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volesti

LGPL-3.0C++v1.1.2-6

A C++ library with R interface for practical volume computation and sampling of convex bodies in high dimensions.

GitHubGitHub
188 stars191 forks0 contributors

What is volesti?

VolEsti is a C++ library with an R interface for volume approximation and sampling of convex bodies, such as polytopes, in high-dimensional spaces. It solves complex computational geometry problems by providing efficient algorithms for volume computation and uniform sampling, which are essential in fields like statistics, optimization, and machine learning. The library is part of the GeomScale project, focusing on practical and scalable geometric computations.

Target Audience

Researchers, statisticians, and data scientists working with high-dimensional data, computational geometry, or optimization who need to compute volumes or generate samples from convex bodies. It is particularly useful for those using R for statistical analysis.

Value Proposition

Developers choose VolEsti for its specialized algorithms that handle high-dimensional convex bodies efficiently, its seamless integration with R for ease of use, and its open-source nature under the GeomScale project, offering a robust alternative to proprietary computational geometry tools.

Overview

Practical volume computation and sampling in high dimensions

Use Cases

Best For

  • Approximating volumes of high-dimensional polytopes in optimization problems
  • Generating uniform samples from convex bodies for statistical simulations
  • Performing truncated log-concave sampling in Bayesian statistics
  • Integrating geometric computations into R-based data analysis workflows
  • Research in computational geometry requiring scalable volume algorithms
  • Teaching high-dimensional geometry and sampling techniques with practical tools

Not Ideal For

  • Projects requiring extensive Python integration without relying on separate packages
  • Real-time applications with low-dimensional data where sub-second computations are critical
  • Developers unfamiliar with R or C++ who prefer all-in-one solutions in other languages
  • Simple 2D geometry tasks where lightweight libraries like CGAL or Shapely suffice

Pros & Cons

Pros

High-Performance C++ Core

Built on C++ for efficient computation of geometric operations, ensuring scalability for high-dimensional problems as emphasized in the library's philosophy.

Seamless R Integration

Offers a CRAN-published R package, making it easily accessible for statistical computing and visualization workflows, as shown by the CRAN status badge and download metrics.

Advanced Geometric Algorithms

Specializes in randomized algorithms for volume approximation and sampling of convex bodies, backed by publications and detailed tutorials on the GitHub wiki.

Active and Tested Development

Demonstrates robust continuous integration with badges for gcc, clang tests, and regular updates, ensuring reliability and ongoing improvements through the GeomScale project.

Cons

Limited Multi-Language Support

Python interface is not native and requires a separate package (dingo), as admitted in the README, limiting its utility for Python-centric projects without additional setup.

High Resource Requirements

Focused on high-dimensional spaces, computations can be memory and CPU intensive, making it unsuitable for resource-constrained environments or lightweight applications.

Complex C++ Setup

While the R package is easy to install, the underlying C++ library may require manual compilation and dependencies, indicated by the CMake-based build workflows and potential platform-specific issues.

Frequently Asked Questions

Quick Stats

Stars188
Forks191
Contributors0
Open Issues34
Last commit17 days ago
CreatedSince 2016

Tags

#c-plus-plus-library#random-walk#finance#r-package#statistics#sampling#volume#geometry#statistical computing#cran#computational-geometry

Built With

R
R
C
C++

Included in

C/C++70.6k
Auto-fetched 19 hours ago

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