A benchmarking tool for multi-variate integration software.
A set of readily available procedures for multivariate integration are tested in the context of calculations in the quantum phase space. Performance and reliability is measured against a set of test functions including, but not limited to, the quantum probability mass of the distribution. A new benchmarking application written in C++ is described, inspired by the TESTPACK algorithm by A.Genz.
$ ./cubmark -m dcuhre -m montecarlo -f G5:h=100,e=5.0 -c 1000000 -v testpack
This will run the DCUHRE and GSL Monte Carlo integration using Genz C0 test function with difficulty level h = 100 and exponent 5.0. Limit the number of calls to 1 million for each run. Compile the results into parameters defined by TESTPACK.
$ mkdir benchmark
$ cd benchmark
$ cmake ..
$ make
To configure non-standard library paths you need to set CMake's include and library paths:
$ cmake \
-DCMAKE_INCLUDE_PATH="/path/to/Cubpack++/Code;/path/to/dcuhre;/path/to/r2d2lri;/path/to/HIntlib/include" \
-DCMAKE_LIBRARY_PATH="/path/to/Cubpack++/Code;/path/to/dcuhre;/path/to/r2d2lri;/path/to/HIntlib/lib"
For each library this should yield:
-- checking for module 'HIntLib'
-- package 'HIntLib' not found
-- Found HIntLib
HIntLib libraries found. Integration method will be available.
- gcc 4.4.0+
- cmake 2.6+
- Boost 1.34+ (serialization, program-options, test)