New interface for sampling #300
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* copy and replace lp_rlp.h * remove re-initialization of eta * update ubuntu version from 18 to 20 in R cran tests * minor improvements (explanatory comments) --------- Co-authored-by: Apostolos Chalkis <apostolos.chalkis@quantagonia.com>
* initialize nuts sampler class * implement the burnin of nuts sampler * add tests and resolve bugs * implement e0 estimation in burnin of nuts * optimize leapfrog * integrate nuts into the R interface * document random walk in sample_points.cpp in R interface * fix burnin for the non-truncated case * resolve bugs in hmc and nuts pipelines * improve the preprocess in burin step of nuts * split large lines in sample_points.cpp * Add NUTS C++ example and update CMake (GeomScale#29) * resolve PR comments * fix minor bug * fix compiler bug * fix error in building the C++ examples * resolve warnings in sample_points * fix lpsolve cran warning * fix cran warning on mac * improve lpsolve cmake for cran check * fix R warning in mac test * remove lpsolve header * resolve PR comments --------- Co-authored-by: Marios Papachristou <papachristoumarios@gmail.com> Co-authored-by: Apostolos Chalkis <apostolos.chalkis@quantagonia.com>
…ce parameter, add define lp_solve guards to orderpolytope
Remove volesti4dingo branch
…_source Build only with lp-solve source code, no need for liblpsolve55.so files
* Enable c++17 support in tests and fix saxpy calls * Fix structure, code style and tests in autodiff
* correcting the includes to point the boost library directory * modifs to include only the include/ and external/ directories * modifs * Update CMakeLists.txt --------- Co-authored-by: Vissarion Fisikopoulos <fisikop@gmail.com> Co-authored-by: vfisikop <160006479+vfisikop@users.noreply.github.com>
Remove R interface
Refactor trigonometric_positive_intersect function for hpolytopes
update_position complexity improvement
* improve the implementation of maximum ellipsoid computation * minor fix in rounding unit-test * fix file copyrights * apply termination criterion after transformation in max ellipsoid rounding * resolve PR comments --------- Co-authored-by: Apostolos Chalkis <apostolos.chalkis@quantagonia.com>
…eomScale#310) * improve the implementation of maximum ellipsoid computation * minor fix in rounding unit-test * fix file copyrights * fix max_ball bug and create new unit test * fix max_ball bug and create new unit test * apply termination criterion after transformation in max ellipsoid rounding * imrpove skinny poly generator's interface * improve stopping criterion and seed setting * complete unit tests implementations * implement Newton method to compute the analytic center * minor changes * resolve PR comments * complete analytic center computation * resolve conflicts * minor changes * minor changes * minor changes * improve new unit tests * resolve PR comments --------- Co-authored-by: Apostolos Chalkis <apostolos.chalkis@quantagonia.com>
* Position Nudging after Position Update * Complexity improvements and Polytope Normalization * HPolytope Normalization Flag * Polytope normalization within Walk Constructor * Alias HPolytope Normalization for Nudging inside Gaussian HMC * Polytope Normalization in ComputeInner Ball Fixed * Polytope Normalization Style change * Nudge in function within Gaussian HMC, and restore Hpoly file * More efficient Nudge in Process
…ocessing routines (GeomScale#312) * generalize rounding loop * support sparse cholesky operator * complete sparse support in max_inscribed_ball * complete sparse support in preprocesing * add sparse tests * change main rounding function name * improve explaining comments * resolve PR comments * changing the dates in copyrights * use if constexpr instead of SNIFAE * update the examples to cpp17 * update to cpp17 order polytope example * fix templating in mat_computational_operators * fix templating errors and change header file to mat_computational_operators --------- Co-authored-by: Apostolos Chalkis <apostolos.chalkis@quantagonia.com>
…tribution. Added support for basic uniform samplers.
…tribution. Added support for gaussian and exponential distributions
…tribution. Added support for logconcave distributions (reflected hmc & nuts samplers)
…tribution. Added support for logconcave distributions (crhmc)
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Function is parameterized by walk and distribution. Added support for
basic uniformall samplers.