Review all code

CMakeLists.txt

@@ -0,0 +1,29 @@
+cmake_minimum_required (VERSION 2.8)
+
+include(cmake/LookUp-GreatCMakeCookOff.cmake)
+set(LIBRARY_OUTPUT_PATH ${CMAKE_SOURCE_DIR}/build/lib)
+set(EXECUTABLE_OUTPUT_PATH ${CMAKE_SOURCE_DIR}/tests)
+string(ASCII 27 Esc)
+
+option(double "Enable testing" off)
+
+if(double)
+  add_definitions(-DDOUBLE__PRECISION)
+endif()
+
+
+set(ColourReset "${Esc}[m")
+set(Red  "${Esc}[1;31m")
+message("${Red}export PYTHONPATH=$PYTHONPATH:${LIBRARY_OUTPUT_PATH} ${ColourReset}")
+
+find_package(Numpy REQUIRED)
+find_package(CoherentPython REQUIRED)
+find_package(CUDA QUIET REQUIRED)
+
+find_library(FOUND_CUBLAS cublas)
+include_directories(${PYTHON_INCLUDE_DIRS})
+include_directories(${NUMPY_INCLUDE_DIRS}/numpy)
+
+set(CUBLAS_TARGET_LINK ${FOUND_CUBLAS})
+
+subdirs(gp_emulator/gpu)

MANIFEST.in

@@ -1,2 +1,3 @@
 include setup.py README.rst
-recursive-include gp_emulator/GaussianProcess.py __init__.py lhd.py multivariate_gp.py save_emulators.py
+#recursive-include gp_emulator/ GaussianProcess.py __init__.py lhd.py multivariate_gp.py save_emulators.py
+#include build/lib/_gpu_predict.so

README.rst

@@ -8,8 +8,38 @@ GP emulators
 
 This repository contains an implementation of GPs for emulation in Python. Although many different implementations exist, this particular one deals with fast GP predictions for large number of input vectors, where the training data sets are typically modest (e.g. less than 300 samples). Access to the emulation's partial derivatives and Hessian matrix is calculated, and training is also taken care of.
 
-You can install with 
+Requirements:
+---------
+* python ( 2.7 or later )
+* numpy
+* scipy
+* GPU predict module:
+    * cmake 
+    * CUDA 5.0 or later
+    * CUnit
 
-        python setup.py install
+Install with GPU predict:
+---------
+1. decide precision by modifying  CMakeList.txt 
+   `add_definition(-DDOUBLE_PRECISION) # double`
+2. install
+   `python setup.py install`
+
+Tests (for GPU predict):
+----------
 
-The only requirements are (if memory serves) numpy and scipy.
+test: `python setup.py test`
+
+benchmark:`python setup.py benchmark`
+
+1. Unit testing ([unit_tests.py](https://github.com/UCL/gp_emulator/blob/master/tests/unit_tests.py)):
+   * random inputs generated by python predict
+   * operate unit testings of GPU functions. 
+   * compare GPU and python outputs
+2. benchmark [benchmark.py](https://github.com/UCL/gp_emulator/blob/master/tests/benchmark.py)
+   * obtain speedup of GPU predict  
+   * random inputs
+3. testing emulator ([testing_emulator.py](https://github.com/UCL/gp_emulator/blob/master/tests/test_perband_emulator.py))
+   * read real data from .zpn file
+   * run emulator with and without GPU
+

build/.gitignore

@@ -0,0 +1,4 @@
+# Ignore everything in this directory
+*
+# Except this file
+!.gitignore

cmake/LookUp-GreatCMakeCookOff.cmake

@@ -0,0 +1,59 @@
+# This file is part of the GreatCMakeCookOff package and distributed under the MIT Licences.
+# Upon inclusion in a cmake file, it will download the GreatCMakeCookOff and make itself known to
+# CMake. It should be added explicitely to build systems that make use of recipes from the cook-off.
+# And it should be included prior to using cook-off recipes:
+#
+# ```{CMake}
+# include(LookUp-GreatCMakeCookOff)
+# ```
+
+
+# First attempts to find the package
+set(COOKOFF_DOWNLOAD_DIR "${PROJECT_BINARY_DIR}/external/src/GreatCMakeCookOff")
+find_package(GreatCMakeCookOff NO_MODULE PATHS "${COOKOFF_DOWNLOAD_DIR}" QUIET)
+
+# Otherwise attempts to download it.
+# Does not use ExternalProject_Add to avoid doing a recursive cmake step.
+if(NOT GreatCMakeCookOff_FOUND)
+  message(STATUS "[GreatCMakeCookOff] not found. Will attempt to clone it.")
+
+  # Need git for cloning.
+  find_package(Git)
+  if(NOT GIT_FOUND)
+    message(FATAL_ERROR "[Git] not found. Cannot download GreatCMakeCookOff")
+  endif()
+
+  # Remove GreatCMakeCookOff directory if it exists
+  if(EXISTS "${COOKOFF_DOWNLOAD_DIR}")
+    execute_process(
+      COMMAND ${CMAKE_COMMAND} -E remove_directory "${COOKOFF_DOWNLOAD_DIR}"
+      OUTPUT_QUIET
+    )
+  endif()
+  if(NOT COOKOFF_GITREPO)
+      set(COOKOFF_GITREPO https://github.com/UCL/GreatCMakeCookOff.git)
+  endif()
+  execute_process(
+    COMMAND ${GIT_EXECUTABLE} clone "${COOKOFF_GITREPO}"
+         "${COOKOFF_DOWNLOAD_DIR}"
+    RESULT_VARIABLE CLONING_COOKOFF
+    OUTPUT_QUIET
+    ERROR_VARIABLE CLONING_ERROR
+  )
+
+  if(NOT ${CLONING_COOKOFF} EQUAL 0)
+    message(STATUS "${CLONING_ERROR}")
+    message(FATAL_ERROR "[GreatCMakeCookOff] git cloning failed.")
+  else()
+    message(STATUS "[GreatCMakeCookOff] downloaded to ${COOKOFF_DOWNLOAD_DIR}")
+    find_package(GreatCMakeCookOff NO_MODULE PATHS "${COOKOFF_DOWNLOAD_DIR}" QUIET)
+  endif()
+
+  set(GreatCMakeCookOff_DIR "${COOKOFF_DOWNLOAD_DIR}/cmake")
+  set(GreatCMakeCookOff_FOUND TRUE)
+endif()
+unset(COOKOFF_DOWNLOAD_DIR)
+
+# Adds GreatCMakeCookOff to module paths
+initialize_cookoff()
+

data/.gitignore

@@ -0,0 +1,4 @@
+# Ignore everything in this directory
+*
+# Except this file
+!.gitignore

doc/build.sh

@@ -0,0 +1 @@
+pandoc report.md -o report.pdf -H report.latex

doc/report.latex

@@ -0,0 +1,48 @@
+\let\oldlongtable\longtable
+\def\longtable{\tiny \oldlongtable}
+\usepackage[svgnames]{xcolor}
+\usepackage{libertine}
+\usepackage{framed}
+\let\oldquote\quote
+\let\endoldquote\endquote
+\definecolor{verypalegreen}{RGB}{252,255,250}
+\colorlet{shadecolor}{verypalegreen}
+
+\makeatletter
+\def\shadequote{\begin{snugshade}\begin{oldquote}}
+\def\endshadequote{%
+  \end{oldquote}\end{snugshade}}
+\makeatother
+\renewenvironment{quote}{\begin{shadequote}}{\end{shadequote}}
+\usepackage{lettrine} % Package to accentuate the first letter of the text  
+\usepackage{fix-cm}	 % Custom font sizes - used for the initial letter in the document
+
+\definecolor{uclmidgreen}{RGB}{130,141,55}
+
+\newcommand{\initial}[1]{ % Defines the command and style for the first letter
+\lettrine[lines=3,lhang=0.3,nindent=0em]{
+\color{DarkGreen}
+{\textsf{#1}}}{}}
+
+\usepackage{sectsty} % Enables custom section titles
+\sectionfont{\color{uclmidgreen} \usefont{OT1}{phv}{b}{n}} % Change the font of all section commands
+\subsectionfont{\color{DarkSeaGreen} \usefont{OT1}{phv}{b}{n}} % Change the font of all section commands
+
+\usepackage{titling} % Allows custom title configuration 
+\newcommand{\HorRule}{\color{DarkSeaGreen} \rule{\linewidth}{1pt}} % Defines the gold horizontal rule around the title
+
+\pretitle{
+\vspace{-30pt} \begin{flushleft} \HorRule \fontsize{38}{38} \usefont{OT1}{phv}{b}{n} \color{uclmidgreen} \selectfont} % Horizontal rule before the title
+
+\posttitle{\par\end{flushleft}\begin{flushleft}\fontsize{25}{25} \usefont{OT1}{phv}{b}{n} \color{Black} GPU acceleration of Gaussian process emulator\selectfont \end{flushleft}\vskip 0.5em } % Whitespace under the title and subtitle
+
+\preauthor{\begin{flushleft}\large \lineskip 0.5em \usefont{OT1}{phv}{b}{sl} \color{uclmidgreen} Sinan Shi}% Author font configuration
+
+\postauthor{\footnotesize \usefont{OT1}{phv}{m}{sl} \color{Black} % Configuration for the institution name
+
+
+University College London% Your institution
+
+\par\end{flushleft}\HorRule} % Horizontal rule after the title
+
+\hypersetup{linkcolor=black}