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NoisyFunMin

C++ Library for minimising noisy functions, such as integrals computed with the Monte Carlo method.

In doc/ there is a user manual in pdf (not accurate for current master!) and a config for doxygen.

In examples/ and test/ there are examples and tests for the library.

Some subdirectories come with an own README.md file which provides further information.

Supported Systems

Currently, we automatically test the library on Arch Linux (GCC 8) and MacOS (with clang as well as brewed GCC 8). However, in principle any system with C++11 supporting compiler should work.

Requirements

  • CMake, to use our build process
  • (optional) valgrind, to run ./run.sh in test/
  • (optional) pdflatex, to compile the tex file in doc/
  • (optional) doxygen, to generate doxygen documentation in doc/doxygen

Build the library

Copy the file config_template.sh to config.sh, edit it to your liking and then simply execute the command

./build.sh

Note that we build out-of-tree, so the compiled library and executable files can be found in the directories under ./build/.

First steps

You may want to read doc/user_manual.pdf to get a quick overview of the libraries functionality. However, it is not guaranteed to be perfectly up-to-date and accurate. Therefore, the best way to get your own code started is by studying the examples in examples/. See examples/README.md for further guidance.