Lecture 1 Activity 2

Eigenmvn from github

Hi,

We talked about multivariate normal distribution sampling the other day. I saw an implementation on github. See if you can get the test case to run. Maybe we can incorporate it in our own code. https://github.com/beniz/eigenmvn

Chris T.A.

Goal: follow the instruction "Usage" and successfully generate the plot in readme.

Obtain the source code from github

cd /mnt/scratch-lustre/$USER/
git clone https://github.com/beniz/eigenmvn
ls
cd eigenmvn

Read the README..md file

Prepare for compilation

Breakdown of the compilation command:

g++ -I/usr/include -I/usr/include/eigen3 -g -std=c++11 test_eigenmvn.cc
-o te

• g++: use the gnu C++ compiler
  • We should load a gcc module.

module avail gcc
module load gcc/4.9.2

• -I/usr/include: link to the system header files
  • Headers in this directory is automatically included by compiler. This option is not needed.
  • Check source code to see if non-standard header files are needed.
• -I/usr/include/eigen3: link to eigen3 headers
  • Check /usr/include directory to see if eigen3 is present.
  • If not, install eigen3 first.

head test_eigenmvn.cc

In output, <fstream> and <iostream> are standard. Is eigenmvn.h available?

ls /usr/include | grep eigen3 returns nothing. It needs to be installed.

• -g: related to debugging
• -std=c++11: use the C++ 11 standard
• test_eigenmvn.cc: source code to be compiled
• -o te output to executible te
  • We will change the output to "test_eigenmvn" instead, the base name of the source code.

Install Eigen3

Find the Eigen3 homepage

http://eigen.tuxfamily.org/index.php?title=Main_Page

Decide on the build and installation path:

• Build path: /mnt/scratch-lustre/$USER/src
• Installation path: /mnt/scratch-lustre/$USER/opt/eigen3

Download the latest stable release and extract

cd /mnt/scratch-lustre/$USER/src
wget http://bitbucket.org/eigen/eigen/get/3.2.8.tar.gz
tar -zxf 3.2.8.tar.gz  # -z unzip "gz", -x "extract", -f specify "file"

Navigate into the source directory and learn how to install

cd eigen-eigen-07105f7124f9
less INSTALL

Follow this insturction:

"You can use right away the headers in the Eigen/ subdirectory. In order to install, just copy this Eigen/ subdirectory to your favorite location."

mkdir -p /mnt/scratch-lustre/$USER/opt/eigen3
# Do not append a trailing  slash after "Eigen" in the command below
rsync -avP Eigen /mnt/scratch-lustre/$USER/opt/eigen3
ls /mnt/scratch-lustre/$USER/opt/eigen3/Eigen

Clean up. Remove the uncompressed directory and leave the tar ball.

cd ..; rm -rf eigen-eigen-07105f7124f9

Compile, run, and plot test case for eigenmvn

Back to the eigenmvn directory. Now we can compile, run and plot. Edit the eigen3 path to our installation path.

cd /mnt/scratch-lustre/$USER/eigenmvn
g++ -I/mnt/scratch-lustre/$USER/opt/eigen3 -g -std=c++11
test_eigenmvn.cc -o test_eigenmvn
./test_eigenmvn
gnuplot
plot 'samples_solver.txt', 'samples_cholesky.txt'