The vSMC library provides a framework for implementing SMC algorithms. It has a core module which performs resampling, etc., operations common to all SMC algorithms and applications. In addition, it provides the 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 in Unix-alike systems. Alternatively, one can use
CMake (2.8.3 or later required),
cd /path_to_vSMC_source mkdir build cd build cmake .. make install
One may need
sudo permissions to perform the last installation step.
To make the documentations one need Doxygen 1.8.3 or later.
A tutorial is also available. However, it describes an earlier version of the library. There are a few incompatibilities with the current version. It is still highly relevant. Users shall use the Doxygen generated documentations when things do not work exactly the same way as in the tutorial.
Examples are in the
example subdirectory, to build them,
cd /path_to_vSMC_source mkdir build cd build cmake .. make example
Most examples also come with their own
README files that give relevant
The library support various backends for multi-thread parallelization, unified under a uniform interface. One is C++11 concurrency. For a full C++11 implementation, this means no third-party dependency is required to write a parallel SMC sampler. Other third-party parallelization include, Intel Cilk Plus, Intel TBB and OpenMP. Apple Grand Central Dispatch is also supported on Mac OS X. Microsoft Parallel Patterns Library is supported on Windows when compiled with Microsoft Visual C++ 2012 or later. In addition, this library also support using OpenCL for GPGPU computing, though the interface is different than others.
This library has no dependences other than C++ standard libraries (C++11). Any C++11 language features are optional.
In particular, the library use the
<random> headers, which
are parts of the C++11 standard libraries. Equivalences can be found in recent
versions of Boost. The library does its best to detect a usable C++11
solution and falls back to Boost if it fails to do so. This behavior
can be changed explicitly through configuration macros.
This library makes heavy use of some template metaprogramming techniques. It requires a standard conforming compiler. Fortunately, most commonly used modern compilers, at least in C++98 mode, is able to compile the examples distributed with the library, provided that they can compile the Boost library.
Microsoft Visual C++ 2012 or later are also supported. However, this compiler is tested less regularly.
Other compilers might work but are not tested.
The vSMC library is distributed with a 2-clause BSD license which can be found
LICENSE file distributed with the source.