[PrematureStopping] Add CMake support to search or install RxCpp.

cmake/Findrxcpp.cmake

@@ -0,0 +1,30 @@
+# Copyright Gonzalo Brito Gadeschi 2015
+# Copyright Kirk Shoop 2016
+# Distributed under the Boost Software License, Version 1.0.
+# (See accompanying file LICENSE.md or copy at http://boost.org/LICENSE_1_0.txt)
+#
+# Find the rxcpp include directory
+# The following variables are set if rxcpp is found.
+#  rxcpp_FOUND        - True when the rxcpp include directory is found.
+#  rxcpp_INCLUDE_DIR  - The path to where the meta include files are.
+# If rxcpp is not found, rxcpp_FOUND is set to false.
+
+# https://github.com/gnzlbg/ndtree/blob/master/cmake/Findrange-v3.cmake
+
+find_package(PkgConfig)
+
+if(NOT EXISTS "${rxcpp_INCLUDE_DIR}")
+    find_path(rxcpp_INCLUDE_DIR
+            NAMES rxcpp/rx.hpp
+            DOC "rxcpp library header files"
+            )
+endif()
+
+include(FindPackageHandleStandardArgs)
+mark_as_advanced(rxcpp_INCLUDE_DIR)
+
+if(EXISTS "${rxcpp_INCLUDE_DIR}")
+    set(rxcpp_FOUND 1)
+else()
+    set(rxcpp_FOUND 0)
+endif()

cmake/external/rxcpp.cmake

@@ -0,0 +1,23 @@
+GetCompilers()
+
+include(ExternalProject)
+ExternalProject_Add(
+        rxcpp
+        PREFIX ${CMAKE_BINARY_DIR}/rxcpp
+        DOWNLOAD_DIR ${THIRD_PARTY_DIR}/rxcpp
+        URL https://github.com/Reactive-Extensions/RxCpp/archive/v4.0.0.tar.gz
+        URL_MD5 feb89934f465bb5ac513c9adce8d3b1b
+        CMAKE_ARGS
+        -DCMAKE_BUILD_TYPE:STRING=RelWithDebInfo
+        -DCMAKE_INSTALL_PREFIX:STRING=${CMAKE_BINARY_DIR}/src/shogun/lib/external
+        -DCMAKE_C_COMPILER:STRING=${C_COMPILER}
+        -DCMAKE_CXX_COMPILER:STRING=${CXX_COMPILER}
+        BUILD_COMMAND ""
+        )
+
+add_dependencies(libshogun rxcpp)
+
+set(rxcpp_INCLUDE_DIR ${THIRD_PARTY_INCLUDE_DIR})
+
+UNSET(C_COMPILER)
+UNSET(CXX_COMPILER)

src/shogun/CMakeLists.txt

@@ -273,6 +273,17 @@ SET_LINALG_BACKEND(LINALG_EIGENSOLVER_LIB EIGSLV)
 
 ####### /LINALG
 
+FIND_PACKAGE(rxcpp)
+IF(NOT rxcpp_FOUND)
+    include(external/rxcpp)
+    SHOGUN_INCLUDE_DIRS(SCOPE PUBLIC SYSTEM
+            $<BUILD_INTERFACE:${rxcpp_INCLUDE_DIR}>
+            $<INSTALL_INTERFACE:include/shogun/lib/external/rxcpp>
+            )
+ELSE()
+    SHOGUN_INCLUDE_DIRS(SCOPE PUBLIC SYSTEM ${rxcpp_INCLUDE_DIR})
+ENDIF()
+
 #### LAPACK
 include(ShogunFindLAPACK)