Merge branch 'dev' into gsl-experiment
This commit is contained in:
commit
8019ac6802
@ -28,7 +28,7 @@ internal class ExpressionsInterpretersBenchmark {
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@Benchmark
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@Benchmark
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fun mstExpression() {
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fun mstExpression() {
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val expr = algebra.mstInField {
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val expr = algebra.mstInField {
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symbol("x") * number(2.0) + number(2.0) / symbol("x") - number(16.0)
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symbol("x") * 2.0 + 2.0 / symbol("x") - 16.0
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}
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}
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invokeAndSum(expr)
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invokeAndSum(expr)
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@ -37,7 +37,7 @@ internal class ExpressionsInterpretersBenchmark {
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@Benchmark
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@Benchmark
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fun asmExpression() {
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fun asmExpression() {
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val expr = algebra.mstInField {
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val expr = algebra.mstInField {
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symbol("x") * number(2.0) + number(2.0) / symbol("x") - number(16.0)
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symbol("x") * 2.0 + 2.0 / symbol("x") - 16.0
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}.compile()
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}.compile()
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invokeAndSum(expr)
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invokeAndSum(expr)
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@ -2,9 +2,8 @@ package kscience.kmath.benchmarks
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import kotlinx.benchmark.Benchmark
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import kotlinx.benchmark.Benchmark
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import kscience.kmath.commons.linear.CMMatrixContext
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import kscience.kmath.commons.linear.CMMatrixContext
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import kscience.kmath.commons.linear.toCM
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import kscience.kmath.ejml.EjmlMatrixContext
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import kscience.kmath.ejml.EjmlMatrixContext
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import kscience.kmath.ejml.toEjml
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import kscience.kmath.linear.BufferMatrixContext
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import kscience.kmath.linear.BufferMatrixContext
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import kscience.kmath.linear.RealMatrixContext
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import kscience.kmath.linear.RealMatrixContext
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import kscience.kmath.linear.real
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import kscience.kmath.linear.real
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@ -26,11 +25,11 @@ class DotBenchmark {
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val matrix1 = Matrix.real(dim, dim) { i, j -> if (i <= j) random.nextDouble() else 0.0 }
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val matrix1 = Matrix.real(dim, dim) { i, j -> if (i <= j) random.nextDouble() else 0.0 }
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val matrix2 = Matrix.real(dim, dim) { i, j -> if (i <= j) random.nextDouble() else 0.0 }
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val matrix2 = Matrix.real(dim, dim) { i, j -> if (i <= j) random.nextDouble() else 0.0 }
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val cmMatrix1 = matrix1.toCM()
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val cmMatrix1 = CMMatrixContext { matrix1.toCM() }
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val cmMatrix2 = matrix2.toCM()
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val cmMatrix2 = CMMatrixContext { matrix2.toCM() }
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val ejmlMatrix1 = matrix1.toEjml()
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val ejmlMatrix1 = EjmlMatrixContext { matrix1.toEjml() }
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val ejmlMatrix2 = matrix2.toEjml()
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val ejmlMatrix2 = EjmlMatrixContext { matrix2.toEjml() }
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}
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}
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@Benchmark
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@Benchmark
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@ -49,22 +48,23 @@ class DotBenchmark {
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@Benchmark
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@Benchmark
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fun ejmlMultiplicationwithConversion() {
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fun ejmlMultiplicationwithConversion() {
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val ejmlMatrix1 = matrix1.toEjml()
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val ejmlMatrix2 = matrix2.toEjml()
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EjmlMatrixContext {
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EjmlMatrixContext {
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val ejmlMatrix1 = matrix1.toEjml()
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val ejmlMatrix2 = matrix2.toEjml()
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ejmlMatrix1 dot ejmlMatrix2
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ejmlMatrix1 dot ejmlMatrix2
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}
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}
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}
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}
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@Benchmark
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@Benchmark
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fun bufferedMultiplication() {
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fun bufferedMultiplication() {
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BufferMatrixContext(RealField, Buffer.Companion::real).invoke{
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BufferMatrixContext(RealField, Buffer.Companion::real).invoke {
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matrix1 dot matrix2
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matrix1 dot matrix2
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}
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}
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}
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}
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@Benchmark
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@Benchmark
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fun realMultiplication(){
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fun realMultiplication() {
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RealMatrixContext {
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RealMatrixContext {
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matrix1 dot matrix2
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matrix1 dot matrix2
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}
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}
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@ -1,25 +0,0 @@
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package kscience.kmath.benchmarks
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import kscience.kmath.structures.NDField
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import org.openjdk.jmh.annotations.Benchmark
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import org.openjdk.jmh.annotations.Scope
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import org.openjdk.jmh.annotations.State
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import org.openjdk.jmh.infra.Blackhole
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import kotlin.random.Random
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@State(Scope.Benchmark)
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class LargeNDBenchmark {
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val arraySize = 10000
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val RANDOM = Random(222)
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val src1 = DoubleArray(arraySize) { RANDOM.nextDouble() }
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val src2 = DoubleArray(arraySize) { RANDOM.nextDouble() }
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val field = NDField.real(arraySize)
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val kmathArray1 = field.produce { (a) -> src1[a] }
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val kmathArray2 = field.produce { (a) -> src2[a] }
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@Benchmark
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fun test10000(bh: Blackhole) {
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bh.consume(field.add(kmathArray1, kmathArray2))
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}
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}
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@ -5,10 +5,8 @@ import kotlinx.benchmark.Benchmark
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import kscience.kmath.commons.linear.CMMatrixContext
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import kscience.kmath.commons.linear.CMMatrixContext
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import kscience.kmath.commons.linear.CMMatrixContext.dot
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import kscience.kmath.commons.linear.CMMatrixContext.dot
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import kscience.kmath.commons.linear.inverse
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import kscience.kmath.commons.linear.inverse
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import kscience.kmath.commons.linear.toCM
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import kscience.kmath.ejml.EjmlMatrixContext
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import kscience.kmath.ejml.EjmlMatrixContext
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import kscience.kmath.ejml.inverse
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import kscience.kmath.ejml.inverse
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import kscience.kmath.ejml.toEjml
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import kscience.kmath.operations.invoke
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import kscience.kmath.operations.invoke
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import kscience.kmath.structures.Matrix
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import kscience.kmath.structures.Matrix
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import org.openjdk.jmh.annotations.Scope
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import org.openjdk.jmh.annotations.Scope
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@ -35,16 +33,14 @@ class LinearAlgebraBenchmark {
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@Benchmark
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@Benchmark
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fun cmLUPInversion() {
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fun cmLUPInversion() {
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CMMatrixContext {
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CMMatrixContext {
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val cm = matrix.toCM() //avoid overhead on conversion
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inverse(matrix)
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inverse(cm)
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}
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}
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}
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}
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@Benchmark
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@Benchmark
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fun ejmlInverse() {
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fun ejmlInverse() {
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EjmlMatrixContext {
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EjmlMatrixContext {
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val km = matrix.toEjml() //avoid overhead on conversion
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inverse(matrix)
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inverse(km)
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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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@ -95,8 +95,9 @@ public open class FunctionalExpressionRing<T, A : Ring<T>>(
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super<FunctionalExpressionSpace>.binaryOperationFunction(operation)
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super<FunctionalExpressionSpace>.binaryOperationFunction(operation)
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}
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}
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public open class FunctionalExpressionField<T, A : Field<T>>(algebra: A) :
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public open class FunctionalExpressionField<T, A : Field<T>>(
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FunctionalExpressionRing<T, A>(algebra), Field<Expression<T>> {
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algebra: A,
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) : FunctionalExpressionRing<T, A>(algebra), Field<Expression<T>> {
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/**
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/**
|
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* Builds an Expression of division an expression by another one.
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* Builds an Expression of division an expression by another one.
|
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*/
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*/
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@ -43,7 +43,7 @@ public class BufferMatrix<T : Any>(
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if (this === other) return true
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if (this === other) return true
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return when (other) {
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return when (other) {
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is NDStructure<*> -> NDStructure.equals(this, other)
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is NDStructure<*> -> NDStructure.contentEquals(this, other)
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else -> false
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else -> false
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}
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}
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}
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}
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@ -224,6 +224,7 @@ public inline fun <reified T : Comparable<T>, F : Field<T>> GenericMatrixContext
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): Matrix<T> = solveWithLUP(matrix, one(matrix.rowNum, matrix.colNum), bufferFactory, checkSingular)
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): Matrix<T> = solveWithLUP(matrix, one(matrix.rowNum, matrix.colNum), bufferFactory, checkSingular)
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@OptIn(UnstableKMathAPI::class)
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public fun RealMatrixContext.solveWithLUP(a: Matrix<Double>, b: Matrix<Double>): Matrix<Double> {
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public fun RealMatrixContext.solveWithLUP(a: Matrix<Double>, b: Matrix<Double>): Matrix<Double> {
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// Use existing decomposition if it is provided by matrix
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// Use existing decomposition if it is provided by matrix
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val bufferFactory: MutableBufferFactory<Double> = MutableBuffer.Companion::real
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val bufferFactory: MutableBufferFactory<Double> = MutableBuffer.Companion::real
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@ -3,6 +3,7 @@ package kscience.kmath.operations
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import kscience.kmath.memory.MemoryReader
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import kscience.kmath.memory.MemoryReader
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import kscience.kmath.memory.MemorySpec
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import kscience.kmath.memory.MemorySpec
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import kscience.kmath.memory.MemoryWriter
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import kscience.kmath.memory.MemoryWriter
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import kscience.kmath.misc.UnstableKMathAPI
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import kscience.kmath.structures.Buffer
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import kscience.kmath.structures.Buffer
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import kscience.kmath.structures.MemoryBuffer
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import kscience.kmath.structures.MemoryBuffer
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import kscience.kmath.structures.MutableBuffer
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import kscience.kmath.structures.MutableBuffer
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@ -41,6 +42,7 @@ private val PI_DIV_2 = Complex(PI / 2, 0)
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/**
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/**
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* A field of [Complex].
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* A field of [Complex].
|
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*/
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*/
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|
@OptIn(UnstableKMathAPI::class)
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public object ComplexField : ExtendedField<Complex>, Norm<Complex, Complex>, RingWithNumbers<Complex> {
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public object ComplexField : ExtendedField<Complex>, Norm<Complex, Complex>, RingWithNumbers<Complex> {
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override val zero: Complex = 0.0.toComplex()
|
override val zero: Complex = 0.0.toComplex()
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||||||
override val one: Complex = 1.0.toComplex()
|
override val one: Complex = 1.0.toComplex()
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@ -54,7 +54,7 @@ public interface NDStructure<T> {
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/**
|
/**
|
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* Indicates whether some [NDStructure] is equal to another one.
|
* Indicates whether some [NDStructure] is equal to another one.
|
||||||
*/
|
*/
|
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public fun equals(st1: NDStructure<*>, st2: NDStructure<*>): Boolean {
|
public fun contentEquals(st1: NDStructure<*>, st2: NDStructure<*>): Boolean {
|
||||||
if (st1 === st2) return true
|
if (st1 === st2) return true
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|
|
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// fast comparison of buffers if possible
|
// fast comparison of buffers if possible
|
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@ -275,7 +275,7 @@ public abstract class NDBuffer<T> : NDStructure<T> {
|
|||||||
override fun elements(): Sequence<Pair<IntArray, T>> = strides.indices().map { it to this[it] }
|
override fun elements(): Sequence<Pair<IntArray, T>> = strides.indices().map { it to this[it] }
|
||||||
|
|
||||||
override fun equals(other: Any?): Boolean {
|
override fun equals(other: Any?): Boolean {
|
||||||
return NDStructure.equals(this, other as? NDStructure<*> ?: return false)
|
return NDStructure.contentEquals(this, other as? NDStructure<*> ?: return false)
|
||||||
}
|
}
|
||||||
|
|
||||||
override fun hashCode(): Int {
|
override fun hashCode(): Int {
|
||||||
|
@ -11,7 +11,7 @@ public typealias RealNDElement = BufferedNDFieldElement<Double, RealField>
|
|||||||
public class RealNDField(override val shape: IntArray) :
|
public class RealNDField(override val shape: IntArray) :
|
||||||
BufferedNDField<Double, RealField>,
|
BufferedNDField<Double, RealField>,
|
||||||
ExtendedNDField<Double, RealField, NDBuffer<Double>>,
|
ExtendedNDField<Double, RealField, NDBuffer<Double>>,
|
||||||
RingWithNumbers<NDBuffer<Double>>{
|
RingWithNumbers<NDBuffer<Double>> {
|
||||||
|
|
||||||
override val strides: Strides = DefaultStrides(shape)
|
override val strides: Strides = DefaultStrides(shape)
|
||||||
|
|
||||||
@ -24,35 +24,31 @@ public class RealNDField(override val shape: IntArray) :
|
|||||||
return produce { d }
|
return produce { d }
|
||||||
}
|
}
|
||||||
|
|
||||||
private inline fun buildBuffer(size: Int, crossinline initializer: (Int) -> Double): Buffer<Double> =
|
@Suppress("OVERRIDE_BY_INLINE")
|
||||||
RealBuffer(DoubleArray(size) { initializer(it) })
|
override inline fun map(
|
||||||
|
|
||||||
/**
|
|
||||||
* Inline transform an NDStructure to
|
|
||||||
*/
|
|
||||||
override fun map(
|
|
||||||
arg: NDBuffer<Double>,
|
arg: NDBuffer<Double>,
|
||||||
transform: RealField.(Double) -> Double
|
transform: RealField.(Double) -> Double,
|
||||||
): RealNDElement {
|
): RealNDElement {
|
||||||
check(arg)
|
check(arg)
|
||||||
val array = buildBuffer(arg.strides.linearSize) { offset -> RealField.transform(arg.buffer[offset]) }
|
val array = RealBuffer(arg.strides.linearSize) { offset -> RealField.transform(arg.buffer[offset]) }
|
||||||
return BufferedNDFieldElement(this, array)
|
return BufferedNDFieldElement(this, array)
|
||||||
}
|
}
|
||||||
|
|
||||||
override fun produce(initializer: RealField.(IntArray) -> Double): RealNDElement {
|
@Suppress("OVERRIDE_BY_INLINE")
|
||||||
val array = buildBuffer(strides.linearSize) { offset -> elementContext.initializer(strides.index(offset)) }
|
override inline fun produce(initializer: RealField.(IntArray) -> Double): RealNDElement {
|
||||||
|
val array = RealBuffer(strides.linearSize) { offset -> elementContext.initializer(strides.index(offset)) }
|
||||||
return BufferedNDFieldElement(this, array)
|
return BufferedNDFieldElement(this, array)
|
||||||
}
|
}
|
||||||
|
|
||||||
override fun mapIndexed(
|
@Suppress("OVERRIDE_BY_INLINE")
|
||||||
|
override inline fun mapIndexed(
|
||||||
arg: NDBuffer<Double>,
|
arg: NDBuffer<Double>,
|
||||||
transform: RealField.(index: IntArray, Double) -> Double
|
transform: RealField.(index: IntArray, Double) -> Double,
|
||||||
): RealNDElement {
|
): RealNDElement {
|
||||||
check(arg)
|
check(arg)
|
||||||
|
|
||||||
return BufferedNDFieldElement(
|
return BufferedNDFieldElement(
|
||||||
this,
|
this,
|
||||||
buildBuffer(arg.strides.linearSize) { offset ->
|
RealBuffer(arg.strides.linearSize) { offset ->
|
||||||
elementContext.transform(
|
elementContext.transform(
|
||||||
arg.strides.index(offset),
|
arg.strides.index(offset),
|
||||||
arg.buffer[offset]
|
arg.buffer[offset]
|
||||||
@ -60,16 +56,17 @@ public class RealNDField(override val shape: IntArray) :
|
|||||||
})
|
})
|
||||||
}
|
}
|
||||||
|
|
||||||
override fun combine(
|
@Suppress("OVERRIDE_BY_INLINE")
|
||||||
|
override inline fun combine(
|
||||||
a: NDBuffer<Double>,
|
a: NDBuffer<Double>,
|
||||||
b: NDBuffer<Double>,
|
b: NDBuffer<Double>,
|
||||||
transform: RealField.(Double, Double) -> Double
|
transform: RealField.(Double, Double) -> Double,
|
||||||
): RealNDElement {
|
): RealNDElement {
|
||||||
check(a, b)
|
check(a, b)
|
||||||
return BufferedNDFieldElement(
|
val buffer = RealBuffer(strides.linearSize) { offset ->
|
||||||
this,
|
elementContext.transform(a.buffer[offset], b.buffer[offset])
|
||||||
buildBuffer(strides.linearSize) { offset -> elementContext.transform(a.buffer[offset], b.buffer[offset]) }
|
}
|
||||||
)
|
return BufferedNDFieldElement(this, buffer)
|
||||||
}
|
}
|
||||||
|
|
||||||
override fun NDBuffer<Double>.toElement(): FieldElement<NDBuffer<Double>, *, out BufferedNDField<Double, RealField>> =
|
override fun NDBuffer<Double>.toElement(): FieldElement<NDBuffer<Double>, *, out BufferedNDField<Double, RealField>> =
|
||||||
|
@ -7,6 +7,7 @@ import kscience.kmath.structures.as2D
|
|||||||
import kotlin.test.Test
|
import kotlin.test.Test
|
||||||
import kotlin.test.assertEquals
|
import kotlin.test.assertEquals
|
||||||
|
|
||||||
|
@Suppress("UNUSED_VARIABLE")
|
||||||
class MatrixTest {
|
class MatrixTest {
|
||||||
@Test
|
@Test
|
||||||
fun testTranspose() {
|
fun testTranspose() {
|
||||||
|
@ -8,6 +8,7 @@ import kotlin.math.pow
|
|||||||
import kotlin.test.Test
|
import kotlin.test.Test
|
||||||
import kotlin.test.assertEquals
|
import kotlin.test.assertEquals
|
||||||
|
|
||||||
|
@Suppress("UNUSED_VARIABLE")
|
||||||
class NumberNDFieldTest {
|
class NumberNDFieldTest {
|
||||||
val array1: RealNDElement = real2D(3, 3) { i, j -> (i + j).toDouble() }
|
val array1: RealNDElement = real2D(3, 3) { i, j -> (i + j).toDouble() }
|
||||||
val array2: RealNDElement = real2D(3, 3) { i, j -> (i - j).toDouble() }
|
val array2: RealNDElement = real2D(3, 3) { i, j -> (i - j).toDouble() }
|
||||||
|
@ -24,7 +24,7 @@ public class LazyNDStructure<T>(
|
|||||||
}
|
}
|
||||||
|
|
||||||
public override fun equals(other: Any?): Boolean {
|
public override fun equals(other: Any?): Boolean {
|
||||||
return NDStructure.equals(this, other as? NDStructure<*> ?: return false)
|
return NDStructure.contentEquals(this, other as? NDStructure<*> ?: return false)
|
||||||
}
|
}
|
||||||
|
|
||||||
public override fun hashCode(): Int {
|
public override fun hashCode(): Int {
|
||||||
|
@ -6,6 +6,7 @@ import kscience.kmath.dimensions.DMatrixContext
|
|||||||
import kscience.kmath.dimensions.one
|
import kscience.kmath.dimensions.one
|
||||||
import kotlin.test.Test
|
import kotlin.test.Test
|
||||||
|
|
||||||
|
@Suppress("UNUSED_VARIABLE")
|
||||||
internal class DMatrixContextTest {
|
internal class DMatrixContextTest {
|
||||||
@Test
|
@Test
|
||||||
fun testDimensionSafeMatrix() {
|
fun testDimensionSafeMatrix() {
|
||||||
|
@ -3,6 +3,7 @@ package kscience.kmath.ejml
|
|||||||
import kscience.kmath.linear.*
|
import kscience.kmath.linear.*
|
||||||
import kscience.kmath.misc.UnstableKMathAPI
|
import kscience.kmath.misc.UnstableKMathAPI
|
||||||
import kscience.kmath.structures.Matrix
|
import kscience.kmath.structures.Matrix
|
||||||
|
import kscience.kmath.structures.NDStructure
|
||||||
import kscience.kmath.structures.RealBuffer
|
import kscience.kmath.structures.RealBuffer
|
||||||
import org.ejml.dense.row.factory.DecompositionFactory_DDRM
|
import org.ejml.dense.row.factory.DecompositionFactory_DDRM
|
||||||
import org.ejml.simple.SimpleMatrix
|
import org.ejml.simple.SimpleMatrix
|
||||||
@ -15,7 +16,7 @@ import kotlin.reflect.cast
|
|||||||
* @property origin the underlying [SimpleMatrix].
|
* @property origin the underlying [SimpleMatrix].
|
||||||
* @author Iaroslav Postovalov
|
* @author Iaroslav Postovalov
|
||||||
*/
|
*/
|
||||||
public inline class EjmlMatrix(
|
public class EjmlMatrix(
|
||||||
public val origin: SimpleMatrix,
|
public val origin: SimpleMatrix,
|
||||||
) : Matrix<Double> {
|
) : Matrix<Double> {
|
||||||
public override val rowNum: Int get() = origin.numRows()
|
public override val rowNum: Int get() = origin.numRows()
|
||||||
@ -49,7 +50,7 @@ public inline class EjmlMatrix(
|
|||||||
override val q: Matrix<Double> by lazy { EjmlMatrix(SimpleMatrix(qr.getQ(null, false))) }
|
override val q: Matrix<Double> by lazy { EjmlMatrix(SimpleMatrix(qr.getQ(null, false))) }
|
||||||
override val r: Matrix<Double> by lazy { EjmlMatrix(SimpleMatrix(qr.getR(null, false))) }
|
override val r: Matrix<Double> by lazy { EjmlMatrix(SimpleMatrix(qr.getR(null, false))) }
|
||||||
}
|
}
|
||||||
CholeskyDecompositionFeature::class -> object : CholeskyDecompositionFeature<Double> {
|
CholeskyDecompositionFeature::class -> object : CholeskyDecompositionFeature<Double> {
|
||||||
override val l: Matrix<Double> by lazy {
|
override val l: Matrix<Double> by lazy {
|
||||||
val cholesky =
|
val cholesky =
|
||||||
DecompositionFactory_DDRM.chol(rowNum, true).apply { decompose(origin.ddrm.copy()) }
|
DecompositionFactory_DDRM.chol(rowNum, true).apply { decompose(origin.ddrm.copy()) }
|
||||||
@ -57,7 +58,7 @@ public inline class EjmlMatrix(
|
|||||||
EjmlMatrix(SimpleMatrix(cholesky.getT(null))) + LFeature
|
EjmlMatrix(SimpleMatrix(cholesky.getT(null))) + LFeature
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
LupDecompositionFeature::class -> object : LupDecompositionFeature<Double> {
|
LupDecompositionFeature::class -> object : LupDecompositionFeature<Double> {
|
||||||
private val lup by lazy {
|
private val lup by lazy {
|
||||||
DecompositionFactory_DDRM.lu(origin.numRows(), origin.numCols()).apply { decompose(origin.ddrm.copy()) }
|
DecompositionFactory_DDRM.lu(origin.numRows(), origin.numCols()).apply { decompose(origin.ddrm.copy()) }
|
||||||
}
|
}
|
||||||
@ -73,7 +74,17 @@ public inline class EjmlMatrix(
|
|||||||
override val p: Matrix<Double> by lazy { EjmlMatrix(SimpleMatrix(lup.getRowPivot(null))) }
|
override val p: Matrix<Double> by lazy { EjmlMatrix(SimpleMatrix(lup.getRowPivot(null))) }
|
||||||
}
|
}
|
||||||
else -> null
|
else -> null
|
||||||
}?.let{type.cast(it)}
|
}?.let { type.cast(it) }
|
||||||
|
|
||||||
public override operator fun get(i: Int, j: Int): Double = origin[i, j]
|
public override operator fun get(i: Int, j: Int): Double = origin[i, j]
|
||||||
|
|
||||||
|
override fun equals(other: Any?): Boolean {
|
||||||
|
if (this === other) return true
|
||||||
|
if (other !is Matrix<*>) return false
|
||||||
|
return NDStructure.contentEquals(this, other)
|
||||||
|
}
|
||||||
|
|
||||||
|
override fun hashCode(): Int = origin.hashCode()
|
||||||
|
|
||||||
|
|
||||||
}
|
}
|
||||||
|
Loading…
Reference in New Issue
Block a user