The vSMC library provides a framework for implementing SMC algorithms. It has a modules that perform resampling, etc., operations common to all SMC algorithms and applications. In addition, it provides bases for implementing parallelized samplers. The SMC algorithms are highly parallelizable, but there are many frameworks for doing this. This library tries to hide the different parallelization mechanism behind a unified interface, and thus increases code reuse.
This is a header only template C++ library. To install the library just move
the contents of the
include directory into a proper place, e.g.,
/usr/local/include on Unix-alike systems. Alternatively, one can use
CMake (3.0.0 or later required),
cd /path_to_vSMC_source mkdir build cd build cmake .. make install
One may need administrator permissions to perform the last installation step or
alternatively one can define the CMake variable
to change the destination of installation.
The documentation of the master and develop branches, as well as for individual releases can be found online. A User guide is also provided for the develop branch.
This library requires a working BLAS/LAPACK implementation, with the standard C
interface headers (
lapacke.h). Some of the library's
functionalities can only be used if optional dependencies are present.
Notably, HDF5, TBB, OpenMP and MKL. One can
tell the library that these optional features are available by defining
configuration macros such as
-DVSMC_HAS_HDF5=1 during compilation.
This library support various backends for multi-thread parallelization, unified under a uniform interface. The primary backends are OpenMP and TBB.
This library makes heavy use of some template metaprogramming techniques. It requires a C++11 standard conforming compiler.
This library has been regularly tested with recent Clang, GCC and Intel C++ Compiler in C++11 mode.
Other compilers might work but are not tested. Complete C++11 implementation is required.
Examples are in the
example subdirectory, to build them,
export CXXFLAGS=c++11 cd /path_to_vSMC_source mkdir build cd build cmake .. make example
Some examples may only be built if some optional dependencies are present.
The vSMC library is distributed with a 2-clause BSD license which can be found
LICENSE file distributed with the source.