Numfort

numfort implements some of the functionality of NumPy and Scipy in Fortran, albeit on a much less ambitios scale. The main goal is to provide routines that make solving quantitative macroeconomic models in Fortran easier.

Obtaining the code

1. To clone the git repository, run

   git clone https://github.org/richardfoltyn/numfort.git --recursive

2. numfort contains a git submodule with CMake scripts required to build the library. It needs to be initalized using

   git submodule init

   Submodules can be updated to the latest version by executing

   git submodule update --remote

   Note that a simple git pull will not update the submodule.

Build instructions

Linux

numfort is built using CMake. The library itself does not have any compile-time dependencies, but requires BLAS and LAPACK libraries to be present when linking any client application using numfort.

To compile the library, adapt the following to your environment:

# GCC compiler version
GCC_VERSION=14

# Define source directory
SRC_DIR=$HOME/repos/numfort

# Build directory
BUILD_DIR=$HOME/build/gnu/${GCC_VERSION}/numfort

# Installation prefix
INSTALL_PREFIX="$HOME/.local"

mkdir -p "${BUILD_DIR}"
cd "${BUILD_DIR}"

On Debian/Ubuntu, the project can now be configured as follows:

FC=gfortran-${GCC_VERSION} CC=gcc-${GCC_VERSION} \
cmake -DCMAKE_INSTALL_PREFIX="${INSTALL_PREFIX}" "${SRC_DIR}"

On Fedora, the default GCC compiler does not have a version suffix, so the following should be used instead:

FC=gfortran CC=gcc cmake -DCMAKE_INSTALL_PREFIX="${INSTALL_PREFIX}" "${SRC_DIR}"

cmake --build . -j 32
cmake --install .

You may want to specify an alternative Fortran compiler or compile flags (FFLAGS). For example, to build using Intel's Fortran compiler ifx or the now deprecated ifort and optimize the code for the host machine architecture, you could run

FC=ifort FFLAGS="-xHost" \
cmake -DCMAKE_INSTALL_PREFIX=/path/to/install/ /path/to/numfort

numfort was tested to compile with the following compilers:

• GNU gfortran 11.x, 12.x, and 13.x
• Intel ifort 2021, ifx 2024

Advanced build instructions

To build the unit tests or example files, several libraries are needed at compile time:

1. The fcore library available here. The latter is build as a CMake project, so we use the CMAKE_PREFIX_PATH variable to specify where CMake should look for it.

2. BLAS and LAPACK libraries: numfort works either with Intel MKL or the some other implementation such as OpenBLAS.

   1. For Intel MKL, the variable MKL_ROOT should point to the desired MKL installation directory. Optionally, MKL_FORTRAN95_ROOT can be specified if the Fortran 95 wrappers for BLAS and LAPACK are available (this is only required for gfortran, MKL itself ships the required libraries for ifort and ifx).

      Linux

      The corresponding CMake invocation on Linux could be something like

      cmake -DCMAKE_PREFIX_PATH=/path/to/fcore \
          -DMKL_ROOT=/opt/intel/compilers_and_libraries_20xx/linux/mkl \
          -DMKL_FORTRAN95_ROOT=/path/to/mkl/fortran95 \
          -DBUILD_TESTS=ON \
          -DBUILD_EXAMPLES=ON \
          <NUMFORT_REPOSITORY>/src
      

   2. If another BLAS/LAPACK implementation should be used, set USE_MKL=OFF and numfort will use whichever library is found by CMake.

      Linux

      On Linux, the CMake invocation could be something like

      cmake -DCMAKE_PREFIX_PATH=/path/to/fcore \
          -DUSE_MKL=OFF \
          -DBUILD_TESTS=ON \
          -DBUILD_EXAMPLES=ON \
          <NUMFORT_REPOSITORY>/src
      

Usage

Add the following to a CMake-based project to use the numfort library:

find_package(numfort REQUIRED)

target_link_libraries(<target> PRIVATE numfort::numfort)

License

This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

numfort includes several bundled projects in the src/external directory which were distributed under various different licenses by their original authors. Any changes and additions made to the code in src/external is licensed under a project's respective original license. See LICENSES_bundled.txt and the sub-directories in src/external for details.

Authors

With the exception of the files in src/external, numfort was written by Richard Foltyn. See the src/external directories for information about the authors of these bundled components.