add gsl and nlopt

.github/workflows/test.yml

@@ -30,12 +30,12 @@ jobs:
     - name: Set compile target
       shell: bash
       run: |
-        if [[ "$RUNNER_OS" == "Linux" ]]; then
-          VCPKG_HOST_TRIPLET=x64-linux-dynamic
-        elif [[ "$RUNNER_OS" == "Windows" ]]; then
-          VCPKG_HOST_TRIPLET=x64-mingw-dynamic
+        if [[ "$RUNNER_OS" == "Windows" ]]; then
+          VCPKG_HOST_TRIPLET=x64-windows-static-md
+        elif [[ "$RUNNER_OS" == "Linux" ]]; then
+          VCPKG_HOST_TRIPLET=x64-linux
         elif [[ "$RUNNER_OS" == "macOS" ]]; then
-          VCPKG_HOST_TRIPLET=arm64-osx-dynamic
+          VCPKG_HOST_TRIPLET=arm64-osx
         fi
         echo VCPKG_HOST_TRIPLET="$VCPKG_HOST_TRIPLET" >> $GITHUB_ENV
         echo $VCPKG_HOST_TRIPLET

.github/workflows/wheels.yml

@@ -19,7 +19,7 @@ jobs:
     steps:
     - uses: actions/checkout@v4
 
-    - name: Cache dependencies
+    - name: Cache dependencies. # TODO - this may not work on linux b/c os is different than container?
       id: cache-vcpkg-deps
       uses: actions/cache@v4
       with:
@@ -38,13 +38,13 @@ jobs:
       run: |
         case "${RUNNER_OS}" in
           "Windows")
-              VCPKG_HOST_TRIPLET="x64-mingw-dynamic"
+              VCPKG_HOST_TRIPLET="x64-windows-static-md"
               ;;
           "Linux")
-              VCPKG_HOST_TRIPLET="x64-linux-dynamic"
+              VCPKG_HOST_TRIPLET="x64-linux"
               ;;
           "macOS")
-              VCPKG_HOST_TRIPLET="arm64-osx-dynamic"
+              VCPKG_HOST_TRIPLET="arm64-osx"
               ;;
           *)
               echo "Unsupported RUNNER_OS: ${RUNNER_OS}"

CMakeLists.txt

@@ -2,7 +2,6 @@ cmake_minimum_required(VERSION 3.4...3.18)
 
 project(cppcore)
 
-set(VCPKG_HOST_TRIPLET $ENV{VCPKG_HOST_TRIPLET})
 set(VCPKG_HOST_TRIPLET $ENV{VCPKG_HOST_TRIPLET})
 
 set(PYBIND11_FINDPYTHON ON)
@@ -13,9 +12,24 @@ message(STATUS "vcpkg Triplet: ${VCPKG_HOST_TRIPLET}")
 set(EIGEN_PATH "${CMAKE_SOURCE_DIR}/vcpkg_installed/${VCPKG_HOST_TRIPLET}/include")
 message(STATUS "Eigen Path: ${EIGEN_PATH}")
 
+set(GSL_DIR "${CMAKE_SOURCE_DIR}/vcpkg_installed/${VCPKG_HOST_TRIPLET}")
+message(STATUS "GSL Path: ${GSL_DIR}")
+set(GSL_INCLUDE_DIR "${GSL_DIR}/include")
+set(GSL_LIBRARY_DIR "${GSL_DIR}/lib")
+find_library(GSL_LIB gsl PATHS "${GSL_LIBRARY_DIR}")
+find_library(GSLCBLAS_LIB gslcblas PATHS "${GSL_LIBRARY_DIR}")
+
+set(NLOPT_DIR "${CMAKE_SOURCE_DIR}/vcpkg_installed/${VCPKG_HOST_TRIPLET}")
+message(STATUS "NLOPT Path: ${NLOPT_DIR}")
+set(NLOPT_DIR_INCLUDE_DIR "${NLOPT_DIR}/include")
+set(NLOPT_DIR_LIBRARY_DIR "${NLOPT_DIR}/lib")
+find_library(NLOPT_LIB nlopt PATHS "${NLOPT_DIR_LIBRARY_DIR}")
+
 pybind11_add_module(cppcore src/cpp/main.cpp)
 
-include_directories(${CMAKE_SOURCE_DIR}/src/cpp ${EIGEN_PATH})
+include_directories(${CMAKE_SOURCE_DIR}/src/cpp ${EIGEN_PATH} ${GSL_INCLUDE_DIR} ${NLOPT_DIR_INCLUDE_DIR})
+target_include_directories(cppcore PRIVATE ${GSL_INCLUDE_DIR} ${NLOPT_DIR_INCLUDE_DIR})
+target_link_libraries(cppcore PRIVATE  ${GSL_LIB} ${GSLCBLAS_LIB} ${NLOPT_LIB})
 
 target_compile_definitions(
     cppcore

src/cpp/main.cpp

@@ -1,6 +1,9 @@
 #include <pybind11/numpy.h>
 #include <pybind11/pybind11.h>
+#include <pybind11/stl.h>
+#include <gsl/gsl_sf_bessel.h>
 #include <Eigen/Dense>
+#include <nlopt.h>
 
 #define STRINGIFY(x) #x
 #define MACRO_STRINGIFY(x) STRINGIFY(x)
@@ -32,6 +35,37 @@ py::array_t<double> eigen_matmul(py::array_t<double, py::array::c_style | py::ar
     );
 }
 
+// GSL test
+double gsl_bessel(double x) {
+    return gsl_sf_bessel_J0(x);
+}
+
+// NLOPT test
+double objfunc(unsigned n, const double* x, double* grad, void*) {
+    if (grad) {
+        grad[0] = 2 * (x[0] - 1);
+        grad[1] = 2 * (x[1] - 2);
+    }
+    return (x[0] - 1) * (x[0] - 1) + (x[1] - 2) * (x[1] - 2);
+}
+std::vector<double> nlopt_demo(const std::vector<double>& lower_bounds,
+                              const std::vector<double>& upper_bounds) {
+    if (lower_bounds.size() != 2 || upper_bounds.size() != 2)
+        throw std::invalid_argument("Bounds must have size 2");
+
+    nlopt_opt opt = nlopt_create(NLOPT_LN_NELDERMEAD, 2);
+    nlopt_set_lower_bounds(opt, lower_bounds.data());
+    nlopt_set_upper_bounds(opt, upper_bounds.data());
+    nlopt_set_min_objective(opt, objfunc, nullptr);
+
+    double x[2] = {0.0, 0.0};
+    double minf;
+    int result = nlopt_optimize(opt, x, &minf);
+    nlopt_destroy(opt);
+    if (result < 0) throw std::runtime_error("nlopt failed");
+    return {x[0], x[1]};
+}
+
 PYBIND11_MODULE(cppcore, m) {
     m.doc() = R"pbdoc(
         Pybind11 example plugin
@@ -59,4 +93,8 @@ PYBIND11_MODULE(cppcore, m) {
     )pbdoc");
 
     m.def("eigen_matmul", &eigen_matmul, "Matrix multiplication using Eigen");
+    m.def("gsl_bessel", &gsl_bessel, "Bessel function using GSL");
+    m.def("nlopt_optimize", &nlopt_demo,
+        py::arg("lower_bounds"), py::arg("upper_bounds"),
+        "Run NLOPT optimization with specified bounds");
 }

tests/test_basic.py

@@ -1,3 +1,4 @@
+import pytest
 import numpy as np
 
 import demo
@@ -16,3 +17,13 @@ def test_eigen_matmul():
     result = cppcore.eigen_matmul(a, b)
     expected = np.matmul(a, b)
     np.testing.assert_allclose(result, expected)
+
+
+def test_gsl_bessel():
+    assert pytest.approx(1.0, rel=1e-8) == cppcore.gsl_bessel(0.0)
+    assert pytest.approx(0.7651976865, rel=1e-8) == cppcore.gsl_bessel(1.0)
+
+
+def test_nlopt_optimize():
+    res = cppcore.nlopt_optimize([-10, -10], [10, 10])
+    assert pytest.approx([1.0, 2.0]) == res