Initial commit

.gitignore

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+# Python
+**/.idea
+__pycache__
+
+# docs
+/docs/_build
+

CMakeLists.txt

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+# Levenberg Marquardt curve fitting in CUDA 
+# https://github.com/gpufit/Gpufit
+# see also CMake configuration in /docs/installation.rst
+
+# CMake
+
+cmake_minimum_required( VERSION 3.7 )
+set_property( GLOBAL PROPERTY USE_FOLDERS ON )
+
+if( NOT PROJECT_NAME )
+  project( Gpufit VERSION 1.0.0 )
+  include( CTest )
+endif()
+
+if( MSVC ) # link runtime statically
+  foreach( type ${CMAKE_CONFIGURATION_TYPES} ${CMAKE_BUILD_TYPE} )
+    string( TOUPPER ${type} TYPE )
+    foreach( flags CMAKE_C_FLAGS_${TYPE} CMAKE_CXX_FLAGS_${TYPE} )
+      get_property( help CACHE ${flags} PROPERTY HELPSTRING )
+      string( REPLACE "/MD" "/MT" ${flags} "${${flags}}" )
+      set( ${flags} "${${flags}}" CACHE STRING "${help}" FORCE )
+    endforeach()
+  endforeach()
+endif()
+
+function( add_launcher target executable arguments working_directory )
+  if( MSVC12 OR MSVC14 )
+    file( WRITE ${CMAKE_CURRENT_BINARY_DIR}/${target}.vcxproj.user
+"<?xml version=\"1.0\" encoding=\"utf-8\"?>\n"
+"<Project ToolsVersion=\"14.0\" xmlns=\"http://schemas.microsoft.com/developer/msbuild/2003\">\n"
+"  <PropertyGroup>\n"
+"    <LocalDebuggerCommand>${executable}</LocalDebuggerCommand>\n"
+"    <LocalDebuggerCommandArguments>${arguments}</LocalDebuggerCommandArguments>\n"
+"    <LocalDebuggerWorkingDirectory>${working_directory}</LocalDebuggerWorkingDirectory>\n"
+"  </PropertyGroup>\n"
+"</Project>\n"
+    )
+  endif()
+endfunction()
+
+# Boost
+
+find_package( Boost 1.58.0 )
+if( Boost_FOUND )
+  function( add_boost_test modules name )
+    string( REPLACE ";" "_" prefix "${modules}" )
+    set( target ${prefix}_Test_${name} )
+    add_executable( ${target} ${name}.cpp
+      ${PROJECT_SOURCE_DIR}/Tests/utils.h
+      ${PROJECT_SOURCE_DIR}/Tests/utils.cpp
+    )
+    target_include_directories( ${target} PRIVATE ${PROJECT_SOURCE_DIR} )
+    target_link_libraries( ${target} ${modules} Boost::boost )
+    set_property( TARGET ${target}
+      PROPERTY RUNTIME_OUTPUT_DIRECTORY "${PROJECT_BINARY_DIR}" )
+    set_property( TARGET ${target} PROPERTY FOLDER Tests )
+
+    add_test( NAME ${target}
+      COMMAND ${target} --build_info --log_level=all --report_level=detailed )
+  endfunction()
+else()
+  set( BUILD_TESTING OFF )
+  message( WARNING "Boost NOT found - skipping tests! (set BOOST_ROOT manually)" )
+endif()
+
+# MATLAB
+
+find_package( Matlab )
+if( Matlab_FOUND )
+  find_program( Matlab_EXECUTABLE matlab
+    PATHS "${Matlab_ROOT_DIR}/bin" PATH_SUFFIXES win32 win64 NO_DEFAULT_PATH )
+  function( add_matlab_launcher target )
+    set( paths "${CMAKE_BINARY_DIR}/$(Configuration)" ${ARGN} )
+    list( GET paths -1 working_directory )
+    string( REPLACE ";" "','" paths "${paths}" )
+    set( arguments "-r addpath('${paths}');addpath(genpath(pwd))" )
+    add_launcher( ${target} "${Matlab_EXECUTABLE}" "${arguments}" "${working_directory}" )
+  endfunction()
+endif()
+
+# Python
+
+find_package( PythonInterp )
+if( PYTHONINTERP_FOUND )
+  function( add_python_launcher target )
+    set( paths "${CMAKE_BINARY_DIR}/$(Configuration)" ${ARGN} )
+    list( GET paths -1 working_directory )
+    string( REPLACE ";" "')\nsys.path.append('" paths "${paths}" )
+    set( arguments "-i -c \"import sys\nsys.path.append('${paths}')\"" )
+    add_launcher( ${target} "${PYTHON_EXECUTABLE}" "${arguments}" "${working_directory}" )
+  endfunction()
+endif()
+
+# Cpufit
+
+add_subdirectory( Cpufit )
+
+# Gpufit
+
+add_subdirectory( Gpufit )
+
+# Examples using Gpufit and Cpufit
+
+add_subdirectory( examples )
+
+# Launcher
+#
+# Uses the following variables:
+#
+#   Matlab_WORKING_DIRECTORY (Default: user home directory)
+#   -- Working directory for MATLAB applications using Cpufit and Gpufit.
+#   Python_WORKING_DIRECTORY (Default: user home directory)
+#   -- Working directory for Python applications using Gpufit.
+
+if( WIN32 )
+	file( TO_CMAKE_PATH "$ENV{HOMEPATH}" home )
+else()
+	file( TO_CMAKE_PATH "$ENV{HOME}" home )
+endif()
+
+if( Matlab_FOUND )
+  set( Matlab_WORKING_DIRECTORY "${home}" CACHE PATH "MATLAB working directory" )
+  if( Matlab_WORKING_DIRECTORY )
+    add_custom_target( RUN_MATLAB )
+    set_property( TARGET RUN_MATLAB PROPERTY FOLDER CMakePredefinedTargets )
+    add_dependencies( RUN_MATLAB CpufitMex GpufitMex )
+    add_matlab_launcher( RUN_MATLAB
+      "${CMAKE_SOURCE_DIR}/Cpufit/matlab"
+      "${CMAKE_SOURCE_DIR}/Gpufit/matlab"
+      "${Matlab_WORKING_DIRECTORY}"
+    )
+  endif()
+endif()
+
+if( PYTHONINTERP_FOUND )
+  set( Python_WORKING_DIRECTORY "${home}" CACHE PATH "Python working directory" )
+  if( Python_WORKING_DIRECTORY )
+    add_custom_target( RUN_PYTHON )
+    set_property( TARGET RUN_PYTHON PROPERTY FOLDER CMakePredefinedTargets )
+    add_dependencies( RUN_PYTHON Gpufit )
+    add_python_launcher( RUN_PYTHON
+      "${CMAKE_SOURCE_DIR}/Gpufit/python"
+      "${Python_WORKING_DIRECTORY}"
+    )
+  endif()
+endif()
+
+# Tests
+
+if( BUILD_TESTING )
+  add_subdirectory( tests )
+endif()
+
+# Package
+
+#set( CPACK_PACKAGE_VERSION ${PROJECT_VERSION} )
+#set( CPACK_GENERATOR ZIP )
+
+#include( CPack )

Cpufit/CMakeLists.txt

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+
+# Cpufit
+
+set( CpuHeaders
+	Cpufit.h
+	info.h
+	lm_fit.h
+	interface.h
+)
+
+set( CpuSources
+	Cpufit.cpp
+	info.cpp
+	lm_fit.cpp
+	lm_fit_cpp.cpp
+	interface.cpp
+	Cpufit.def
+)
+
+add_library( Cpufit SHARED
+	${CpuHeaders} 
+	${CpuSources}
+)
+set_property( TARGET Cpufit
+	PROPERTY RUNTIME_OUTPUT_DIRECTORY "${PROJECT_BINARY_DIR}" )
+
+#install( TARGETS Cpufit RUNTIME DESTINATION bin )
+
+add_subdirectory( matlab )

Cpufit/Cpufit.def

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+LIBRARY          "Cpufit"
+EXPORTS       
+    cpufit @1
+    cpufit_get_last_error @2

Cpufit/README.md

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+# Cpufit

Cpufit/cpufit.cpp

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+#include "cpufit.h"
+#include "interface.h"
+
+#include <string>
+
+std::string last_error ;
+
+int cpufit
+(
+    size_t n_fits,
+    size_t n_points,
+    float * data,
+    float * weights,
+    int model_id,
+    float * initial_parameters,
+    float tolerance,
+    int max_n_iterations,
+    int * parameters_to_fit,
+    int estimator_id,
+    size_t user_info_size,
+    char * user_info,
+    float * output_parameters,
+    int * output_states,
+    float * output_chi_squares,
+    int * output_n_iterations
+)
+try
+{
+    __int32 n_points_32 = 0;
+    if (n_points <= (unsigned int)(std::numeric_limits<__int32>::max()))
+    {
+        n_points_32 = __int32(n_points);
+    }
+    else
+    {
+        throw std::runtime_error("maximum number of data points per fit exceeded");
+    }
+
+    FitInterface fi(
+        data,
+        weights,
+        n_fits,
+        n_points_32,
+        tolerance,
+        max_n_iterations,
+        estimator_id,
+        initial_parameters,
+        parameters_to_fit,
+        user_info,
+        user_info_size,
+        output_parameters,
+        output_states,
+        output_chi_squares,
+        output_n_iterations);
+
+    fi.fit(model_id);
+
+    return STATUS_OK;
+}
+catch (std::exception & exception)
+{
+    last_error = exception.what();
+
+    return STATUS_ERROR;
+}
+catch (...)
+{
+    last_error = "Unknown Error";
+
+    return STATUS_ERROR;
+}
+
+char const * cpufit_get_last_error()
+{
+    return last_error.c_str();
+}

Cpufit/cpufit.h

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+#ifndef CPU_FIT_H_INCLUDED
+#define CPU_FIT_H_INCLUDED
+
+// fitting model ID
+#define GAUSS_1D 0
+#define GAUSS_2D 1
+#define GAUSS_2D_ELLIPTIC 2
+#define GAUSS_2D_ROTATED 3
+#define CAUCHY_2D_ELLIPTIC 4
+#define LINEAR_1D 5
+
+// estimator ID
+#define LSE 0
+#define MLE 1
+
+// fit state
+#define STATE_CONVERGED 0
+#define STATE_MAX_ITERATION 1
+#define STATE_SINGULAR_HESSIAN 2
+#define STATE_NEG_CURVATURE_MLE 3
+
+// cpufit return state
+#define STATUS_OK 0
+#define STATUS_ERROR -1
+
+#ifdef __cplusplus
+extern "C" {
+#endif
+
+int cpufit
+(
+    size_t n_fits,
+    size_t n_points,
+    float * data,
+    float * weights,
+    int model_id,
+    float * initial_parameters,
+    float tolerance,
+    int max_n_iterations,
+    int * parameters_to_fit,
+    int estimator_id,
+    size_t user_info_size,
+    char * user_info,
+    float * output_parameters,
+    int * output_states,
+    float * output_chi_squares,
+    int * output_n_iterations
+) ;
+
+char const * cpufit_get_last_error() ;
+
+#ifdef __cplusplus
+}
+#endif
+
+#endif // CPU_FIT_H_INCLUDED

Cpufit/info.cpp

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+#include "info.h"
+
+Info::Info(void) :
+    n_parameters_(0),
+    n_parameters_to_fit_(0),
+    max_n_iterations_(0),
+    n_fits_(0),
+    n_points_(0),
+    model_id_(0),
+    estimator_id_(0),
+    user_info_size_(0)
+{
+}
+
+Info::~Info(void)
+{
+}
+
+void Info::set_number_of_parameters_to_fit(int const * parameters_to_fit)
+{
+    n_parameters_to_fit_ = n_parameters_;
+
+    for (int i = 0; i < n_parameters_; i++)
+    {
+        if (!parameters_to_fit[i])
+        {
+            n_parameters_to_fit_--;
+        }
+    }
+}