https://github.com/emfomy/mcnla
Monte Carlo Numerical Linear Algebra Package
https://github.com/emfomy/mcnla
Last synced: 6 months ago
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Monte Carlo Numerical Linear Algebra Package
- Host: GitHub
- URL: https://github.com/emfomy/mcnla
- Owner: emfomy
- License: mit
- Created: 2016-08-08T10:10:41.000Z (about 9 years ago)
- Default Branch: master
- Last Pushed: 2018-09-13T03:35:17.000Z (about 7 years ago)
- Last Synced: 2025-02-12T07:54:23.183Z (8 months ago)
- Language: C++
- Homepage:
- Size: 4.17 MB
- Stars: 3
- Watchers: 3
- Forks: 0
- Open Issues: 37
-
Metadata Files:
- Readme: README.md
- License: LICENSE.md
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README
# MCNLA
Monte Carlo Numerical Linear Algebra Package
## Information
### Git
* https://github.com/wlab-pro/mcnla
### Documentation
* http://wlab-pro.github.io/mcnla
### Author
* Mu Yang <>
### Tutorial
* @ref tutorial_main
## Requirements
* [CMake](https://cmake.org) 2.8+ (CMake 3+ recommended).
* C++ compiler with C++11 support ([GCC](https://gcc.gnu.org) 5+ recommended).
* [BLAS](http://www.netlib.org/blas) & [LAPACK](http://www.netlib.org/lapack) library.
* [OpenMP](http://openmp.org) Library.
* MPI Library ([MPICH](http://www.mpich.org) or [OpenMPI](https://www.open-mpi.org)).
### Optional
* [Intel® Math Kernel Library](https://software.intel.com/en-us/intel-mkl) (**Recommended** for better performance, used for BLAS & LAPACK).
* [DOxygen](http://www.stack.nl/~dimitri/doxygen/) (Used for documentation).
* [Google Test Library](https://github.com/google/googletest) (Used for code testing).
## Installation
Please use the following commands to create Makefiles
```
mkdir build
cd build
cmake
```
### Options
Use the following command to set options
```
ccmake
```
* Set 'MCNLA_BLAS' to select BLAS/LAPACK library. \[BLAS/MKL\]
* Set 'MCNLA_BUILD_DEMO' to build demo codes.
* Set 'MCNLA_BUILD_DOC' to build documentation.
* Set 'MCNLA_BUILD_DRIVER' to build driver codes.
* Set 'MCNLA_BUILD_REPORT' to build report codes.
* Set 'MCNLA_BUILD_TEST' to build test codes.
* Set 'MCNLA_INSTALL_DEMO' to install demos.
* Set 'MCNLA_INT_SIZE' to select system integer size. \[32/64\]
* Set 'MCNLA_OMP' to select OpenMP library. \[OFF/GOMP/IOMP\] (Require 'MCNLA_BLAS = MKL')
* Set `MCNLA_USE_GPU` to enable GPU support.
* Set 'GTEST_ROOT' for the root path of Google Test. (Require 'MCNLA_BUILD_TEST')
* Set 'INTEL_ROOT' for the root path of Intel libraries. (Require 'MCNLA_BLAS = MKL')
* Set 'MKL_ROOT' for the root path of Intel MKL. (Require 'MCNLA_BLAS = MKL')
* Set 'MPI_PROCS' to set the number of MPI processes used in demo codes.
### Makefile
| Command | Detail |
|----------------|--------------------------|
| `make all` | build all binaries |
| `make install` | install package |
| `make run` | run demo code |
| `make check` | build and run test codes |
| `make doc` | build documentation |
| `make help` | display make-rules |
### Definitions
* Define `MCNLA_USE_ILP64` to use 64-bit integer.
* Define `MCNLA_USE_MKL` to enable Intel MKL.
* Define `MCNLA_USE_GPU` to enable GPU support.
* Define `MCNLA_DISABLE_LITERAL` to disable literal definition in global namespace.
## Q&A
### How to set CMake options?
* Use `ccmake ..` or `ccmake ` in the `build` folder.
* Press `` on the option you want to change, change it, and press `` again.
* After changing the options, press `` to configure, and press `` to generate Makefiles if configured successfully.
* To quit without saving, press ``.
### Why Intel MKL is not found?
* Source `mklvars.sh` in the `bin` folder of your Intel MKL to set the environment variables.
### Why Google Test is not found?
* Set `GTEST_ROOT` to a folder containing `include` and `lib` of Google Test.
### How to use 64-bit integer?
* Set `MCNLA_USE_ILP64` with `ccmake`.
* If you want to compile directly, add `-DMCNLA_USE_ILP64` to compiler flag.
* Make sure your LAPACK&BLAS / Intel MKL uses 64bit integer. Make sure you uses the correct library and flags of Intel MKL.
### `std::bad_alloc` occurs. What should I do?
* Possible issues:
- Not enough memory. You might request a vector/matrix which size exceed your memory size.
- Index overflow. Use 64-bit integer instead of 32-bit integer. For example, if you request a `1e5` x `1e5` matrix, there will be `1e10` elements, which is larger than the maximum number in 32-bit integer (about `2.1e9`). Using 64-bit integer may solve this problem.
## Reference
* [Ting-Li Chen, Dawei D. Chang, Su-Yun Huang, Hung Chen, Chienyao Lin, Weichung Wang, “Integrating Multiple Random Sketches for Singular Value Decomposition”](https://arxiv.org/abs/1608.08285)
## License
@include LICENSE.md