MULTITHREADING.md

Installing pyhawkes with multithreading

This is a set of instructions for installing pyhawkes with high-performance multithreading. For Mac OS X users, this assumes that you are using Homebrew for package management.

Install GSL and GNU compilers

For OS X users with Homebrew:

# Install dependencies
brew update
brew install gsl
brew install gcc --without-multilib

# Make sure you're using GNU gcc and g++
export CC="/usr/local/bin/gcc-x.x"   # <- replace with correct version
export CXX="/usr/local/bin/g++-x.x"  # <- replace with correct version

If you're running Linux, make sure GSL and GCC are installed.

I haven't tried installing on Windows (if you do, please let me know!)

Install gslrandom for parallel sampling of multinomial random variables

Now you can install gslrandom for multinomial resampling.

# install other dependencies
pip install gslrandom

Install PyHawkes with OpenMP support

PyHawkes also (optionally) uses OpenMP for parallel parent updates of its continuous-time models. If you're using GNU gcc and g++, you can install with OpenMP support as follows:

# if you want to develop the library, run:
USE_OPENMP=TRUE pip install -e .

# for a standard install, run:
USE_OPENMP=TRUE python setup.py install