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.
>

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
>>
>