Merge pull request #11 from zoj613/wheels

Author: zoj613

Makefile

@@ -1,11 +1,30 @@
-.PHONY: clean pkg test
+#Copyright (c) 2020, Zolisa Bleki
+#SPDX-License-Identifier: BSD-3-Clause */
+.PHONY: clean pkg test wheels cythonize
+
+DOCKER_IMAGES=quay.io/pypa/manylinux1_x86_64\
+	      quay.io/pypa/manylinux2010_x86_64\
+	      quay.io/pypa/manylinux2014_x86_64
+
+
+define make_wheels
+	docker pull $(1) 
+	docker container run -t --rm -e PLAT=$(strip $(subst quay.io/pypa/,,$(1))) \
+		-v $(shell pwd):/io $(1) /io/build-wheels.sh
+endef
 
 clean:
-	rm -Rf build/ dist/ pyhtnorm/*.c pyhtnorm/*.html __pycache__ pyhtnorm/__pycache__
+	rm -Rf build/* dist/* pyhtnorm/*.c pythtnorm/*.so pyhtnorm/*.html \
+		__pycache__ pyhtnorm/__pycache__ pyhtnorm.egg-info
 
 test:
 	pytest -v
 
-pkg: clean
-	poetry build -f wheel
+cythonize:
+	cythonize pyhtnorm/*.pyx
+
+sdist: cythonize
 	poetry build -f sdist
+
+wheels: clean cythonize
+	$(foreach img, $(DOCKER_IMAGES), $(call make_wheels, $(img));)	

README.md

@@ -95,8 +95,23 @@ int main ()
 
 ## Python API
 
-A high level python interface to the library is also provided. Installing it from 
-source requires an installation of [poetry][7] and the following shell commands:
+A high level python interface to the library is also provided. Linux users can 
+install it using wheels via pip (thus not needing to worry about availability of C libraries),
+```bash
+pip install pyhtnorm
+```
+Wheels are not provided for MacOS. To install via pip, one can run the following commands:
+```bash
+#set the path to BLAS installation headers
+export INCLUDE_DIR=<path/to/headers>
+#set the path to BLAS shared library
+export LIBS_DIR=<some directory>
+#set the name of the BLAS shared library (e.g. "openblas")
+export LIBS=<lib name>
+# finally install via pip so the compilation and linking can be done correctly
+pip install pyhtnorm
+```
+Alternatively, one can install it from source. This requires an installation of [poetry][7] and the following shell commands:
 
 ```bash
 $ git clone https://github.com/zoj613/htnorm.git
@@ -105,6 +120,7 @@ $ poetry install
 # add htnorm to python's path
 $ export PYTHONPATH=$PWD:$PYTHONPATH
 ```
+
 Below is an example of how to use htnorm in python to sample from a multivariate
 gaussian truncated on the hyperplane ![sumzero](https://latex.codecogs.com/svg.latex?%5Cmathbf%7B1%7D%5ET%5Cmathbf%7Bx%7D%20%3D%200) (i.e. making sure the sampled values sum to zero)
 
@@ -119,9 +135,9 @@ k1 = 1000
 k2 = 1
 npy_rng = np.random.default_rng()
 temp = npy_rng.random((k1, k1))
-cov = a @ a.T + np.diag(npy_rng.random(k1))
+cov = temp @ temp.T + np.diag(npy_rng.random(k1))
 G = np.ones((k2, k1))
-r = np.zeros(k1)
+r = np.zeros(k2)
 mean = npy_rng.random(k1)
 
 samples = rng.hyperplane_truncated_mvnorm(mean, cov, G, r)

build-wheels.sh

@@ -0,0 +1,37 @@
+#!/bin/bash
+set -e -u -x
+# adapted from pypa's python-manylinux-demo and
+# https://github.com/sdispater/pendulum/blob/master/build-wheels.sh
+
+# navigate to the root of the mounted project
+cd $(dirname $0)
+
+bin_arr=(
+    /opt/python/cp36-cp36m/bin
+    /opt/python/cp37-cp37m/bin
+    /opt/python/cp38-cp38/bin
+)
+# add  python to image's path
+export PATH=/opt/python/cp38-cp38/bin/:$PATH
+# download && install poetry
+curl -sSL https://raw.githubusercontent.com/python-poetry/poetry/master/get-poetry.py | python
+
+# install openblas
+yum install -y openblas-devel zip
+
+function build_poetry_wheels
+{
+    # build wheels for 3.6-3.8 with poetry 
+    for BIN in "${bin_arr[@]}"; do
+        rm -Rf build/*
+        BUILD_WHEELS=1 "${BIN}/python" ${HOME}/.poetry/bin/poetry build -f wheel
+    done
+
+    # add C libraries to wheels
+    for whl in dist/*.whl; do
+        auditwheel repair "$whl" --plat $1
+        rm "$whl"
+    done
+}
+
+build_poetry_wheels "$PLAT"

build.py

@@ -1,4 +1,5 @@
 from distutils.core import Extension
+import os
 
 
 source_files = [
@@ -12,14 +13,38 @@
     "src/htnorm.c"
 ]
 
+# get environmental variables to determine the flow of the build process
+BUILD_WHEELS = os.getenv("BUILD_WHEELS", None)
+INCLUDE_DIR = os.getenv("INCLUDE_DIR", None)
+LIBS_DIR = os.getenv("LIBS_DIR", '/usr/lib')
+LIBS = os.getenv("LIBS", 'openblas')
+
+# necessary directories
+include_dirs = ['/usr/include', '.include']
+libraries = ['m']
+
+# when building manylinux2014 wheels for pypi use different directories as
+# required by CentOS, else allow the user to specify them when building from
+# source distribution
+if BUILD_WHEELS:
+    include_dirs.append('/usr/include/openblas/')
+    library_dirs = ['/lib64/', '/usr/lib64']
+    libraries.append('openblasp')
+else:
+    if INCLUDE_DIR:
+        include_dirs.append(INCLUDE_DIR)
+    library_dirs = [LIBS_DIR]
+    libraries.append(LIBS)
+
 
 extensions = [
     Extension(
         "pyhtnorm._htnorm",
         source_files,
-        include_dirs=['/usr/include/', 'include'],
-        library_dirs=['/usr/lib'],
-        libraries=['cblas', 'lapacke', 'm'],
+        include_dirs=include_dirs,
+        library_dirs=library_dirs,
+        libraries=libraries,
+        extra_compile_args=['-std=c11']
     )
 ]
 

poetry.lock

@@ -1 +1,3 @@
 from ._htnorm import HTNGenerator
+
+__version__ = '0.1.0'

pyhtnorm/__init__.py

@@ -9,13 +9,20 @@ repository = "https://github.com/zoj613/htnorm/"
 keywords = [
     'statistical sampling',
     'multivariate gaussian distribution',
+    'hyperplane truncated multivariate normal',
+    'structured precision multivariate normal',
     'sampling distribution',
     'posterior sampling'
 ]
+packages = [{include = "pyhtnorm/*.py"}]
 include = [
+    {path = "pyhtnorm/*.c", format = "sdist"},
     {path = "include", format = "sdist"},
     {path = "src/*.c", format = "sdist"},
     {path = "src/*.h", format = "sdist"},
+    {path = "src/*.txt", format = "sdist"},
+
+    {path = "pyhtnorm/*.pxd"}
 ]
 
 [tool.poetry.build]
@@ -28,6 +35,7 @@ python = "^3.6.1"
 Cython = "^0.29.20"
 numpy = "*"
 pytest = "*"
+toml = "^0.10.2"
 
 [build-system]
 requires = ["poetry-core>=1.0.0a9", "wheel", "setuptools"]

pyproject.toml

@@ -12,8 +12,8 @@ CFLAGS := -std=c11 -fwrapv -O3 -fPIC -funroll-loops -pedantic -g -pthread \
 	-Wno-missing-braces
 
 # set default include directory for BLAS include files
-INCLUDE_DIRS ?= /usr/include
-override INCLUDE_DIRS := -I../include -I$(INCLUDE_DIRS)
+INCLUDE_DIR ?= /usr/include
+override INCLUDE_DIRS := -I../include -I$(INCLUDE_DIR)
 LDIR := ../lib
 # set default include directory for BLAS shared library
 LIBS_DIR ?= /usr/lib
@@ -29,7 +29,7 @@ OBJ= $(patsubst %.c, $(ODIR)/%.o, $(SRCFILES))
 
 $(ODIR)/%.o: %.c
 	mkdir -p $(ODIR) 
-	$(CC) $(CFLAGS) $(INCLUDE_DIRS) -o $@ -c $^
+	$(CC) $(CFLAGS) $(INCLUDE_DIR) -o $@ -c $^
 
 lib: $(LDIR)/lib$(NAME).so
 	ldconfig -v -n $(LDIR)

src/Makefile

@@ -55,10 +55,6 @@ hyperplane_truncated_norm_1d_g(const ht_config_t* conf, double* out)
 int
 htn_hyperplane_truncated_mvn(rng_t* rng, const ht_config_t* conf, double* out)
 {
-    // check if g's number of rows is 1 and use an optimized function
-    if (conf->gnrow == 1)
-        return hyperplane_truncated_norm_1d_g(conf, out);
-
     const size_t gncol = conf->gncol;  // equal to the dimension of the covariance
     const size_t gnrow = conf->gnrow;
     const bool diag = conf->diag;
@@ -72,6 +68,10 @@ htn_hyperplane_truncated_mvn(rng_t* rng, const ht_config_t* conf, double* out)
     if (info)
         return info;
 
+    // check if g's number of rows is 1 and use an optimized function
+    if (gnrow == 1)
+        return hyperplane_truncated_norm_1d_g(conf, out);
+
     double* gy = malloc(gnrow * sizeof(*gy));
     if (gy == NULL)
         return HTNORM_ALLOC_ERROR;

src/htnorm.c

@@ -66,6 +66,11 @@ def test_hypertruncated_mvn(hypertruncated_mvn_data):
     # test results of passing output array through the `out` parameter
     g.hyperplane_truncated_mvnorm(mean, cov, G, r, out=arr1)
     assert not np.allclose(arr1, arr2)
+    # test results of samples truncated on the hyperplane sum(x) = 0
+    G = np.ones((1, G.shape[1]))
+    r = np.zeros(1)
+    g.hyperplane_truncated_mvnorm(mean, cov, G, r, out=arr1)
+    assert np.allclose(sum(arr1), 0)
 
 
 def test_structured_mvn(structured_mvn_data):

tests/test_pyhtnorm.py

@@ -0,0 +1,8 @@
+import toml
+
+from pyhtnorm import __version__
+
+
+def test_version():
+    setup = toml.load('./pyproject.toml')
+    assert __version__ == setup['tool']['poetry']['version']