Linear interpolation

This commit is contained in:
Alexander Nozik 2020-01-12 10:49:42 +03:00
parent 8662935dbe
commit 396b31d106
13 changed files with 198 additions and 75 deletions

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@ -1,9 +1,12 @@
Bintray: [ ![Download](https://api.bintray.com/packages/mipt-npm/scientifik/kmath-core/images/download.svg) ](https://bintray.com/mipt-npm/scientifik/kmath-core/_latestVersion)
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# KMath
Could be pronounced as `key-math`.
The Kotlin MATHematics library is intended as a Kotlin-based analog to Python's `numpy` library. In contrast to `numpy` and `scipy` it is modular and has a lightweight core.

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plugins {
id("scientifik.publish") version "0.2.6" apply false
id("scientifik.publish") version "0.3.1" apply false
}
val kmathVersion by extra("0.1.4-dev-1")

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@ -6,14 +6,14 @@ annotation class KMathContext
/**
* Marker interface for any algebra
*/
interface Algebra
interface Algebra<T>
inline operator fun <T : Algebra, R> T.invoke(block: T.() -> R): R = run(block)
inline operator fun <T : Algebra<*>, R> T.invoke(block: T.() -> R): R = run(block)
/**
* Space-like operations without neutral element
*/
interface SpaceOperations<T> : Algebra {
interface SpaceOperations<T> : Algebra<T> {
/**
* Addition operation for two context elements
*/

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@ -1,4 +1,13 @@
package scientifik.kmath.operations
fun <T> Space<T>.sum(data : Iterable<T>): T = data.fold(zero) { left, right -> add(left,right) }
fun <T> Space<T>.sum(data : Sequence<T>): T = data.fold(zero) { left, right -> add(left, right) }
fun <T> Space<T>.sum(data: Iterable<T>): T = data.fold(zero) { left, right -> add(left, right) }
fun <T> Space<T>.sum(data: Sequence<T>): T = data.fold(zero) { left, right -> add(left, right) }
//TODO optimized power operation
fun <T> RingOperations<T>.power(arg: T, power: Int): T {
var res = arg
repeat(power - 1) {
res *= arg
}
return res
}

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@ -29,7 +29,7 @@ fun <T : MathElement<out TrigonometricOperations<T>>> ctg(arg: T): T = arg.conte
/**
* A context extension to include power operations like square roots, etc
*/
interface PowerOperations<T> {
interface PowerOperations<T> : Algebra<T> {
fun power(arg: T, pow: Number): T
fun sqrt(arg: T) = power(arg, 0.5)
@ -42,7 +42,7 @@ fun <T : MathElement<out PowerOperations<T>>> sqr(arg: T): T = arg pow 2.0
/* Exponential */
interface ExponentialOperations<T> {
interface ExponentialOperations<T>: Algebra<T> {
fun exp(arg: T): T
fun ln(arg: T): T
}

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@ -1,23 +1,11 @@
plugins {
id("scientifik.mpp")
//id("scientifik.atomic")
}
kotlin.sourceSets {
commonMain {
dependencies {
api(project(":kmath-core"))
api("org.jetbrains.kotlinx:kotlinx-coroutines-core-common:${Scientifik.coroutinesVersion}")
}
}
jvmMain {
dependencies {
api("org.jetbrains.kotlinx:kotlinx-coroutines-core:${Scientifik.coroutinesVersion}")
}
}
jsMain {
dependencies {
api("org.jetbrains.kotlinx:kotlinx-coroutines-core-js:${Scientifik.coroutinesVersion}")
}
}
}

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@ -1,2 +0,0 @@
package scientifik.kmath.functions

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@ -1,4 +1,94 @@
package scientifik.kmath.functions
interface Polynomial {
}
import scientifik.kmath.operations.RealField
import scientifik.kmath.operations.Ring
import scientifik.kmath.operations.Space
import kotlin.jvm.JvmName
import kotlin.math.max
import kotlin.math.pow
/**
* Polynomial coefficients without fixation on specific context they are applied to
* @param coefficients constant is the leftmost coefficient
*/
inline class Polynomial<T : Any>(val coefficients: List<T>) {
constructor(vararg coefficients: T) : this(coefficients.toList())
}
fun Polynomial<Double>.value() =
coefficients.reduceIndexed { index: Int, acc: Double, d: Double -> acc + d.pow(index) }
fun <T : Any, C : Ring<T>> Polynomial<T>.value(ring: C, arg: T): T = ring.run {
if( coefficients.isEmpty()) return@run zero
var res = coefficients.first()
var powerArg = arg
for( index in 1 until coefficients.size){
res += coefficients[index]*powerArg
//recalculating power on each step to avoid power costs on long polynomials
powerArg *= arg
}
return@run res
}
/**
* Represent a polynomial as a context-dependent function
*/
fun <T : Any, C : Ring<T>> Polynomial<T>.asMathFunction(): MathFunction<T, out C, T> = object : MathFunction<T, C, T> {
override fun C.invoke(arg: T): T = value(this, arg)
}
/**
* Represent the polynomial as a regular context-less function
*/
fun <T : Any, C : Ring<T>> Polynomial<T>.asFunction(ring: C): (T) -> T = { value(ring, it) }
@JvmName("asRealUFunction")
fun Polynomial<Double>.asFunction(): (Double) -> Double = asFunction(RealField)
/**
* An algebra for polynomials
*/
class PolynomialSpace<T : Any, C : Ring<T>>(val ring: C) : Space<Polynomial<T>> {
override fun add(a: Polynomial<T>, b: Polynomial<T>): Polynomial<T> {
val dim = max(a.coefficients.size, b.coefficients.size)
ring.run {
return Polynomial(List(dim) { index ->
a.coefficients.getOrElse(index) { zero } + b.coefficients.getOrElse(index) { zero }
})
}
}
override fun multiply(a: Polynomial<T>, k: Number): Polynomial<T> {
ring.run {
return Polynomial(List(a.coefficients.size) { index -> a.coefficients[index] * k })
}
}
override val zero: Polynomial<T> = Polynomial(emptyList())
operator fun Polynomial<T>.invoke(arg: T): T = value(ring, arg)
}
fun <T : Any, C : Ring<T>, R> C.polynomial(block: PolynomialSpace<T, C>.() -> R): R {
return PolynomialSpace(this).run(block)
}
class PiecewisePolynomial<T : Comparable<T>> internal constructor(
val lowerBoundary: T,
val pieces: List<Pair<T, Polynomial<T>>>
)
private fun <T : Comparable<T>> PiecewisePolynomial<T>.findPiece(arg: T): Polynomial<T>? {
if (arg < lowerBoundary || arg > pieces.last().first) return null
return pieces.first { arg < it.first }.second
}
/**
* Return a value of polynomial function with given [ring] an given [arg] or null if argument is outside of piecewise definition.
*/
fun <T : Comparable<T>, C : Ring<T>> PiecewisePolynomial<T>.value(ring: C, arg: T): T? =
findPiece(arg)?.value(ring, arg)
fun <T : Comparable<T>, C : Ring<T>> PiecewisePolynomial<T>.asFunction(ring: C): (T) -> T? = { value(ring, it) }

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@ -1,54 +1,33 @@
package scientifik.kmath.misc
package scientifik.kmath.functions
import scientifik.kmath.operations.Algebra
import scientifik.kmath.operations.RealField
import scientifik.kmath.operations.SpaceOperations
import kotlin.jvm.JvmName
/**
* A regular function that could be called only inside specific algebra context
* @param T source type
* @param C source algebra constraint
* @param R result type
*/
interface UFunction<T, C : SpaceOperations<T>> {
operator fun C.invoke(arg: T): T
interface MathFunction<T, C : Algebra<T>, R> {
operator fun C.invoke(arg: T): R
}
fun <R> MathFunction<Double, RealField, R>.invoke(arg: Double): R = RealField.invoke(arg)
/**
* A suspendable univariate function defined in algebraic context
* A suspendable function defined in algebraic context
*/
interface USFunction<T, C : SpaceOperations<T>> {
suspend operator fun C.invoke(arg: T): T
interface SuspendableMathFunction<T, C : Algebra<T>, R> {
suspend operator fun C.invoke(arg: T): R
}
suspend fun USFunction<Double, RealField>.invoke(arg: Double) = RealField.invoke(arg)
suspend fun <R> SuspendableMathFunction<Double, RealField, R>.invoke(arg: Double) = RealField.invoke(arg)
interface MFunction<T, C : SpaceOperations<T>> {
/**
* The input dimension of the function
*/
val dimension: UInt
operator fun C.invoke(vararg args: T): T
}
/**
* A suspendable multivariate (N->1) function defined on algebraic context
* A parametric function with parameter
*/
interface MSFunction<T, C : SpaceOperations<T>> {
/**
* The input dimension of the function
*/
val dimension: UInt
suspend operator fun C.invoke(vararg args: T): T
}
suspend fun MSFunction<Double, RealField>.invoke(args: DoubleArray) = RealField.invoke(*args.toTypedArray())
@JvmName("varargInvoke")
suspend fun MSFunction<Double, RealField>.invoke(vararg args: Double) = RealField.invoke(*args.toTypedArray())
/**
* A suspendable parametric function with parameter
*/
interface PSFunction<T, P, C : SpaceOperations<T>> {
suspend operator fun C.invoke(arg: T, parameter: P): T
interface ParametricFunction<T, P, C : Algebra<T>> {
operator fun C.invoke(arg: T, parameter: P): T
}

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@ -1,7 +1,21 @@
package scientifik.kmath.interpolation
import scientifik.kmath.functions.MathFunction
import scientifik.kmath.functions.PiecewisePolynomial
import scientifik.kmath.functions.value
import scientifik.kmath.operations.Ring
interface Interpolator<X, Y> {
fun interpolate(points: Collection<Pair<X, Y>>): MathFunction<X, *, Y>
fun interpolate(points: Collection<Pair<X, Y>>): (X) -> Y
}
interface PolynomialInterpolator<T : Comparable<T>> : Interpolator<T, T> {
val algebra: Ring<T>
fun getDefaultValue(): T = error("Out of bounds")
fun interpolatePolynomials(points: Collection<Pair<T, T>>): PiecewisePolynomial<T>
override fun interpolate(points: Collection<Pair<T, T>>): (T) -> T = { x ->
interpolatePolynomials(points).value(algebra, x) ?: getDefaultValue()
}
}

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@ -1,4 +1,24 @@
package scientifik.kmath.interpolation
class LinearInterpolator {
import scientifik.kmath.functions.PiecewisePolynomial
import scientifik.kmath.functions.Polynomial
import scientifik.kmath.operations.Field
/**
* Reference JVM implementation: https://github.com/apache/commons-math/blob/master/src/main/java/org/apache/commons/math4/analysis/interpolation/LinearInterpolator.java
*/
class LinearInterpolator<T : Comparable<T>>(override val algebra: Field<T>) : PolynomialInterpolator<T> {
override fun interpolatePolynomials(points: Collection<Pair<T, T>>): PiecewisePolynomial<T> = algebra.run {
//sorting points
val sorted = points.sortedBy { it.first }
val pairs: List<Pair<T, Polynomial<T>>> = (0 until points.size - 1).map { i ->
val slope = (sorted[i + 1].second - sorted[i].second) / (sorted[i + 1].first - sorted[i].first)
val const = sorted[i].second - slope * sorted[i].first
sorted[i + 1].first to Polynomial(const, slope)
}
return PiecewisePolynomial(sorted.first().first, pairs)
}
}

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@ -1,5 +1,26 @@
package scientifik.kmath.interpolation
import org.junit.Assert.*
import scientifik.kmath.functions.asFunction
import scientifik.kmath.operations.RealField
import kotlin.test.Test
import kotlin.test.assertEquals
class LinearInterpolatorTest
class LinearInterpolatorTest {
@Test
fun testInterpolation() {
val data = listOf(
0.0 to 0.0,
1.0 to 1.0,
2.0 to 3.0,
3.0 to 4.0
)
val polynomial = LinearInterpolator(RealField).interpolatePolynomials(data)
val function = polynomial.asFunction(RealField)
// assertEquals(null, function(-1.0))
// assertEquals(0.5, function(0.5))
assertEquals(2.0, function(1.5))
assertEquals(3.0, function(2.0))
}
}

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@ -1,10 +1,10 @@
pluginManagement {
plugins {
id("scientifik.mpp") version "0.2.5"
id("scientifik.jvm") version "0.2.5"
id("scientifik.atomic") version "0.2.5"
id("scientifik.publish") version "0.2.5"
id("scientifik.mpp") version "0.3.1"
id("scientifik.jvm") version "0.3.1"
id("scientifik.atomic") version "0.3.1"
id("scientifik.publish") version "0.3.1"
}
repositories {
@ -19,7 +19,7 @@ pluginManagement {
resolutionStrategy {
eachPlugin {
when (requested.id.id) {
"scientifik.mpp", "scientifik.publish" -> useModule("scientifik:gradle-tools:${requested.version}")
"scientifik.mpp", "scientifik.jvm", "scientifik.publish" -> useModule("scientifik:gradle-tools:${requested.version}")
}
}
}
@ -29,6 +29,7 @@ rootProject.name = "kmath"
include(
":kmath-memory",
":kmath-core",
":kmath-functions",
// ":kmath-io",
":kmath-coroutines",
":kmath-histograms",