Table of contents

• Installation from pre-built packages
  • pylibkriging for Python
  • rlibkriging for R
  • mlibkriging for Octave and MATLAB
  • Expected demo results
  • Tested installation
• Compilation
  • Requirements (more details)
  • Get the code
  • Helper scripts for CI
  • Compilation and tests manually
    • Preamble
    • Compilation for Linux and macOS
    • Compilation for Windows 64bits with Visual Studio
    • Compilation for Linux/Mac/Windows using R toolchain
  • Deployment
    • For Linux and macOS
    • For Windows 64bits with Visual Studio
  • Assisted compilation and installation
    • Using pip install from GitHub

If you want to contribute read Contribution guide.

Installation from pre-built packages

For the most common target {Python, R, Octave, Matlab} x {Linux, macOS, Windows} x { x86-64, ARM }, you can use released binaries, or R CRAN or Python PyPI.

pylibkriging for Python

pip3 install pylibkriging

or for pre-release packages (according to your OS and Python version, see https://github.com/libKriging/libKriging/releases)

pip3 install https://github.com/libKriging/libKriging/releases/download/v0.9.0/pylibkriging-0.9.0-cp39-cp39-manylinux_2_17_x86_64.manylinux2014_x86_64.whl

Usage example here

👆The sample code below should give you a taste. Please refer to the reference file linked above for a CI certified example.

import numpy as np

X = [0.0, 0.25, 0.5, 0.75, 1.0]
f = lambda x: (1 - 1 / 2 * (np.sin(12 * x) / (1 + x) + 2 * np.cos(7 * x) * x ** 5 + 0.7))
y = [f(xi) for xi in X]

import pylibkriging as lk

k_py = lk.Kriging(y, X, "gauss")
print(k_py.summary())
# you can also check logLikelhood using:
# def ll(t): return k_py.logLikelihoodFun(t,False,False)[0]
# t = np.arange(0,1,1/99); pyplot.figure(1); pyplot.plot(t, [ll(ti) for ti in t]); pyplot.show()

x = np.arange(0, 1, 1 / 99)
p = k_py.predict(x, True, False)
p = {"mean": p[0], "stdev": p[1], "cov": p[2]}  # This should be done by predict

import matplotlib.pyplot as pyplot

pyplot.figure(1)
pyplot.plot(x, [f(xi) for xi in x])
pyplot.scatter(X, [f(xi) for xi in X])

pyplot.plot(x, p['mean'], color='blue')
pyplot.fill(np.concatenate((x, np.flip(x))),
            np.concatenate((p['mean'] - 2 * p['stdev'], np.flip(p['mean'] + 2 * p['stdev']))), color='blue',
            alpha=0.2)
pyplot.show()

s = k_py.simulate(10, 123, x)

pyplot.figure(2)
pyplot.plot(x, [f(xi) for xi in x])
pyplot.scatter(X, [f(xi) for xi in X])
for i in range(10):
    pyplot.plot(x, s[:, i], color='blue', alpha=0.2)
pyplot.show()

Note for older versions (< 0.5)

NB: On Windows, it should require [extra DLL](https://github.com/libKriging/libKriging/releases/download/v0.4.2/extra_dlls_for_python_on_windows.zip) not (yet) embedded in the python package. To load them into Python's search PATH, use: ```python import os os.environ['PATH'] = 'c:\\Users\\User\\Path\\to\\dlls' + os.pathsep + os.environ['PATH'] import pylibkriging as lk ```

rlibkriging for R

From R:

install.packages('rlibkriging')

Or using the archive from libKriging releases

# in R
install.packages("https://github.com/libKriging/rlibkriging/releases/download/0.9-0/rlibkriging_0.9-0_R_x86_64-pc-linux-gnu.tar.gz", repos=NULL)

Usage example here

👆The sample code below should give you a taste. Please refer to the reference file linked above for a CI certified example.

X <- as.matrix(c(0.0, 0.25, 0.5, 0.75, 1.0))
f <- function(x) 1 - 1 / 2 * (sin(12 * x) / (1 + x) + 2 * cos(7 * x) * x^5 + 0.7)
y <- f(X)

library(rlibkriging)
k_R <- Kriging(y, X, "gauss")
print(k_R)
# you can also check logLikelhood using:
# ll = function(t) logLikelihoodFun(k_R,t)$logLikelihood; plot(ll)
x <- as.matrix(seq(0, 1, , 100))
p <- predict(k_R, x, TRUE, FALSE)

plot(f)
points(X, y)
lines(x, p$mean, col = 'blue')
polygon(c(x, rev(x)), c(p$mean - 2 * p$stdev, rev(p$mean + 2 * p$stdev)), border = NA, col = rgb(0, 0, 1, 0.2))

s <- simulate(k_R,nsim = 10, seed = 123, x=x)

plot(f)
points(X,y)
matplot(x,s,col=rgb(0,0,1,0.2),type='l',lty=1,add=T)

mlibkriging for Octave and MATLAB

⚠️ Matlab/Windows binary packages are done on request (GitHub Action does not support all required Operating Systems)

Download and uncompress the Octave archive from libKriging releases

# example
curl -LO https://github.com/libKriging/libKriging/releases/download/v0.9.0/mLibKriging_0.9.0_Linux-x86_64.tgz

Then

octave --path /path/to/mLibKriging/installation

or inside Octave or Matlab

addpath("path/to/mLibKriging")

Usage example here

👆The sample code below should give you a taste. Please refer to the reference file linked above for a CI certified example.

X = [0.0;0.25;0.5;0.75;1.0];
f = @(x) 1-1/2.*(sin(12*x)./(1+x)+2*cos(7.*x).*x.^5+0.7)
y = f(X);
k_m = Kriging(y, X, "gauss");
disp(k_m.summary());
% you can also check logLikelhood using:
% function llt = ll (tt) global k_m; llt=k_m.logLikelihoodFun(tt); endfunction; t=0:(1/99):1; plot(t,arrayfun(@ll,t))
x = reshape(0:(1/99):1,100,1);
[p_mean, p_stdev] = k_m.predict(x, true, false);

h = figure(1)
hold on;
plot(x,f(x));
scatter(X,f(X));
plot(x,p_mean,'b')
poly = fill([x; flip(x)], [(p_mean-2*p_stdev); flip(p_mean+2*p_stdev)],'b');
set( poly, 'facealpha', 0.2);
hold off;

s = k_m.simulate(int32(10),int32(123), x);

h = figure(2)
hold on;
plot(x,f(x));
scatter(X,f(X));
for i=1:10
   plot(x,s(:,i),'b');
end
hold off;

Expected demo results

Using the previous linked examples (in Python, R, Octave or Matlab), you should obtain the following results

predict plot	simulate plot

Tested installation

with libKriging 0.9

	Linux Ubuntu:22	macOS 14 (x86-64 & ARM)	Windows 10
Python	✔ 3.7-3.12	✔ 3.7-3.12	✔ 3.7-3.12
R	✔ 4.0-4.4	✔ 4.0-4.4	✔ 4.0-4.4
Octave	✔ 7.2	✔ 7.2	✔ 8.3
Matlab	️✔ R2022a	✔ R2022*	✔ R2022*

• * : no pre-built package or CI

• ? : requires manual verification (not updated since previous release)

Compilation

Requirements (more details)

• CMake ≥ 3.13

• C++ Compiler with C++17 support

• Linear algebra packages providing Blas and Lapack functions.

  You can use standard Blas and Lapack, OpenBlas or MKL.

• Python ≥ 3.7 (optional)

• Octave ≥ 6.0 (optional)

• Matlab ≥ R2021 (optional)

• R ≥ 4.0 (optional)

Get the code

Just clone it with its submodules:

git clone --recurse-submodules https://github.com/libKriging/libKriging.git

Helper scripts for CI

Note: calling these scripts "by hand" should produce the same results as following "Compilation and unit tests" instructions (and it should be also easier). They use the preset of options also used in CI workflow.

To configure it, you can define following environment variables (more details):

Variable name	Default value	Useful values	Comment
MODE	Debug	Debug, Release
ENABLE_OCTAVE_BINDING	AUTO	ON, OFF, AUTO (if available)	Exclusive with Matlab binding build
ENABLE_MATLAB_BINDING	AUTO	ON, OFF, AUTO (if available)	Exclusive with Octave binding build
ENABLE_PYTHON_BINDING	AUTO	ON, OFF, AUTO (if available)

Then choose your BUILD_NAME using the following rule (stops a rule matches)

BUILD_NAME	when you want to build	available bindings
r-windows	a R binding for windows	C++, rlibkriging
r-linux-macos	a R binding for Linux or macOS	C++, rlibkriging
octave-windows	an Octave for windows	C++, mlibkriging
windows	for windows	C++, mlibkriging, pylibkriging
linux-macos	for Linux or macOS	C++, mlibkriging, pylibkriging

Then:

• Go into libKriging root directory

  cd libKriging

• Prepare your environment (Once, for your first compilation)

  .travis-ci/${BUILD_NAME}/install.sh

• Build

  .travis-ci/${BUILD_NAME}/build.sh

  NB: It will create a build directory.

• Test

  .travis-ci/${BUILD_NAME}/test.sh

Compilation and tests manually

Preamble

We assume that:

• libKriging code is available locally in directory ${LIBKRIGING} (could be a relative path like ..)
• you have built a fresh new directory ${BUILD} (should be an absolute path)
• following commands are executed in ${BUILD} directory

PS: ${NAME} syntax represents a word or an absolute path of your choice

Select your compilation ${MODE} between:

• Release : produce an optimized code
• Debug (default) : produce a debug code
• Coverage : for code coverage analysis (not yet tested with Windows)

Following commands are made for Unix shell. To use them with Windows use git-bash or Mingw environments.

Compilation for Linux and macOS

👆 expand the details

• Configure

  cmake -DCMAKE_BUILD_TYPE=${MODE} ${LIBKRIGING}

• Build

  cmake --build .

• Run tests

  ctest

• Build documentation (requires doxygen)

  cmake --build . --target doc

• if you have selected MODE=Coverage mode, you can generate code coverage analysis over all tests using

  cmake --build . --target coverage --config Coverage

  or

  cmake --build . --target coverage-report --config Coverage

  to produce a html report located in ${BUILD}/coverage/index.html

Compilation for Windows 64bits with Visual Studio

👆 expand the details

• Configure

  cmake -DCMAKE_GENERATOR_PLATFORM=x64 -DEXTRA_SYSTEM_LIBRARY_PATH=${EXTRA_SYSTEM_LIBRARY_PATH} ${LIBKRIGING}

  where EXTRA_SYSTEM_LIBRARY_PATH is an extra path where libraries (e.g. OpenBLAS) can be found.
• Build

  cmake --build . --target ALL_BUILD --config ${MODE}

• Run tests

  export PATH=${BUILD}/src/lib/${MODE}:$PATH
  ctest -C ${MODE}

Compilation for Linux/Mac/Windows using R toolchain

👆 expand the details

With this method, you need R ( and R-tools if you are on Windows).

We assume you have previous requirements and also make command available in your PATH.

• Configure

  CC=$(R CMD config CC) CXX=$(R CMD config CXX) cmake -G "Unix Makefiles" -DCMAKE_BUILD_TYPE=${MODE} ${LIBKRIGING}

• Build

  cmake --build .

• Run tests

  ctest

Deployment

To deploy libKriging as an installed library, you have to add -DCMAKE_INSTALL_PREFIX:PATH=${INSTALL_PREFIX} option to first cmake configuration command.

If CMAKE_INSTALL_PREFIX variable is not set with CMake, default installation directory is ${BUILD}/installed.

For Linux and macOS

👆 expand the details

cmake -DCMAKE_BUILD_TYPE=${MODE} -DCMAKE_INSTALL_PREFIX:PATH=${INSTALL_PREFIX} ${LIBKRIGING}

and then

cmake --build . --target install

aka with classical makefiles

make install

For Windows 64bits with Visual Studio

👆 expand the details

cmake -DCMAKE_GENERATOR_PLATFORM=x64 -DEXTRA_SYSTEM_LIBRARY_PATH=${EXTRA_SYSTEM_LIBRARY_PATH} -DCMAKE_INSTALL_PREFIX:PATH=${INSTALL_PREFIX} ${LIBKRIGING} 

and then

cmake --build . --target install --config ${MODE}

Assisted compilation and installation

Using pip install from GitHub

You don't need to download libKriging. pip install will do everything. To do that, you need the Compilation requirements.

python3 -m pip install "git+https://github.com/libKriging/libKriging.git"

will download, compile and install pylibkriging from master branch.

Example of build process output (~2mn)

Collecting git+https://github.com/libKriging/libKriging.git
  Cloning https://github.com/libKriging/libKriging.git to /private/var/folders/g0/56fnffpn6tjd5kplh140ysrh0000gn/T/pip-req-build-2xhzyw9g
  Running command git clone --filter=blob:none -q https://github.com/libKriging/libKriging.git /private/var/folders/g0/56fnffpn6tjd5kplh140ysrh0000gn/T/pip-req-build-2xhzyw9g
  Resolved https://github.com/libKriging/libKriging.git to commit 1a86dd69cf1f60b6dcd2b5e5b876cafc97d616e9
  Running command git submodule update --init --recursive -q
  Preparing metadata (setup.py) ... done
Building wheels for collected packages: pylibkriging
  Building wheel for pylibkriging (setup.py) ... done
  Created wheel for pylibkriging: filename=pylibkriging-0.4.8-cp39-cp39-macosx_12_0_x86_64.whl size=712572 sha256=7963a78f16628c5a7d877b368fdd73452e5acf01784cd6931d48dcdc08e62a5b
  Stored in directory: /private/var/folders/g0/56fnffpn6tjd5kplh140ysrh0000gn/T/pip-ephem-wheel-cache-o7kxij3t/wheels/52/71/b0/e534f2249e9180c596a5b785cf0bfa5471fcfd38d2987318f8
Successfully built pylibkriging
Installing collected packages: pylibkriging
Successfully installed pylibkriging-0.4.8

To get a particular version (branch or tag ≥v0.4.9), you can use:

python3 -m pip install "git+https://github.com/libKriging/libKriging.git@tag"