Reformat, bring back the features of CMMatrix with the new API, add missing features in QRDecomposition in EjmlMatrix
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@ -1,11 +1,9 @@
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package kscience.kmath.commons.linear
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package kscience.kmath.commons.linear
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import kscience.kmath.linear.DiagonalFeature
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import kscience.kmath.linear.*
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import kscience.kmath.linear.MatrixContext
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import kscience.kmath.linear.MatrixWrapper
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import kscience.kmath.linear.Point
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import kscience.kmath.misc.UnstableKMathAPI
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import kscience.kmath.misc.UnstableKMathAPI
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import kscience.kmath.structures.Matrix
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import kscience.kmath.structures.Matrix
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import kscience.kmath.structures.RealBuffer
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import org.apache.commons.math3.linear.*
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import org.apache.commons.math3.linear.*
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import kotlin.reflect.KClass
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import kotlin.reflect.KClass
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import kotlin.reflect.cast
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import kotlin.reflect.cast
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@ -17,8 +15,40 @@ public inline class CMMatrix(public val origin: RealMatrix) : Matrix<Double> {
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@UnstableKMathAPI
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@UnstableKMathAPI
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override fun <T : Any> getFeature(type: KClass<T>): T? = when (type) {
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override fun <T : Any> getFeature(type: KClass<T>): T? = when (type) {
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DiagonalFeature::class -> if (origin is DiagonalMatrix) DiagonalFeature else null
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DiagonalFeature::class -> if (origin is DiagonalMatrix) DiagonalFeature else null
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DeterminantFeature::class, LupDecompositionFeature::class -> object :
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DeterminantFeature<Double>,
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LupDecompositionFeature<Double> {
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private val lup by lazy { LUDecomposition(origin) }
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override val determinant: Double by lazy { lup.determinant }
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override val l: Matrix<Double> by lazy { CMMatrix(lup.l) + LFeature }
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override val u: Matrix<Double> by lazy { CMMatrix(lup.u) + UFeature }
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override val p: Matrix<Double> by lazy { CMMatrix(lup.p) }
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}
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CholeskyDecompositionFeature::class -> object : CholeskyDecompositionFeature<Double> {
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override val l: Matrix<Double> by lazy {
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val cholesky = CholeskyDecomposition(origin)
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CMMatrix(cholesky.l) + LFeature
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}
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}
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QRDecompositionFeature::class -> object : QRDecompositionFeature<Double> {
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private val qr by lazy { QRDecomposition(origin) }
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override val q: Matrix<Double> by lazy { CMMatrix(qr.q) + OrthogonalFeature }
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override val r: Matrix<Double> by lazy { CMMatrix(qr.r) + UFeature }
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}
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SingularValueDecompositionFeature::class -> object : SingularValueDecompositionFeature<Double> {
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private val sv by lazy { SingularValueDecomposition(origin) }
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override val u: Matrix<Double> by lazy { CMMatrix(sv.u) }
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override val s: Matrix<Double> by lazy { CMMatrix(sv.s) }
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override val v: Matrix<Double> by lazy { CMMatrix(sv.v) }
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override val singularValues: Point<Double> by lazy { RealBuffer(sv.singularValues) }
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}
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else -> null
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else -> null
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}?.let { type.cast(it) }
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}?.let(type::cast)
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public override operator fun get(i: Int, j: Int): Double = origin.getEntry(i, j)
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public override operator fun get(i: Int, j: Int): Double = origin.getEntry(i, j)
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}
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}
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@ -11,8 +11,8 @@ public interface MatrixFeature
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/**
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/**
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* Matrices with this feature are considered to have only diagonal non-null elements.
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* Matrices with this feature are considered to have only diagonal non-null elements.
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*/
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*/
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public interface DiagonalFeature : MatrixFeature{
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public interface DiagonalFeature : MatrixFeature {
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public companion object: DiagonalFeature
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public companion object : DiagonalFeature
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}
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}
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/**
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/**
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@ -1,4 +1,4 @@
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package kscience.kmath.misc
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package kscience.kmath.misc
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@RequiresOptIn("This API is unstable and could change in future", RequiresOptIn.Level.WARNING)
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@RequiresOptIn("This API is unstable and could change in future", RequiresOptIn.Level.WARNING)
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public annotation class UnstableKMathAPI
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public annotation class UnstableKMathAPI
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@ -15,21 +15,20 @@ import kotlin.reflect.cast
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* @property origin the underlying [SimpleMatrix].
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* @property origin the underlying [SimpleMatrix].
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* @author Iaroslav Postovalov
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* @author Iaroslav Postovalov
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*/
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*/
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public inline class EjmlMatrix(
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public inline class EjmlMatrix(public val origin: SimpleMatrix) : Matrix<Double> {
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public val origin: SimpleMatrix,
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) : Matrix<Double> {
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public override val rowNum: Int get() = origin.numRows()
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public override val rowNum: Int get() = origin.numRows()
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public override val colNum: Int get() = origin.numCols()
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public override val colNum: Int get() = origin.numCols()
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@UnstableKMathAPI
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@UnstableKMathAPI
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override fun <T : Any> getFeature(type: KClass<T>): T? = when (type) {
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public override fun <T : Any> getFeature(type: KClass<T>): T? = when (type) {
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InverseMatrixFeature::class -> object : InverseMatrixFeature<Double> {
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InverseMatrixFeature::class -> object : InverseMatrixFeature<Double> {
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override val inverse: Matrix<Double> by lazy { EjmlMatrix(origin.invert()) }
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override val inverse: Matrix<Double> by lazy { EjmlMatrix(origin.invert()) }
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}
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}
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DeterminantFeature::class -> object : DeterminantFeature<Double> {
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DeterminantFeature::class -> object : DeterminantFeature<Double> {
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override val determinant: Double by lazy(origin::determinant)
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override val determinant: Double by lazy(origin::determinant)
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}
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}
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SingularValueDecompositionFeature::class -> object : SingularValueDecompositionFeature<Double> {
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SingularValueDecompositionFeature::class -> object : SingularValueDecompositionFeature<Double> {
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private val svd by lazy {
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private val svd by lazy {
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DecompositionFactory_DDRM.svd(origin.numRows(), origin.numCols(), true, true, false)
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DecompositionFactory_DDRM.svd(origin.numRows(), origin.numCols(), true, true, false)
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@ -41,15 +40,20 @@ public inline class EjmlMatrix(
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override val v: Matrix<Double> by lazy { EjmlMatrix(SimpleMatrix(svd.getV(null, false))) }
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override val v: Matrix<Double> by lazy { EjmlMatrix(SimpleMatrix(svd.getV(null, false))) }
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override val singularValues: Point<Double> by lazy { RealBuffer(svd.singularValues) }
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override val singularValues: Point<Double> by lazy { RealBuffer(svd.singularValues) }
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}
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}
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QRDecompositionFeature::class -> object : QRDecompositionFeature<Double> {
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QRDecompositionFeature::class -> object : QRDecompositionFeature<Double> {
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private val qr by lazy {
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private val qr by lazy {
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DecompositionFactory_DDRM.qr().apply { decompose(origin.ddrm.copy()) }
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DecompositionFactory_DDRM.qr().apply { decompose(origin.ddrm.copy()) }
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}
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}
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override val q: Matrix<Double> by lazy { EjmlMatrix(SimpleMatrix(qr.getQ(null, false))) }
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override val q: Matrix<Double> by lazy {
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override val r: Matrix<Double> by lazy { EjmlMatrix(SimpleMatrix(qr.getR(null, false))) }
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EjmlMatrix(SimpleMatrix(qr.getQ(null, false))) + OrthogonalFeature
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}
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override val r: Matrix<Double> by lazy { EjmlMatrix(SimpleMatrix(qr.getR(null, false))) + UFeature }
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}
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}
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CholeskyDecompositionFeature::class -> object : CholeskyDecompositionFeature<Double> {
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CholeskyDecompositionFeature::class -> object : CholeskyDecompositionFeature<Double> {
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override val l: Matrix<Double> by lazy {
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override val l: Matrix<Double> by lazy {
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val cholesky =
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val cholesky =
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DecompositionFactory_DDRM.chol(rowNum, true).apply { decompose(origin.ddrm.copy()) }
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DecompositionFactory_DDRM.chol(rowNum, true).apply { decompose(origin.ddrm.copy()) }
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@ -57,7 +61,8 @@ public inline class EjmlMatrix(
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EjmlMatrix(SimpleMatrix(cholesky.getT(null))) + LFeature
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EjmlMatrix(SimpleMatrix(cholesky.getT(null))) + LFeature
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}
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}
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}
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}
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LupDecompositionFeature::class -> object : LupDecompositionFeature<Double> {
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LupDecompositionFeature::class -> object : LupDecompositionFeature<Double> {
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private val lup by lazy {
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private val lup by lazy {
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DecompositionFactory_DDRM.lu(origin.numRows(), origin.numCols()).apply { decompose(origin.ddrm.copy()) }
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DecompositionFactory_DDRM.lu(origin.numRows(), origin.numCols()).apply { decompose(origin.ddrm.copy()) }
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}
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}
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@ -72,8 +77,9 @@ public inline class EjmlMatrix(
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override val p: Matrix<Double> by lazy { EjmlMatrix(SimpleMatrix(lup.getRowPivot(null))) }
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override val p: Matrix<Double> by lazy { EjmlMatrix(SimpleMatrix(lup.getRowPivot(null))) }
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}
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}
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else -> null
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else -> null
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}?.let{type.cast(it)}
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}?.let(type::cast)
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public override operator fun get(i: Int, j: Int): Double = origin[i, j]
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public override operator fun get(i: Int, j: Int): Double = origin[i, j]
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}
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}
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