Hrothgar Parallel LM/MCMC Minimizer download

Hrothgar is a parallel minimizer and Markov Chain Monte Carlo generator by Andisheh Mahdavi of San Francisco State University. It has been used to solve optimization problems in astrophysics (galaxy cluster mass profiles) as well as in experimental particle physics (hadronic tau decays). It is probably adaptable enough to be applied to your merit function if you can write it in C.

Features

Link with any C or compatible language merit function
Studies your merit function and calculates a sampling covariance matrix on the go
Run Levenberg-Marquardt downhill fits or full MCMC---your choice
Multithreaded graphic visualization with PGPLOT---watch your chains grow on the screen
Run chains under MPI and a master process will monitor them for convergence
User OpenMP in your merit function without disrupting the MCMC

Project Samples

Merged chains from a fit to a Gaussian merit function via MCMC fit

1- and 2-sigma confidence ontours from MCMC for a galaxy cluster mass and concentration

Project Activity

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License

GNU General Public License version 2.0 (GPLv2)

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Additional Project Details

Operating Systems

BSD, Linux

Intended Audience

Science/Research

User Interface

Command-line

Programming Language

Related Categories

C Clustering Software, C Scientific Engineering, C Statistics Software

Registered

2006-09-01

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