SPOCS 🖖

Live long and prosper: use SPOCS!

SPOCS is a software library written in modern Fortran for efficiently computing descriptive statistical moments and co-moments. The SPOCS acronym stands for:

• S ingle-point
• P arallel
• O nline
• C onverging
• S tatistics

Features

• Written in Modern Fortran
• C bindings
• Python bindings
• Modern CMake based build system
• Test suite and modern development practices including continuous integration testing
• Supports all floating point formats supported by Fortran compiler & host
• API Documentation using [FORD]
• Examples and futher usage information on the wiki
• Coarray based API for parallel processing
• MPI based API for parallel processing
• OpenMP based API for parallel processing
• Large integer support for processing more elements than can be represented by a 4-byte integer
• Reduced numerical error relative to most other one-pass algorithms, and even two-pass traditional algorithms
• Ability to watch and quantify level of statistical convergence, useful for estimating rate of convergence, error and/or uncertainty in quantities of interest, and to stop processing data once the desired convergence level is reached
• Abilty to monitor and stream the statistics as data is streamed to be processed (Online processing andm monitoring)
• Ability to partition data into subsets and process those asynchronously and/or simultaneously--the final result can be obtained with a simple reduction operation
• Finite, small state size in memory, dependent only on the number and type of statistics collected, NOT the number of points visited

System requirements

• Linux or macOS, will likely work on other unix based systems
• Untested on Windows, YMMV
• CMake 3.12 or later, binaries are available on the CMake website and are easily installed into user-space for macOS, Linux and Windows
• A recent Fortran compiler with good Fortran 2003 support and some Fortran 2008 support
  • Tested with GFortran 8.2
  • Tested with Intel 18.3

Building SPOCS

Follow the usual simple CMake based installation workflow:

mkdir build
cd build
export FC=/path/to/modern/Fortran/compiler
export CC=/path/to/C/compiler
cmake -DCMAKE_BUILD_TYPE:STRING=RELEASE -DCMAKE_INSTALL_PREFIX=/usr/local ..
cmake --build . -- -j $(nproc) # or just make -j
ctest --output-on-failure # Run tests to ensure proper functionality
sudo cmake --build . --target install # or just sudo make install
# sudo only required if you're installing into a system directory that needs root privs

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Made with <3 by @zbeekman