Add multivariate random number generation #7186

jolopezl · 2021-02-12T01:42:54Z

Add multivariate gaussian random number generation with GSLRndmEngines. Example/use case in /tutorials/math/multivarGaus.C.

Related to ROOT-767.

phsft-bot · 2021-02-12T01:42:56Z

Can one of the admins verify this patch?

lmoneta

Thank you for this nice contribution.
Looks good to me.

lmoneta · 2021-02-18T13:40:56Z

@phsft-bot build!

phsft-bot · 2021-02-18T13:41:03Z

Starting build on ROOT-debian10-i386/cxx14, ROOT-performance-centos8-multicore/default, ROOT-fedora30/cxx14, ROOT-fedora31/noimt, ROOT-ubuntu16/nortcxxmod, mac1014/python3, mac11.0/cxx17, windows10/cxx14
How to customize builds

phsft-bot · 2021-02-18T13:46:02Z

Build failed on ROOT-ubuntu16/nortcxxmod.
Running on sft-ubuntu-1604-3.cern.ch:/build/workspace/root-pullrequests-build
See console output.

Errors:

[2021-02-18T13:45:54.468Z] FAILED: /usr/bin/ccache /usr/bin/c++ -DVECCORE_ENABLE_VC -I/mnt/build/workspace/root-pullrequests-build/root/math/mathmore/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/unix/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/clingutils/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/textinput/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/thread/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/zip/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/rint/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/clib/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/meta/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/gui/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/cont/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/foundation/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/base/inc -Iginclude -I/mnt/build/workspace/root-pullrequests-build/root/math/mathcore/inc -I/mnt/build/workspace/root-pullrequests-build/root/math/mathcore/v7/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/imt/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/multiproc/inc -Iexternals/mnt/build/workspace/root-pullrequests-build/install/include -I/mnt/build/workspace/root-pullrequests-build/root/net/net/inc -I/mnt/build/workspace/root-pullrequests-build/root/io/io/inc -fdiagnostics-color=always -std=c++11 -pipe -Wshadow -Wall -W -Woverloaded-virtual -fsigned-char -pthread -O3 -fPIC -std=c++11 -MD -MT math/mathmore/CMakeFiles/MathMore.dir/src/GSLRndmEngines.cxx.o -MF math/mathmore/CMakeFiles/MathMore.dir/src/GSLRndmEngines.cxx.o.d -o math/mathmore/CMakeFiles/MathMore.dir/src/GSLRndmEngines.cxx.o -c /mnt/build/workspace/root-pullrequests-build/root/math/mathmore/src/GSLRndmEngines.cxx
[2021-02-18T13:45:54.468Z] /mnt/build/workspace/root-pullrequests-build/root/math/mathmore/src/GSLRndmEngines.cxx:225:68: error: ‘gsl_ran_multivariate_gaussian’ was not declared in this scope

phsft-bot · 2021-02-18T15:52:14Z

Build failed on mac11.0/cxx17.
Running on macphsft23.dyndns.cern.ch:/Users/sftnight/build/workspace/root-pullrequests-build
See console output.

Failing tests:

projectroot.tree.ntuple.v7.test.gtest_tree_ntuple_v7_test_ntuple_cluster

phsft-bot · 2021-02-18T18:25:24Z

Build failed on windows10/cxx14.
Running on null:C:\build\workspace\root-pullrequests-build
See console output.

lmoneta · 2021-03-01T15:55:03Z

@phsft-bot build!

phsft-bot · 2021-03-01T15:55:11Z

Starting build on ROOT-debian10-i386/cxx14, ROOT-performance-centos8-multicore/default, ROOT-fedora30/cxx14, ROOT-fedora31/noimt, ROOT-ubuntu16/nortcxxmod, mac1014/python3, mac11.0/cxx17, windows10/cxx14
How to customize builds

phsft-bot · 2021-03-01T16:01:06Z

Build failed on ROOT-ubuntu16/nortcxxmod.
Running on sft-ubuntu-1604-3.cern.ch:/build/workspace/root-pullrequests-build
See console output.

Errors:

[2021-03-01T16:00:58.827Z] FAILED: /usr/bin/ccache /usr/bin/c++ -DVECCORE_ENABLE_VC -I/mnt/build/workspace/root-pullrequests-build/root/math/mathmore/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/unix/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/clingutils/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/textinput/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/thread/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/zip/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/rint/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/clib/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/meta/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/gui/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/cont/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/foundation/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/base/inc -Iginclude -I/mnt/build/workspace/root-pullrequests-build/root/math/mathcore/inc -I/mnt/build/workspace/root-pullrequests-build/root/math/mathcore/v7/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/imt/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/multiproc/inc -Iexternals/mnt/build/workspace/root-pullrequests-build/install/include -I/mnt/build/workspace/root-pullrequests-build/root/net/net/inc -I/mnt/build/workspace/root-pullrequests-build/root/io/io/inc -fdiagnostics-color=always -std=c++11 -pipe -Wshadow -Wall -W -Woverloaded-virtual -fsigned-char -pthread -O3 -fPIC -std=c++11 -MD -MT math/mathmore/CMakeFiles/MathMore.dir/src/GSLRndmEngines.cxx.o -MF math/mathmore/CMakeFiles/MathMore.dir/src/GSLRndmEngines.cxx.o.d -o math/mathmore/CMakeFiles/MathMore.dir/src/GSLRndmEngines.cxx.o -c /mnt/build/workspace/root-pullrequests-build/root/math/mathmore/src/GSLRndmEngines.cxx
[2021-03-01T16:00:58.827Z] /mnt/build/workspace/root-pullrequests-build/root/math/mathmore/src/GSLRndmEngines.cxx:225:68: error: ‘gsl_ran_multivariate_gaussian’ was not declared in this scope

phsft-bot · 2021-03-01T20:43:10Z

Build failed on windows10/cxx14.
Running on null:C:\build\workspace\root-pullrequests-build
See console output.

Failing tests:

jolopezl · 2021-03-17T23:01:29Z

Build failed on ROOT-ubuntu16/nortcxxmod.
Running on sft-ubuntu-1604-3.cern.ch:/build/workspace/root-pullrequests-build
See console output.

Errors:

[2021-03-01T16:00:58.827Z] FAILED: /usr/bin/ccache /usr/bin/c++ -DVECCORE_ENABLE_VC -I/mnt/build/workspace/root-pullrequests-build/root/math/mathmore/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/unix/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/clingutils/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/textinput/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/thread/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/zip/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/rint/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/clib/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/meta/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/gui/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/cont/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/foundation/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/base/inc -Iginclude -I/mnt/build/workspace/root-pullrequests-build/root/math/mathcore/inc -I/mnt/build/workspace/root-pullrequests-build/root/math/mathcore/v7/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/imt/inc -I/mnt/build/workspace/root-pullrequests-build/root/core/multiproc/inc -Iexternals/mnt/build/workspace/root-pullrequests-build/install/include -I/mnt/build/workspace/root-pullrequests-build/root/net/net/inc -I/mnt/build/workspace/root-pullrequests-build/root/io/io/inc -fdiagnostics-color=always -std=c++11 -pipe -Wshadow -Wall -W -Woverloaded-virtual -fsigned-char -pthread -O3 -fPIC -std=c++11 -MD -MT math/mathmore/CMakeFiles/MathMore.dir/src/GSLRndmEngines.cxx.o -MF math/mathmore/CMakeFiles/MathMore.dir/src/GSLRndmEngines.cxx.o.d -o math/mathmore/CMakeFiles/MathMore.dir/src/GSLRndmEngines.cxx.o -c /mnt/build/workspace/root-pullrequests-build/root/math/mathmore/src/GSLRndmEngines.cxx

[2021-03-01T16:00:58.827Z] /mnt/build/workspace/root-pullrequests-build/root/math/mathmore/src/GSLRndmEngines.cxx:225:68: error: ‘gsl_ran_multivariate_gaussian’ was not declared in this scope

Sorry that it took me a while to look at this. I had to create an Ubuntu 16.04 virtual machine for testing.

@lmoneta, unfortunately, this error happens because Ubuntu 16.04 ships GSL version 2.1, which hasn't gsl_ran_multivariate_gaussian. The multivariate Gaussian random number generation in GSL was only introduced in version 2.2.1. I bypass this with an #ifdef that will define the function if the GSL version is < 2.2 by simply copying it from a higher version of GSL. Hopefully, this doesn't break the GPL license under which GSL is distributed. I think that I could also replace the function call to gsl_ran_multivariate_gaussian with the wrapper's full implementation. I am open to comments.

I don't have access to a windows machine now; I will do the same and use a virtual machine to test that part.

jolopezl · 2021-03-17T23:02:36Z

@phsft-bot build just on ROOT-ubuntu16/nortcxxmod!

oshadura · 2021-03-29T17:44:03Z

@phsft-bot build!

phsft-bot · 2021-03-29T17:44:09Z

Starting build on ROOT-debian10-i386/cxx14, ROOT-performance-centos8-multicore/default, ROOT-fedora30/cxx14, ROOT-fedora31/noimt, ROOT-ubuntu16/nortcxxmod, mac1014/python3, mac11.0/cxx17, windows10/cxx14
How to customize builds

lmoneta · 2021-05-10T07:21:27Z

Thank you for the contribution and for fixing for GSL versions < 2.1
Looks good to me and I will merge it now

jolopezl requested review from couet and lmoneta as code owners February 12, 2021 01:42

couet removed their request for review February 12, 2021 07:15

eguiraud assigned lmoneta Feb 12, 2021

lmoneta approved these changes Feb 18, 2021

View reviewed changes

jolopezl force-pushed the GaussianND branch from bb5e27a to 0f03c16 Compare February 19, 2021 01:45

jolopezl added 4 commits March 17, 2021 15:13

add multivariate Gaussian distribution random number generation

772d67e

Fix error and better simplify for-loops

2edcdcc

added example/use case

ebfa82a

add gsl_ran_multivariate_gaussian for GSL version<2.2

20bca2b

jolopezl force-pushed the GaussianND branch from 0f03c16 to 20bca2b Compare March 17, 2021 22:52

jolopezl requested a review from lmoneta March 21, 2021 01:58

lmoneta merged commit e0085be into root-project:master May 10, 2021

jolopezl deleted the GaussianND branch May 10, 2021 09:57

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Add multivariate random number generation #7186

Add multivariate random number generation #7186

jolopezl commented Feb 12, 2021 •

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jolopezl commented Mar 17, 2021

Errors:

jolopezl commented Mar 17, 2021

oshadura commented Mar 29, 2021

phsft-bot commented Mar 29, 2021

lmoneta commented May 10, 2021

Add multivariate random number generation #7186

Add multivariate random number generation #7186

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lmoneta commented Feb 18, 2021

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Errors:

phsft-bot commented Feb 18, 2021

Failing tests:

phsft-bot commented Feb 18, 2021

lmoneta commented Mar 1, 2021

phsft-bot commented Mar 1, 2021

phsft-bot commented Mar 1, 2021

Errors:

phsft-bot commented Mar 1, 2021

Failing tests:

jolopezl commented Mar 17, 2021

Errors:

jolopezl commented Mar 17, 2021

oshadura commented Mar 29, 2021

phsft-bot commented Mar 29, 2021

lmoneta commented May 10, 2021

jolopezl commented Feb 12, 2021 •

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