[julia-users] Re: [ANN] Cuba.jl: library for multidimensional numerical integration

[Mosè Giordano]

Another relevant update for this package: Cuba.jl can now be used on 
Windows (GNU/Linux and Mac OS were already supported).  I managed to cross 
compile the shared library for Windows on GNU/Linux, so during building of 
the package a prebuilt dll is downloaded for Windows users.

If you want to check out Cuba.jl, remember to issue Pkg.update() before 
installing it, in order to get the latest version (there have been two 
releases today, v0.1.3 being the latest one).

The only open issue is support for parallelization (
https://github.com/giordano/Cuba.jl/issues/1), a feature provided by the 
native Cuba library in C, which however doesn't seem to play nicely with 
Julia because of the use of fork() function.

Cheers,
Mosè

Re: [julia-users] Re: [ANN] Cuba.jl: library for multidimensional numerical integration

[Kaj Wiik]

Perfect!

The documentation looks very good, thanks!

Cheers,
Kaj

On Wednesday, April 13, 2016 at 2:15:05 PM UTC+3, Mosè Giordano wrote:
>
> Hi Kaj,
>
> thanks for your question, it served me as inspiration to add another 
> example to the manual: 
> https://cubajl.readthedocs.org/en/latest/#passing-data-to-the-integrand-function
>
> Bye,
> Mosè
>
>
> 2016-04-13 5:14 GMT+02:00 Steven G. Johnson  >:
>
>>
>>
>> On Tuesday, April 12, 2016 at 4:51:07 PM UTC-4, Kaj Wiik wrote:
>>>
>>> Very nice work indeed!
>>>
>>> Is it possible to pass 'userdata' to integrand in Julia? It is mentioned 
>>> in sources but is not listed in keywords.
>>>
>>
>> You don't need an explicit userdata argument -- this is just a crude 
>> simulation of closures in C, but Julia has true closures and lexical 
>> scoping.
>>
>> For example
>>
>>
>> myvar = 7
>> Vegas( (x,f) -> f[1] = log(x[1] + myvar)/sqrt(x[1]), 1, 1)
>>
>>
>> will "capture" the value of myvar and pass it through Vegas to the 
>> integrand, via the closure.
>>
>
>

Re: [julia-users] Re: [ANN] Cuba.jl: library for multidimensional numerical integration

[Mosè Giordano]

Hi Kaj,

thanks for your question, it served me as inspiration to add another
example to the manual:
https://cubajl.readthedocs.org/en/latest/#passing-data-to-the-integrand-function

Bye,
Mosè


2016-04-13 5:14 GMT+02:00 Steven G. Johnson :

>
>
> On Tuesday, April 12, 2016 at 4:51:07 PM UTC-4, Kaj Wiik wrote:
>>
>> Very nice work indeed!
>>
>> Is it possible to pass 'userdata' to integrand in Julia? It is mentioned
>> in sources but is not listed in keywords.
>>
>
> You don't need an explicit userdata argument -- this is just a crude
> simulation of closures in C, but Julia has true closures and lexical
> scoping.
>
> For example
>
>
> myvar = 7
> Vegas( (x,f) -> f[1] = log(x[1] + myvar)/sqrt(x[1]), 1, 1)
>
>
> will "capture" the value of myvar and pass it through Vegas to the
> integrand, via the closure.
>

[julia-users] Re: [ANN] Cuba.jl: library for multidimensional numerical integration

[Kaj Wiik]

On Wednesday, April 13, 2016 at 6:14:29 AM UTC+3, Steven G. Johnson wrote:
 

> You don't need an explicit userdata argument -- this is just a crude 
> simulation of closures in C, but Julia has true closures and lexical 
> scoping.
>
> For example
>
>
> myvar = 7
> Vegas( (x,f) -> f[1] = log(x[1] + myvar)/sqrt(x[1]), 1, 1)
>
>
> will "capture" the value of myvar and pass it through Vegas to the 
> integrand, via the closure.
>

Ah, of course. Some Julia magic :-).

Thanks!

Kaj
 

Re: [julia-users] Re: [ANN] Cuba.jl: library for multidimensional numerical integration

[Mosè Giordano]

Hi Oliver,

2016-04-12 21:38 GMT+02:00 Oliver Schulz :
> Very nice, Mose! I thought I might have to write a Julia wrapper for Cuba at
> some point, but you beat me to it (which I'm grateful for!). :-)

Thanks!

> I noticed that you're maintaining a modified version of Cuba for this - I
> guess because the upstream Cuba doesn't support "make shared"?

Yes, exactly, these are the differences with vanilla Cuba Library:
https://github.com/giordano/cuba/compare/julia  Only configure and
makefile are involved.

> Are you in
> contact with Thomas? He may be willing to add that - if you like, I can ask,
> his office is two floors up from mine. ;-)

I had been in contact with him in the past, and I think I'll contact
him very soon again.

Ciao,
Mosè

Re: [julia-users] Re: [ANN] Cuba.jl: library for multidimensional numerical integration

[Mosè Giordano]

Hi Chris,

thanks for your comments :-)  Regarding integration algorithm, unless you
have specific reasons to use Vegas I warmly recommend to use Cuhre, which
in my experience is the best in terms of speed and precision.  There must
be a reason if Cubature,jl, the only widely used numerical integration
packages so far, implements the same algorithm ;-)  Only once I found
Divonne more useful because I had a wild function with peaks in known
positions and you can tell Divonne to increase sampling around those points.

Bye,
Mosè


2016-04-12 19:08 GMT+02:00 Chris Rackauckas :

> Nice! I was looking for a Vegas function awhile ago and the GSL.jl one
> isn't bound correctly yet. This will be a nice addition to the Julia
> package list. Good job!
>
> On Sunday, April 10, 2016 at 1:34:53 PM UTC-7, Mosè Giordano wrote:
>>
>> Dear all,
>>
>> I am proud to announce Cuba.jl  a
>> library for multidimensional numerical integration with four independent
>> algorithms: Vegas, Suave, Divonne, and Cuhre (this algorithm is the same
>> used in Cubature.jl).  This package is just a wrapper around Cuba Library
>> , written in C by Thomas Hahn.
>>
>> Cuba.jl is a registered Julia package, so you can install it with the
>> package manager:
>>
>> Pkg.add("Cuba")
>>
>> The package is usable, but I must admit user interface is not optimal.
>> One has to define a function of this type:
>>
>> function integrand(ndim::Cint, xx::Ptr{Cdouble}, ncomp::Cint, ff::Ptr{
>> Cdouble},
>>userdata::Ptr{Void})
>> # Take arrays from "xx" and "ff" pointers.
>> x = pointer_to_array(xx, (ndim,))
>> f = pointer_to_array(ff, (ncomp,))
>> # Do calculations on "f" here
>> #   ...
>> # Store back the results to "ff"
>> ff = pointer_from_objref(f)
>> return Cint(0)::Cint
>> end
>>
>> and then call one of the four integrator functions available with this
>> syntax:
>>
>> Vegas(integrand, ndim, ncomp[, keywords...])
>> Suave(integrand, ndim, ncomp[, keywords...])
>> Divonne(integrand, ndim, ncomp[, keywords...])
>> Cuhre(integrand, ndim, ncomp[, keywords...])
>>
>> Issue #3  tracks this
>> problem, if someone wants to help on this is warmly welcome.
>>
>> Documentation of the package is available at
>> https://cubajl.readthedocs.org/ and you can also download the PDF
>> version of the manual from
>> https://media.readthedocs.org/pdf/cubajl/latest/cubajl.pdf  In
>> particular, there is a section with some useful examples:
>> https://cubajl.readthedocs.org/en/latest/#examples
>>
>> Even though Cuba.jl does not support parallelization (see issue #1
>> ), its performance is
>> comparable with those of equivalent codes written in C or Fortran relying
>> on Cuba Library: https://github.com/giordano/Cuba.jl#performance
>>
>> Cuba.jl is released under the terms of LGPLv3 and is available for
>> GNU/Linux and OS X (Windows support is currently missing
>> , Cubature.jl is a better
>> alternative for that platform).
>>
>> Feel free to share your comments and suggestions on this package!
>>
>> Cheers,
>> Mosè
>>
>

[julia-users] Re: [ANN] Cuba.jl: library for multidimensional numerical integration

[Steven G. Johnson]

On Tuesday, April 12, 2016 at 4:51:07 PM UTC-4, Kaj Wiik wrote:
>
> Very nice work indeed!
>
> Is it possible to pass 'userdata' to integrand in Julia? It is mentioned 
> in sources but is not listed in keywords.
>

You don't need an explicit userdata argument -- this is just a crude 
simulation of closures in C, but Julia has true closures and lexical 
scoping.

For example


myvar = 7
Vegas( (x,f) -> f[1] = log(x[1] + myvar)/sqrt(x[1]), 1, 1)


will "capture" the value of myvar and pass it through Vegas to the 
integrand, via the closure.

[julia-users] Re: [ANN] Cuba.jl: library for multidimensional numerical integration

[Kaj Wiik]

Very nice work indeed!

Is it possible to pass 'userdata' to integrand in Julia? It is mentioned in 
sources but is not listed in keywords.

Thanks,
Kaj

On Tuesday, April 12, 2016 at 5:34:32 PM UTC+3, Mosè Giordano wrote:
>
> A quick update: with new version 0.0.5 the syntax of the integrand 
> function has been changed and now the integrand function should be passed 
> as in Cubature,jl, for the case of vector-valued integrands.  So, for 
> example, to integrate log(x)/sqrt(x) for x in [0, 1], one can use one of 
> the following commands:
>
> Vegas( (x,f) -> f[1] = log(x[1])/sqrt(x[1]), 1, 1)
> Suave( (x,f) -> f[1] = log(x[1])/sqrt(x[1]), 1, 1)
> Divonne( (x,f) -> f[1] = log(x[1])/sqrt(x[1]), 1, 1)
> Cuhre( (x,f) -> f[1] = log(x[1])/sqrt(x[1]), 1, 1)
>
> More details and examples are available in the manual: 
> http://cubajl.readthedocs.org/
>
> Let me thank Steven G. Johnson for his help.
>
> Bye,
> Mosè
>

[julia-users] Re: [ANN] Cuba.jl: library for multidimensional numerical integration

[Oliver Schulz]

Very nice, Mose! I thought I might have to write a Julia wrapper for Cuba 
at some point, but you beat me to it (which I'm grateful for!). :-)

I noticed that you're maintaining a modified version of Cuba for this - I 
guess because the upstream Cuba doesn't support "make shared"? Are you in 
contact with Thomas? He may be willing to add that - if you like, I can 
ask, his office is two floors up from mine. ;-)

On Sunday, April 10, 2016 at 10:34:53 PM UTC+2, Mosè Giordano wrote:
>
> Dear all,
>
> I am proud to announce Cuba.jl  a 
> library for multidimensional numerical integration with four independent 
> algorithms: Vegas, Suave, Divonne, and Cuhre (this algorithm is the same 
> used in Cubature.jl).  This package is just a wrapper around Cuba Library 
> , written in C by Thomas Hahn.
>
> Cuba.jl is a registered Julia package, so you can install it with the 
> package manager:
>
> Pkg.add("Cuba")
>
> The package is usable, but I must admit user interface is not optimal.  
> One has to define a function of this type:
>
> function integrand(ndim::Cint, xx::Ptr{Cdouble}, ncomp::Cint, ff::Ptr{
> Cdouble},
>userdata::Ptr{Void})
> # Take arrays from "xx" and "ff" pointers.
> x = pointer_to_array(xx, (ndim,))
> f = pointer_to_array(ff, (ncomp,))
> # Do calculations on "f" here
> #   ...
> # Store back the results to "ff"
> ff = pointer_from_objref(f)
> return Cint(0)::Cint
> end
>
> and then call one of the four integrator functions available with this 
> syntax:
>
> Vegas(integrand, ndim, ncomp[, keywords...])
> Suave(integrand, ndim, ncomp[, keywords...])
> Divonne(integrand, ndim, ncomp[, keywords...])
> Cuhre(integrand, ndim, ncomp[, keywords...])
>
> Issue #3  tracks this 
> problem, if someone wants to help on this is warmly welcome.
>
> Documentation of the package is available at 
> https://cubajl.readthedocs.org/ and you can also download the PDF version 
> of the manual from 
> https://media.readthedocs.org/pdf/cubajl/latest/cubajl.pdf  In 
> particular, there is a section with some useful examples: 
> https://cubajl.readthedocs.org/en/latest/#examples
>
> Even though Cuba.jl does not support parallelization (see issue #1 
> ), its performance is 
> comparable with those of equivalent codes written in C or Fortran relying 
> on Cuba Library: https://github.com/giordano/Cuba.jl#performance
>
> Cuba.jl is released under the terms of LGPLv3 and is available for 
> GNU/Linux and OS X (Windows support is currently missing 
> , Cubature.jl is a better 
> alternative for that platform).
>
> Feel free to share your comments and suggestions on this package!
>
> Cheers,
> Mosè
>

[julia-users] Re: [ANN] Cuba.jl: library for multidimensional numerical integration

[Chris Rackauckas]

Nice! I was looking for a Vegas function awhile ago and the GSL.jl one 
isn't bound correctly yet. This will be a nice addition to the Julia 
package list. Good job!

On Sunday, April 10, 2016 at 1:34:53 PM UTC-7, Mosè Giordano wrote:
>
> Dear all,
>
> I am proud to announce Cuba.jl  a 
> library for multidimensional numerical integration with four independent 
> algorithms: Vegas, Suave, Divonne, and Cuhre (this algorithm is the same 
> used in Cubature.jl).  This package is just a wrapper around Cuba Library 
> , written in C by Thomas Hahn.
>
> Cuba.jl is a registered Julia package, so you can install it with the 
> package manager:
>
> Pkg.add("Cuba")
>
> The package is usable, but I must admit user interface is not optimal.  
> One has to define a function of this type:
>
> function integrand(ndim::Cint, xx::Ptr{Cdouble}, ncomp::Cint, ff::Ptr{
> Cdouble},
>userdata::Ptr{Void})
> # Take arrays from "xx" and "ff" pointers.
> x = pointer_to_array(xx, (ndim,))
> f = pointer_to_array(ff, (ncomp,))
> # Do calculations on "f" here
> #   ...
> # Store back the results to "ff"
> ff = pointer_from_objref(f)
> return Cint(0)::Cint
> end
>
> and then call one of the four integrator functions available with this 
> syntax:
>
> Vegas(integrand, ndim, ncomp[, keywords...])
> Suave(integrand, ndim, ncomp[, keywords...])
> Divonne(integrand, ndim, ncomp[, keywords...])
> Cuhre(integrand, ndim, ncomp[, keywords...])
>
> Issue #3  tracks this 
> problem, if someone wants to help on this is warmly welcome.
>
> Documentation of the package is available at 
> https://cubajl.readthedocs.org/ and you can also download the PDF version 
> of the manual from 
> https://media.readthedocs.org/pdf/cubajl/latest/cubajl.pdf  In 
> particular, there is a section with some useful examples: 
> https://cubajl.readthedocs.org/en/latest/#examples
>
> Even though Cuba.jl does not support parallelization (see issue #1 
> ), its performance is 
> comparable with those of equivalent codes written in C or Fortran relying 
> on Cuba Library: https://github.com/giordano/Cuba.jl#performance
>
> Cuba.jl is released under the terms of LGPLv3 and is available for 
> GNU/Linux and OS X (Windows support is currently missing 
> , Cubature.jl is a better 
> alternative for that platform).
>
> Feel free to share your comments and suggestions on this package!
>
> Cheers,
> Mosè
>

[julia-users] Re: [ANN] Cuba.jl: library for multidimensional numerical integration

[Mosè Giordano]

A quick update: with new version 0.0.5 the syntax of the integrand function 
has been changed and now the integrand function should be passed as in 
Cubature,jl, for the case of vector-valued integrands.  So, for example, to 
integrate log(x)/sqrt(x) for x in [0, 1], one can use one of the following 
commands:

Vegas( (x,f) -> f[1] = log(x[1])/sqrt(x[1]), 1, 1)
Suave( (x,f) -> f[1] = log(x[1])/sqrt(x[1]), 1, 1)
Divonne( (x,f) -> f[1] = log(x[1])/sqrt(x[1]), 1, 1)
Cuhre( (x,f) -> f[1] = log(x[1])/sqrt(x[1]), 1, 1)

More details and examples are available in the manual: 
http://cubajl.readthedocs.org/

Let me thank Steven G. Johnson for his help.

Bye,
Mosè