C library implementing Geometric Parallel Population MCMC.
See http://www.hector.ac.uk/cse/distributedcse/reports/UniMCMC/.
##Dependencies:
###Required:
BLAS, CBLAS, LAPACK and LAPACKE (available from (http://netlib.org/))
MPI (either openMPI (http://www.openmpi.org/) or MPICH (http://www.mpich.org/))
sundials-2.5.0 or greater (http://computation.llnl.gov/casc/sundials/main.html)
C compiler supporting C99 and openmp
GNU make 3.81 or greater
Either:
MATLAB (to read and write data stored in MATLAB files)
HDF5 (to read and write data stored in HDF5 files (http://www.hdfgroup.org/))
###Optional:
CUnit (http://cunit.sourceforge.net/. Only needed to compile tests.)
##To compile:
Copy (or symbolically link) make.inc.example to make.inc and edit
the paths within to point to where the libraries are installed on your system.
Type make to compile libgmcmc.so which contains the parallel
geometric population MCMC algorithm and associated models and prior
distributions. Type make libgmcmc_hdf5.so to compile a library defining
functions to read/write data stored in HDF5 files. Type
make libgmcmc_matlab.so to compile a library defining functions to
read/write data stored in MATLAB files. Type make examples to compile
the example programs and make test to compile the unit tests. To run any
of the example programs you will need to either install the library first or
update your library path. The tests are compiled with -rpath so can be
run from the compilation directory and will find the library without it having
to be installed first. To install the libraries and header files (to
/usr/local by default) type make install. To remove the compiled
object files, libraries and executables type make clean.
##Directory structure:
data/ - datasets for example programs
examples/ - source files for example programs
gmcmc/ - header files
pbs/ - Portable Batch System scripts for running the examples
sge/ - Sun Grid Engine scripts for running the examples
src/ - source files for the libraries
test/ - source files for the CUnit tests