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README
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README
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MC Stretch: GPU parallel, affine invariant Markov chain Monte Carlo.
Much more detail in readme_mc_stretch.pdf.
Please email adkaiser at the domain gmail.com for help.
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Follow these steps to get started quickly with the included examples.
- Place generic C code to evaluate the log of the probability density function (pdf) you would like to sample in ``pdf.h.''
- Pick one of the included examples in "stretch_move_main.c" to run. Check that parameters in the example match your problem, which usually means setting the correct dimension.
- Type "make" on the command line to build the code with the included makefile.
- Type "./stretch_move_main" to run the executable. The code will prompt to select an OpenCL implementation and hardware, then run the sampler.