diff --git a/MCintegration/integrators_test.py b/MCintegration/integrators_test.py index b0ebb33..99d9a50 100644 --- a/MCintegration/integrators_test.py +++ b/MCintegration/integrators_test.py @@ -416,27 +416,26 @@ def test_distributed_initialization(self): integrator = Integrator(bounds=bounds, f=f) self.assertEqual(integrator.rank, 0) self.assertEqual(integrator.world_size, 1) + @unittest.skipIf(not torch.distributed.is_available(), "Distributed not available") + def test_multi_gpu_consistency(self): + if torch.cuda.device_count() >= 2: + bounds = torch.tensor([[0.0, 1.0]], dtype=torch.float64) + f = lambda x, fx: torch.ones_like(x) - # @unittest.skipIf(not torch.distributed.is_available(), "Distributed not available") - # def test_multi_gpu_consistency(self): - # if torch.cuda.device_count() >= 2: - # bounds = torch.tensor([[0.0, 1.0]], dtype=torch.float64) - # f = lambda x, fx: torch.ones_like(x) - - # # Create two integrators on different devices - # integrator1 = Integrator(bounds=bounds, f=f, device="cuda:0") - # integrator2 = Integrator(bounds=bounds, f=f, device="cuda:1") + # Create two integrators on different devices + integrator1 = Integrator(bounds=bounds, f=f, device="cuda:0") + integrator2 = Integrator(bounds=bounds, f=f, device="cuda:1") - # # Results should be consistent across devices - # result1 = integrator1(neval=10000) - # result2 = integrator2(neval=10000) + # Results should be consistent across devices + result1 = integrator1(neval=10000) + result2 = integrator2(neval=10000) - # if hasattr(result1, "mean"): - # value1, value2 = result1.mean, result2.mean - # else: - # value1, value2 = result1, result2 + if hasattr(result1, "mean"): + value1, value2 = result1.mean, result2.mean + else: + value1, value2 = result1, result2 - # self.assertAlmostEqual(float(value1), float(value2), places=1) + self.assertAlmostEqual(float(value1), float(value2), places=1) if __name__ == "__main__": diff --git a/MCintegration/mc_multicpu_test.py b/MCintegration/mc_multicpu_test.py index 1be7b9f..2c605b3 100644 --- a/MCintegration/mc_multicpu_test.py +++ b/MCintegration/mc_multicpu_test.py @@ -79,10 +79,14 @@ def two_integrands(x, f): if dist.is_initialized(): dist.destroy_process_group() +def test_mcmc_singlethread(): + # 直接在当前进程初始化并运行，避免 mp.spawn 启动子进程 + world_size = 1 + init_process(rank=0, world_size=world_size, fn=run_mcmc, backend=backend) def test_mcmc(world_size=2): # Use fewer processes than CPU cores to avoid resource contention - world_size = min(world_size, mp.cpu_count()) + # world_size = min(world_size, mp.cpu_count()) print(f"Starting with {world_size} processes") # Start processes with proper error handling diff --git a/README.md b/README.md index bccdd05..2e7618c 100644 --- a/README.md +++ b/README.md @@ -2,3 +2,144 @@ [![alpha](https://img.shields.io/badge/docs-alpha-blue.svg)](https://numericaleft.github.io/MCintegration.py/) [![Build Status](https://github.com/numericalEFT/MCIntegration.py/workflows/CI/badge.svg)](https://github.com/numericalEFT/MCIntegration.py/actions) [![codecov](https://codecov.io/gh/numericalEFT/MCintegration.py/graph/badge.svg?token=851N2CNOTN)](https://codecov.io/gh/numericalEFT/MCintegration.py) +A Python library for Monte Carlo integration with support for multi-CPU and GPU computations. + +## Overview + +MCintegration is a specialized library designed for numerical integration using Monte Carlo methods. It provides efficient implementations of various integration algorithms with focus on applications in computational physics and effective field theories (EFT). + +The library offers: +- Multiple Monte Carlo integration algorithms +- Support for multi-CPU parallelization +- GPU acceleration capabilities +- Integration with PyTorch for tensor-based computations + +## Installation + +```bash +pip install mcintegration +``` + +Or install from source: + +```bash +python setup.py install +``` + +## Usage + +### Example 1: Unit Circle Integration + +This example demonstrates different Monte Carlo methods for integrating functions over [-1,1]×[-1,1]: + +```python +from MCintegration import MonteCarlo, MarkovChainMonteCarlo, Vegas +import torch + +# Define integrand function +def unit_circle(x, f): + r2 = x[:, 0]**2 + x[:, 1]**2 + f[:, 0] = (r2 <= 1).float() + return f.mean(dim=-1) + +# Set up integration parameters +dim = 2 +bounds = [(-1, 1)] * dim +n_eval = 6400000 +batch_size = 10000 +n_therm = 100 + +# Create integrator instances +mc = MonteCarlo(f=unit_circle, bounds=bounds, batch_size=batch_size) +mcmc = MarkovChainMonteCarlo(f=unit_circle, bounds=bounds, batch_size=batch_size, nburnin=n_therm) + +# Perform integration +result_mc = mc(n_eval) +result_mcmc = mcmc(n_eval) +``` + +### Example 2: Singular Function Integration + +This example shows integration of a function with a singularity at x=0: + +```python +# Integrate log(x)/sqrt(x) which has a singularity at x=0 +def singular_func(x, f): + f[:, 0] = torch.log(x[:, 0]) / torch.sqrt(x[:, 0]) + return f[:, 0] + +# Set up integration parameters +dim = 1 +bounds = [(0, 1)] +n_eval = 6400000 +batch_size = 10000 +n_therm = 100 + +# Use VEGAS algorithm which adapts to the singular structure +vegas_map = Vegas(dim, ninc=1000) +vegas_map.adaptive_training(batch_size, singular_func) + +# Create integrator instances using the adapted vegas map +vegas_mc = MonteCarlo(f=singular_func, bounds=bounds, batch_size=batch_size, maps=vegas_map) +vegas_mcmc = MarkovChainMonteCarlo(f=singular_func, bounds=bounds, batch_size=batch_size, nburnin=n_therm, maps=vegas_map) + +# Perform integration +result_vegas = vegas_mc(n_eval) +result_vegas_mcmc = vegas_mcmc(n_eval) +``` + +### Example 3: Multiple Sharp Peak Integrands in Higher Dimensions + +This example demonstrates integration of a sharp Gaussian peak and its moments in 4D space: + +```python +# Define a sharp peak and its moments integrands +# This represents a Gaussian peak centered at (0.5, 0.5, 0.5, 0.5) +def sharp_integrands(x, f): + f[:, 0] = torch.sum((x - 0.5) ** 2, dim=-1) # Distance from center + f[:, 0] *= -200 # Scale by width parameter + f[:, 0].exp_() # Exponentiate to create Gaussian + f[:, 1] = f[:, 0] * x[:, 0] # First moment + f[:, 2] = f[:, 0] * x[:, 0] ** 2 # Second moment + return f.mean(dim=-1) + +# Set up 4D integration with sharp peak +dim = 4 +bounds = [(0, 1)] * dim +n_eval = 6400000 +batch_size = 10000 +n_therm = 100 + +# Use VEGAS algorithm which adapts to the peak structure +vegas_map = Vegas(dim, ninc=1000) +vegas_map.adaptive_training(batch_size, sharp_integrands, f_dim=3) + +# Create integrator instances using the adapted vegas map +vegas_mc = MonteCarlo(f=sharp_integrands, f_dim=3, bounds=bounds, batch_size=batch_size, maps=vegas_map) +vegas_mcmc = MarkovChainMonteCarlo(f=sharp_integrands, f_dim=3, bounds=bounds, batch_size=batch_size, nburnin=n_therm, maps=vegas_map) + +# Perform integration +result_vegas = vegas_mc(n_eval) +result_vegas_mcmc = vegas_mcmc(n_eval) +``` + +## Features + +- **Base integration methods**: Core Monte Carlo algorithms in `MCintegration/base.py` +- **Integrator implementations**: Various MC integration strategies in `MCintegration/integrators.py` +- **Variable transformations**: Coordinate mapping utilities in `MCintegration/maps.py` +- **Utility functions**: Helper functions for numerical computations in `MCintegration/utils.py` +- **Multi-CPU support**: Parallel processing capabilities demonstrated in `MCintegration/mc_multicpu_test.py` +- **GPU acceleration**: CUDA-enabled functions through PyTorch in the examples directory + + +## Requirements + +- Python 3.7+ +- NumPy +- PyTorch +- gvar + +## Acknowledgements and Related Packages +The development of `MCIntegration.py` has been greatly inspired and influenced by `vegas` package. We would like to express our appreciation to the following: +- [vegas](https://github.com/gplepage/vegas) A Python package offering Monte Carlo estimations of multidimensional integrals, with notable improvements on the original Vegas algorithm. It's been a valuable reference for us. Learn more from the vegas [documentation](https://vegas.readthedocs.io/). **Reference: G. P. Lepage, J. Comput. Phys. 27, 192 (1978) and G. P. Lepage, J. Comput. Phys. 439, 110386 (2021) [arXiv:2009.05112](https://arxiv.org/abs/2009.05112)**. \ No newline at end of file diff --git a/codecov.yml b/codecov.yml index 7cdebbd..24cf127 100644 --- a/codecov.yml +++ b/codecov.yml @@ -8,3 +8,5 @@ coverage: project: default: target: 95% +fixes: + - "MCintegration.py/MCintegration.py/::MCintegration.py/" diff --git a/license.md b/license.md new file mode 100644 index 0000000..b964bdf --- /dev/null +++ b/license.md @@ -0,0 +1,7 @@ +Copyright (c) 2025: Pengcheng Hou, Tao Wang, Caiyu Fan, and Kun Chen. + +Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the “Software”), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions: + +The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software. + +THE SOFTWARE IS PROVIDED “AS IS”, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. \ No newline at end of file