Merge branch '28-migrate-to-mluq' into 'feature'

Resolve "Migrate to MLUQ"

Closes #28

See merge request !40

CMakeLists.txt

 cmake_minimum_required(VERSION 3.5.1)
-project(MLMC)
+project(MLUQ)
 
 set(SPACE_DIM 2 CACHE STRING "SPACE_DIM")
 set(USE_FFTW ON CACHE STRING "USE_FFTW")
@@ -10,7 +10,7 @@ set(COMPILER_OPTIMIZE -O3 CACHE STRING "COMPILER_OPTIMIZE")
 set(NO_DEPRECATED OFF CACHE STRING "NO_DEPRECATED")
 set(AFFINE_LINEAR_TRAFO ON CACHE STRING "AFFINE_LINEAR_TRAFO")
 set(BUILD_TESTS OFF CACHE STRING "BUILD_TESTS")
-set(BUILD_MLMC_TESTS ON CACHE STRING "BUILD_MLMC_TESTS")
+set(BUILD_MLUQ_TESTS ON CACHE STRING "BUILD_MLUQ_TESTS")
 #---------------------------------------------------------------------------------------#
 
 set(CMAKE_INSTALL_PREFIX ${PROJECT_BINARY_DIR})
@@ -27,8 +27,6 @@ include_directories(${PROJECT_SOURCE_DIR}/TASMANIAN/SparseGrids)
 include_directories(${PROJECT_SOURCE_DIR}/TASMANIAN/SparseGrids/Benchmarks)
 include_directories(${PROJECT_SOURCE_DIR}/TASMANIAN/DREAM)
 
-
-
 # include M++
 include(mpp/CMakeLists.txt)
 
@@ -45,18 +43,18 @@ link_directories(${PROJECT_SOURCE_DIR}/sprng5/lib)
 include_directories(${PROJECT_SOURCE_DIR}/sprng5/include)
 
 # Subdirectories
-add_mpp_subdirectory(${PROJECT_SOURCE_DIR}/mlmc/src/)
+add_mpp_subdirectory(${PROJECT_SOURCE_DIR}/mluq/src/)
 
 # Executables
-add_executable(MLMC-M++ mlmc/src/Main.cpp)
+add_executable(MLUQ-M++ mluq/src/Main.cpp)
 
 # Linking
-target_link_libraries(MLMC-M++ MONTECARLO)
+target_link_libraries(MLUQ-M++ MONTECARLO)
 
 # Tests
-if (BUILD_MLMC_TESTS)
-    include_directories(mlmc/tests/)
-    add_subdirectory(mlmc/tests/)
+if (BUILD_MLUQ_TESTS)
+    include_directories(mluq/tests/)
+    add_subdirectory(mluq/tests/)
 endif ()
 
 

mlmc/tests/estimators/TestTasmanian.cpp

-#include "TestEnvironment.hpp"
-#include "TasmanianSparseGrid.hpp"
-
-
-//using namespace TasGrid;
-
-class TestTasmanian : public Test {
-protected:
-  TasGrid::TasmanianSparseGrid grid;
-
-  TasGrid::TypeOneDRule rule;
-
-  TasGrid::TypeDepth type;
-
-  TestTasmanian(TasGrid::TypeDepth type, TasGrid::TypeOneDRule rule) :
-    type(type), rule(rule) {
-    // Adapted for each test case
-  }
-
-  void TearDown() override {
-    // grid clear
-  }
-};
-
-double TestFunction(std::vector<double> x) {
-  return 1.0;
-}
-
-class TestClenshawCurtis : public TestTasmanian {
-public:
-  TestClenshawCurtis() : TestTasmanian(TasGrid::type_level,
-                                       TasGrid::rule_clenshawcurtis) {}
-};
-
-TEST_F(TestClenshawCurtis, TestNodes) {
-
-  std::cout
-    << "\n---------------------------------------------------------------------------------------------------\n";
-  std::cout << std::scientific;
-  std::cout.precision(17);
-  std::cout << "Example 1:  integrate f(x,y) = exp(-x^2) * cos(y),\n"
-       << "            using clenshaw-curtis nodes and grid of type level\n";
-
-  int dimension = 2;
-  int level = 6;
-
-  TasGrid::TasmanianSparseGrid grid;
-  grid.makeGlobalGrid(dimension,
-                      0,
-                      level,
-                      TasGrid::type_level,
-                      TasGrid::rule_clenshawcurtis);
-  std::vector<double> points = grid.getPoints();
-  std::vector<double> weights = grid.getQuadratureWeights();
-  int num_points = grid.getNumPoints(); // also equal to weights.size()
-
-  double I = 0.0;
-  for (int i = 0; i < num_points; i++) {
-    double x = points[i * dimension];
-    double y = points[i * dimension + 1];
-    I += weights[i] * std::exp(-x * x) * std::cos(y);
-  }
-
-  double exact = 2.513723354063905e+00;
-  double E = std::abs(exact - I);
-  std::cout << "      at level: " << level
-       << "\n      the grid has: " << num_points
-       << "\n      integral: " << I
-       << "\n         error: " << E << "\n\n";
-
-  level = 7;
-
-  grid.makeGlobalGrid(dimension,
-                      0,
-                      level,
-                      TasGrid::type_level,
-                      TasGrid::rule_clenshawcurtis);
-  points = grid.getPoints();
-  weights = grid.getQuadratureWeights();
-  num_points = grid.getNumPoints();
-
-  I = 0.0;
-  for (int i = 0; i < num_points; i++) {
-    double x = points[i * dimension];
-    double y = points[i * dimension + 1];
-    I += weights[i] * std::exp(-x * x) * std::cos(y);
-  }
-
-  E = std::abs(exact - I);
-  std::cout << "      at level: " << level
-       << "\n      the grid has: " << num_points
-       << "\n      integral: " << I
-       << "\n         error: " << E << endl;
-}
-
-int main(int argc, char **argv) {
-  return MppTest(
-    MppTestBuilder(argc, argv).
-      WithScreenLogging().
-      WithPPM()
-  ).RUN_ALL_MPP_TESTS();
-}

mlmc/tests/estimators/TestTasmanianInterface.hpp

-#ifndef TESTTASMANIANINTERFACE_HPP
-#define TESTTASMANIANINTERFACE_HPP
-
-
-
-class TestTasmanian {
-};
-
-#endif //TESTTASMANIANINTERFACE_HPP