKL_LINK})
+  TARGET_LINK_LIBRARIES(simple_nuts ${LP_SOLVE} ${MKL_LINK})
 
 endif()
diff --git a/test/CMakeLists.txt b/test/CMakeLists.txt
@@ -208,7 +208,7 @@ else ()
   add_test(NAME test_ess COMMAND mcmc_diagnostics_test -tc=ess)
   add_test(NAME test_geweke COMMAND mcmc_diagnostics_test -tc=geweke)
   add_test(NAME test_raftery COMMAND mcmc_diagnostics_test -tc=raftery)
-  
+
   add_executable (sampling_test sampling_test.cpp $<TARGET_OBJECTS:test_main>)
   add_test(NAME test_dikin COMMAND sampling_test -tc=dikin)
   add_test(NAME test_john COMMAND sampling_test -tc=john)
@@ -218,7 +218,7 @@ else ()
   add_test(NAME test_grdhr COMMAND sampling_test -tc=grdhr)
   add_test(NAME test_gbaw COMMAND sampling_test -tc=gbaw)
   add_test(NAME test_ghmc COMMAND sampling_test -tc=ghmc)
-  
+
   add_executable (mmcs_test mmcs_test.cpp $<TARGET_OBJECTS:test_main>)
   add_test(NAME test_mmcs COMMAND mmcs_test -tc=mmcs)
 
@@ -302,7 +302,7 @@ else ()
           COMMAND logconcave_sampling_test -tc=benchmark_nuts_hmc_truncated)
   add_test(NAME logconcave_sampling_test_nuts_hmc
           COMMAND logconcave_sampling_test -tc=benchmark_nuts_hmc)
-          
+
 
   add_executable (simple_mc_integration simple_mc_integration.cpp $<TARGET_OBJECTS:test_main>)
   add_test(NAME simple_mc_integration_over_limits