Integrate Dakota

Install and enable Dakota for sgpp::combigrid module

Tested with dakota 6.8

1. Install dependencies as described here: https://dakota.sandia.gov/content/install-required-tools-and-libraries
   • On Ubuntu most dependencies can be installed from standard package repository.
     See https://dakota.sandia.gov/content/linux-ubuntu-1404 for reference
2. Obtain source code either from:
   • dakota git repository: https://dakota.sandia.gov/content/getting-dakota-source-code

     git clone https://software.sandia.gov/git/dakota
     edit dakota/.gitmodules to redirect each of the submodule URLs <sm> to https://software.sandia.gov/git/<sm>
     git submodule sync
     git submodule update --init

   • downloading appropriate source package: https://dakota.sandia.gov/downloads
3. Follow compilation and installation example at https://dakota.sandia.gov/content/configure-compile-and-install-dakota
4. Point to dakota include and library directory when building SG++
   Example custom.py with the appropriate options for building the combigrid module

   OPT=1
   
   USE_UMFPACK=1
   USE_EIGEN=1
   USE_ARMADILLO=1
   USE_DAKOTA=1
   
   SG_BASE=1
   SG_COMBIGRID=1
   SG_OPTIMIZATION=1
   SG_QUADRATURE=1
   SG_PDE=1
   SG_SOLVER=1
   
   SG_FINANCE=0
   SG_MISC=0
   SG_PARALLEL=0
   SG_DATADRIVEN=0
   
   COMPILE_BOOST_TESTS=0
   RUN_CPPLINT=0
   RUN_PYTHON_TESTS=0
   
   CPPPATH="<dakota_install>/include"
   LIBPATH="<dakota_install>/lib"