This C++ library is designed to support the analysis of Markov chain based sampling methods. It provides functions for the analysis of so-called state graphs. For an introduction into its functionality, see the article at http://journals.plos.org/plosone/article?id=10.1371/journal.pone.0147935.

Current ToDo's:

Working on Documentation
Major Refactoring and Redesign due to big expansion plans
Integration of network analysis
Smaller Modifications to avoid bad memory allocations

g++ 4.8 or later
cuda 7.0 or later (optional)
boost headers (libboost-dev in ubuntu)
cblas headers (libblas-dev in ubuntu)

It is possible to build the library in C++ native mode without CUDA support. To do so, just run make. To compile with cuda support, run make GPU=true.

To use the functionality build in marathon, link against the libmarathon.so file. You will need the following other libraries installed:

gomp
pthread
openblas
arpack++
arpack
superlu
cublas	(only when built with cuda support)

The example directory contains several example programs which show how to use marathon. To install, first compile the library via make or make GPU=true. To run the example, do the following. (The make option has to match the option when building the library.)

cd examples/MixingBounds/
make
export LD_LIBRARY_PATH=../:$LD_LIBRARY_PATH
./MixingBounds swapBip "2,1,1;1,2,1" 1e-3