INSTALL.md

OG-Lapack Installation

Requirements

Generally recent versions of the requirements are preferred:

Tools:

• CMake 2.8 (we test with 2.8.11)
• Gfortran (we test with 4.8.2)
• Python 2.6 or 2.7 with the argparse and yaml modules

Operating Systems:

• Windows 7/8 (we test on Windows 7)
• Mac OS X 10.7-10.9 (we test on 10.8)
• Linux (we test on CentOS 6, Debian 7, and Fedora 18 and 19)

Obtaining the OG-Lapack source

The source code can be cloned from Github:

git clone https://github.com/OpenGamma/OG-Lapack.git

Building

Create an out-of-tree build dir and run CMake:

mkdir build
cd build
cmake ..

Build with;

make -j

It is highly recommended that you test your build, since different platforms, compilers, or system math libraries may have an effect on computed results. Test with:

export NPROCS=4
make test ARGS=-j${NPROCS}