Introduction
The MCKL library provides a framework for implementing Monte Carlo algorithms. It was originally developed for the purpose of parallel implementation of SMC algorithms. But it now supports other algorithms as well. The library provides basic building blocks for implementing parallelizable Monte Carlo algorithms.
Installation
This is a header only template C++ library. To install the library just move
the contents of the include
directory into a proper place, e.g.,
/usr/local/include
on Unix-alike systems.
Documentation
Doxygen generated reference manuals for the master and develop branches, as well as for individual releases can be found online (see release notes for links). A Manual is also provided.
Third-party dependencies
This library requires a working BLAS implementation. Some of the library's
functionalities can only be used if a optional dependencies are present.
Notably, HDF5, TBB, OpenMP and MKL. One can tell
the library that these optional features are available by defining
configuration macros such as -DMCKL_HAS_HDF5=1
during compilation.
Compiler support
This library makes heavy use of some template metaprogramming techniques. It requires a C++11 standard conforming compiler.
This library has been regularly tested with recent Clang, GCC and Intel C++ Compiler in C++11 mode.
Other compilers might work but are not tested. Complete C++11 implementation is required with thread-local storage as an exception.
Examples
Examples are in the example
subdirectory, to build them,
export CXXFLAGS="-std=c++11"
cd /path_to_MCKL_source
mkdir build
cd build
cmake .. -DCMAKE_BUILD_TYPE=Release
make example
Some examples may only be built if optional dependencies are present.
License
The MCKL library is distributed with a 2-clause BSD license which can be found
in the LICENSE
file distributed with the source.