Merge pull request #31 from darioizzo/mp

Introducing multiple precision differential algebra

CMakeLists.txt

@@ -1,3 +1,6 @@
+# Main audi/pyaudi project version.
+set(AUDI_PROJECT_VERSION 1.3)
+
 # CMake version check.
 cmake_minimum_required(VERSION 3.2)
 
@@ -17,6 +20,8 @@ endif()
 # and only one must be chosen.
 option(AUDI_BUILD_AUDI "Build audi." ON)
 option(AUDI_BUILD_PYAUDI "Build pyaudi." OFF)
+option(AUDI_WITH_MPPP "Enables multiple precision support based on the mp++ project." OFF)
+
 
 # Check consistency.
 if(AUDI_BUILD_AUDI AND AUDI_BUILD_PYAUDI)
@@ -27,9 +32,6 @@ if((NOT AUDI_BUILD_AUDI) AND (NOT AUDI_BUILD_PYAUDI))
     message(FATAL_ERROR "Please select if you want to build audi or pyudi.")
 endif()
 
-# Main audi/pyaudi project version.
-set(AUDI_PROJECT_VERSION 1.2.4)
-
 if(AUDI_BUILD_AUDI)
     # Initial setup of a audi build.
     project(audi VERSION ${AUDI_PROJECT_VERSION})
@@ -87,6 +89,12 @@ endif()
 list(REMOVE_ITEM AUDI_CXX_FLAGS_DEBUG "-Wduplicated-branches")
 list(REMOVE_ITEM AUDI_CXX_FLAGS_DEBUG "-Wold-style-cast")
 
+# Configure config.hpp.
+if(AUDI_WITH_MPPP)
+    set(AUDI_ENABLE_MPPP "#define AUDI_WITH_MPPP")
+endif()
+configure_file("${CMAKE_CURRENT_SOURCE_DIR}/config.hpp.in" "${CMAKE_CURRENT_SOURCE_DIR}/include/audi/config.hpp" @ONLY)
+
 if(AUDI_BUILD_PYAUDI)
     # audi dependencies.
     include(YACMAPythonSetup)
@@ -125,7 +133,6 @@ if(AUDI_BUILD_AUDI)
     message(STATUS "GMP library found.")
     message(STATUS "GMP include dir is: ${GMP_INCLUDE_DIR}")
     message(STATUS "GMP library is: ${GMP_LIBRARIES}")
-    include_directories(${GMP_INCLUDE_DIR})
 
     # MPFR setup.
     FIND_PACKAGE(MPFR REQUIRED)
@@ -139,12 +146,20 @@ if(AUDI_BUILD_AUDI)
         message(FATAL_ERROR "Unsupported MPFR version, please upgrade.")
     endif()
     message(STATUS "MPFR version is ok.")
-    include_directories(${MPFR_INCLUDE_DIR})
+
+    if(AUDI_WITH_MPPP)
+        # MP++ SETUP
+        find_package(mp++ REQUIRED)
+        message(STATUS "mp++ library found.")
+    endif()
 
     # Setup of the header-only audi library.
     add_library(audi INTERFACE)
     target_link_libraries(audi INTERFACE Threads::Threads Boost::boost Boost::serialization)    
-    target_link_libraries(audi INTERFACE Eigen3::eigen3)
+    target_link_libraries(audi INTERFACE Eigen3::eigen3 MPFR::MPFR GMP::GMP)
+    if(AUDI_WITH_MPPP)
+        target_link_libraries(audi INTERFACE mp++::mp++)
+    endif()
 
     # This sets up the include directory to be different if we build
     target_include_directories(audi INTERFACE
@@ -154,13 +169,7 @@ if(AUDI_BUILD_AUDI)
 
     # These lines are temporary with piranha v0.10, will be simplified when this is updated
     target_include_directories(audi INTERFACE ${Piranha_INCLUDE_DIR})
-    target_include_directories(audi INTERFACE ${MPFR_INCLUDE_DIR})
-    target_include_directories(audi INTERFACE ${GMP_INCLUDE_DIR})
-    # First mpfr then gmp otherwise mingw is unhappy
-    target_link_libraries(audi INTERFACE ${MPFR_LIBRARIES})
-    target_link_libraries(audi INTERFACE ${GMP_LIBRARIES})
-
-
+
     # Builds the main file
     IF(AUDI_BUILD_MAIN)
         add_executable(main main.cpp)
@@ -181,7 +190,13 @@ if(AUDI_BUILD_AUDI)
 
     # Setup of the export.
     install(TARGETS audi EXPORT audi_export)
+    # Setup of the optional deps.
+    set(_AUDI_CONFIG_OPTIONAL_DEPS)
+    if(AUDI_WITH_MPPP)
+        set(_AUDI_CONFIG_OPTIONAL_DEPS "${_AUDI_CONFIG_OPTIONAL_DEPS}find_package(mp++ REQUIRED)\n")
+    endif()
     configure_file("${CMAKE_CURRENT_SOURCE_DIR}/audi-config.cmake.in" "${CMAKE_CURRENT_BINARY_DIR}/audi-config.cmake" @ONLY)
+
     install(FILES "${CMAKE_CURRENT_BINARY_DIR}/audi-config.cmake" DESTINATION "lib/cmake/audi")
     install(FILES "${CMAKE_CURRENT_SOURCE_DIR}/cmake_modules/FindGMP.cmake" "${CMAKE_CURRENT_SOURCE_DIR}/cmake_modules/FindMPFR.cmake"
             "${CMAKE_CURRENT_SOURCE_DIR}/cmake_modules/FindPiranha.cmake" "${CMAKE_CURRENT_SOURCE_DIR}/cmake_modules/AudiFindBoost.cmake"

audi-config.cmake.in

@@ -10,6 +10,7 @@ find_package(Piranha REQUIRED)
 find_package(GMP REQUIRED)
 find_package(MPFR REQUIRED)
 find_package(Eigen3 REQUIRED)
+@_AUDI_CONFIG_OPTIONAL_DEPS@
 
 #Restore original module path.
 set(CMAKE_MODULE_PATH "${_AUDI_CONFIG_OLD_MODULE_PATH}") 

cmake_modules/AudiFindBoost.cmake

@@ -1,10 +1,17 @@
 set(_AUDI_REQUIRED_BOOST_LIBS)
 list(APPEND _AUDI_REQUIRED_BOOST_LIBS timer chrono serialization system unit_test_framework)
 if(_AUDI_FIND_BOOST_PYTHON)
-    if(${PYTHON_VERSION_MAJOR} EQUAL 2)
-        list(APPEND _AUDI_REQUIRED_BOOST_LIBS python)
+    # NOTE: since Boost 1.67, the naming of the Boost.Python library has changed to include the
+    # major and minor python version as a suffix. See the release notes:
+    # https://www.boost.org/users/history/version_1_67_0.html
+    if(${Boost_MAJOR_VERSION} GREATER 1 OR (${Boost_MAJOR_VERSION} EQUAL 1 AND ${Boost_MINOR_VERSION} GREATER 66))
+        list(APPEND _AUDI_REQUIRED_BOOST_LIBS "python${PYTHON_VERSION_MAJOR}${PYTHON_VERSION_MINOR}")
     else()
-        list(APPEND _AUDI_REQUIRED_BOOST_LIBS python3)
+        if(${PYTHON_VERSION_MAJOR} EQUAL 2)
+            list(APPEND _AUDI_REQUIRED_BOOST_LIBS python)
+        else()
+            list(APPEND _AUDI_REQUIRED_BOOST_LIBS python3)
+        endif()
     endif()
 endif()
 message(STATUS "Required Boost libraries: ${_AUDI_REQUIRED_BOOST_LIBS}")

cmake_modules/FindGMP.cmake

@@ -2,7 +2,7 @@
 # http://websvn.kde.org/trunk/KDE/kdeutils/cmake/modules/FindGMP.cmake?view=markup&pathrev=675218
 
 # Copyright (c) 2006, Laurent Montel, <[email protected]>
-# Copyright (c) 2008-2011 Francesco Biscani, <[email protected]>
+# Copyright (c) 2008-2018 Francesco Biscani, <[email protected]>
 
 # Redistribution and use in source and binary forms, with or without
 # modification, are permitted provided that the following conditions
@@ -13,7 +13,7 @@
 # 2. Redistributions in binary form must reproduce the copyright
 #    notice, this list of conditions and the following disclaimer in the
 #    documentation and/or other materials provided with the distribution.
-# 3. The name of the author may not be used to endorse or promote products 
+# 3. The name of the author may not be used to endorse or promote products
 #    derived from this software without specific prior written permission.
 #
 # THIS SOFTWARE IS PROVIDED BY THE AUTHOR ``AS IS'' AND ANY EXPRESS OR
@@ -28,16 +28,23 @@
 # THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
 # ------------------------------------------------------------------------------------------
 
-IF(GMP_INCLUDE_DIR AND GMP_LIBRARIES)
-	# Already in cache, be silent
-	SET(GMP_FIND_QUIETLY TRUE)
-ENDIF(GMP_INCLUDE_DIR AND GMP_LIBRARIES)
+if(GMP_INCLUDE_DIR AND GMP_LIBRARY)
+    # Already in cache, be silent
+    set(GMP_FIND_QUIETLY TRUE)
+endif()
 
-FIND_PATH(GMP_INCLUDE_DIR NAMES gmp.h)
-FIND_LIBRARY(GMP_LIBRARIES NAMES gmp)
+find_path(GMP_INCLUDE_DIR NAMES gmp.h)
+find_library(GMP_LIBRARY NAMES gmp)
 
-INCLUDE(FindPackageHandleStandardArgs)
+include(FindPackageHandleStandardArgs)
 
-FIND_PACKAGE_HANDLE_STANDARD_ARGS(GMP DEFAULT_MSG GMP_INCLUDE_DIR GMP_LIBRARIES)
+find_package_handle_standard_args(GMP DEFAULT_MSG GMP_INCLUDE_DIR GMP_LIBRARY)
 
-MARK_AS_ADVANCED(GMP_INCLUDE_DIR GMP_LIBRARIES)
+mark_as_advanced(GMP_INCLUDE_DIR GMP_LIBRARY)
+
+# NOTE: this has been adapted from CMake's FindPNG.cmake.
+if(GMP_FOUND AND NOT TARGET GMP::GMP)
+    add_library(GMP::GMP UNKNOWN IMPORTED)
+    set_target_properties(GMP::GMP PROPERTIES INTERFACE_INCLUDE_DIRECTORIES "${GMP_INCLUDE_DIR}"
+        IMPORTED_LINK_INTERFACE_LANGUAGES "C" IMPORTED_LOCATION "${GMP_LIBRARY}")
+endif()

cmake_modules/FindMPFR.cmake

@@ -2,7 +2,7 @@
 # http://websvn.kde.org/trunk/KDE/kdeutils/cmake/modules/FindGMP.cmake?view=markup&pathrev=675218
 
 # Copyright (c) 2006, Laurent Montel, <[email protected]>
-# Copyright (c) 2008-2011 Francesco Biscani, <[email protected]>
+# Copyright (c) 2008-2018 Francesco Biscani, <[email protected]>
 
 # Redistribution and use in source and binary forms, with or without
 # modification, are permitted provided that the following conditions
@@ -13,7 +13,7 @@
 # 2. Redistributions in binary form must reproduce the copyright
 #    notice, this list of conditions and the following disclaimer in the
 #    documentation and/or other materials provided with the distribution.
-# 3. The name of the author may not be used to endorse or promote products 
+# 3. The name of the author may not be used to endorse or promote products
 #    derived from this software without specific prior written permission.
 #
 # THIS SOFTWARE IS PROVIDED BY THE AUTHOR ``AS IS'' AND ANY EXPRESS OR
@@ -28,16 +28,23 @@
 # THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
 # ------------------------------------------------------------------------------------------
 
-IF(MPFR_INCLUDE_DIR AND MPFR_LIBRARIES)
-	# Already in cache, be silent
-	SET(MPFR_FIND_QUIETLY TRUE)
-ENDIF(MPFR_INCLUDE_DIR AND MPFR_LIBRARIES)
+if(MPFR_INCLUDE_DIR AND MPFR_LIBRARY)
+    # Already in cache, be silent
+    set(MPFR_FIND_QUIETLY TRUE)
+endif()
 
-FIND_PATH(MPFR_INCLUDE_DIR NAMES mpfr.h)
-FIND_LIBRARY(MPFR_LIBRARIES NAMES mpfr)
+find_path(MPFR_INCLUDE_DIR NAMES mpfr.h)
+find_library(MPFR_LIBRARY NAMES mpfr)
 
-INCLUDE(FindPackageHandleStandardArgs)
+include(FindPackageHandleStandardArgs)
 
-FIND_PACKAGE_HANDLE_STANDARD_ARGS(MPFR DEFAULT_MSG MPFR_INCLUDE_DIR MPFR_LIBRARIES)
+find_package_handle_standard_args(MPFR DEFAULT_MSG MPFR_INCLUDE_DIR MPFR_LIBRARY)
 
-MARK_AS_ADVANCED(MPFR_INCLUDE_DIR MPFR_LIBRARIES)
+mark_as_advanced(MPFR_INCLUDE_DIR MPFR_LIBRARY)
+
+# NOTE: this has been adapted from CMake's FindPNG.cmake.
+if(MPFR_FOUND AND NOT TARGET MPFR::MPFR)
+    add_library(MPFR::MPFR UNKNOWN IMPORTED)
+    set_target_properties(MPFR::MPFR PROPERTIES INTERFACE_INCLUDE_DIRECTORIES "${MPFR_INCLUDE_DIR}"
+        IMPORTED_LINK_INTERFACE_LANGUAGES "C" IMPORTED_LOCATION "${MPFR_LIBRARY}")
+endif()

config.hpp.in

@@ -0,0 +1,11 @@
+#ifndef AUDI_CONFIG_HPP
+#define AUDI_CONFIG_HPP
+
+// Start of defines instantiated by CMake.
+// clang-format off
+#define AUDI_VERSION_STRING "@audi_VERSION@"
+#define AUDI_VERSION_MAJOR @audi_VERSION_MAJOR@
+#define AUDI_VERSION_MINOR @audi_VERSION_MINOR@
+@AUDI_ENABLE_MPPP@
+
+#endif

doc/sphinx/index.rst

@@ -2,7 +2,7 @@ Audi and pyaudi
 ================================
 
 Audi (not the car, rather from latin: "listen!") is an open source, header only, C++ library 
-(exposed to python in the pyaudi package) that implements the algebra of Taylor truncated polynomials and
+(exposed to python in the pyaudi package) that implements the differential algebra of Taylor truncated polynomials and
 a few algorithms useful for its applications (Differential Intelligence, automatic differentiation, Taylor Models, etc.)
 
 When used for automated differentiation only, other automated differentiation codes may be more
@@ -45,6 +45,8 @@ Audi is open source (GPL3) and its code available in github <https://github.com/
    notebooks/example00.ipynb
    notebooks/example01.ipynb
    notebooks/vectorized_double.ipynb
+   notebooks/mp_gdual.ipynb
+
 
 .. toctree::
    :maxdepth: 2

doc/sphinx/notebooks/map_inversion.ipynb

@@ -493,7 +493,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.6.4"
+   "version": "3.6.5"
   }
  },
  "nbformat": 4,