mirror of
https://github.com/lavaux/glmath.git
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initial import
This commit is contained in:
commit
0b974ba7cc
0
CHANGELOG.md
Normal file
0
CHANGELOG.md
Normal file
45
ext_src/_cosmomath.pyx
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45
ext_src/_cosmomath.pyx
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@ -0,0 +1,45 @@
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#cython: language_level=3
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import numpy as np
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cimport numpy as np
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np.import_array()
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np.import_ufunc()
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cdef extern from "sys/types.h":
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ctypedef np.int64_t int64_t
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cdef extern from "numpy/npy_common.h":
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ctypedef npy_intp
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cdef extern from "special_math.hpp" namespace "CosmoTool":
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T log_modified_bessel_first_kind[T](T v, T z) except + nogil
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cdef extern from "numpy_adaptors.hpp" namespace "CosmoTool":
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void parallel_ufunc_dd_d[T,IT](char **args, IT* dimensions, IT* steps, void *func)
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|
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cdef np.PyUFuncGenericFunction loop_func[1]
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cdef char input_output_types[3]
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cdef void *elementwise_funcs[1]
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loop_func[0] = <np.PyUFuncGenericFunction>parallel_ufunc_dd_d[double,npy_intp]
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input_output_types[0] = np.NPY_DOUBLE
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input_output_types[1] = np.NPY_DOUBLE
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input_output_types[2] = np.NPY_DOUBLE
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elementwise_funcs[0] = <void*>log_modified_bessel_first_kind[double]
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log_modified_I = np.PyUFunc_FromFuncAndData(
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loop_func,
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elementwise_funcs,
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input_output_types,
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1, # number of supported input types
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2, # number of input args
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1, # number of output args
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0, # `identity` element, never mind this
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"log_modified_bessel_first_kind", # function name
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"log_modified_bessel_first_kind(v: Float, z: Float) -> Float", # docstring
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||||
0 # unused
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)
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|
30
ext_src/numpy_adaptors.hpp
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30
ext_src/numpy_adaptors.hpp
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#ifndef __COSMOTOOL_NUMPY_ADAPTOR_HPP
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#define __COSMOTOOL_NUMPY_ADAPTOR_HPP
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namespace CosmoTool {
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template<typename T, typename IT>
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void parallel_ufunc_dd_d(char **args, IT* dimensions, IT* steps, void *func) {
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IT i;
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IT n = dimensions[0];
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char *in = args[0], *in2 = args[1], *out = args[2];
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IT in_step = steps[0], in2_step = steps[1], out_step = steps[2];
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double tmp;
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typedef double (*F_t)(double,double);
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F_t f = (F_t)func;
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#pragma omp parallel for schedule(static)
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for (i = 0; i < n; i++) {
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T *out_t = (T *)(out + i * out_step);
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T *in_t = (T *)(in + i * in_step);
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T *in2_t = (T *)(in2 + i * in2_step);
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*out_t = f(*in_t, *in2_t);
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}
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}
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}
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#endif
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231
ext_src/special_math.hpp
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231
ext_src/special_math.hpp
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@ -0,0 +1,231 @@
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// Original code derived from Boost and is distributed here
|
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// under the Boost license (licenses/boost-license.txt)
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// Copyright (c) 2006 Xiaogang Zhang
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// Copyright (c) 2007, 2017 John Maddock
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// Secondary code copyright by its author and is distributed here
|
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// under the BSD-3 license (LICENSE.md). Derived from
|
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// stan/math/prim/fun/log_modified_bessel_first_kind.hpp
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#ifndef __COSMOTOOL_SPECIAL_MATH_HPP
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#define __COSMOTOOL_SPECIAL_MATH_HPP
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#include "algo.hpp"
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#include <boost/math/constants/constants.hpp>
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#include <boost/math/tools/rational.hpp>
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#include <cmath>
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#include <limits>
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// Taken and adapted from
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// https://github.com/stan-dev/math/blob/develop/stan/math/prim/fun/log_modified_bessel_first_kind.hpp
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namespace CosmoTool {
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template <typename T> T log1p_exp(T x) {
|
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if (x > T(0)) {
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return x + std::log1p(std::exp(-x));
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}
|
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return std::log1p(std::exp(x));
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}
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|
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template <typename T> T multiply_log(T a, T b) {
|
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if (a == 0 && b == 0)
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return 0;
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return a * std::log(b);
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}
|
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|
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template <typename T> T inf() { return std::numeric_limits<T>::infinity(); }
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|
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template <typename T> T log_sum_exp(T const a, T const b) {
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if (a == -inf<T>()) {
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return b;
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}
|
||||
if (a == inf<T>() && b == inf<T>()) {
|
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return inf<T>();
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||||
}
|
||||
if (a > b) {
|
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return a + log1p_exp(b - a);
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||||
}
|
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return b + log1p_exp(a - b);
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}
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|
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/* Log of the modified Bessel function of the first kind,
|
||||
* which is better known as the Bessel I function. See
|
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* modified_bessel_first_kind.hpp for the function definition.
|
||||
* The derivatives are known to be incorrect for v = 0 because a
|
||||
* simple constant 0 is returned.
|
||||
*
|
||||
* @tparam T common type for calculation
|
||||
* @param v Order, can be a non-integer but must be at least -1
|
||||
* @param z Real non-negative number
|
||||
* @throws std::domain_error if either v or z is NaN, z is
|
||||
* negative, or v is less than -1
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||||
* @return log of Bessel I function
|
||||
*/
|
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template <typename T> T log_modified_bessel_first_kind(T const v, T const z) {
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using boost::math::tools::evaluate_polynomial;
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using std::log;
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||||
using std::pow;
|
||||
using std::sqrt;
|
||||
static const double LOG_TWO = std::log(2.0);
|
||||
static const double EPSILON = std::numeric_limits<double>::epsilon();
|
||||
static const double TWO_PI = 2.0 * boost::math::constants::pi<double>();
|
||||
|
||||
if (z == 0) {
|
||||
if (v == 0) {
|
||||
return 0.0;
|
||||
}
|
||||
if (v > 0) {
|
||||
return -std::numeric_limits<T>::infinity();
|
||||
}
|
||||
return std::numeric_limits<T>::infinity();
|
||||
}
|
||||
if (std::isinf(z)) {
|
||||
return z;
|
||||
}
|
||||
if (v == 0) {
|
||||
// Modified Bessel function of the first kind of order zero
|
||||
// we use the approximating forms derived in:
|
||||
// "Rational Approximations for the Modified Bessel Function of the
|
||||
// First Kind -- I0(x) for Computations with Double Precision"
|
||||
// by Pavel Holoborodko, see
|
||||
// http://www.advanpix.com/2015/11/11/rational-approximations-for-the-modified-bessel-function-of-the-first-kind-i0-computations-double-precision
|
||||
// The actual coefficients used are [Boost's] own, and extend
|
||||
// Pavel's work to precisions other than double.
|
||||
|
||||
if (z < 7.75) {
|
||||
// Bessel I0 over[10 ^ -16, 7.75]
|
||||
// Max error in interpolated form : 3.042e-18
|
||||
// Max Error found at double precision = Poly : 5.106609e-16
|
||||
// Cheb : 5.239199e-16
|
||||
static const double P[] = {
|
||||
1.00000000000000000e+00, 2.49999999999999909e-01,
|
||||
2.77777777777782257e-02, 1.73611111111023792e-03,
|
||||
6.94444444453352521e-05, 1.92901234513219920e-06,
|
||||
3.93675991102510739e-08, 6.15118672704439289e-10,
|
||||
7.59407002058973446e-12, 7.59389793369836367e-14,
|
||||
6.27767773636292611e-16, 4.34709704153272287e-18,
|
||||
2.63417742690109154e-20, 1.13943037744822825e-22,
|
||||
9.07926920085624812e-25};
|
||||
return log1p_exp(multiply_log(2.0, z) - log(4.0) +
|
||||
log(evaluate_polynomial(P, 0.25 * square(z))));
|
||||
}
|
||||
if (z < 500) {
|
||||
// Max error in interpolated form : 1.685e-16
|
||||
// Max Error found at double precision = Poly : 2.575063e-16
|
||||
// Cheb : 2.247615e+00
|
||||
static const double P[] = {
|
||||
3.98942280401425088e-01, 4.98677850604961985e-02,
|
||||
2.80506233928312623e-02, 2.92211225166047873e-02,
|
||||
4.44207299493659561e-02, 1.30970574605856719e-01,
|
||||
-3.35052280231727022e+00, 2.33025711583514727e+02,
|
||||
-1.13366350697172355e+04, 4.24057674317867331e+05,
|
||||
-1.23157028595698731e+07, 2.80231938155267516e+08,
|
||||
-5.01883999713777929e+09, 7.08029243015109113e+10,
|
||||
-7.84261082124811106e+11, 6.76825737854096565e+12,
|
||||
-4.49034849696138065e+13, 2.24155239966958995e+14,
|
||||
-8.13426467865659318e+14, 2.02391097391687777e+15,
|
||||
-3.08675715295370878e+15, 2.17587543863819074e+15};
|
||||
return z + log(evaluate_polynomial(P, 1 / z)) - multiply_log(0.5, z);
|
||||
}
|
||||
// Max error in interpolated form : 2.437e-18
|
||||
// Max Error found at double precision = Poly : 1.216719e-16
|
||||
static const double P[] = {3.98942280401432905e-01, 4.98677850491434560e-02,
|
||||
2.80506308916506102e-02, 2.92179096853915176e-02,
|
||||
4.53371208762579442e-02};
|
||||
return z + log(evaluate_polynomial(P, 1 / z)) - multiply_log(0.5, z);
|
||||
}
|
||||
if (v == 1) { // WARNING: will not autodiff for v = 1 correctly
|
||||
// modified from Boost's bessel_i1_imp in the double precision case
|
||||
// see credits above in the v == 0 case
|
||||
if (z < 7.75) {
|
||||
// Bessel I0 over[10 ^ -16, 7.75]
|
||||
// Max error in interpolated form: 5.639e-17
|
||||
// Max Error found at double precision = Poly: 1.795559e-16
|
||||
|
||||
static const double P[] = {
|
||||
8.333333333333333803e-02, 6.944444444444341983e-03,
|
||||
3.472222222225921045e-04, 1.157407407354987232e-05,
|
||||
2.755731926254790268e-07, 4.920949692800671435e-09,
|
||||
6.834657311305621830e-11, 7.593969849687574339e-13,
|
||||
6.904822652741917551e-15, 5.220157095351373194e-17,
|
||||
3.410720494727771276e-19, 1.625212890947171108e-21,
|
||||
1.332898928162290861e-23};
|
||||
T a = square(z) * 0.25;
|
||||
T Q[3] = {1, 0.5, evaluate_polynomial(P, a)};
|
||||
return log(z) + log(evaluate_polynomial(Q, a)) - LOG_TWO;
|
||||
}
|
||||
if (z < 500) {
|
||||
// Max error in interpolated form: 1.796e-16
|
||||
// Max Error found at double precision = Poly: 2.898731e-16
|
||||
|
||||
static const double P[] = {
|
||||
3.989422804014406054e-01, -1.496033551613111533e-01,
|
||||
-4.675104253598537322e-02, -4.090895951581637791e-02,
|
||||
-5.719036414430205390e-02, -1.528189554374492735e-01,
|
||||
3.458284470977172076e+00, -2.426181371595021021e+02,
|
||||
1.178785865993440669e+04, -4.404655582443487334e+05,
|
||||
1.277677779341446497e+07, -2.903390398236656519e+08,
|
||||
5.192386898222206474e+09, -7.313784438967834057e+10,
|
||||
8.087824484994859552e+11, -6.967602516005787001e+12,
|
||||
4.614040809616582764e+13, -2.298849639457172489e+14,
|
||||
8.325554073334618015e+14, -2.067285045778906105e+15,
|
||||
3.146401654361325073e+15, -2.213318202179221945e+15};
|
||||
return z + log(evaluate_polynomial(P, 1 / z)) - multiply_log(0.5, z);
|
||||
}
|
||||
// Max error in interpolated form: 1.320e-19
|
||||
// Max Error found at double precision = Poly: 7.065357e-17
|
||||
static const double P[] = {
|
||||
3.989422804014314820e-01, -1.496033551467584157e-01,
|
||||
-4.675105322571775911e-02, -4.090421597376992892e-02,
|
||||
-5.843630344778927582e-02};
|
||||
return z + log(evaluate_polynomial(P, 1 / z)) - multiply_log(0.5, z);
|
||||
}
|
||||
if (z > 100) {
|
||||
// Boost does something like this in asymptotic_bessel_i_large_x
|
||||
T lim = pow((square(v) + 2.5) / (2 * z), 3) / 24;
|
||||
if (lim < (EPSILON * 10)) {
|
||||
T s = 1;
|
||||
T mu = 4 * square(v);
|
||||
T ex = 8 * z;
|
||||
T num = mu - 1;
|
||||
T denom = ex;
|
||||
s -= num / denom;
|
||||
num *= mu - 9;
|
||||
denom *= ex * 2;
|
||||
s += num / denom;
|
||||
num *= mu - 25;
|
||||
denom *= ex * 3;
|
||||
s -= num / denom;
|
||||
s = z - log(sqrt(z * TWO_PI)) + log(s);
|
||||
return s;
|
||||
}
|
||||
}
|
||||
|
||||
T log_half_z = log(0.5 * z);
|
||||
T lgam = (v > -1) ? lgamma(v + 1.0) : 0;
|
||||
T lcons = (2.0 + v) * log_half_z;
|
||||
T out;
|
||||
if (v > -1) {
|
||||
out = log_sum_exp(v * log_half_z - lgam, lcons - lgamma(v + 2));
|
||||
lgam += log1p(v);
|
||||
} else {
|
||||
out = lcons;
|
||||
}
|
||||
|
||||
double m = 2;
|
||||
double lfac = 0;
|
||||
T old_out;
|
||||
do {
|
||||
lfac += log(m);
|
||||
lgam += log(v + m);
|
||||
lcons += 2 * log_half_z;
|
||||
old_out = out;
|
||||
out = log_sum_exp(out, lcons - lfac - lgam); // underflows eventually
|
||||
m++;
|
||||
} while (out > old_out || out < old_out);
|
||||
return out;
|
||||
}
|
||||
|
||||
} // namespace CosmoTool
|
||||
|
||||
#endif
|
1
new_release.sh
Normal file
1
new_release.sh
Normal file
@ -0,0 +1 @@
|
||||
semantic-release version --tag --changelog --vcs-release
|
87
pyproject.toml
Normal file
87
pyproject.toml
Normal file
@ -0,0 +1,87 @@
|
||||
[project]
|
||||
version = "1.0.0"
|
||||
requires-python = ">= 3.8"
|
||||
name = "pysphereproj"
|
||||
dependencies = [
|
||||
"numpy"
|
||||
]
|
||||
authors = [
|
||||
{ name = "Guilhem Lavaux", email = "guilhem.lavaux@iap.fr" }
|
||||
]
|
||||
readme = "README.md"
|
||||
classifiers = [
|
||||
"Intended Audience :: Developers",
|
||||
"License :: OSI Approved :: MIT License",
|
||||
"Programming Language :: Python :: 3"
|
||||
]
|
||||
|
||||
[project.urls]
|
||||
Homepage = "https://git.aquila-consortium.org/guilhem_lavaux/pysphereproj"
|
||||
Issues = "https://git.aquila-consortium.org/guilhem_lavaux/pysphereproj/issues"
|
||||
|
||||
[build-system]
|
||||
requires = ["setuptools >= 61.0", "numpy", "wheel", "Cython", "python-semantic-release"]
|
||||
build-backend = "setuptools.build_meta"
|
||||
|
||||
[tool.semantic_release]
|
||||
assets = []
|
||||
version_toml = [
|
||||
"pyproject.toml:project.version",
|
||||
]
|
||||
version_variables = [
|
||||
"src/sphereproj/__init__.py:__version__"
|
||||
]
|
||||
build_command_env = []
|
||||
commit_message = "{version}\n\nAutomatically generated by python-semantic-release"
|
||||
commit_parser = "angular"
|
||||
logging_use_named_masks = false
|
||||
major_on_zero = true
|
||||
allow_zero_version = true
|
||||
tag_format = "v{version}"
|
||||
|
||||
[tool.semantic_release.branches.main]
|
||||
match = "(main|master)"
|
||||
prerelease_token = "rc"
|
||||
prerelease = false
|
||||
|
||||
[tool.semantic_release.default_templates]
|
||||
template_dir = "templates"
|
||||
changelog_file = "CHANGELOG.md"
|
||||
exclude_commit_patterns = []
|
||||
|
||||
[tool.semantic_release.changelog.environment]
|
||||
block_start_string = "{%"
|
||||
block_end_string = "%}"
|
||||
variable_start_string = "{{"
|
||||
variable_end_string = "}}"
|
||||
comment_start_string = "{#"
|
||||
comment_end_string = "#}"
|
||||
trim_blocks = false
|
||||
lstrip_blocks = false
|
||||
newline_sequence = "\n"
|
||||
keep_trailing_newline = false
|
||||
extensions = []
|
||||
autoescape = true
|
||||
|
||||
[tool.semantic_release.commit_author]
|
||||
env = "GIT_COMMIT_AUTHOR"
|
||||
default = "semantic-release <semantic-release>"
|
||||
|
||||
[tool.semantic_release.commit_parser_options]
|
||||
allowed_tags = ["build", "chore", "ci", "docs", "feat", "fix", "perf", "style", "refactor", "test"]
|
||||
minor_tags = ["feat"]
|
||||
patch_tags = ["fix", "perf"]
|
||||
default_bump_level = 0
|
||||
|
||||
[tool.semantic_release.remote]
|
||||
name = "origin"
|
||||
type = "gitea"
|
||||
ignore_token_for_push = false
|
||||
insecure = false
|
||||
domain = "git.aquila-consortium.org"
|
||||
|
||||
[tool.semantic_release.publish]
|
||||
dist_glob_patterns = ["dist/*"]
|
||||
upload_to_vcs_release = true
|
||||
|
||||
|
17
setup.py
Normal file
17
setup.py
Normal file
@ -0,0 +1,17 @@
|
||||
from setuptools import setup, Extension
|
||||
from Cython.Build import cythonize
|
||||
import numpy
|
||||
|
||||
extensions = [
|
||||
Extension(
|
||||
"glmath._cosmomath",
|
||||
sources=[
|
||||
"ext_src/_cosmomath.pyx"
|
||||
],
|
||||
include_dirs=["ext_src", numpy.get_include()],
|
||||
language="c++"
|
||||
)
|
||||
]
|
||||
|
||||
|
||||
setup(ext_modules=cythonize(extensions))
|
0
src/glmath/__init__.py
Normal file
0
src/glmath/__init__.py
Normal file
Loading…
Reference in New Issue
Block a user