Enable GNC Optimizer

CMakeLists.txt

@@ -72,6 +72,7 @@ include(cmake/HandleCCache.cmake)           # ccache
 include(cmake/HandleCPack.cmake)            # CPack
 include(cmake/HandleEigen.cmake)            # Eigen3
 include(cmake/HandleMetis.cmake)            # metis
+include(cmake/HandleCephes.cmake)            # cephes
 include(cmake/HandleMKL.cmake)              # MKL
 include(cmake/HandleOpenMP.cmake)           # OpenMP
 include(cmake/HandlePerfTools.cmake)        # Google perftools

cmake/HandleCephes.cmake

@@ -0,0 +1,44 @@
+# ##############################################################################
+# Cephes library
+
+# For both system or bundle version, a cmake target "cephes-gtsam-if" is defined
+# (interface library)
+
+option(
+  GTSAM_USE_SYSTEM_CEPHES
+  "Find and use system-installed cephes. If 'off', use the one bundled with GTSAM"
+  OFF)
+
+if(GTSAM_USE_SYSTEM_CEPHES)
+  # # Debian package: libmetis-dev
+
+  # find_path(METIS_INCLUDE_DIR metis.h REQUIRED) find_library(METIS_LIBRARY
+  # metis REQUIRED)
+
+  # if(METIS_INCLUDE_DIR AND METIS_LIBRARY) mark_as_advanced(METIS_INCLUDE_DIR)
+  # mark_as_advanced(METIS_LIBRARY)
+
+  # add_library(cephes-gtsam-if INTERFACE)
+  # target_include_directories(cephes-gtsam-if BEFORE INTERFACE
+  # ${METIS_INCLUDE_DIR} # gtsam_unstable/partition/FindSeparator-inl.h uses
+  # internal metislib.h API # via extern "C"
+  # $<BUILD_INTERFACE:${GTSAM_SOURCE_DIR}/gtsam/3rdparty/metis/libmetis>
+  # $<BUILD_INTERFACE:${GTSAM_SOURCE_DIR}/gtsam/3rdparty/metis/GKlib> )
+  # target_link_libraries(cephes-gtsam-if INTERFACE ${METIS_LIBRARY}) endif()
+
+else()
+  # Bundled version:
+  add_subdirectory(${GTSAM_SOURCE_DIR}/gtsam/3rdparty/cephes)
+
+  list(APPEND GTSAM_EXPORTED_TARGETS cephes-gtsam)
+
+  add_library(cephes-gtsam-if INTERFACE)
+  target_link_libraries(cephes-gtsam-if INTERFACE cephes-gtsam)
+
+endif()
+
+list(APPEND GTSAM_EXPORTED_TARGETS cephes-gtsam-if)
+install(
+  TARGETS cephes-gtsam-if
+  EXPORT GTSAM-exports
+  ARCHIVE DESTINATION ${CMAKE_INSTALL_LIBDIR})

gtsam/3rdparty/cephes/CMakeLists.txt

@@ -0,0 +1,123 @@
+cmake_minimum_required(VERSION 3.12)
+enable_testing()
+project(
+  cephes
+  DESCRIPTION "Cephes Mathematical Function Library"
+  VERSION 1.0.0
+  LANGUAGES C)
+
+set(CEPHES_HEADER_FILES
+    cephes.h
+    cephes/cephes_names.h
+    cephes/dd_idefs.h
+    cephes/dd_real.h
+    cephes/dd_real_idefs.h
+    cephes/expn.h
+    cephes/igam.h
+    cephes/lanczos.h
+    cephes/mconf.h
+    cephes/polevl.h
+    cephes/sf_error.h)
+
+# Add header files
+install(FILES ${CEPHES_HEADER_FILES} DESTINATION include/gtsam/3rdparty/cephes)
+
+set(CEPHES_SOURCES
+    cephes/airy.c
+    cephes/bdtr.c
+    cephes/besselpoly.c
+    cephes/beta.c
+    cephes/btdtr.c
+    cephes/cbrt.c
+    cephes/chbevl.c
+    cephes/chdtr.c
+    cephes/const.c
+    cephes/dawsn.c
+    cephes/dd_real.c
+    cephes/ellie.c
+    cephes/ellik.c
+    cephes/ellpe.c
+    cephes/ellpj.c
+    cephes/ellpk.c
+    cephes/erfinv.c
+    cephes/exp10.c
+    cephes/exp2.c
+    cephes/expn.c
+    cephes/fdtr.c
+    cephes/fresnl.c
+    cephes/gamma.c
+    cephes/gammasgn.c
+    cephes/gdtr.c
+    cephes/hyp2f1.c
+    cephes/hyperg.c
+    cephes/i0.c
+    cephes/i1.c
+    cephes/igam.c
+    cephes/igami.c
+    cephes/incbet.c
+    cephes/incbi.c
+    cephes/j0.c
+    cephes/j1.c
+    cephes/jv.c
+    cephes/k0.c
+    cephes/k1.c
+    cephes/kn.c
+    cephes/kolmogorov.c
+    cephes/lanczos.c
+    cephes/nbdtr.c
+    cephes/ndtr.c
+    cephes/ndtri.c
+    cephes/owens_t.c
+    cephes/pdtr.c
+    cephes/poch.c
+    cephes/psi.c
+    cephes/rgamma.c
+    cephes/round.c
+    cephes/sf_error.c
+    cephes/shichi.c
+    cephes/sici.c
+    cephes/sindg.c
+    cephes/sinpi.c
+    cephes/spence.c
+    cephes/stdtr.c
+    cephes/tandg.c
+    cephes/tukey.c
+    cephes/unity.c
+    cephes/yn.c
+    cephes/yv.c
+    cephes/zeta.c
+    cephes/zetac.c)
+
+# Add library source files
+add_library(cephes-gtsam SHARED ${CEPHES_SOURCES})
+
+# Add include directory (aka headers)
+target_include_directories(
+  cephes-gtsam BEFORE PUBLIC $<INSTALL_INTERFACE:include/gtsam/3rdparty/cephes/>
+                             $<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}>)
+
+set_target_properties(
+  cephes-gtsam
+  PROPERTIES VERSION ${PROJECT_VERSION}
+             SOVERSION ${PROJECT_VERSION_MAJOR}
+             C_STANDARD 99)
+
+if(WIN32)
+  set_target_properties(
+    cephes-gtsam
+    PROPERTIES PREFIX ""
+               COMPILE_FLAGS /w
+               RUNTIME_OUTPUT_DIRECTORY "${PROJECT_BINARY_DIR}/../../../bin")
+endif()
+
+if(APPLE)
+  set_target_properties(cephes-gtsam PROPERTIES INSTALL_NAME_DIR
+                                                "${CMAKE_INSTALL_PREFIX}/lib")
+endif()
+
+install(
+  TARGETS cephes-gtsam
+  EXPORT GTSAM-exports
+  LIBRARY DESTINATION ${CMAKE_INSTALL_LIBDIR}
+  ARCHIVE DESTINATION ${CMAKE_INSTALL_LIBDIR}
+  RUNTIME DESTINATION ${CMAKE_INSTALL_BINDIR})

gtsam/3rdparty/cephes/cephes.h

@@ -0,0 +1,163 @@
+#ifndef CEPHES_H
+#define CEPHES_H
+
+#include "cephes/cephes_names.h"
+
+#ifdef __cplusplus
+extern "C" {
+#endif
+
+extern int airy(double x, double *ai, double *aip, double *bi, double *bip);
+
+extern double bdtrc(double k, int n, double p);
+extern double bdtr(double k, int n, double p);
+extern double bdtri(double k, int n, double y);
+
+extern double besselpoly(double a, double lambda, double nu);
+
+extern double beta(double a, double b);
+extern double lbeta(double a, double b);
+
+extern double btdtr(double a, double b, double x);
+
+extern double cbrt(double x);
+extern double chbevl(double x, double array[], int n);
+extern double chdtrc(double df, double x);
+extern double chdtr(double df, double x);
+extern double chdtri(double df, double y);
+extern double dawsn(double xx);
+
+extern double ellie(double phi, double m);
+extern double ellik(double phi, double m);
+extern double ellpe(double x);
+
+extern int ellpj(double u, double m, double *sn, double *cn, double *dn, double *ph);
+extern double ellpk(double x);
+extern double exp10(double x);
+extern double exp2(double x);
+
+extern double expn(int n, double x);
+
+extern double fdtrc(double a, double b, double x);
+extern double fdtr(double a, double b, double x);
+extern double fdtri(double a, double b, double y);
+
+extern int fresnl(double xxa, double *ssa, double *cca);
+extern double Gamma(double x);
+extern double lgam(double x);
+extern double lgam_sgn(double x, int *sign);
+extern double gammasgn(double x);
+
+extern double gdtr(double a, double b, double x);
+extern double gdtrc(double a, double b, double x);
+extern double gdtri(double a, double b, double y);
+
+extern double hyp2f1(double a, double b, double c, double x);
+extern double hyperg(double a, double b, double x);
+extern double threef0(double a, double b, double c, double x, double *err);
+
+extern double i0(double x);
+extern double i0e(double x);
+extern double i1(double x);
+extern double i1e(double x);
+extern double igamc(double a, double x);
+extern double igam(double a, double x);
+extern double igam_fac(double a, double x);
+extern double igamci(double a, double q);
+extern double igami(double a, double p);
+
+extern double incbet(double aa, double bb, double xx);
+extern double incbi(double aa, double bb, double yy0);
+
+extern double iv(double v, double x);
+extern double j0(double x);
+extern double y0(double x);
+extern double j1(double x);
+extern double y1(double x);
+
+extern double jn(int n, double x);
+extern double jv(double n, double x);
+extern double k0(double x);
+extern double k0e(double x);
+extern double k1(double x);
+extern double k1e(double x);
+extern double kn(int nn, double x);
+
+extern double nbdtrc(int k, int n, double p);
+extern double nbdtr(int k, int n, double p);
+extern double nbdtri(int k, int n, double p);
+
+extern double ndtr(double a);
+extern double log_ndtr(double a);
+extern double erfc(double a);
+extern double erf(double x);
+extern double erfinv(double y);
+extern double erfcinv(double y);
+extern double ndtri(double y0);
+
+extern double pdtrc(double k, double m);
+extern double pdtr(double k, double m);
+extern double pdtri(int k, double y);
+
+extern double poch(double x, double m);
+
+extern double psi(double x);
+
+extern double rgamma(double x);
+extern double round(double x);
+
+extern int shichi(double x, double *si, double *ci);
+extern int sici(double x, double *si, double *ci);
+
+extern double radian(double d, double m, double s);
+extern double sindg(double x);
+extern double sinpi(double x);
+extern double cosdg(double x);
+extern double cospi(double x);
+
+extern double spence(double x);
+
+extern double stdtr(int k, double t);
+extern double stdtri(int k, double p);
+
+extern double struve_h(double v, double x);
+extern double struve_l(double v, double x);
+extern double struve_power_series(double v, double x, int is_h, double *err);
+extern double struve_asymp_large_z(double v, double z, int is_h, double *err);
+extern double struve_bessel_series(double v, double z, int is_h, double *err);
+
+extern double yv(double v, double x);
+
+extern double tandg(double x);
+extern double cotdg(double x);
+
+extern double log1p(double x);
+extern double log1pmx(double x);
+extern double expm1(double x);
+extern double cosm1(double x);
+extern double lgam1p(double x);
+
+extern double yn(int n, double x);
+extern double zeta(double x, double q);
+extern double zetac(double x);
+
+extern double smirnov(int n, double d);
+extern double smirnovi(int n, double p);
+extern double smirnovp(int n, double d);
+extern double smirnovc(int n, double d);
+extern double smirnovci(int n, double p);
+extern double kolmogorov(double x);
+extern double kolmogi(double p);
+extern double kolmogp(double x);
+extern double kolmogc(double x);
+extern double kolmogci(double p);
+
+extern double lanczos_sum_expg_scaled(double x);
+
+extern double owens_t(double h, double a);
+
+#ifdef __cplusplus
+}
+#endif
+
+#endif /* CEPHES_H */