star-mc

Parallel estimation of Monte Carlo integrators
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README.md (2257B)

      1 # Star Monte Carlo
      2 
      3 Star-MonteCarlo tries to simplify the calculation of the estimate of a
      4 user-defined integrator. It ensures the idenpendance of random sequences
      5 between threads and automates the calculation of expectation, variance
      6 and standard error.
      7 
      8 ## Requirements to build
      9 
     10 - C compiler
     11 - POSIX make
     12 - pkg-config
     13 - [RSys](https://gitlab.com/vaplv/rsys)
     14 - [Star-SP](https://gitlab.com/meso-star/star-sp)
     15 
     16 ## How to build
     17 
     18 Edit config.mk as needed, then run:
     19 
     20     make clean install
     21 
     22 ## Release notes
     23 
     24 ### Version 0.6
     25 
     26 - Update `smc_device_create` profile: input arguments are grouped
     27   together in the `smc_device_create_args` structure. In addition to the
     28   existing input arguments, it contains a new `verbose` member variable
     29   which controls the library's verbosity level. By default, the library
     30   is silent.
     31 - Add null constants for the following smc data structures: `smc_type`,
     32   `smc_estimator_status`, `smc_integrator` and `smc_doubleN_context`.
     33 - Replace CMake by Makefile as build system.
     34 - Update compiler and linker flags to increase the security and
     35   robustness of generated binaries.
     36 - Provide a pkg-config file to link the library as an external
     37   dependency.
     38 
     39 ### Version 0.5
     40 
     41 Sets the required version of Star-SampPling to 0.12.1. The versions 0.12
     42 and highers fix compilation errors with gcc 11 but introduces API
     43 breaks: the `ssp_rng_type` is no longer a structure but becomes an
     44 enumeration.
     45 
     46 ### Version 0.4.1
     47 
     48 - Add a progress log during computations.
     49 - Sets the CMake minimum version to 3.1: since CMake 3.20, version 2.8
     50   has become obsolete.
     51 
     52 ### Version 0.4
     53 
     54 - Remove the raw integration functionality.
     55 - Rename the `max_steps` integrator attribute in `max_realisations`.
     56 - Update the profile of the integrand function of the integrator: the
     57   identifier of the thread that invokes the integrand is provided has an
     58   input parameter.
     59 - Add the `smc_device_get_threads_count` function that returns the
     60   maximum number of threads used by the device.
     61 
     62 ## License
     63 
     64 Copyright (C) 2015-2018, 2021-2023 |Méso|Star> (contact@meso-star.com)
     65 
     66 Star-MC is free software released under GPL v3+ license: GNU GPL version
     67 3 or later. You are welcome to redistribute it under certain conditions;
     68 refer to the COPYING file for details.