Update example
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@ -3,19 +3,20 @@ package kscience.kmath.commons.prob
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import kotlinx.coroutines.Dispatchers
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import kotlinx.coroutines.Dispatchers
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import kotlinx.coroutines.async
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import kotlinx.coroutines.async
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import kotlinx.coroutines.runBlocking
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import kotlinx.coroutines.runBlocking
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import org.apache.commons.rng.simple.RandomSource
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import kscience.kmath.prob.RandomChain
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import kscience.kmath.prob.RandomGenerator
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import kscience.kmath.prob.RandomGenerator
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import kscience.kmath.prob.blocking
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import kscience.kmath.prob.fromSource
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import kscience.kmath.prob.fromSource
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import kscience.kmath.prob.samplers.GaussianSampler
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import org.apache.commons.rng.simple.RandomSource
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import java.time.Duration
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import java.time.Duration
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import java.time.Instant
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import java.time.Instant
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import org.apache.commons.rng.sampling.distribution.ZigguratNormalizedGaussianSampler as ApacheZigguratNormalizedGaussianSampler
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import org.apache.commons.rng.sampling.distribution.GaussianSampler as CMGaussianSampler
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import kscience.kmath.prob.samplers.ZigguratNormalizedGaussianSampler as KMathZigguratNormalizedGaussianSampler
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import org.apache.commons.rng.sampling.distribution.ZigguratNormalizedGaussianSampler as CMZigguratNormalizedGaussianSampler
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private suspend fun runKMathChained(): Duration {
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private suspend fun runKMathChained(): Duration {
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val generator = RandomGenerator.fromSource(RandomSource.MT, 123L)
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val generator = RandomGenerator.fromSource(RandomSource.MT, 123L)
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val normal = KMathZigguratNormalizedGaussianSampler.of()
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val normal = GaussianSampler.of(7.0, 2.0)
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val chain = normal.sample(generator) as RandomChain<Double>
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val chain = normal.sample(generator).blocking()
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val startTime = Instant.now()
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val startTime = Instant.now()
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var sum = 0.0
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var sum = 0.0
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@ -28,17 +29,23 @@ private suspend fun runKMathChained(): Duration {
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println("Chain sampler completed $counter elements in $duration: $meanValue")
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println("Chain sampler completed $counter elements in $duration: $meanValue")
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}
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}
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}
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}
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return Duration.between(startTime, Instant.now())
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return Duration.between(startTime, Instant.now())
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}
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}
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private fun runApacheDirect(): Duration {
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private fun runApacheDirect(): Duration {
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val rng = RandomSource.create(RandomSource.MT, 123L)
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val rng = RandomSource.create(RandomSource.MT, 123L)
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val sampler = ApacheZigguratNormalizedGaussianSampler.of<ApacheZigguratNormalizedGaussianSampler>(rng)
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val sampler = CMGaussianSampler.of(
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CMZigguratNormalizedGaussianSampler.of(rng),
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7.0,
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2.0
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)
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val startTime = Instant.now()
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val startTime = Instant.now()
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var sum = 0.0
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var sum = 0.0
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repeat(10000001) { counter ->
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repeat(10000001) { counter ->
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sum += sampler.sample()
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sum += sampler.sample()
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if (counter % 100000 == 0) {
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if (counter % 100000 == 0) {
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@ -47,17 +54,16 @@ private fun runApacheDirect(): Duration {
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println("Direct sampler completed $counter elements in $duration: $meanValue")
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println("Direct sampler completed $counter elements in $duration: $meanValue")
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}
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}
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}
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}
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return Duration.between(startTime, Instant.now())
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return Duration.between(startTime, Instant.now())
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}
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}
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/**
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/**
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* Comparing chain sampling performance with direct sampling performance
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* Comparing chain sampling performance with direct sampling performance
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*/
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*/
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fun main() {
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fun main(): Unit = runBlocking(Dispatchers.Default) {
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runBlocking(Dispatchers.Default) {
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val chainJob = async { runKMathChained() }
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val chainJob = async { runKMathChained() }
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val directJob = async { runApacheDirect() }
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val directJob = async { runApacheDirect() }
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println("KMath Chained: ${chainJob.await()}")
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println("KMath Chained: ${chainJob.await()}")
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println("Apache Direct: ${directJob.await()}")
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println("Apache Direct: ${directJob.await()}")
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}
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}
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}
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