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README.md

BCG

BCG provides an implementation of the Bayesian Conjugate Gradient method from the paper by Cockayne et. al. which can be found here.

Installation

The package depends on the C++ linear algebra library eigen3. On Ubuntu systems this can be installed with sudo apt install libeigen3-dev, and on OSX with brew install eigen3 (via Homebrew).

It requires Python 3 and the following libraries, all of which can be installed with pip install:

  • numpy
  • scipy
  • Cython
  • eigency

To install, ensure the above dependencies are installed. Then clone the repository and type make install. This will compile the C++ code and install the library in the active virtualenv.

Usage

Example usage can be found in the Jupyter notebook in notebooks/Demo.ipynb

Credits

This library is written and maintained by Jon Cockayne.

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