Ring buffer. At last.
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28695148e9
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58a22e4338
@ -2,6 +2,7 @@ package scientifik.kmath.linear
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import scientifik.kmath.operations.RealField
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import scientifik.kmath.operations.RealField
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import scientifik.kmath.operations.Ring
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import scientifik.kmath.operations.Ring
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import scientifik.kmath.operations.sum
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import scientifik.kmath.structures.*
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import scientifik.kmath.structures.*
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import scientifik.kmath.structures.Buffer.Companion.DoubleBufferFactory
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import scientifik.kmath.structures.Buffer.Companion.DoubleBufferFactory
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import scientifik.kmath.structures.Buffer.Companion.boxing
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import scientifik.kmath.structures.Buffer.Companion.boxing
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@ -69,7 +70,7 @@ interface GenericMatrixContext<T : Any, R : Ring<T>> : MatrixContext<T> {
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val row = rows[i]
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val row = rows[i]
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val column = other.columns[j]
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val column = other.columns[j]
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with(elementContext) {
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with(elementContext) {
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row.asSequence().zip(column.asSequence(), ::multiply).sum()
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sum(row.asSequence().zip(column.asSequence(), ::multiply))
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}
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}
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}
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}
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}
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}
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@ -80,7 +81,7 @@ interface GenericMatrixContext<T : Any, R : Ring<T>> : MatrixContext<T> {
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return point(rowNum) { i ->
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return point(rowNum) { i ->
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val row = rows[i]
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val row = rows[i]
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with(elementContext) {
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with(elementContext) {
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row.asSequence().zip(vector.asSequence(), ::multiply).sum()
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sum(row.asSequence().zip(vector.asSequence(), ::multiply))
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}
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}
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}
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}
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}
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}
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@ -77,7 +77,7 @@ interface MutableBuffer<T> : Buffer<T> {
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/**
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/**
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* Create a boxing mutable buffer of given type
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* Create a boxing mutable buffer of given type
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*/
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*/
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inline fun <T : Any> boxing(size: Int, initializer: (Int) -> T): MutableBuffer<T> =
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inline fun <T> boxing(size: Int, initializer: (Int) -> T): MutableBuffer<T> =
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MutableListBuffer(MutableList(size, initializer))
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MutableListBuffer(MutableList(size, initializer))
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/**
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/**
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@ -1,5 +1,6 @@
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package scientifik.kmath.sequential
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package scientifik.kmath.sequential
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import scientifik.kmath.operations.Space
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import kotlin.jvm.JvmName
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import kotlin.jvm.JvmName
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@ -32,6 +33,10 @@ fun <T, R> List<T>.cumulative(initial: R, operation: (T, R) -> R): List<R> =
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//Cumulative sum
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//Cumulative sum
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fun <T> Iterable<T>.cumulativeSum(space: Space<T>) = with(space) {
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cumulative(zero) { element: T, sum: T -> sum + element }
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}
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@JvmName("cumulativeSumOfDouble")
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@JvmName("cumulativeSumOfDouble")
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fun Iterable<Double>.cumulativeSum() = this.cumulative(0.0) { element, sum -> sum + element }
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fun Iterable<Double>.cumulativeSum() = this.cumulative(0.0) { element, sum -> sum + element }
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@ -41,6 +46,10 @@ fun Iterable<Int>.cumulativeSum() = this.cumulative(0) { element, sum -> sum + e
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@JvmName("cumulativeSumOfLong")
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@JvmName("cumulativeSumOfLong")
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fun Iterable<Long>.cumulativeSum() = this.cumulative(0L) { element, sum -> sum + element }
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fun Iterable<Long>.cumulativeSum() = this.cumulative(0L) { element, sum -> sum + element }
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fun <T> Sequence<T>.cumulativeSum(space: Space<T>) = with(space) {
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cumulative(zero) { element: T, sum: T -> sum + element }
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}
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@JvmName("cumulativeSumOfDouble")
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@JvmName("cumulativeSumOfDouble")
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fun Sequence<Double>.cumulativeSum() = this.cumulative(0.0) { element, sum -> sum + element }
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fun Sequence<Double>.cumulativeSum() = this.cumulative(0.0) { element, sum -> sum + element }
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@ -50,6 +59,10 @@ fun Sequence<Int>.cumulativeSum() = this.cumulative(0) { element, sum -> sum + e
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@JvmName("cumulativeSumOfLong")
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@JvmName("cumulativeSumOfLong")
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fun Sequence<Long>.cumulativeSum() = this.cumulative(0L) { element, sum -> sum + element }
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fun Sequence<Long>.cumulativeSum() = this.cumulative(0L) { element, sum -> sum + element }
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fun <T> List<T>.cumulativeSum(space: Space<T>) = with(space) {
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cumulative(zero) { element: T, sum: T -> sum + element }
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}
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@JvmName("cumulativeSumOfDouble")
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@JvmName("cumulativeSumOfDouble")
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fun List<Double>.cumulativeSum() = this.cumulative(0.0) { element, sum -> sum + element }
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fun List<Double>.cumulativeSum() = this.cumulative(0.0) { element, sum -> sum + element }
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@ -0,0 +1,136 @@
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package scientifik.kmath.sequential
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import kotlinx.atomicfu.atomic
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import kotlinx.coroutines.CoroutineScope
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import kotlinx.coroutines.GlobalScope
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import kotlinx.coroutines.channels.*
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import kotlinx.coroutines.isActive
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import kotlinx.coroutines.launch
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import kotlinx.coroutines.sync.Mutex
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interface DoubleProducer : Producer<Double> {
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suspend fun receiveArray(): DoubleArray
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}
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interface DoubleConsumer : Consumer<Double> {
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suspend fun sendArray(array: DoubleArray)
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}
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abstract class AbstractDoubleProducer(scope: CoroutineScope) : AbstractProducer<Double>(scope), DoubleProducer {
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override fun connectOutput(consumer: Consumer<Double>) {
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if (consumer is DoubleConsumer) {
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launch {
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while (this.isActive) {
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consumer.sendArray(receiveArray())
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}
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}
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} else {
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super.connectOutput(consumer)
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}
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}
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}
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abstract class AbstractDoubleConsumer(scope: CoroutineScope) : AbstractConsumer<Double>(scope), DoubleConsumer {
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override fun connectInput(producer: Producer<Double>) {
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if (producer is DoubleProducer) {
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launch {
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while (isActive) {
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sendArray(producer.receiveArray())
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}
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}
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} else {
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super.connectInput(producer)
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}
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}
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}
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abstract class AbstractDoubleProcessor(scope: CoroutineScope) : AbstractProcessor<Double, Double>(scope),
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DoubleProducer, DoubleConsumer {
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override fun connectOutput(consumer: Consumer<Double>) {
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if (consumer is DoubleConsumer) {
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launch {
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while (this.isActive) {
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consumer.sendArray(receiveArray())
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}
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}
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} else {
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super.connectOutput(consumer)
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}
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}
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override fun connectInput(producer: Producer<Double>) {
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if (producer is DoubleProducer) {
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launch {
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while (isActive) {
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sendArray(producer.receiveArray())
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}
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}
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} else {
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super.connectInput(producer)
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}
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}
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}
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/**
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* The basic [Double] producer supporting both arrays and element-by-element simultaneously
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*/
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class BasicDoubleProducer(
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scope: CoroutineScope,
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capacity: Int = Channel.UNLIMITED,
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block: suspend ProducerScope<DoubleArray>.() -> Unit
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) : AbstractDoubleProducer(scope) {
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private val currentArray = atomic<ReceiveChannel<Double>?>(null)
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private val channel: ReceiveChannel<DoubleArray> by lazy { produce(capacity = capacity, block = block) }
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private val cachingChannel by lazy {
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channel.map {
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it.also { doubles -> currentArray.lazySet(doubles.asChannel()) }
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}
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}
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private fun DoubleArray.asChannel() = produce {
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for (value in this@asChannel) {
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send(value)
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}
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}
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override suspend fun receiveArray(): DoubleArray = cachingChannel.receive()
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override suspend fun receive(): Double = (currentArray.value ?: cachingChannel.receive().asChannel()).receive()
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}
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class DoubleReducer<S>(
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scope: CoroutineScope,
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initialState: S,
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val fold: suspend (S, DoubleArray) -> S
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) : AbstractDoubleConsumer(scope) {
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var state: S = initialState
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private set
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private val mutex = Mutex()
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override suspend fun sendArray(array: DoubleArray) {
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state = fold(state, array)
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}
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override suspend fun send(value: Double) = sendArray(doubleArrayOf(value))
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}
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/**
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* Convert an array to single element producer, splitting it in chunks if necessary
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*/
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fun DoubleArray.produce(scope: CoroutineScope = GlobalScope, chunkSize: Int = Int.MAX_VALUE) = if (size < chunkSize) {
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BasicDoubleProducer(scope) { send(this@produce) }
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} else {
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BasicDoubleProducer(scope) {
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//TODO optimize this!
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asSequence().chunked(chunkSize).forEach {
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send(it.toDoubleArray())
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}
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}
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}
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@ -0,0 +1,89 @@
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package scientifik.kmath.sequential
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import kotlinx.coroutines.sync.Mutex
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import kotlinx.coroutines.sync.withLock
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import scientifik.kmath.structures.Buffer
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import scientifik.kmath.structures.MutableBuffer
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import scientifik.kmath.structures.VirtualBuffer
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/**
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* Thread-safe ring buffer
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*/
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internal class RingBuffer<T>(
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private val buffer: MutableBuffer<T>,
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private var startIndex: Int = 0,
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size: Int = 0
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) : Buffer<T> {
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private val mutex = Mutex()
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override var size: Int = size
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private set
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override fun get(index: Int): T {
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require(index >= 0) { "Index must be positive" }
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require(index < size) { "Index $index is out of circular buffer size $size" }
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return buffer[startIndex.forward(index)]
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}
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fun isFull() = size == buffer.size
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/**
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* Iterator could provide wrong results if buffer is changed in initialization (iteration is safe)
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*/
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override fun iterator(): Iterator<T> = object : AbstractIterator<T>() {
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private var count = size
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private var index = startIndex
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val copy = buffer.copy()
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override fun computeNext() {
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if (count == 0) {
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done()
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} else {
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setNext(copy[index])
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index = index.forward(1)
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count--
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}
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}
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}
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/**
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* A safe snapshot operation
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*/
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suspend fun snapshot(): Buffer<T> {
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mutex.withLock {
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val copy = buffer.copy()
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return VirtualBuffer(size) { i -> copy[startIndex.forward(i)] }
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}
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}
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suspend fun push(element: T) {
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mutex.withLock {
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buffer[startIndex.forward(size)] = element
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if (isFull()) {
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startIndex++
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} else {
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size++
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}
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}
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}
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@Suppress("NOTHING_TO_INLINE")
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private inline fun Int.forward(n: Int): Int = (this + n) % (buffer.size)
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companion object {
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inline fun <reified T : Any> build(size: Int, empty: T): RingBuffer<T> {
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val buffer = MutableBuffer.auto(size) { empty }
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return RingBuffer(buffer)
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}
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/**
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* Slow yet universal buffer
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*/
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fun <T> boxing(size: Int): RingBuffer<T?> {
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val buffer: MutableBuffer<T?> = MutableBuffer.boxing(size) { null }
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return RingBuffer(buffer)
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}
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}
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}
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@ -1,79 +0,0 @@
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package scientifik.kmath.sequential
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import kotlinx.atomicfu.atomic
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import kotlinx.atomicfu.update
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import kotlinx.coroutines.CoroutineScope
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import kotlinx.coroutines.channels.*
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import kotlinx.coroutines.launch
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interface DoubleProducer : Producer<Double> {
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suspend fun receiveArray(): DoubleArray
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}
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interface DoubleConsumer : Consumer<Double> {
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suspend fun sendArray(): DoubleArray
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}
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abstract class AbstractDoubleProducer(scope: CoroutineScope) : AbstractProducer<Double>(scope), DoubleProducer {
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override suspend fun connectOutput(consumer: Consumer<Double>) {
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if (consumer is DoubleConsumer) {
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arrayOutput.toChannel(consumer.arrayInput)
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} else {
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connectOutput(super, consumer)
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}
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}
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}
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abstract class AbstractDoubleConsumer(scope: CoroutineScope) : AbstractConsumer<Double>(scope), DoubleConsumer {
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override suspend fun connectInput(producer: Producer<Double>) {
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if (producer is DoubleProducer) {
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producer.arrayOutput.toChannel(arrayInput)
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} else {
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super.connectInput(producer)
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}
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}
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}
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abstract class AbstractDoubleProcessor(scope: CoroutineScope) : AbstractProcessor<Double, Double>(scope),
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DoubleProducer, DoubleConsumer {
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override suspend fun connectOutput(consumer: Consumer<Double>) {
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if (consumer is DoubleConsumer) {
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arrayOutput.toChannel(consumer.arrayInput)
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} else {
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connectOutput(super, consumer)
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}
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}
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override suspend fun connectInput(producer: Producer<Double>) {
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if (producer is DoubleProducer) {
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producer.arrayOutput.toChannel(arrayInput)
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} else {
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super.connectInput(producer)
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}
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}
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}
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class DoubleReducer<S>(
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scope: CoroutineScope,
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initialState: S,
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fold: suspend (S, DoubleArray) -> S
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) : AbstractDoubleConsumer(scope) {
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private val state = atomic(initialState)
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val value: S = state.value
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override val arrayInput: SendChannel<DoubleArray> by lazy {
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//create a channel and start process of reading all elements into aggregator
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Channel<DoubleArray>(capacity = Channel.RENDEZVOUS).also {
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launch {
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it.consumeEach { value -> state.update { fold(it, value) } }
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}
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}
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}
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override val input: SendChannel<DoubleArray> = object :Abstr
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}
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@ -1,7 +1,5 @@
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package scientifik.kmath.sequential
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package scientifik.kmath.sequential
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import kotlinx.atomicfu.atomic
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import kotlinx.atomicfu.update
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import kotlinx.coroutines.CoroutineScope
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import kotlinx.coroutines.CoroutineScope
|
||||||
import kotlinx.coroutines.GlobalScope
|
import kotlinx.coroutines.GlobalScope
|
||||||
import kotlinx.coroutines.channels.*
|
import kotlinx.coroutines.channels.*
|
||||||
@ -9,6 +7,7 @@ import kotlinx.coroutines.isActive
|
|||||||
import kotlinx.coroutines.launch
|
import kotlinx.coroutines.launch
|
||||||
import kotlinx.coroutines.sync.Mutex
|
import kotlinx.coroutines.sync.Mutex
|
||||||
import kotlinx.coroutines.sync.withLock
|
import kotlinx.coroutines.sync.withLock
|
||||||
|
import scientifik.kmath.structures.Buffer
|
||||||
import kotlin.coroutines.CoroutineContext
|
import kotlin.coroutines.CoroutineContext
|
||||||
|
|
||||||
/**
|
/**
|
||||||
@ -172,7 +171,7 @@ class PipeProcessor<T, R>(
|
|||||||
}
|
}
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* A [Processor] that splits the input in fixed chunk size and transforms each chunk
|
* A [Processor] that splits the input in fixed chunked size and transforms each chunked
|
||||||
*/
|
*/
|
||||||
class ChunkProcessor<T, R>(
|
class ChunkProcessor<T, R>(
|
||||||
scope: CoroutineScope,
|
scope: CoroutineScope,
|
||||||
@ -205,47 +204,44 @@ class ChunkProcessor<T, R>(
|
|||||||
class WindowedProcessor<T, R>(
|
class WindowedProcessor<T, R>(
|
||||||
scope: CoroutineScope,
|
scope: CoroutineScope,
|
||||||
window: Int,
|
window: Int,
|
||||||
process: suspend (List<T>) -> R
|
val process: suspend (Buffer<T?>) -> R
|
||||||
) : AbstractProcessor<T, R>(scope) {
|
) : AbstractProcessor<T, R>(scope) {
|
||||||
|
|
||||||
|
private val ringBuffer = RingBuffer.boxing<T>(window)
|
||||||
|
|
||||||
|
private val channel = Channel<R>(Channel.RENDEZVOUS)
|
||||||
|
|
||||||
override suspend fun receive(): R {
|
override suspend fun receive(): R {
|
||||||
TODO("not implemented") //To change body of created functions use File | Settings | File Templates.
|
return channel.receive()
|
||||||
}
|
}
|
||||||
|
|
||||||
override suspend fun send(value: T) {
|
override suspend fun send(value: T) {
|
||||||
TODO("not implemented") //To change body of created functions use File | Settings | File Templates.
|
ringBuffer.push(value)
|
||||||
|
channel.send(process(ringBuffer.snapshot()))
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
||||||
}
|
}
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* Thread-safe aggregator of values from input. The aggregator does not store all incoming values, it uses fold procedure
|
* Thread-safe aggregator of values from input. The aggregator does not store all incoming values, it uses fold procedure
|
||||||
* to incorporate them into state on-arrival.
|
* to incorporate them into state on-arrival.
|
||||||
* The current aggregated state could be accessed by [value]. The input channel is inactive unless requested
|
* The current aggregated state could be accessed by [state]. The input channel is inactive unless requested
|
||||||
* @param T - the type of the input element
|
* @param T - the type of the input element
|
||||||
* @param S - the type of the aggregator
|
* @param S - the type of the aggregator
|
||||||
*/
|
*/
|
||||||
class Reducer<T, S>(
|
class Reducer<T, S>(
|
||||||
scope: CoroutineScope,
|
scope: CoroutineScope,
|
||||||
initialState: S,
|
initialState: S,
|
||||||
fold: suspend (S, T) -> S
|
val fold: suspend (S, T) -> S
|
||||||
) : AbstractConsumer<T>(scope) {
|
) : AbstractConsumer<T>(scope) {
|
||||||
|
|
||||||
private val state = atomic(initialState)
|
var state: S = initialState
|
||||||
|
private set
|
||||||
|
|
||||||
val value: S = state.value
|
private val mutex = Mutex()
|
||||||
|
|
||||||
private val input: SendChannel<T> by lazy {
|
override suspend fun send(value: T) = mutex.withLock {
|
||||||
//create a channel and start process of reading all elements into aggregator
|
state = fold(state, value)
|
||||||
Channel<T>(capacity = Channel.RENDEZVOUS).also {
|
|
||||||
launch {
|
|
||||||
it.consumeEach { value -> state.update { fold(it, value) } }
|
|
||||||
}
|
}
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
override suspend fun send(value: T) = input.send(value)
|
|
||||||
}
|
}
|
||||||
|
|
||||||
/**
|
/**
|
||||||
@ -257,20 +253,11 @@ class Collector<T>(scope: CoroutineScope) : AbstractConsumer<T>(scope) {
|
|||||||
private val mutex = Mutex()
|
private val mutex = Mutex()
|
||||||
val list: List<T> get() = _list
|
val list: List<T> get() = _list
|
||||||
|
|
||||||
private val input: SendChannel<T> by lazy {
|
override suspend fun send(value: T) {
|
||||||
//create a channel and start process of reading all elements into aggregator
|
|
||||||
Channel<T>(capacity = Channel.RENDEZVOUS).also {
|
|
||||||
launch {
|
|
||||||
it.consumeEach { value ->
|
|
||||||
mutex.withLock {
|
mutex.withLock {
|
||||||
_list.add(value)
|
_list.add(value)
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
override suspend fun send(value: T) = input.send(value)
|
|
||||||
}
|
}
|
||||||
|
|
||||||
/**
|
/**
|
||||||
@ -285,6 +272,10 @@ fun <T> Sequence<T>.produce(scope: CoroutineScope = GlobalScope) =
|
|||||||
fun <T> ReceiveChannel<T>.produce(scope: CoroutineScope = GlobalScope) =
|
fun <T> ReceiveChannel<T>.produce(scope: CoroutineScope = GlobalScope) =
|
||||||
GenericProducer<T>(scope) { for (e in this@produce) send(e) }
|
GenericProducer<T>(scope) { for (e in this@produce) send(e) }
|
||||||
|
|
||||||
|
|
||||||
|
fun <T, C : Consumer<T>> Producer<T>.consumer(consumerFactory: () -> C): C =
|
||||||
|
consumerFactory().also { connect(it) }
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* Create a reducer and connect this producer to reducer
|
* Create a reducer and connect this producer to reducer
|
||||||
*/
|
*/
|
||||||
@ -297,8 +288,13 @@ fun <T, S> Producer<T>.reduce(initialState: S, fold: suspend (S, T) -> S) =
|
|||||||
fun <T> Producer<T>.collect() =
|
fun <T> Producer<T>.collect() =
|
||||||
Collector<T>(this).also { connect(it) }
|
Collector<T>(this).also { connect(it) }
|
||||||
|
|
||||||
fun <T, R> Producer<T>.process(capacity: Int = Channel.RENDEZVOUS, process: suspend (T) -> R) =
|
fun <T, R, P : Processor<T, R>> Producer<T>.process(processorBuilder: () -> P): P =
|
||||||
PipeProcessor(this, capacity, process)
|
processorBuilder().also { connect(it) }
|
||||||
|
|
||||||
fun <T, R> Producer<T>.chunk(chunkSize: Int, process: suspend (List<T>) -> R) =
|
fun <T, R> Producer<T>.process(capacity: Int = Channel.RENDEZVOUS, process: suspend (T) -> R) =
|
||||||
ChunkProcessor(this, chunkSize, process)
|
PipeProcessor<T, R>(this, capacity, process).also { connect(it) }
|
||||||
|
|
||||||
|
fun <T, R> Producer<T>.chunked(chunkSize: Int, process: suspend (List<T>) -> R) =
|
||||||
|
ChunkProcessor(this, chunkSize, process).also { connect(it) }
|
||||||
|
|
||||||
|
fun <T> Producer<T>.chunked(chunkSize: Int) = chunked(chunkSize) { it }
|
@ -1,5 +1,6 @@
|
|||||||
package scientifik.kmath.misc
|
package scientifik.kmath.misc
|
||||||
|
|
||||||
|
import scientifik.kmath.sequential.cumulativeSum
|
||||||
import kotlin.test.Test
|
import kotlin.test.Test
|
||||||
import kotlin.test.assertEquals
|
import kotlin.test.assertEquals
|
||||||
|
|
@ -0,0 +1,19 @@
|
|||||||
|
package scientifik.kmath.sequential
|
||||||
|
|
||||||
|
import scientifik.kmath.structures.asSequence
|
||||||
|
import scientifik.kmath.structures.runBlocking
|
||||||
|
import kotlin.test.Test
|
||||||
|
import kotlin.test.assertEquals
|
||||||
|
|
||||||
|
class RingBufferTest {
|
||||||
|
@Test
|
||||||
|
fun testPush() {
|
||||||
|
val buffer = RingBuffer.build(20, Double.NaN)
|
||||||
|
runBlocking {
|
||||||
|
for (i in 1..30) {
|
||||||
|
buffer.push(i.toDouble())
|
||||||
|
}
|
||||||
|
assertEquals(410.0, buffer.asSequence().sum())
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
@ -1,33 +0,0 @@
|
|||||||
package scientifik.kmath.sequential
|
|
||||||
|
|
||||||
import kotlinx.coroutines.channels.Channel
|
|
||||||
import kotlinx.coroutines.channels.ReceiveChannel
|
|
||||||
import kotlinx.coroutines.sync.Mutex
|
|
||||||
import kotlinx.coroutines.sync.withLock
|
|
||||||
import scientifik.kmath.operations.Space
|
|
||||||
import scientifik.kmath.structures.runBlocking
|
|
||||||
import java.util.*
|
|
||||||
|
|
||||||
/**
|
|
||||||
* A moving average with fixed window
|
|
||||||
*/
|
|
||||||
class MovingAverage<T : Any>(val window: Int, val context: Space<T>) : Accumulator<T> {
|
|
||||||
private val outputChannel = Channel<T>()
|
|
||||||
private val queue = ArrayDeque<T>(window)
|
|
||||||
private val mutex = Mutex()
|
|
||||||
|
|
||||||
override suspend fun send(value: T) {
|
|
||||||
mutex.withLock {
|
|
||||||
queue.add(value)
|
|
||||||
if (queue.size == window) {
|
|
||||||
val sum = queue.fold(context.zero) { a, b -> context.run { a + b } }
|
|
||||||
outputChannel.send(context.run { sum / window })
|
|
||||||
queue.pop()
|
|
||||||
}
|
|
||||||
}
|
|
||||||
}
|
|
||||||
|
|
||||||
override fun push(value: T) = runBlocking { send(value) }
|
|
||||||
|
|
||||||
val output: ReceiveChannel<T> = outputChannel
|
|
||||||
}
|
|
@ -20,7 +20,7 @@ pluginManagement {
|
|||||||
rootProject.name = "kmath"
|
rootProject.name = "kmath"
|
||||||
include(
|
include(
|
||||||
":kmath-core",
|
":kmath-core",
|
||||||
":kmath-io",
|
// ":kmath-io",
|
||||||
":kmath-coroutines",
|
":kmath-coroutines",
|
||||||
":kmath-commons",
|
":kmath-commons",
|
||||||
":kmath-koma",
|
":kmath-koma",
|
||||||
|
Loading…
Reference in New Issue
Block a user