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Support intersection between an Hpolytope and an ellipsoid #287

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Support intersection between an Hpolytope and an ellipsoid #287

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Commits on Mar 28, 2022

  1. Added some images

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    iakoviid authored Mar 28, 2022
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Commits on Sep 2, 2022

  1. bringing simd files

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  2. debugging

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  3. debugging

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  4. debugging

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  5. minor change

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  6. minor change

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  7. minor change

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  8. debugging

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  9. debugging

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  10. debugging

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  11. debugging

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Commits on Sep 3, 2022

  1. minor changes

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  2. debugging

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  3. debugging

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  4. debugging

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  5. Matrix manipulation changes

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  6. debugging

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  7. debugging

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  8. debugging

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  9. making the additional units

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  10. Making dynamic weights module

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  11. dynamic weight vectorization

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Commits on Sep 4, 2022

  1. dynamic step size vectorization

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  2. clean up

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  3. debugging

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  4. minor changes

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Commits on Sep 6, 2022

  1. bring on changes on preparation module

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  2. changed walk contructor

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  3. minor changes

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  4. minor changes

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  5. bring in oracle functors

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  6. minor changes

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  7. minor change

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Commits on Sep 7, 2022

  1. integrating simdlen in tests

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  2. changes in unit test

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  3. fixed minor issue

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  4. typo

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Commits on Sep 8, 2022

  1. minor changes

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  2. typo

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  3. simd benchmark testing

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Commits on Sep 9, 2022

  1. Minor change

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  2. enabling additional modules

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  3. counting only non burnin time

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  4. updating benchmark

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  5. changed benchmark

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  6. changes in benchmark

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  7. changes in benchmark file

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  8. changes in benchmark file

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  9. putting additional datasets in the benchmark target times TO DO

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Commits on Sep 10, 2022

  1. merging with the current develop

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  2. minor change

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  3. set benchmarking for trials

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  4. changes in benchmark

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  5. typo

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  6. changes in benchmark

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  7. small changes

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  8. typo

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  9. small changes

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  10. typo

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  11. vectorized masked choice

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  12. minor changes

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Commits on Sep 11, 2022

  1. Added a second file to test simdlen 4 it will be removed sortly

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  2. removed extra files

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  3. change in external folder

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  4. changes in external folder

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Commits on Sep 12, 2022

  1. example changes

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  2. typo

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  3. crhmc_sampling example changes

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  4. changes in examples

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  5. minor changes

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  6. minor changes

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  7. minor changes

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  8. minor changes

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Commits on Sep 14, 2022

  1. file formating

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  2. file formating

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Commits on Sep 23, 2022

  1. made sparse input entry function with extra example

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Commits on Sep 24, 2022

  1. example change

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  2. gitignore

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Commits on Sep 25, 2022

  1. changed fill reducing permutations

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  2. remove binary

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  3. minor change

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Commits on Sep 26, 2022

  1. minor change

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  2. get rid of norm check

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  3. changes in example

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  4. typo

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  5. typo

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  6. changes in example

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Commits on Sep 27, 2022

  1. Made crhmc_sampling function and coresponding example.

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Commits on Sep 28, 2022

  1. made constraint problem struct

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  2. changed sampling functions

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  3. changes in example

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  4. converted pointers to unique_ptr

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  5. added include

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  6. changed examples

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  7. changes in constraint problem

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  8. changed example

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  9. minor changes

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Commits on Oct 7, 2022

  1. adding hessian to Rcpp functors

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  2. removing eigen_indexing from analytic center

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  3. removing eigen indexing from lewis center

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  4. removing eigen indexing from walk

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  5. removing eigen indexing from simple barrier

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  6. removing eigen indexing from weighted barrier

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  7. adding functions to handle indexing in utils

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  8. overloading convert2crhmc_input function

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  9. added a new sampling hunction

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  10. removing indexing from crhmc_problem

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  11. minor changes

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  12. minor changes

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  13. simple R example

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  14. added qd library dependency in makefile

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  15. adding hessian to rcpp functors

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  16. adding CRHMC walk to the sample points documentation

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  17. constraint object documentation

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  18. added qd dependance of the windows makefile

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  19. added sparse constraint problem in polytope modules

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  20. added crhmc capability in sample points

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  21. added qd makefile

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  22. added qd dependency to the cran makefile

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  23. added qd dependency to the cran makefile windows

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  24. automaticaly downloading qd in genCRANpkg

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  25. minor changes

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  26. cleanup

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  27. cleanup

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  28. removed std::cerr

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  29. minor change

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  30. minor change

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  31. minor change

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  32. updated documentation

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  33. updated documentation

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Commits on Oct 8, 2022

  1. documentation

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  2. updated documentation

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  3. added unit test in R

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  4. typo

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Commits on Oct 27, 2022

  1. review changes

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  2. review changes

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Commits on Oct 28, 2022

  1. adding new test

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  2. new test

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  3. adding new test

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  4. typo

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  5. new test

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  6. typo

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  7. typo

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  8. typo

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  9. adding test to cmake

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  10. new test

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  11. new test

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  12. new test

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Commits on Oct 29, 2022

  1. new test

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  2. test unbounded polytopes

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  3. test unbounded polytope

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  4. test undbounded

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  5. test invalid polytopes

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  6. increase coverage

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  7. test unbounded

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Commits on Nov 1, 2022

  1. coding style changes

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  2. changes in test

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  3. typo

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Commits on Nov 2, 2022

  1. Merge remote-tracking branch 'upstream/develop' into crhmc_simd

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Commits on Jan 19, 2023

  1. simpler examples

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  2. simple example

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  3. simple examples

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  4. cleanup examples

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Commits on Feb 3, 2023

  1. Merge branch 'develop' into crhmc_simd

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  2. changes in example

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Commits on Feb 4, 2023

  1. images

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  2. images

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  3. cleanup

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  4. cleanup

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Commits on Feb 5, 2023

  1. cleanup

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  2. qd for windows

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  3. qd

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  4. qd makefile

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  5. r tests

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  6. qd

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  7. r example

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Commits on Feb 6, 2023

  1. cleanup

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  2. reorder

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Commits on Feb 9, 2023

  1. windows test

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  2. checking tests

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Commits on Oct 16, 2023

  1. Merge branch 'develop' into integrate_crmhc_simd

    Apostolos Chalkis committed Oct 16, 2023
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  2. disable an R sampling test for windows

    Apostolos Chalkis committed Oct 16, 2023
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  3. Fix the warning message in R Mac's cran test (GeomScale#285) 

    * copy and replace lp_rlp.h

* remove re-initialization of eta

* update ubuntu version from 18 to 20 in R cran tests

* minor improvements (explanatory comments)

---------

Co-authored-by: Apostolos Chalkis <[email protected]>
    @TolisChal
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  4. Merge branch 'develop' into integrate_crmhc_simd

    Apostolos Chalkis committed Oct 16, 2023
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Commits on Oct 17, 2023

  1. delete commented out code

    Apostolos Chalkis committed Oct 17, 2023
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  2. No-U-Turn Sampler in HMC (GeomScale#216) 

    * initialize nuts sampler class

* implement the burnin of nuts sampler

* add tests and resolve bugs

* implement e0 estimation in burnin of nuts

* optimize leapfrog

* integrate nuts into the R interface

* document random walk in sample_points.cpp in R interface

* fix burnin for the non-truncated case

* resolve bugs in hmc and nuts pipelines

* improve the preprocess in burin step of nuts

* split large lines in sample_points.cpp

* Add NUTS C++ example and update CMake (#29)

* resolve PR comments

* fix minor bug

* fix compiler bug

* fix error in building the C++ examples

* resolve warnings in sample_points

* fix lpsolve cran warning

* fix cran warning on mac

* improve lpsolve cmake for cran check

* fix R warning in mac test

* remove lpsolve header

* resolve PR comments

---------

Co-authored-by: Marios Papachristou <[email protected]>
Co-authored-by: Apostolos Chalkis <[email protected]>
    @TolisChal @papachristoumarios
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  3. resolve conflicts from develop

    Apostolos Chalkis committed Oct 17, 2023
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Commits on Oct 26, 2023

  1. implement sampling from the intersection between an ellipsoid and a p… 

    …olytope
    Apostolos Chalkis committed Oct 26, 2023
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Commits on Oct 31, 2023

  1. expose in R sampling from the intersection EllPoly

    Apostolos Chalkis committed Oct 31, 2023
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  2. fix error in defining the new class

    Apostolos Chalkis committed Oct 31, 2023
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  3. fix compile errors when building cran pkg

    Apostolos Chalkis committed Oct 31, 2023
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  4. fix compile error in sample_points

    Apostolos Chalkis committed Oct 31, 2023
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  5. add documentation for the intersection between an Hpolytope and an el… 

    …lipsoid
    Apostolos Chalkis committed Oct 31, 2023
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  6. fix brackets in new documentation

    Apostolos Chalkis committed Oct 31, 2023
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Commits on Nov 2, 2023

  1. Use of SIMD computation in CRHMC walk [fixed] (GeomScale#286)

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  2. implement Dirichlet oracles

    Apostolos Chalkis committed Nov 2, 2023
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  3. resolve conflicts

    Apostolos Chalkis committed Nov 2, 2023
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  4. expose dirichlet sampling in R

    Apostolos Chalkis committed Nov 2, 2023
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Commits on Nov 4, 2023

  1. fix compile errors in dirichlet oracles and implement an example

    Apostolos Chalkis committed Nov 4, 2023
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  2. fix compile error in sample_points.cpp

    Apostolos Chalkis committed Nov 4, 2023
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Commits on Nov 10, 2023

  1. fix compile errors and provide a dirichlet sampling example in r

    Apostolos Chalkis committed Nov 10, 2023
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Commits on Nov 11, 2023

  1. adding dirichlet r examples

    Apostolos Chalkis committed Nov 11, 2023
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Commits on Nov 12, 2023

  1. change position of the new polytope module

    Apostolos Chalkis committed Nov 12, 2023
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  2. fixing cran warnings on new rcpp module

    Apostolos Chalkis committed Nov 12, 2023
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