This package implements sampling from multivariate Jacobi ensembles, as used in the paper

Monte Carlo with determinantal point processes, R. Bardenet and A. Hardy, [https://arxiv.org/abs/1605.00361]

Our instructions cover Linux and Mac only. You need the gcc C compiler installed. On Linux, it usually comes preinstalled. On Mac, you can install it as part of the XCode command line tools.

Start by cloning this repository

git clone https://github.com/rbardenet/dppmc.git
cd dppmc

then run setup.py, e.g. using pip

pip install .

and compile the following shared C library

gcc -shared -o myJacobiPoly.so myJacobiPoly.c

You should now be able to run the example

cd dppmc/examples
python example1.py

Such examples, along with various illustrations of the notions in the paper, like the graded lexicographic order or the bound used in rejection sampling, can be found in a Jupyter notebook

cd dppmc/docs
jupyter notebook examples.ipynb