Add support for Windows builds via vcpkg

CMakeLists.txt

@@ -25,6 +25,8 @@ option(GPRAT_ENABLE_FORMAT_TARGETS "Enable clang-format / cmake-format targets"
        ${PROJECT_IS_TOP_LEVEL})
 
 if(GPRAT_ENABLE_FORMAT_TARGETS)
+  set(CMAKE_FORMAT_EXCLUDE "^external_ports/")
+
   find_package(format QUIET)
   if(NOT format_FOUND)
     include(FetchContent)

CMakePresets.json

@@ -21,6 +21,21 @@
         "deprecated": true
       }
     },
+    {
+      "name": "vcpkg",
+      "hidden": true,
+      "cacheVariables": {
+        "CMAKE_TOOLCHAIN_FILE": "$env{VCPKG_ROOT}/scripts/buildsystems/vcpkg.cmake",
+        "X_VCPKG_APPLOCAL_DEPS_INSTALL": "ON"
+      }
+    },
+    {
+      "name": "vcpkg-win64-static",
+      "hidden": true,
+      "cacheVariables": {
+        "VCPKG_TARGET_TRIPLET": "x64-windows-static-md-release"
+      }
+    },
     {
       "name": "cppcheck",
       "hidden": true,
@@ -67,7 +82,7 @@
       "description": "Note that all the flags after /W4 are required for MSVC to conform to the language standard",
       "hidden": true,
       "cacheVariables": {
-        "CMAKE_CXX_FLAGS": "/sdl /guard:cf /utf-8 /diagnostics:caret /w14165 /w44242 /w44254 /w44263 /w34265 /w34287 /w44296 /w44365 /w44388 /w44464 /w14545 /w14546 /w14547 /w14549 /w14555 /w34619 /w34640 /w24826 /w14905 /w14906 /w14928 /w45038 /W4 /permissive- /volatile:iso /Zc:inline /Zc:preprocessor /Zc:enumTypes /Zc:lambda /Zc:__cplusplus /Zc:externConstexpr /Zc:throwingNew /EHsc",
+        "CMAKE_CXX_FLAGS": "/sdl /guard:cf /utf-8 /diagnostics:caret /w14165 /w44242 /w44254 /w44263 /w34265 /w34287 /w44296 /w44365 /w44388 /w44464 /w14545 /w14546 /w14547 /w14549 /w14555 /w34619 /w34640 /w24826 /w14905 /w14906 /w14928 /w45038 /W4 /permissive- /volatile:iso /Zc:inline /Zc:preprocessor /Zc:enumTypes /Zc:lambda /Zc:__cplusplus /Zc:externConstexpr /Zc:throwingNew /EHsc /D_CRT_SECURE_NO_WARNINGS",
         "CMAKE_EXE_LINKER_FLAGS": "/machine:x64 /guard:cf",
         "CMAKE_SHARED_LINKER_FLAGS": "/machine:x64 /guard:cf"
       }
@@ -146,7 +161,7 @@
     },
     {
       "name": "ci-windows",
-      "inherits": ["ci-build", "ci-win64", "ci-multi-config"]
+      "inherits": ["ci-build", "ci-win64", "ci-multi-config", "vcpkg", "vcpkg-win64-static"]
     },
     {
       "name": "ci-ubuntu-24.04",

core/CMakeLists.txt

@@ -66,16 +66,13 @@ if(GPRAT_ENABLE_MKL)
   # Link Intel oneMKL
   target_link_libraries(gprat_core PUBLIC MKL::mkl_intel_lp64 MKL::mkl_core
                                           MKL::MKL MKL::mkl_sequential)
+  target_compile_definitions(gprat_core PUBLIC GPRAT_ENABLE_MKL)
 else()
   # Link OpenBLAS
   target_link_libraries(gprat_core PUBLIC ${OpenBLAS_LIB})
 endif()
 
-if(GPRAT_ENABLE_MKL)
-  target_compile_definitions(gprat_core PUBLIC GPRAT_ENABLE_MKL)
-endif()
-
-target_compile_features(gprat_core PUBLIC cxx_std_17)
+target_compile_features(gprat_core PUBLIC cxx_std_20)
 
 set_property(TARGET gprat_core PROPERTY POSITION_INDEPENDENT_CODE ON)
 

core/src/cpu/gp_algorithms.cpp

@@ -1,6 +1,7 @@
 #include "cpu/gp_algorithms.hpp"
 
 #include <cmath>
+#include <iterator>
 
 namespace cpu
 {

core/src/cpu/gp_optimizer.cpp

@@ -1,6 +1,7 @@
 #include "cpu/gp_optimizer.hpp"
 
 #include "cpu/adapter_cblas_fp64.hpp"
+#include <numbers>
 #include <numeric>
 
 namespace cpu
@@ -212,7 +213,7 @@ double add_losses(const std::vector<double> &losses, std::size_t N, std::size_t
         l += losses[i];
     }
 
-    l += Nn * log(2.0 * M_PI);
+    l += Nn * log(2.0 * std::numbers::pi);
     return 0.5 * l / Nn;  // why /Nn?
 }
 

core/src/gp_hyperparameters.cpp

@@ -1,6 +1,7 @@
 #include "gp_hyperparameters.hpp"
 
 #include <iomanip>
+#include <sstream>
 
 namespace gprat_hyper
 {

external_ports/README.md

@@ -0,0 +1,3 @@
+# What is this?
+
+This contains custom vcpkg ports and forks of official ones.

external_ports/intel-mkl/copy-from-dmg.cmake

@@ -0,0 +1,53 @@
+find_program(HDIUTIL NAMES hdiutil REQUIRED)
+set(dmg_path "NOTFOUND" CACHE FILEPATH "Where to find the DMG")
+set(output_dir "output_dir" CACHE FILEPATH "Where to put the packages")
+
+if(NOT EXISTS "${dmg_path}")
+    message(FATAL_ERROR "'dmg_path' (${dmg_path}) does not exist.")
+endif()
+if(NOT IS_DIRECTORY "${output_dir}")
+    message(FATAL_ERROR "'output_dir' (${output_dir}) is not a directory.")
+endif()
+
+execute_process(
+    COMMAND mktemp -d
+    RESULT_VARIABLE mktemp_result
+    OUTPUT_VARIABLE mount_point
+    OUTPUT_STRIP_TRAILING_WHITESPACE
+)
+if(NOT mktemp_result STREQUAL "0")
+    message(FATAL_ERROR "mktemp -d failed: ${mktemp_result}")
+elseif(NOT IS_DIRECTORY "${mount_point}")
+    message(FATAL_ERROR "'mount_point' (${mount_point}) is not a directory.")
+endif()
+
+execute_process(
+    COMMAND "${HDIUTIL}" attach "${dmg_path}" -mountpoint "${mount_point}" -readonly
+    RESULT_VARIABLE mount_result
+)
+if(mount_result STREQUAL "0")
+    set(dmg_packages_dir "${mount_point}/bootstrapper.app/Contents/Resources/packages")
+    file(GLOB packages
+        "${dmg_packages_dir}/intel.oneapi.mac.mkl.devel,*"
+        "${dmg_packages_dir}/intel.oneapi.mac.mkl.runtime,*"
+        "${dmg_packages_dir}/intel.oneapi.mac.mkl.product,*"
+        "${dmg_packages_dir}/intel.oneapi.mac.openmp,*"
+    )
+    # Using execute_process to avoid direct errors
+    execute_process(
+        COMMAND cp -R ${packages} "${output_dir}/"
+        RESULT_VARIABLE copy_result
+    )
+endif()
+execute_process(
+    COMMAND "${HDIUTIL}" detach "${mount_point}"
+    RESULT_VARIABLE unmount_result
+)
+
+if(NOT mount_result STREQUAL "0")
+    message(FATAL_ERROR "Mounting ${dmg_path} failed: ${mount_result}")
+elseif(NOT copy_result STREQUAL "0")
+    message(FATAL_ERROR "Coyping packages failed: ${copy_result}")
+elseif(NOT unmount_result STREQUAL "0")
+    message(FATAL_ERROR "Unounting ${dmg_path} failed: ${unmount_result}")
+endif()