Merge pull request #300 from mipt-npm/feature/tensor-algebra

KMP library for tensors

README.md

@@ -236,6 +236,18 @@ One can still use generic algebras though.
 > **Maturity**: EXPERIMENTAL
 <hr/>
 
+* ### [kmath-tensors](kmath-tensors)
+> 
+>
+> **Maturity**: PROTOTYPE
+>
+> **Features:**
+> - [tensor algebra](kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/api/TensorAlgebra.kt) : Basic linear algebra operations on tensors (plus, dot, etc.)
+> - [tensor algebra with broadcasting](kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/algebras/BroadcastDoubleTensorAlgebra.kt) : Basic linear algebra operations implemented with broadcasting.
+> - [linear algebra operations](kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/api/LinearOpsTensorAlgebra.kt) : Advanced linear algebra operations like LU decomposition, SVD, etc.
+
+<hr/>
+
 * ### [kmath-viktor](kmath-viktor)
 > 
 >

examples/build.gradle.kts

@@ -25,6 +25,7 @@ dependencies {
     implementation(project(":kmath-dimensions"))
     implementation(project(":kmath-ejml"))
     implementation(project(":kmath-nd4j"))
+    implementation(project(":kmath-tensors"))
 
     implementation(project(":kmath-for-real"))
 

examples/src/main/kotlin/space/kscience/kmath/tensors/DataSetNormalization.kt

@@ -0,0 +1,46 @@
+/*
+ * Copyright 2018-2021 KMath contributors.
+ * Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
+ */
+
+package space.kscience.kmath.tensors
+
+import space.kscience.kmath.operations.invoke
+import space.kscience.kmath.tensors.core.BroadcastDoubleTensorAlgebra
+
+
+// Dataset normalization
+
+fun main() {
+
+    // work in context with broadcast methods
+    BroadcastDoubleTensorAlgebra {
+        // take dataset of 5-element vectors from normal distribution
+        val dataset = randomNormal(intArrayOf(100, 5)) * 1.5 // all elements from N(0, 1.5)
+
+        dataset += fromArray(
+            intArrayOf(5),
+            doubleArrayOf(0.0, 1.0, 1.5, 3.0, 5.0) // rows means
+        )
+
+
+        // find out mean and standard deviation of each column
+        val mean = dataset.mean(0, false)
+        val std = dataset.std(0, false)
+
+        println("Mean:\n$mean")
+        println("Standard deviation:\n$std")
+
+        // also we can calculate other statistic as minimum and maximum of rows
+        println("Minimum:\n${dataset.min(0, false)}")
+        println("Maximum:\n${dataset.max(0, false)}")
+
+        // now we can scale dataset with mean normalization
+        val datasetScaled = (dataset - mean) / std
+
+        // find out mean and std of scaled dataset
+
+        println("Mean of scaled:\n${datasetScaled.mean(0, false)}")
+        println("Mean of scaled:\n${datasetScaled.std(0, false)}")
+    }
+}

examples/src/main/kotlin/space/kscience/kmath/tensors/LinearSystemSolvingWithLUP.kt

@@ -0,0 +1,97 @@
+/*
+ * Copyright 2018-2021 KMath contributors.
+ * Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
+ */
+
+package space.kscience.kmath.tensors
+
+import space.kscience.kmath.operations.invoke
+import space.kscience.kmath.tensors.core.DoubleTensor
+import space.kscience.kmath.tensors.core.BroadcastDoubleTensorAlgebra
+
+// solving linear system with LUP decomposition
+
+fun main () {
+
+    // work in context with linear operations
+    BroadcastDoubleTensorAlgebra {
+
+        // set true value of x
+        val trueX = fromArray(
+            intArrayOf(4),
+            doubleArrayOf(-2.0, 1.5, 6.8, -2.4)
+        )
+
+        // and A matrix
+        val a = fromArray(
+            intArrayOf(4, 4),
+            doubleArrayOf(
+                0.5, 10.5, 4.5, 1.0,
+                8.5, 0.9, 12.8, 0.1,
+                5.56, 9.19, 7.62, 5.45,
+                1.0, 2.0, -3.0, -2.5
+            )
+        )
+
+        // calculate y value
+        val b = a dot trueX
+
+        // check out A and b
+        println("A:\n$a")
+        println("b:\n$b")
+
+        // solve `Ax = b` system using LUP decomposition
+
+        // get P, L, U such that PA = LU
+        val (p, l, u) = a.lu()
+
+        // check that P is permutation matrix
+        println("P:\n$p")
+        // L is lower triangular matrix and U is upper triangular matrix
+        println("L:\n$l")
+        println("U:\n$u")
+        // and PA = LU
+        println("PA:\n${p dot a}")
+        println("LU:\n${l dot u}")
+
+     /* Ax = b;
+        PAx = Pb;
+        LUx = Pb;
+        let y = Ux, then
+        Ly = Pb -- this system can be easily solved, since the matrix L is lower triangular;
+        Ux = y can be solved the same way, since the matrix L is upper triangular
+         */
+
+
+
+        // this function returns solution x of a system lx = b, l should be lower triangular
+        fun solveLT(l: DoubleTensor, b: DoubleTensor): DoubleTensor {
+            val n = l.shape[0]
+            val x = zeros(intArrayOf(n))
+            for (i in 0 until n){
+                x[intArrayOf(i)] = (b[intArrayOf(i)] -  l[i].dot(x).value()) / l[intArrayOf(i, i)]
+            }
+            return x
+        }
+
+        val y = solveLT(l, p dot b)
+
+        // solveLT(l, b) function can be easily adapted for upper triangular matrix by the permutation matrix revMat
+        // create it by placing ones on side diagonal
+        val revMat = u.zeroesLike()
+        val n = revMat.shape[0]
+        for (i in 0 until n) {
+            revMat[intArrayOf(i, n - 1 - i)] = 1.0
+        }
+
+        // solution of system ux = b, u should be upper triangular
+        fun solveUT(u: DoubleTensor, b: DoubleTensor): DoubleTensor = revMat dot solveLT(
+            revMat dot u dot revMat, revMat dot b
+        )
+
+        val x = solveUT(u, y)
+
+        println("True x:\n$trueX")
+        println("x founded with LU method:\n$x")
+    }
+}

examples/src/main/kotlin/space/kscience/kmath/tensors/NeuralNetwork.kt

@@ -0,0 +1,241 @@
+/*
+ * Copyright 2018-2021 KMath contributors.
+ * Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
+ */
+
+package space.kscience.kmath.tensors
+
+import space.kscience.kmath.operations.invoke
+import space.kscience.kmath.tensors.core.DoubleTensor
+import space.kscience.kmath.tensors.core.BroadcastDoubleTensorAlgebra
+import space.kscience.kmath.tensors.core.DoubleTensorAlgebra
+import space.kscience.kmath.tensors.core.toDoubleArray
+import kotlin.math.sqrt
+
+const val seed = 100500L
+
+// Simple feedforward neural network with backpropagation training
+
+// interface of network layer
+interface Layer {
+    fun forward(input: DoubleTensor): DoubleTensor
+    fun backward(input: DoubleTensor, outputError: DoubleTensor): DoubleTensor
+}
+
+// activation layer
+open class Activation(
+    val activation: (DoubleTensor) -> DoubleTensor,
+    val activationDer: (DoubleTensor) -> DoubleTensor
+) : Layer {
+    override fun forward(input: DoubleTensor): DoubleTensor {
+        return activation(input)
+    }
+
+    override fun backward(input: DoubleTensor, outputError: DoubleTensor): DoubleTensor {
+        return DoubleTensorAlgebra { outputError * activationDer(input) }
+    }
+}
+
+fun relu(x: DoubleTensor): DoubleTensor = DoubleTensorAlgebra {
+    x.map { if (it > 0) it else 0.0 }
+}
+
+fun reluDer(x: DoubleTensor): DoubleTensor = DoubleTensorAlgebra {
+    x.map { if (it > 0) 1.0 else 0.0 }
+}
+
+// activation layer with relu activator
+class ReLU : Activation(::relu, ::reluDer)
+
+fun sigmoid(x: DoubleTensor): DoubleTensor = DoubleTensorAlgebra {
+    1.0 / (1.0 + (-x).exp())
+}
+
+fun sigmoidDer(x: DoubleTensor): DoubleTensor = DoubleTensorAlgebra {
+    sigmoid(x) * (1.0 - sigmoid(x))
+}
+
+// activation layer with sigmoid activator
+class Sigmoid : Activation(::sigmoid, ::sigmoidDer)
+
+// dense layer
+class Dense(
+    private val inputUnits: Int,
+    private val outputUnits: Int,
+    private val learningRate: Double = 0.1
+) : Layer {
+
+    private val weights: DoubleTensor = DoubleTensorAlgebra {
+        randomNormal(
+            intArrayOf(inputUnits, outputUnits),
+            seed
+        ) * sqrt(2.0 / (inputUnits + outputUnits))
+    }
+
+    private val bias: DoubleTensor = DoubleTensorAlgebra { zeros(intArrayOf(outputUnits)) }
+
+    override fun forward(input: DoubleTensor): DoubleTensor {
+        return BroadcastDoubleTensorAlgebra { (input dot weights) + bias }
+    }
+
+    override fun backward(input: DoubleTensor, outputError: DoubleTensor): DoubleTensor = DoubleTensorAlgebra {
+        val gradInput = outputError dot weights.transpose()
+
+        val gradW = input.transpose() dot outputError
+        val gradBias = outputError.mean(dim = 0, keepDim = false) * input.shape[0].toDouble()
+
+        weights -= learningRate * gradW
+        bias -= learningRate * gradBias
+
+        gradInput
+    }
+
+}
+
+// simple accuracy equal to the proportion of correct answers
+fun accuracy(yPred: DoubleTensor, yTrue: DoubleTensor): Double {
+    check(yPred.shape contentEquals yTrue.shape)
+    val n = yPred.shape[0]
+    var correctCnt = 0
+    for (i in 0 until n) {
+        if (yPred[intArrayOf(i, 0)] == yTrue[intArrayOf(i, 0)]) {
+            correctCnt += 1
+        }
+    }
+    return correctCnt.toDouble() / n.toDouble()
+}
+
+// neural network class
+class NeuralNetwork(private val layers: List<Layer>) {
+    private fun softMaxLoss(yPred: DoubleTensor, yTrue: DoubleTensor): DoubleTensor = BroadcastDoubleTensorAlgebra {
+
+        val onesForAnswers = yPred.zeroesLike()
+        yTrue.toDoubleArray().forEachIndexed { index, labelDouble ->
+            val label = labelDouble.toInt()
+            onesForAnswers[intArrayOf(index, label)] = 1.0
+        }
+
+        val softmaxValue =  yPred.exp() / yPred.exp().sum(dim = 1, keepDim = true)
+
+        (-onesForAnswers + softmaxValue) / (yPred.shape[0].toDouble())
+    }
+
+    @OptIn(ExperimentalStdlibApi::class)
+    private fun forward(x: DoubleTensor): List<DoubleTensor> {
+        var input = x
+
+        return buildList {
+            layers.forEach { layer ->
+                val output = layer.forward(input)
+                add(output)
+                input = output
+            }
+        }
+    }
+
+    @OptIn(ExperimentalStdlibApi::class)
+    private fun train(xTrain: DoubleTensor, yTrain: DoubleTensor) {
+        val layerInputs = buildList {
+            add(xTrain)
+            addAll(forward(xTrain))
+        }
+
+        var lossGrad = softMaxLoss(layerInputs.last(), yTrain)
+
+        layers.zip(layerInputs).reversed().forEach { (layer, input) ->
+            lossGrad = layer.backward(input, lossGrad)
+        }
+    }
+
+    fun fit(xTrain: DoubleTensor, yTrain: DoubleTensor, batchSize: Int, epochs: Int) = DoubleTensorAlgebra {
+        fun iterBatch(x: DoubleTensor, y: DoubleTensor): Sequence<Pair<DoubleTensor, DoubleTensor>> = sequence {
+            val n = x.shape[0]
+            val shuffledIndices = (0 until n).shuffled()
+            for (i in 0 until n step batchSize) {
+                val excerptIndices = shuffledIndices.drop(i).take(batchSize).toIntArray()
+                val batch = x.rowsByIndices(excerptIndices) to y.rowsByIndices(excerptIndices)
+                yield(batch)
+            }
+        }
+
+        for (epoch in 0 until epochs) {
+            println("Epoch ${epoch + 1}/$epochs")
+            for ((xBatch, yBatch) in iterBatch(xTrain, yTrain)) {
+                train(xBatch, yBatch)
+            }
+            println("Accuracy:${accuracy(yTrain, predict(xTrain).argMax(1, true))}")
+        }
+    }
+
+    fun predict(x: DoubleTensor): DoubleTensor {
+        return forward(x).last()
+    }
+
+}
+
+
+@OptIn(ExperimentalStdlibApi::class)
+fun main() {
+    BroadcastDoubleTensorAlgebra {
+        val features = 5
+        val sampleSize = 250
+        val trainSize = 180
+        val testSize = sampleSize - trainSize
+
+        // take sample of features from normal distribution
+        val x = randomNormal(intArrayOf(sampleSize, features), seed) * 2.5
+
+        x += fromArray(
+            intArrayOf(5),
+            doubleArrayOf(0.0, -1.0, -2.5, -3.0, 5.5) // rows means
+        )
+
+
+        // define class like '1' if the sum of features > 0 and '0' otherwise
+        val y = fromArray(
+            intArrayOf(sampleSize, 1),
+            DoubleArray(sampleSize) { i ->
+                if (x[i].sum() > 0.0) {
+                    1.0
+                } else {
+                    0.0
+                }
+            }
+        )
+
+        // split train ans test
+        val trainIndices = (0 until trainSize).toList().toIntArray()
+        val testIndices = (trainSize until sampleSize).toList().toIntArray()
+
+        val xTrain = x.rowsByIndices(trainIndices)
+        val yTrain = y.rowsByIndices(trainIndices)
+
+        val xTest = x.rowsByIndices(testIndices)
+        val yTest = y.rowsByIndices(testIndices)
+
+        // build model
+        val layers = buildList {
+            add(Dense(features, 64))
+            add(ReLU())
+            add(Dense(64, 16))
+            add(ReLU())
+            add(Dense(16, 2))
+            add(Sigmoid())
+        }
+        val model = NeuralNetwork(layers)
+
+        // fit it with train data
+        model.fit(xTrain, yTrain, batchSize = 20, epochs = 10)
+
+        // make prediction
+        val prediction = model.predict(xTest)
+
+        // process raw prediction via argMax
+        val predictionLabels = prediction.argMax(1, true)
+
+        // find out accuracy
+        val acc = accuracy(yTest, predictionLabels)
+        println("Test accuracy:$acc")
+
+    }
+}

examples/src/main/kotlin/space/kscience/kmath/tensors/OLSWithSVD.kt

@@ -0,0 +1,68 @@
+/*
+ * Copyright 2018-2021 KMath contributors.
+ * Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
+ */
+
+package space.kscience.kmath.tensors
+
+import space.kscience.kmath.operations.invoke
+import space.kscience.kmath.tensors.core.DoubleTensor
+import space.kscience.kmath.tensors.core.DoubleTensorAlgebra
+
+import kotlin.math.abs
+
+// OLS estimator using SVD
+
+fun main() {
+    //seed for random
+    val randSeed = 100500L
+
+    // work in context with linear operations
+    DoubleTensorAlgebra {
+        // take coefficient vector from normal distribution
+        val alpha = randomNormal(
+            intArrayOf(5),
+            randSeed
+        ) + fromArray(
+            intArrayOf(5),
+            doubleArrayOf(1.0, 2.5, 3.4, 5.0, 10.1)
+        )
+
+        println("Real alpha:\n$alpha")
+
+        // also take sample of size 20 from normal distribution for x
+        val x = randomNormal(
+            intArrayOf(20, 5),
+            randSeed
+        )
+
+        // calculate y and add gaussian noise (N(0, 0.05))
+        val y = x dot alpha
+        y += y.randomNormalLike(randSeed) * 0.05
+
+        // now restore the coefficient vector with OSL estimator with SVD
+        val (u, singValues, v) = x.svd()
+
+        // we have to make sure the singular values of the matrix are not close to zero
+        println("Singular values:\n$singValues")
+
+
+        // inverse Sigma matrix can be restored from singular values with diagonalEmbedding function
+        val sigma = diagonalEmbedding(singValues.map{ x -> if (abs(x) < 1e-3) 0.0 else 1.0/x })
+
+        val alphaOLS = v dot sigma dot u.transpose() dot y
+        println("Estimated alpha:\n" +
+                "$alphaOLS")
+
+        // figure out MSE of approximation
+        fun mse(yTrue: DoubleTensor, yPred: DoubleTensor): Double {
+            require(yTrue.shape.size == 1)
+            require(yTrue.shape contentEquals yPred.shape)
+
+            val diff = yTrue - yPred
+            return diff.dot(diff).sqrt().value()
+        }
+
+        println("MSE: ${mse(alpha, alphaOLS)}")
+    }
+}

examples/src/main/kotlin/space/kscience/kmath/tensors/PCA.kt

@@ -0,0 +1,78 @@
+/*
+ * Copyright 2018-2021 KMath contributors.
+ * Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
+ */
+
+package space.kscience.kmath.tensors
+
+import space.kscience.kmath.operations.invoke
+import space.kscience.kmath.tensors.core.BroadcastDoubleTensorAlgebra
+
+
+// simple PCA
+
+fun main(){
+    val seed = 100500L
+
+    // work in context with broadcast methods
+    BroadcastDoubleTensorAlgebra {
+
+        // assume x is range from 0 until 10
+        val x = fromArray(
+            intArrayOf(10),
+            (0 until 10).toList().map { it.toDouble() }.toDoubleArray()
+        )
+
+        // take y dependent on x with noise
+        val y = 2.0 * x + (3.0 + x.randomNormalLike(seed) * 1.5)
+
+        println("x:\n$x")
+        println("y:\n$y")
+
+        // stack them into single dataset
+        val dataset = stack(listOf(x, y)).transpose()
+
+        // normalize both x and y
+        val xMean = x.mean()
+        val yMean = y.mean()
+
+        val xStd = x.std()
+        val yStd = y.std()
+
+        val xScaled = (x - xMean) / xStd
+        val yScaled = (y - yMean) / yStd
+
+        // save means ans standard deviations for further recovery
+        val mean = fromArray(
+            intArrayOf(2),
+            doubleArrayOf(xMean, yMean)
+        )
+        println("Means:\n$mean")
+
+        val std = fromArray(
+            intArrayOf(2),
+            doubleArrayOf(xStd, yStd)
+        )
+        println("Standard deviations:\n$std")
+
+        // calculate the covariance matrix of scaled x and y
+        val covMatrix = cov(listOf(xScaled, yScaled))
+        println("Covariance matrix:\n$covMatrix")
+
+        // and find out eigenvector of it
+        val (_, evecs) = covMatrix.symEig()
+        val v = evecs[0]
+        println("Eigenvector:\n$v")
+
+        // reduce dimension of dataset
+        val datasetReduced  = v dot stack(listOf(xScaled, yScaled))
+        println("Reduced data:\n$datasetReduced")
+
+        // we can restore original data from reduced data.
+        // for example, find 7th element of dataset
+        val n = 7
+        val restored = (datasetReduced[n] dot v.view(intArrayOf(1, 2))) * std + mean
+        println("Original value:\n${dataset[n]}")
+        println("Restored value:\n$restored")
+    }
+}

kmath-core/api/kmath-core.api

@@ -750,7 +750,7 @@ public final class space/kscience/kmath/nd/BufferAlgebraNDKt {
 	public static final fun ring (Lspace/kscience/kmath/nd/AlgebraND$Companion;Lspace/kscience/kmath/operations/Ring;Lkotlin/jvm/functions/Function2;[I)Lspace/kscience/kmath/nd/BufferedRingND;
 }
 
-public final class space/kscience/kmath/nd/BufferND : space/kscience/kmath/nd/StructureND {
+public class space/kscience/kmath/nd/BufferND : space/kscience/kmath/nd/StructureND {
 	public fun <init> (Lspace/kscience/kmath/nd/Strides;Lspace/kscience/kmath/structures/Buffer;)V
 	public fun elements ()Lkotlin/sequences/Sequence;
 	public fun get ([I)Ljava/lang/Object;
@@ -791,10 +791,9 @@ public final class space/kscience/kmath/nd/DefaultStrides : space/kscience/kmath
 	public fun equals (Ljava/lang/Object;)Z
 	public fun getLinearSize ()I
 	public fun getShape ()[I
-	public fun getStrides ()Ljava/util/List;
+	public fun getStrides ()[I
 	public fun hashCode ()I
 	public fun index (I)[I
-	public fun offset ([I)I
 }
 
 public final class space/kscience/kmath/nd/DefaultStrides$Companion {
@@ -878,6 +877,22 @@ public abstract interface class space/kscience/kmath/nd/GroupND : space/kscience
 public final class space/kscience/kmath/nd/GroupND$Companion {
 }
 
+public final class space/kscience/kmath/nd/MutableBufferND : space/kscience/kmath/nd/BufferND, space/kscience/kmath/nd/MutableStructureND {
+	public fun <init> (Lspace/kscience/kmath/nd/Strides;Lspace/kscience/kmath/structures/MutableBuffer;)V
+	public final fun getMutableBuffer ()Lspace/kscience/kmath/structures/MutableBuffer;
+	public fun set ([ILjava/lang/Object;)V
+}
+
+public abstract interface class space/kscience/kmath/nd/MutableStructure1D : space/kscience/kmath/nd/MutableStructureND, space/kscience/kmath/nd/Structure1D, space/kscience/kmath/structures/MutableBuffer {
+	public fun set ([ILjava/lang/Object;)V
+}
+
+public abstract interface class space/kscience/kmath/nd/MutableStructure2D : space/kscience/kmath/nd/MutableStructureND, space/kscience/kmath/nd/Structure2D {
+	public fun getColumns ()Ljava/util/List;
+	public fun getRows ()Ljava/util/List;
+	public abstract fun set (IILjava/lang/Object;)V
+}
+
 public abstract interface class space/kscience/kmath/nd/MutableStructureND : space/kscience/kmath/nd/StructureND {
 	public abstract fun set ([ILjava/lang/Object;)V
 }
@@ -917,10 +932,10 @@ public final class space/kscience/kmath/nd/ShortRingNDKt {
 public abstract interface class space/kscience/kmath/nd/Strides {
 	public abstract fun getLinearSize ()I
 	public abstract fun getShape ()[I
-	public abstract fun getStrides ()Ljava/util/List;
+	public abstract fun getStrides ()[I
 	public abstract fun index (I)[I
 	public fun indices ()Lkotlin/sequences/Sequence;
-	public abstract fun offset ([I)I
+	public fun offset ([I)I
 }
 
 public abstract interface class space/kscience/kmath/nd/Structure1D : space/kscience/kmath/nd/StructureND, space/kscience/kmath/structures/Buffer {
@@ -934,6 +949,7 @@ public final class space/kscience/kmath/nd/Structure1D$Companion {
 }
 
 public final class space/kscience/kmath/nd/Structure1DKt {
+	public static final fun as1D (Lspace/kscience/kmath/nd/MutableStructureND;)Lspace/kscience/kmath/nd/MutableStructure1D;
 	public static final fun as1D (Lspace/kscience/kmath/nd/StructureND;)Lspace/kscience/kmath/nd/Structure1D;
 	public static final fun asND (Lspace/kscience/kmath/structures/Buffer;)Lspace/kscience/kmath/nd/Structure1D;
 }
@@ -954,6 +970,7 @@ public final class space/kscience/kmath/nd/Structure2D$Companion {
 }
 
 public final class space/kscience/kmath/nd/Structure2DKt {
+	public static final fun as2D (Lspace/kscience/kmath/nd/MutableStructureND;)Lspace/kscience/kmath/nd/MutableStructure2D;
 	public static final fun as2D (Lspace/kscience/kmath/nd/StructureND;)Lspace/kscience/kmath/nd/Structure2D;
 }
 

kmath-core/src/commonMain/kotlin/space/kscience/kmath/linear/LinearSpace.kt

@@ -19,6 +19,7 @@ import kotlin.reflect.KClass
  * @param T the type of items.
  */
 public typealias Matrix<T> = Structure2D<T>
+public typealias MutableMatrix<T> = MutableStructure2D<T>
 
 /**
  * Alias or using [Buffer] as a point/vector in a many-dimensional space.

kmath-core/src/commonMain/kotlin/space/kscience/kmath/nd/BufferND.kt

@@ -7,6 +7,8 @@ package space.kscience.kmath.nd
 
 import space.kscience.kmath.structures.Buffer
 import space.kscience.kmath.structures.BufferFactory
+import space.kscience.kmath.structures.MutableBuffer
+import space.kscience.kmath.structures.MutableBufferFactory
 
 /**
  * Represents [StructureND] over [Buffer].
@@ -15,7 +17,7 @@ import space.kscience.kmath.structures.BufferFactory
  * @param strides The strides to access elements of [Buffer] by linear indices.
  * @param buffer The underlying buffer.
  */
-public class BufferND<T>(
+public open class BufferND<T>(
     public val strides: Strides,
     public val buffer: Buffer<T>,
 ) : StructureND<T> {
@@ -51,3 +53,34 @@ public inline fun <T, reified R : Any> StructureND<T>.mapToBuffer(
         BufferND(strides, factory.invoke(strides.linearSize) { transform(get(strides.index(it))) })
     }
 }
+
+/**
+ * Represents [MutableStructureND] over [MutableBuffer].
+ *
+ * @param T the type of items.
+ * @param strides The strides to access elements of [MutableBuffer] by linear indices.
+ * @param mutableBuffer The underlying buffer.
+ */
+public class MutableBufferND<T>(
+    strides: Strides,
+    public val mutableBuffer: MutableBuffer<T>,
+) : MutableStructureND<T>, BufferND<T>(strides, mutableBuffer) {
+    override fun set(index: IntArray, value: T) {
+        mutableBuffer[strides.offset(index)] = value
+    }
+}
+
+/**
+ * Transform structure to a new structure using provided [MutableBufferFactory] and optimizing if argument is [MutableBufferND]
+ */
+public inline fun <T, reified R : Any> MutableStructureND<T>.mapToMutableBuffer(
+    factory: MutableBufferFactory<R> = MutableBuffer.Companion::auto,
+    crossinline transform: (T) -> R,
+): MutableBufferND<R> {
+    return if (this is MutableBufferND<T>)
+        MutableBufferND(this.strides, factory.invoke(strides.linearSize) { transform(mutableBuffer[it]) })
+    else {
+        val strides = DefaultStrides(shape)
+        MutableBufferND(strides, factory.invoke(strides.linearSize) { transform(get(strides.index(it))) })
+    }
+}

kmath-core/src/commonMain/kotlin/space/kscience/kmath/nd/Structure1D.kt

@@ -6,6 +6,8 @@
 package space.kscience.kmath.nd
 
 import space.kscience.kmath.structures.Buffer
+import space.kscience.kmath.structures.MutableBuffer
+import space.kscience.kmath.structures.asMutableBuffer
 import space.kscience.kmath.structures.asSequence
 import kotlin.jvm.JvmInline
 
@@ -25,6 +27,16 @@ public interface Structure1D<T> : StructureND<T>, Buffer<T> {
     public companion object
 }
 
+/**
+ * A mutable structure that is guaranteed to be one-dimensional
+ */
+public interface MutableStructure1D<T> : Structure1D<T>, MutableStructureND<T>, MutableBuffer<T> {
+    public override operator fun set(index: IntArray, value: T) {
+        require(index.size == 1) { "Index dimension mismatch. Expected 1 but found ${index.size}" }
+        set(index[0], value)
+    }
+}
+
 /**
  * A 1D wrapper for nd-structure
  */
@@ -37,6 +49,23 @@ private value class Structure1DWrapper<T>(val structure: StructureND<T>) : Struc
     override fun elements(): Sequence<Pair<IntArray, T>> = structure.elements()
 }
 
+/**
+ * A 1D wrapper for a mutable nd-structure
+ */
+private class MutableStructure1DWrapper<T>(val structure: MutableStructureND<T>) : MutableStructure1D<T> {
+    override val shape: IntArray get() = structure.shape
+    override val size: Int get() = structure.shape[0]
+    override fun elements(): Sequence<Pair<IntArray, T>> = structure.elements()
+
+    override fun get(index: Int): T = structure[index]
+    override fun set(index: Int, value: T) {
+        structure[intArrayOf(index)] = value
+    }
+
+    override fun copy(): MutableBuffer<T> =
+        structure.elements().map { it.second }.toMutableList().asMutableBuffer()
+}
+
 
 /**
  * A structure wrapper for buffer
@@ -52,6 +81,21 @@ private value class Buffer1DWrapper<T>(val buffer: Buffer<T>) : Structure1D<T> {
     override operator fun get(index: Int): T = buffer[index]
 }
 
+internal class MutableBuffer1DWrapper<T>(val buffer: MutableBuffer<T>) : MutableStructure1D<T> {
+    override val shape: IntArray get() = intArrayOf(buffer.size)
+    override val size: Int get() = buffer.size
+
+    override fun elements(): Sequence<Pair<IntArray, T>> =
+        buffer.asSequence().mapIndexed { index, value -> intArrayOf(index) to value }
+
+    override operator fun get(index: Int): T = buffer[index]
+    override fun set(index: Int, value: T) {
+        buffer[index] = value
+    }
+
+    override fun copy(): MutableBuffer<T> = buffer.copy()
+}
+
 /**
  * Represent a [StructureND] as [Structure1D]. Throw error in case of dimension mismatch
  */
@@ -62,6 +106,11 @@ public fun <T> StructureND<T>.as1D(): Structure1D<T> = this as? Structure1D<T> ?
     }
 } else error("Can't create 1d-structure from ${shape.size}d-structure")
 
+public fun <T> MutableStructureND<T>.as1D(): MutableStructure1D<T> =
+    this as? MutableStructure1D<T> ?: if (shape.size == 1) {
+        MutableStructure1DWrapper(this)
+    } else error("Can't create 1d-structure from ${shape.size}d-structure")
+
 /**
  * Represent this buffer as 1D structure
  */
@@ -75,3 +124,4 @@ internal fun <T : Any> Structure1D<T>.unwrap(): Buffer<T> = when {
     this is Structure1DWrapper && structure is BufferND<T> -> structure.buffer
     else -> this
 }
+

kmath-core/src/commonMain/kotlin/space/kscience/kmath/nd/Structure2D.kt

@@ -8,6 +8,7 @@ package space.kscience.kmath.nd
 import space.kscience.kmath.misc.UnstableKMathAPI
 import space.kscience.kmath.structures.Buffer
 import space.kscience.kmath.structures.VirtualBuffer
+import space.kscience.kmath.structures.MutableListBuffer
 import kotlin.jvm.JvmInline
 import kotlin.reflect.KClass
 
@@ -63,6 +64,32 @@ public interface Structure2D<T> : StructureND<T> {
     public companion object
 }
 
+/**
+ * Represents mutable [Structure2D].
+ */
+public interface MutableStructure2D<T> : Structure2D<T>, MutableStructureND<T> {
+    /**
+     * Inserts an item at the specified indices.
+     *
+     * @param i the first index.
+     * @param j the second index.
+     * @param value the value.
+     */
+    public operator fun set(i: Int, j: Int, value: T)
+
+    /**
+     * The buffer of rows of this structure. It gets elements from the structure dynamically.
+     */
+    override val rows: List<MutableStructure1D<T>>
+        get() = List(rowNum) { i -> MutableBuffer1DWrapper(MutableListBuffer(colNum) { j -> get(i, j) })}
+
+    /**
+     * The buffer of columns of this structure. It gets elements from the structure dynamically.
+     */
+    override val columns: List<MutableStructure1D<T>>
+        get() = List(colNum) { j -> MutableBuffer1DWrapper(MutableListBuffer(rowNum) { i -> get(i, j) }) }
+}
+
 /**
  * A 2D wrapper for nd-structure
  */
@@ -81,6 +108,33 @@ private value class Structure2DWrapper<T>(val structure: StructureND<T>) : Struc
     override fun elements(): Sequence<Pair<IntArray, T>> = structure.elements()
 }
 
+/**
+ * A 2D wrapper for a mutable nd-structure
+ */
+private class MutableStructure2DWrapper<T>(val structure: MutableStructureND<T>): MutableStructure2D<T>
+{
+    override val shape: IntArray get() = structure.shape
+
+    override val rowNum: Int get() = shape[0]
+    override val colNum: Int get() = shape[1]
+
+    override operator fun get(i: Int, j: Int): T = structure[i, j]
+
+    override fun set(index: IntArray, value: T) {
+        structure[index] = value
+    }
+
+    override operator fun set(i: Int, j: Int, value: T){
+        structure[intArrayOf(i, j)] = value
+    }
+
+    override fun elements(): Sequence<Pair<IntArray, T>> = structure.elements()
+
+    override fun equals(other: Any?): Boolean = false
+
+    override fun hashCode(): Int = 0
+}
+
 /**
  * Represent a [StructureND] as [Structure1D]. Throw error in case of dimension mismatch
  */
@@ -89,9 +143,18 @@ public fun <T> StructureND<T>.as2D(): Structure2D<T> = this as? Structure2D<T> ?
     else -> error("Can't create 2d-structure from ${shape.size}d-structure")
 }
 
+public fun <T> MutableStructureND<T>.as2D(): MutableStructure2D<T> = this as? MutableStructure2D<T> ?: when (shape.size) {
+    2 -> MutableStructure2DWrapper(this)
+    else -> error("Can't create 2d-structure from ${shape.size}d-structure")
+}
+
 /**
  * Expose inner [StructureND] if possible
  */
 internal fun <T> Structure2D<T>.unwrap(): StructureND<T> =
     if (this is Structure2DWrapper) structure
     else this
+
+internal fun <T> MutableStructure2D<T>.unwrap(): MutableStructureND<T> =
+    if (this is MutableStructure2DWrapper) structure else this
+

kmath-core/src/commonMain/kotlin/space/kscience/kmath/nd/StructureND.kt

@@ -184,12 +184,15 @@ public interface Strides {
     /**
      * Array strides
      */
-    public val strides: List<Int>
+    public val strides: IntArray
 
     /**
      * Get linear index from multidimensional index
      */
-    public fun offset(index: IntArray): Int
+    public fun offset(index: IntArray): Int = index.mapIndexed { i, value ->
+        if (value < 0 || value >= shape[i]) throw IndexOutOfBoundsException("Index $value out of shape bounds: (0,${this.shape[i]})")
+        value * strides[i]
+    }.sum()
 
     /**
      * Get multidimensional from linear
@@ -221,7 +224,7 @@ public class DefaultStrides private constructor(override val shape: IntArray) :
     /**
      * Strides for memory access
      */
-    override val strides: List<Int> by lazy {
+    override val strides: IntArray by lazy {
         sequence {
             var current = 1
             yield(1)
@@ -230,14 +233,9 @@ public class DefaultStrides private constructor(override val shape: IntArray) :
                 current *= it
                 yield(current)
             }
-        }.toList()
+        }.toList().toIntArray()
     }
 
-    override fun offset(index: IntArray): Int = index.mapIndexed { i, value ->
-        if (value < 0 || value >= shape[i]) throw IndexOutOfBoundsException("Index $value out of shape bounds: (0,${this.shape[i]})")
-        value * strides[i]
-    }.sum()
-
     override fun index(offset: Int): IntArray {
         val res = IntArray(shape.size)
         var current = offset

kmath-core/src/commonMain/kotlin/space/kscience/kmath/structures/Buffer.kt

@@ -232,7 +232,7 @@ public value class MutableListBuffer<T>(public val list: MutableList<T>) : Mutab
 }
 
 /**
- * Returns an [ListBuffer] that wraps the original list.
+ * Returns an [MutableListBuffer] that wraps the original list.
  */
 public fun <T> MutableList<T>.asMutableBuffer(): MutableListBuffer<T> = MutableListBuffer(this)
 

kmath-tensors/README.md

@@ -0,0 +1,40 @@
+# Module kmath-tensors
+
+Common operations on tensors, the API consists of:
+
+ - [TensorAlgebra](src/commonMain/kotlin/space/kscience/kmath/tensors/api/TensorAlgebra.kt) : Basic algebra operations on tensors (plus, dot, etc.)
+ - [TensorPartialDivisionAlgebra](src/commonMain/kotlin/space/kscience/kmath/tensors/api/TensorPartialDivisionAlgebra.kt) : Emulates an algebra over a field
+ - [LinearOpsTensorAlgebra](src/commonMain/kotlin/space/kscience/kmath/tensors/api/LinearOpsTensorAlgebra.kt) : Linear algebra operations including LU, QR, Cholesky LL and SVD decompositions
+ - [AnalyticTensorAlgebra](src/commonMain/kotlin/space/kscience/kmath/tensors/api/AnalyticTensorAlgebra.kt) : Element-wise analytic operations
+
+The library offers a multiplatform implementation for this interface over the `Double`'s. As a highlight, the user can find:
+ - [BroadcastDoubleTensorAlgebra](src/commonMain/kotlin/space/kscience/kmath/tensors/core/algebras/BroadcastDoubleTensorAlgebra.kt) : Basic algebra operations implemented with broadcasting.
+ - [DoubleLinearOpsTensorAlgebra](src/commonMain/kotlin/space/kscience/kmath/tensors/core/algebras/DoubleLinearOpsTensorAlgebra.kt) : Contains the power method for SVD and the spectrum of symmetric matrices.
+## Artifact:
+
+The Maven coordinates of this project are `space.kscience:kmath-tensors:0.3.0-dev-7`.
+
+**Gradle:**
+```gradle
+repositories {
+    maven { url 'https://repo.kotlin.link' }
+    maven { url 'https://dl.bintray.com/hotkeytlt/maven' }
+    maven { url "https://dl.bintray.com/kotlin/kotlin-eap" } // include for builds based on kotlin-eap
+}
+
+dependencies {
+    implementation 'space.kscience:kmath-tensors:0.3.0-dev-7'
+}
+```
+**Gradle Kotlin DSL:**
+```kotlin
+repositories {
+    maven("https://repo.kotlin.link")
+    maven("https://dl.bintray.com/kotlin/kotlin-eap") // include for builds based on kotlin-eap
+    maven("https://dl.bintray.com/hotkeytlt/maven") // required for a
+}
+
+dependencies {
+    implementation("space.kscience:kmath-tensors:0.3.0-dev-7")
+}
+```

kmath-tensors/build.gradle.kts

@@ -0,0 +1,43 @@
+plugins {
+    id("ru.mipt.npm.gradle.mpp")
+}
+
+kotlin.sourceSets {
+    all {
+        languageSettings.useExperimentalAnnotation("space.kscience.kmath.misc.UnstableKMathAPI")
+    }
+    commonMain {
+        dependencies {
+            api(project(":kmath-core"))
+            api(project(":kmath-stat"))
+        }
+    }
+}
+
+tasks.dokkaHtml {
+    dependsOn(tasks.build)
+}
+
+readme {
+    maturity = ru.mipt.npm.gradle.Maturity.PROTOTYPE
+    propertyByTemplate("artifact", rootProject.file("docs/templates/ARTIFACT-TEMPLATE.md"))
+
+    feature(
+        id = "tensor algebra",
+        description = "Basic linear algebra operations on tensors (plus, dot, etc.)",
+        ref = "src/commonMain/kotlin/space/kscience/kmath/tensors/api/TensorAlgebra.kt"
+    )
+
+    feature(
+        id = "tensor algebra with broadcasting",
+        description = "Basic linear algebra operations implemented with broadcasting.",
+        ref = "src/commonMain/kotlin/space/kscience/kmath/tensors/core/algebras/BroadcastDoubleTensorAlgebra.kt"
+    )
+
+    feature(
+        id = "linear algebra operations",
+        description = "Advanced linear algebra operations like LU decomposition, SVD, etc.",
+        ref = "src/commonMain/kotlin/space/kscience/kmath/tensors/api/LinearOpsTensorAlgebra.kt"
+    )
+
+}

kmath-tensors/docs/README-TEMPLATE.md

@@ -0,0 +1,7 @@
+# Module kmath-tensors
+
+Common linear algebra operations on tensors.
+
+${features}
+
+${artifact}

kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/api/AnalyticTensorAlgebra.kt

@@ -0,0 +1,131 @@
+/*
+ * Copyright 2018-2021 KMath contributors.
+ * Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
+ */
+
+package space.kscience.kmath.tensors.api
+
+
+/**
+ * Analytic operations on [Tensor].
+ *
+ * @param T the type of items closed under analytic functions in the tensors.
+ */
+public interface AnalyticTensorAlgebra<T> : TensorPartialDivisionAlgebra<T> {
+
+    /**
+     * @return the mean of all elements in the input tensor.
+     */
+    public fun Tensor<T>.mean(): T
+
+    /**
+     * Returns the mean of each row of the input tensor in the given dimension [dim].
+     *
+     * If [keepDim] is true, the output tensor is of the same size as
+     * input except in the dimension [dim] where it is of size 1.
+     * Otherwise, [dim] is squeezed, resulting in the output tensor having 1 fewer dimension.
+     *
+     * @param dim the dimension to reduce.
+     * @param keepDim whether the output tensor has [dim] retained or not.
+     * @return the mean of each row of the input tensor in the given dimension [dim].
+     */
+    public fun Tensor<T>.mean(dim: Int, keepDim: Boolean): Tensor<T>
+
+    /**
+     * @return the standard deviation of all elements in the input tensor.
+     */
+    public fun Tensor<T>.std(): T
+
+    /**
+     * Returns the standard deviation of each row of the input tensor in the given dimension [dim].
+     *
+     * If [keepDim] is true, the output tensor is of the same size as
+     * input except in the dimension [dim] where it is of size 1.
+     * Otherwise, [dim] is squeezed, resulting in the output tensor having 1 fewer dimension.
+     *
+     * @param dim the dimension to reduce.
+     * @param keepDim whether the output tensor has [dim] retained or not.
+     * @return the standard deviation of each row of the input tensor in the given dimension [dim].
+     */
+    public fun Tensor<T>.std(dim: Int, keepDim: Boolean): Tensor<T>
+
+    /**
+     * @return the variance of all elements in the input tensor.
+     */
+    public fun Tensor<T>.variance(): T
+
+    /**
+     * Returns the variance of each row of the input tensor in the given dimension [dim].
+     *
+     * If [keepDim] is true, the output tensor is of the same size as
+     * input except in the dimension [dim] where it is of size 1.
+     * Otherwise, [dim] is squeezed, resulting in the output tensor having 1 fewer dimension.
+     *
+     * @param dim the dimension to reduce.
+     * @param keepDim whether the output tensor has [dim] retained or not.
+     * @return the variance of each row of the input tensor in the given dimension [dim].
+     */
+    public fun Tensor<T>.variance(dim: Int, keepDim: Boolean): Tensor<T>
+
+    /**
+     * Returns the covariance matrix M of given vectors.
+     *
+     * M[i, j] contains covariance of i-th and j-th given vectors
+     *
+     * @param tensors the [List] of 1-dimensional tensors with same shape
+     * @return the covariance matrix
+     */
+    public fun cov(tensors: List<Tensor<T>>): Tensor<T>
+
+    //For information: https://pytorch.org/docs/stable/generated/torch.exp.html
+    public fun Tensor<T>.exp(): Tensor<T>
+
+    //For information: https://pytorch.org/docs/stable/generated/torch.log.html
+    public fun Tensor<T>.ln(): Tensor<T>
+
+    //For information: https://pytorch.org/docs/stable/generated/torch.sqrt.html
+    public fun Tensor<T>.sqrt(): Tensor<T>
+
+    //For information: https://pytorch.org/docs/stable/generated/torch.acos.html#torch.cos
+    public fun Tensor<T>.cos(): Tensor<T>
+
+    //For information: https://pytorch.org/docs/stable/generated/torch.acos.html#torch.acos
+    public fun Tensor<T>.acos(): Tensor<T>
+
+    //For information: https://pytorch.org/docs/stable/generated/torch.acosh.html#torch.cosh
+    public fun Tensor<T>.cosh(): Tensor<T>
+
+    //For information: https://pytorch.org/docs/stable/generated/torch.acosh.html#torch.acosh
+    public fun Tensor<T>.acosh(): Tensor<T>
+
+    //For information: https://pytorch.org/docs/stable/generated/torch.asin.html#torch.sin
+    public fun Tensor<T>.sin(): Tensor<T>
+
+    //For information: https://pytorch.org/docs/stable/generated/torch.asin.html#torch.asin
+    public fun Tensor<T>.asin(): Tensor<T>
+
+    //For information: https://pytorch.org/docs/stable/generated/torch.asin.html#torch.sinh
+    public fun Tensor<T>.sinh(): Tensor<T>
+
+    //For information: https://pytorch.org/docs/stable/generated/torch.asin.html#torch.asinh
+    public fun Tensor<T>.asinh(): Tensor<T>
+
+    //For information: https://pytorch.org/docs/stable/generated/torch.atan.html#torch.tan
+    public fun Tensor<T>.tan(): Tensor<T>
+
+    //https://pytorch.org/docs/stable/generated/torch.atan.html#torch.atan
+    public fun Tensor<T>.atan(): Tensor<T>
+
+    //For information: https://pytorch.org/docs/stable/generated/torch.atanh.html#torch.tanh
+    public fun Tensor<T>.tanh(): Tensor<T>
+
+    //For information: https://pytorch.org/docs/stable/generated/torch.atanh.html#torch.atanh
+    public fun Tensor<T>.atanh(): Tensor<T>
+
+    //For information: https://pytorch.org/docs/stable/generated/torch.ceil.html#torch.ceil
+    public fun Tensor<T>.ceil(): Tensor<T>
+
+    //For information: https://pytorch.org/docs/stable/generated/torch.floor.html#torch.floor
+    public fun Tensor<T>.floor(): Tensor<T>
+
+}

kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/api/LinearOpsTensorAlgebra.kt

@@ -0,0 +1,97 @@
+/*
+ * Copyright 2018-2021 KMath contributors.
+ * Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
+ */
+
+package space.kscience.kmath.tensors.api
+
+/**
+ * Common linear algebra operations. Operates on [Tensor].
+ *
+ * @param T the type of items closed under division in the tensors.
+ */
+public interface LinearOpsTensorAlgebra<T> : TensorPartialDivisionAlgebra<T> {
+
+    /**
+     * Computes the determinant of a square matrix input, or of each square matrix in a batched input.
+     * For more information: https://pytorch.org/docs/stable/linalg.html#torch.linalg.det
+     *
+     * @return the determinant.
+     */
+    public fun Tensor<T>.det(): Tensor<T>
+
+    /**
+     * Computes the multiplicative inverse matrix of a square matrix input, or of each square matrix in a batched input.
+     * Given a square matrix `A`, return the matrix `AInv` satisfying
+     * `A dot AInv  = AInv dot A = eye(a.shape[0])`.
+     * For more information: https://pytorch.org/docs/stable/linalg.html#torch.linalg.inv
+     *
+     * @return the multiplicative inverse of a matrix.
+     */
+    public fun Tensor<T>.inv(): Tensor<T>
+
+    /**
+     * Cholesky decomposition.
+     *
+     * Computes the Cholesky decomposition of a Hermitian (or symmetric for real-valued matrices)
+     * positive-definite matrix or the Cholesky decompositions for a batch of such matrices.
+     * Each decomposition has the form:
+     * Given a tensor `input`, return the tensor `L` satisfying `input = L dot L.H`,
+     * where L is a lower-triangular matrix and L.H is the conjugate transpose of L,
+     * which is just a transpose for the case of real-valued input matrices.
+     * For more information: https://pytorch.org/docs/stable/linalg.html#torch.linalg.cholesky
+     *
+     * @return the batch of L matrices.
+     */
+    public fun Tensor<T>.cholesky(): Tensor<T>
+
+    /**
+     * QR decomposition.
+     *
+     * Computes the QR decomposition of a matrix or a batch of matrices, and returns a pair `(Q, R)` of tensors.
+     * Given a tensor `input`, return tensors (Q, R) satisfying ``input = Q dot R``,
+     * with `Q` being an orthogonal matrix or batch of orthogonal matrices
+     * and `R` being an upper triangular matrix or batch of upper triangular matrices.
+     * For more information: https://pytorch.org/docs/stable/linalg.html#torch.linalg.qr
+     *
+     * @return pair of Q and R tensors.
+     */
+    public fun Tensor<T>.qr(): Pair<Tensor<T>, Tensor<T>>
+
+    /**
+     * LUP decomposition
+     *
+     * Computes the LUP decomposition of a matrix or a batch of matrices.
+     * Given a tensor `input`, return tensors (P, L, U) satisfying `P dot input = L dot  U`,
+     * with `P` being a permutation matrix or batch of matrices,
+     * `L` being a lower triangular matrix or batch of matrices,
+     * `U` being an upper triangular matrix or batch of matrices.
+     *
+     * * @return triple of P, L and U tensors
+     */
+    public fun Tensor<T>.lu(): Triple<Tensor<T>, Tensor<T>, Tensor<T>>
+
+    /**
+     * Singular Value Decomposition.
+     *
+     * Computes the singular value decomposition of either a matrix or batch of matrices `input`.
+     * The singular value decomposition is represented as a triple `(U, S, V)`,
+     * such that `input = U dot diagonalEmbedding(S) dot  V.H`,
+     * where V.H is the conjugate transpose of V.
+     * If input is a batch of tensors, then U, S, and Vh are also batched with the same batch dimensions as input.
+     * For more information: https://pytorch.org/docs/stable/linalg.html#torch.linalg.svd
+     *
+     * @return triple `(U, S, V)`.
+     */
+    public fun Tensor<T>.svd(): Triple<Tensor<T>, Tensor<T>, Tensor<T>>
+
+    /**
+     * Returns eigenvalues and eigenvectors of a real symmetric matrix input or a batch of real symmetric matrices,
+     * represented by a pair (eigenvalues, eigenvectors).
+     * For more information: https://pytorch.org/docs/stable/generated/torch.symeig.html
+     *
+     * @return a pair (eigenvalues, eigenvectors)
+     */
+    public fun Tensor<T>.symEig(): Pair<Tensor<T>, Tensor<T>>
+
+}

kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/api/Tensor.kt

@@ -0,0 +1,5 @@
+package space.kscience.kmath.tensors.api
+
+import space.kscience.kmath.nd.MutableStructureND
+
+public typealias Tensor<T> = MutableStructureND<T>

kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/api/TensorAlgebra.kt

@@ -0,0 +1,327 @@
+/*
+ * Copyright 2018-2021 KMath contributors.
+ * Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
+ */
+
+package space.kscience.kmath.tensors.api
+
+import space.kscience.kmath.operations.Algebra
+
+/**
+ * Algebra over a ring on [Tensor].
+ * For more information: https://proofwiki.org/wiki/Definition:Algebra_over_Ring
+ *
+ * @param T the type of items in the tensors.
+ */
+public interface TensorAlgebra<T>: Algebra<Tensor<T>> {
+
+    /**
+     * Returns a single tensor value of unit dimension if tensor shape equals to [1].
+     *
+     * @return a nullable value of a potentially scalar tensor.
+     */
+    public fun Tensor<T>.valueOrNull(): T?
+
+    /**
+     * Returns a single tensor value of unit dimension. The tensor shape must be equal to [1].
+     *
+     * @return the value of a scalar tensor.
+     */
+    public fun Tensor<T>.value(): T
+
+    /**
+     * Each element of the tensor [other] is added to this value.
+     * The resulting tensor is returned.
+     *
+     * @param other tensor to be added.
+     * @return the sum of this value and tensor [other].
+     */
+    public operator fun T.plus(other: Tensor<T>): Tensor<T>
+
+    /**
+     * Adds the scalar [value] to each element of this tensor and returns a new resulting tensor.
+     *
+     * @param value the number to be added to each element of this tensor.
+     * @return the sum of this tensor and [value].
+     */
+    public operator fun Tensor<T>.plus(value: T): Tensor<T>
+
+    /**
+     * Each element of the tensor [other] is added to each element of this tensor.
+     * The resulting tensor is returned.
+     *
+     * @param other tensor to be added.
+     * @return the sum of this tensor and [other].
+     */
+    public operator fun Tensor<T>.plus(other: Tensor<T>): Tensor<T>
+
+    /**
+     * Adds the scalar [value] to each element of this tensor.
+     *
+     * @param value the number to be added to each element of this tensor.
+     */
+    public operator fun Tensor<T>.plusAssign(value: T): Unit
+
+    /**
+     * Each element of the tensor [other] is added to each element of this tensor.
+     *
+     * @param other tensor to be added.
+     */
+    public operator fun Tensor<T>.plusAssign(other: Tensor<T>): Unit
+
+
+    /**
+     * Each element of the tensor [other] is subtracted from this value.
+     * The resulting tensor is returned.
+     *
+     * @param other tensor to be subtracted.
+     * @return the difference between this value and tensor [other].
+     */
+    public operator fun T.minus(other: Tensor<T>): Tensor<T>
+
+    /**
+     * Subtracts the scalar [value] from each element of this tensor and returns a new resulting tensor.
+     *
+     * @param value the number to be subtracted from each element of this tensor.
+     * @return the difference between this tensor and [value].
+     */
+    public operator fun Tensor<T>.minus(value: T): Tensor<T>
+
+    /**
+     * Each element of the tensor [other] is subtracted from each element of this tensor.
+     * The resulting tensor is returned.
+     *
+     * @param other tensor to be subtracted.
+     * @return the difference between this tensor and [other].
+     */
+    public operator fun Tensor<T>.minus(other: Tensor<T>): Tensor<T>
+
+    /**
+     * Subtracts the scalar [value] from each element of this tensor.
+     *
+     * @param value the number to be subtracted from each element of this tensor.
+     */
+    public operator fun Tensor<T>.minusAssign(value: T): Unit
+
+    /**
+     * Each element of the tensor [other] is subtracted from each element of this tensor.
+     *
+     * @param other tensor to be subtracted.
+     */
+    public operator fun Tensor<T>.minusAssign(other: Tensor<T>): Unit
+
+
+    /**
+     * Each element of the tensor [other] is multiplied by this value.
+     * The resulting tensor is returned.
+     *
+     * @param other tensor to be multiplied.
+     * @return the product of this value and tensor [other].
+     */
+    public operator fun T.times(other: Tensor<T>): Tensor<T>
+
+    /**
+     * Multiplies the scalar [value] by each element of this tensor and returns a new resulting tensor.
+     *
+     * @param value the number to be multiplied by each element of this tensor.
+     * @return the product of this tensor and [value].
+     */
+    public operator fun Tensor<T>.times(value: T): Tensor<T>
+
+    /**
+     * Each element of the tensor [other] is multiplied by each element of this tensor.
+     * The resulting tensor is returned.
+     *
+     * @param other tensor to be multiplied.
+     * @return the product of this tensor and [other].
+     */
+    public operator fun Tensor<T>.times(other: Tensor<T>): Tensor<T>
+
+    /**
+     * Multiplies the scalar [value] by each element of this tensor.
+     *
+     * @param value the number to be multiplied by each element of this tensor.
+     */
+    public operator fun Tensor<T>.timesAssign(value: T): Unit
+
+    /**
+     * Each element of the tensor [other] is multiplied by each element of this tensor.
+     *
+     * @param other tensor to be multiplied.
+     */
+    public operator fun Tensor<T>.timesAssign(other: Tensor<T>): Unit
+
+    /**
+     * Numerical negative, element-wise.
+     *
+     * @return tensor negation of the original tensor.
+     */
+    public operator fun Tensor<T>.unaryMinus(): Tensor<T>
+
+    /**
+     * Returns the tensor at index i
+     * For more information: https://pytorch.org/cppdocs/notes/tensor_indexing.html
+     *
+     * @param i index of the extractable tensor
+     * @return subtensor of the original tensor with index [i]
+     */
+    public operator fun Tensor<T>.get(i: Int): Tensor<T>
+
+    /**
+     * Returns a tensor that is a transposed version of this tensor. The given dimensions [i] and [j] are swapped.
+     * For more information: https://pytorch.org/docs/stable/generated/torch.transpose.html
+     *
+     * @param i the first dimension to be transposed
+     * @param j the second dimension to be transposed
+     * @return transposed tensor
+     */
+    public fun Tensor<T>.transpose(i: Int = -2, j: Int = -1): Tensor<T>
+
+    /**
+     * Returns a new tensor with the same data as the self tensor but of a different shape.
+     * The returned tensor shares the same data and must have the same number of elements, but may have a different size
+     * For more information: https://pytorch.org/docs/stable/tensor_view.html
+     *
+     * @param shape the desired size
+     * @return tensor with new shape
+     */
+    public fun Tensor<T>.view(shape: IntArray): Tensor<T>
+
+    /**
+     * View this tensor as the same size as [other].
+     * ``this.viewAs(other) is equivalent to this.view(other.shape)``.
+     * For more information: https://pytorch.org/cppdocs/notes/tensor_indexing.html
+     *
+     * @param other the result tensor has the same size as other.
+     * @return the result tensor with the same size as other.
+     */
+    public fun Tensor<T>.viewAs(other: Tensor<T>): Tensor<T>
+
+    /**
+     * Matrix product of two tensors.
+     *
+     * The behavior depends on the dimensionality of the tensors as follows:
+     * 1. If both tensors are 1-dimensional, the dot product (scalar) is returned.
+     *
+     * 2. If both arguments are 2-dimensional, the matrix-matrix product is returned.
+     *
+     * 3. If the first argument is 1-dimensional and the second argument is 2-dimensional,
+     * a 1 is prepended to its dimension for the purpose of the matrix multiply.
+     * After the matrix multiply, the prepended dimension is removed.
+     *
+     * 4. If the first argument is 2-dimensional and the second argument is 1-dimensional,
+     * the matrix-vector product is returned.
+     *
+     * 5. If both arguments are at least 1-dimensional and at least one argument is N-dimensional (where N > 2),
+     * then a batched matrix multiply is returned. If the first argument is 1-dimensional,
+     * a 1 is prepended to its dimension for the purpose of the batched matrix multiply and removed after.
+     * If the second argument is 1-dimensional, a 1 is appended to its dimension for the purpose of the batched matrix
+     * multiple and removed after.
+     * The non-matrix (i.e. batch) dimensions are broadcasted (and thus must be broadcastable).
+     * For example, if `input` is a (j &times; 1 &times; n &times; n) tensor and `other` is a
+     * (k &times; n &times; n) tensor, out will be a (j &times; k &times; n &times; n) tensor.
+     *
+     * For more information: https://pytorch.org/docs/stable/generated/torch.matmul.html
+     *
+     * @param other tensor to be multiplied
+     * @return mathematical product of two tensors
+     */
+    public infix fun Tensor<T>.dot(other: Tensor<T>): Tensor<T>
+
+    /**
+     * Creates a tensor whose diagonals of certain 2D planes (specified by [dim1] and [dim2])
+     * are filled by [diagonalEntries].
+     * To facilitate creating batched diagonal matrices,
+     * the 2D planes formed by the last two dimensions of the returned tensor are chosen by default.
+     *
+     * The argument [offset]  controls which diagonal to consider:
+     * 1. If [offset] = 0, it is the main diagonal.
+     * 1. If [offset] > 0, it is above the main diagonal.
+     * 1. If [offset] < 0, it is below the main diagonal.
+     *
+     * The size of the new matrix will be calculated
+     * to make the specified diagonal of the size of the last input dimension.
+     * For more information: https://pytorch.org/docs/stable/generated/torch.diag_embed.html
+     *
+     * @param diagonalEntries the input tensor. Must be at least 1-dimensional.
+     * @param offset which diagonal to consider. Default: 0 (main diagonal).
+     * @param dim1 first dimension with respect to which to take diagonal. Default: -2.
+     * @param dim2 second dimension with respect to which to take diagonal. Default: -1.
+     *
+     * @return tensor whose diagonals of certain 2D planes (specified by [dim1] and [dim2])
+     * are filled by [diagonalEntries]
+     */
+    public fun diagonalEmbedding(
+        diagonalEntries: Tensor<T>,
+        offset: Int = 0,
+        dim1: Int = -2,
+        dim2: Int = -1
+    ): Tensor<T>
+
+    /**
+     * @return the sum of all elements in the input tensor.
+     */
+    public fun Tensor<T>.sum(): T
+
+    /**
+     * Returns the sum of each row of the input tensor in the given dimension [dim].
+     *
+     * If [keepDim] is true, the output tensor is of the same size as
+     * input except in the dimension [dim] where it is of size 1.
+     * Otherwise, [dim] is squeezed, resulting in the output tensor having 1 fewer dimension.
+     *
+     * @param dim the dimension to reduce.
+     * @param keepDim whether the output tensor has [dim] retained or not.
+     * @return the sum of each row of the input tensor in the given dimension [dim].
+     */
+    public fun Tensor<T>.sum(dim: Int, keepDim: Boolean): Tensor<T>
+
+    /**
+     * @return the minimum value of all elements in the input tensor.
+     */
+    public fun Tensor<T>.min(): T
+
+    /**
+     * Returns the minimum value of each row of the input tensor in the given dimension [dim].
+     *
+     * If [keepDim] is true, the output tensor is of the same size as
+     * input except in the dimension [dim] where it is of size 1.
+     * Otherwise, [dim] is squeezed, resulting in the output tensor having 1 fewer dimension.
+     *
+     * @param dim the dimension to reduce.
+     * @param keepDim whether the output tensor has [dim] retained or not.
+     * @return the minimum value of each row of the input tensor in the given dimension [dim].
+     */
+    public fun Tensor<T>.min(dim: Int, keepDim: Boolean): Tensor<T>
+
+    /**
+     * Returns the maximum value of all elements in the input tensor.
+     */
+    public fun Tensor<T>.max(): T
+
+    /**
+     * Returns the maximum value of each row of the input tensor in the given dimension [dim].
+     *
+     * If [keepDim] is true, the output tensor is of the same size as
+     * input except in the dimension [dim] where it is of size 1.
+     * Otherwise, [dim] is squeezed, resulting in the output tensor having 1 fewer dimension.
+     *
+     * @param dim the dimension to reduce.
+     * @param keepDim whether the output tensor has [dim] retained or not.
+     * @return the maximum value of each row of the input tensor in the given dimension [dim].
+     */
+    public fun Tensor<T>.max(dim: Int, keepDim: Boolean): Tensor<T>
+
+    /**
+     * Returns the index of maximum value of each row of the input tensor in the given dimension [dim].
+     *
+     * If [keepDim] is true, the output tensor is of the same size as
+     * input except in the dimension [dim] where it is of size 1.
+     * Otherwise, [dim] is squeezed, resulting in the output tensor having 1 fewer dimension.
+     *
+     * @param dim the dimension to reduce.
+     * @param keepDim whether the output tensor has [dim] retained or not.
+     * @return the the index of maximum value of each row of the input tensor in the given dimension [dim].
+     */
+    public fun Tensor<T>.argMax(dim: Int, keepDim: Boolean): Tensor<T>
+}

kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/api/TensorPartialDivisionAlgebra.kt

@@ -0,0 +1,55 @@
+/*
+ * Copyright 2018-2021 KMath contributors.
+ * Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
+ */
+
+package space.kscience.kmath.tensors.api
+
+/**
+ * Algebra over a field with partial division on [Tensor].
+ * For more information: https://proofwiki.org/wiki/Definition:Division_Algebra
+ *
+ * @param T the type of items closed under division in the tensors.
+ */
+public interface TensorPartialDivisionAlgebra<T> : TensorAlgebra<T> {
+
+    /**
+     * Each element of the tensor [other] is divided by this value.
+     * The resulting tensor is returned.
+     *
+     * @param other tensor to divide by.
+     * @return the division of this value by the tensor [other].
+     */
+    public operator fun T.div(other: Tensor<T>): Tensor<T>
+
+    /**
+     * Divide by the scalar [value] each element of this tensor returns a new resulting tensor.
+     *
+     * @param value the number to divide by each element of this tensor.
+     * @return the division of this tensor by the [value].
+     */
+    public operator fun Tensor<T>.div(value: T): Tensor<T>
+
+    /**
+     * Each element of the tensor [other] is divided by each element of this tensor.
+     * The resulting tensor is returned.
+     *
+     * @param other tensor to be divided by.
+     * @return the division of this tensor by [other].
+     */
+    public operator fun Tensor<T>.div(other: Tensor<T>): Tensor<T>
+
+    /**
+     * Divides by the scalar [value] each element of this tensor.
+     *
+     * @param value the number to divide by each element of this tensor.
+     */
+    public operator fun Tensor<T>.divAssign(value: T)
+
+    /**
+     * Each element of this tensor is divided by each element of the [other] tensor.
+     *
+     * @param other tensor to be divide by.
+     */
+    public operator fun Tensor<T>.divAssign(other: Tensor<T>)
+}

kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/BroadcastDoubleTensorAlgebra.kt

@@ -0,0 +1,93 @@
+/*
+ * Copyright 2018-2021 KMath contributors.
+ * Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
+ */
+
+package space.kscience.kmath.tensors.core
+
+import space.kscience.kmath.tensors.api.Tensor
+import space.kscience.kmath.tensors.core.internal.array
+import space.kscience.kmath.tensors.core.internal.broadcastTensors
+import space.kscience.kmath.tensors.core.internal.broadcastTo
+import space.kscience.kmath.tensors.core.internal.tensor
+
+/**
+ * Basic linear algebra operations implemented with broadcasting.
+ * For more information: https://pytorch.org/docs/stable/notes/broadcasting.html
+ */
+public object BroadcastDoubleTensorAlgebra : DoubleTensorAlgebra() {
+
+    override fun Tensor<Double>.plus(other: Tensor<Double>): DoubleTensor {
+        val broadcast = broadcastTensors(tensor, other.tensor)
+        val newThis = broadcast[0]
+        val newOther = broadcast[1]
+        val resBuffer = DoubleArray(newThis.linearStructure.linearSize) { i ->
+            newThis.mutableBuffer.array()[i] + newOther.mutableBuffer.array()[i]
+        }
+        return DoubleTensor(newThis.shape, resBuffer)
+    }
+
+    override fun Tensor<Double>.plusAssign(other: Tensor<Double>) {
+        val newOther = broadcastTo(other.tensor, tensor.shape)
+        for (i in 0 until tensor.linearStructure.linearSize) {
+            tensor.mutableBuffer.array()[tensor.bufferStart + i] +=
+                newOther.mutableBuffer.array()[tensor.bufferStart + i]
+        }
+    }
+
+    override fun Tensor<Double>.minus(other: Tensor<Double>): DoubleTensor {
+        val broadcast = broadcastTensors(tensor, other.tensor)
+        val newThis = broadcast[0]
+        val newOther = broadcast[1]
+        val resBuffer = DoubleArray(newThis.linearStructure.linearSize) { i ->
+            newThis.mutableBuffer.array()[i] - newOther.mutableBuffer.array()[i]
+        }
+        return DoubleTensor(newThis.shape, resBuffer)
+    }
+
+    override fun Tensor<Double>.minusAssign(other: Tensor<Double>) {
+        val newOther = broadcastTo(other.tensor, tensor.shape)
+        for (i in 0 until tensor.linearStructure.linearSize) {
+            tensor.mutableBuffer.array()[tensor.bufferStart + i] -=
+                newOther.mutableBuffer.array()[tensor.bufferStart + i]
+        }
+    }
+
+    override fun Tensor<Double>.times(other: Tensor<Double>): DoubleTensor {
+        val broadcast = broadcastTensors(tensor, other.tensor)
+        val newThis = broadcast[0]
+        val newOther = broadcast[1]
+        val resBuffer = DoubleArray(newThis.linearStructure.linearSize) { i ->
+            newThis.mutableBuffer.array()[newThis.bufferStart + i] *
+                    newOther.mutableBuffer.array()[newOther.bufferStart + i]
+        }
+        return DoubleTensor(newThis.shape, resBuffer)
+    }
+
+    override fun Tensor<Double>.timesAssign(other: Tensor<Double>) {
+        val newOther = broadcastTo(other.tensor, tensor.shape)
+        for (i in 0 until tensor.linearStructure.linearSize) {
+            tensor.mutableBuffer.array()[tensor.bufferStart + i] *=
+                newOther.mutableBuffer.array()[tensor.bufferStart + i]
+        }
+    }
+
+    override fun Tensor<Double>.div(other: Tensor<Double>): DoubleTensor {
+        val broadcast = broadcastTensors(tensor, other.tensor)
+        val newThis = broadcast[0]
+        val newOther = broadcast[1]
+        val resBuffer = DoubleArray(newThis.linearStructure.linearSize) { i ->
+            newThis.mutableBuffer.array()[newOther.bufferStart + i] /
+                    newOther.mutableBuffer.array()[newOther.bufferStart + i]
+        }
+        return DoubleTensor(newThis.shape, resBuffer)
+    }
+
+    override fun Tensor<Double>.divAssign(other: Tensor<Double>) {
+        val newOther = broadcastTo(other.tensor, tensor.shape)
+        for (i in 0 until tensor.linearStructure.linearSize) {
+            tensor.mutableBuffer.array()[tensor.bufferStart + i] /=
+                newOther.mutableBuffer.array()[tensor.bufferStart + i]
+        }
+    }
+}

kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/BufferedTensor.kt

@@ -0,0 +1,38 @@
+package space.kscience.kmath.tensors.core
+
+import space.kscience.kmath.nd.Strides
+import space.kscience.kmath.structures.*
+import space.kscience.kmath.tensors.api.Tensor
+import space.kscience.kmath.tensors.core.internal.TensorLinearStructure
+
+/**
+ * Represents [Tensor] over a [MutableBuffer] intended to be used through [DoubleTensor] and [IntTensor]
+ */
+public open class BufferedTensor<T> internal constructor(
+    override val shape: IntArray,
+    internal val mutableBuffer: MutableBuffer<T>,
+    internal val bufferStart: Int
+) : Tensor<T> {
+
+    /**
+     * Buffer strides based on [TensorLinearStructure] implementation
+     */
+    public val linearStructure: Strides
+        get() = TensorLinearStructure(shape)
+
+    /**
+     * Number of elements in tensor
+     */
+    public val numElements: Int
+        get() = linearStructure.linearSize
+
+    override fun get(index: IntArray): T = mutableBuffer[bufferStart + linearStructure.offset(index)]
+
+    override fun set(index: IntArray, value: T) {
+        mutableBuffer[bufferStart + linearStructure.offset(index)] = value
+    }
+
+    override fun elements(): Sequence<Pair<IntArray, T>> = linearStructure.indices().map {
+        it to this[it]
+    }
+}

kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/DoubleTensor.kt

@@ -0,0 +1,20 @@
+/*
+ * Copyright 2018-2021 KMath contributors.
+ * Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
+ */
+
+package space.kscience.kmath.tensors.core
+
+import space.kscience.kmath.structures.DoubleBuffer
+import space.kscience.kmath.tensors.core.internal.toPrettyString
+
+/**
+ * Default [BufferedTensor] implementation for [Double] values
+ */
+public class DoubleTensor internal constructor(
+    shape: IntArray,
+    buffer: DoubleArray,
+    offset: Int = 0
+) : BufferedTensor<Double>(shape, DoubleBuffer(buffer), offset) {
+    override fun toString(): String = toPrettyString()
+}

kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/DoubleTensorAlgebra.kt

@@ -0,0 +1,937 @@
+/*
+ * Copyright 2018-2021 KMath contributors.
+ * Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
+ */
+
+package space.kscience.kmath.tensors.core
+
+import space.kscience.kmath.nd.as1D
+import space.kscience.kmath.nd.as2D
+import space.kscience.kmath.tensors.api.AnalyticTensorAlgebra
+import space.kscience.kmath.tensors.api.LinearOpsTensorAlgebra
+import space.kscience.kmath.tensors.api.TensorPartialDivisionAlgebra
+import space.kscience.kmath.tensors.api.Tensor
+import space.kscience.kmath.tensors.core.internal.dotHelper
+import space.kscience.kmath.tensors.core.internal.getRandomNormals
+import space.kscience.kmath.tensors.core.internal.*
+import space.kscience.kmath.tensors.core.internal.broadcastOuterTensors
+import space.kscience.kmath.tensors.core.internal.checkBufferShapeConsistency
+import space.kscience.kmath.tensors.core.internal.checkEmptyDoubleBuffer
+import space.kscience.kmath.tensors.core.internal.checkEmptyShape
+import space.kscience.kmath.tensors.core.internal.checkShapesCompatible
+import space.kscience.kmath.tensors.core.internal.checkSquareMatrix
+import space.kscience.kmath.tensors.core.internal.checkTranspose
+import space.kscience.kmath.tensors.core.internal.checkView
+import space.kscience.kmath.tensors.core.internal.minusIndexFrom
+import kotlin.math.*
+
+/**
+ * Implementation of basic operations over double tensors and basic algebra operations on them.
+ */
+public open class DoubleTensorAlgebra :
+    TensorPartialDivisionAlgebra<Double>,
+    AnalyticTensorAlgebra<Double>,
+    LinearOpsTensorAlgebra<Double> {
+
+    public companion object : DoubleTensorAlgebra()
+
+    override fun Tensor<Double>.valueOrNull(): Double? = if (tensor.shape contentEquals intArrayOf(1))
+        tensor.mutableBuffer.array()[tensor.bufferStart] else null
+
+    override fun Tensor<Double>.value(): Double =
+        valueOrNull() ?: throw IllegalArgumentException("Inconsistent value for tensor of with $shape shape")
+
+    /**
+     * Constructs a tensor with the specified shape and data.
+     *
+     * @param shape the desired shape for the tensor.
+     * @param buffer one-dimensional data array.
+     * @return tensor with the [shape] shape and [buffer] data.
+     */
+    public fun fromArray(shape: IntArray, buffer: DoubleArray): DoubleTensor {
+        checkEmptyShape(shape)
+        checkEmptyDoubleBuffer(buffer)
+        checkBufferShapeConsistency(shape, buffer)
+        return DoubleTensor(shape, buffer, 0)
+    }
+
+    /**
+     * Constructs a tensor with the specified shape and initializer.
+     *
+     * @param shape the desired shape for the tensor.
+     * @param initializer mapping tensor indices to values.
+     * @return tensor with the [shape] shape and data generated by the [initializer].
+     */
+    public fun produce(shape: IntArray, initializer: (IntArray) -> Double): DoubleTensor =
+        fromArray(
+            shape,
+            TensorLinearStructure(shape).indices().map(initializer).toMutableList().toDoubleArray()
+        )
+
+    override operator fun Tensor<Double>.get(i: Int): DoubleTensor {
+        val lastShape = tensor.shape.drop(1).toIntArray()
+        val newShape = if (lastShape.isNotEmpty()) lastShape else intArrayOf(1)
+        val newStart = newShape.reduce(Int::times) * i + tensor.bufferStart
+        return DoubleTensor(newShape, tensor.mutableBuffer.array(), newStart)
+    }
+
+    /**
+     * Creates a tensor of a given shape and fills all elements with a given value.
+     *
+     * @param value the value to fill the output tensor with.
+     * @param shape array of integers defining the shape of the output tensor.
+     * @return tensor with the [shape] shape and filled with [value].
+     */
+    public fun full(value: Double, shape: IntArray): DoubleTensor {
+        checkEmptyShape(shape)
+        val buffer = DoubleArray(shape.reduce(Int::times)) { value }
+        return DoubleTensor(shape, buffer)
+    }
+
+    /**
+     * Returns a tensor with the same shape as `input` filled with [value].
+     *
+     * @param value the value to fill the output tensor with.
+     * @return tensor with the `input` tensor shape and filled with [value].
+     */
+    public fun Tensor<Double>.fullLike(value: Double): DoubleTensor {
+        val shape = tensor.shape
+        val buffer = DoubleArray(tensor.numElements) { value }
+        return DoubleTensor(shape, buffer)
+    }
+
+    /**
+     * Returns a tensor filled with the scalar value 0.0, with the shape defined by the variable argument [shape].
+     *
+     * @param shape array of integers defining the shape of the output tensor.
+     * @return tensor filled with the scalar value 0.0, with the [shape] shape.
+     */
+    public fun zeros(shape: IntArray): DoubleTensor = full(0.0, shape)
+
+    /**
+     * Returns a tensor filled with the scalar value 0.0, with the same shape as a given array.
+     *
+     * @return tensor filled with the scalar value 0.0, with the same shape as `input` tensor.
+     */
+    public fun Tensor<Double>.zeroesLike(): DoubleTensor = tensor.fullLike(0.0)
+
+    /**
+     * Returns a tensor filled with the scalar value 1.0, with the shape defined by the variable argument [shape].
+     *
+     * @param shape array of integers defining the shape of the output tensor.
+     * @return tensor filled with the scalar value 1.0, with the [shape] shape.
+     */
+    public fun ones(shape: IntArray): DoubleTensor = full(1.0, shape)
+
+    /**
+     * Returns a tensor filled with the scalar value 1.0, with the same shape as a given array.
+     *
+     * @return tensor filled with the scalar value 1.0, with the same shape as `input` tensor.
+     */
+    public fun Tensor<Double>.onesLike(): DoubleTensor = tensor.fullLike(1.0)
+
+    /**
+     * Returns a 2-D tensor with shape ([n], [n]), with ones on the diagonal and zeros elsewhere.
+     *
+     * @param n the number of rows and columns
+     * @return a 2-D tensor with ones on the diagonal and zeros elsewhere.
+     */
+    public fun eye(n: Int): DoubleTensor {
+        val shape = intArrayOf(n, n)
+        val buffer = DoubleArray(n * n) { 0.0 }
+        val res = DoubleTensor(shape, buffer)
+        for (i in 0 until n) {
+            res[intArrayOf(i, i)] = 1.0
+        }
+        return res
+    }
+
+    /**
+     * Return a copy of the tensor.
+     *
+     * @return a copy of the `input` tensor with a copied buffer.
+     */
+    public fun Tensor<Double>.copy(): DoubleTensor {
+        return DoubleTensor(tensor.shape, tensor.mutableBuffer.array().copyOf(), tensor.bufferStart)
+    }
+
+    override fun Double.plus(other: Tensor<Double>): DoubleTensor {
+        val resBuffer = DoubleArray(other.tensor.numElements) { i ->
+            other.tensor.mutableBuffer.array()[other.tensor.bufferStart + i] + this
+        }
+        return DoubleTensor(other.shape, resBuffer)
+    }
+
+    override fun Tensor<Double>.plus(value: Double): DoubleTensor = value + tensor
+
+    override fun Tensor<Double>.plus(other: Tensor<Double>): DoubleTensor {
+        checkShapesCompatible(tensor, other.tensor)
+        val resBuffer = DoubleArray(tensor.numElements) { i ->
+            tensor.mutableBuffer.array()[i] + other.tensor.mutableBuffer.array()[i]
+        }
+        return DoubleTensor(tensor.shape, resBuffer)
+    }
+
+    override fun Tensor<Double>.plusAssign(value: Double) {
+        for (i in 0 until tensor.numElements) {
+            tensor.mutableBuffer.array()[tensor.bufferStart + i] += value
+        }
+    }
+
+    override fun Tensor<Double>.plusAssign(other: Tensor<Double>) {
+        checkShapesCompatible(tensor, other.tensor)
+        for (i in 0 until tensor.numElements) {
+            tensor.mutableBuffer.array()[tensor.bufferStart + i] +=
+                other.tensor.mutableBuffer.array()[tensor.bufferStart + i]
+        }
+    }
+
+    override fun Double.minus(other: Tensor<Double>): DoubleTensor {
+        val resBuffer = DoubleArray(other.tensor.numElements) { i ->
+            this - other.tensor.mutableBuffer.array()[other.tensor.bufferStart + i]
+        }
+        return DoubleTensor(other.shape, resBuffer)
+    }
+
+    override fun Tensor<Double>.minus(value: Double): DoubleTensor {
+        val resBuffer = DoubleArray(tensor.numElements) { i ->
+            tensor.mutableBuffer.array()[tensor.bufferStart + i] - value
+        }
+        return DoubleTensor(tensor.shape, resBuffer)
+    }
+
+    override fun Tensor<Double>.minus(other: Tensor<Double>): DoubleTensor {
+        checkShapesCompatible(tensor, other)
+        val resBuffer = DoubleArray(tensor.numElements) { i ->
+            tensor.mutableBuffer.array()[i] - other.tensor.mutableBuffer.array()[i]
+        }
+        return DoubleTensor(tensor.shape, resBuffer)
+    }
+
+    override fun Tensor<Double>.minusAssign(value: Double) {
+        for (i in 0 until tensor.numElements) {
+            tensor.mutableBuffer.array()[tensor.bufferStart + i] -= value
+        }
+    }
+
+    override fun Tensor<Double>.minusAssign(other: Tensor<Double>) {
+        checkShapesCompatible(tensor, other)
+        for (i in 0 until tensor.numElements) {
+            tensor.mutableBuffer.array()[tensor.bufferStart + i] -=
+                other.tensor.mutableBuffer.array()[tensor.bufferStart + i]
+        }
+    }
+
+    override fun Double.times(other: Tensor<Double>): DoubleTensor {
+        val resBuffer = DoubleArray(other.tensor.numElements) { i ->
+            other.tensor.mutableBuffer.array()[other.tensor.bufferStart + i] * this
+        }
+        return DoubleTensor(other.shape, resBuffer)
+    }
+
+    override fun Tensor<Double>.times(value: Double): DoubleTensor = value * tensor
+
+    override fun Tensor<Double>.times(other: Tensor<Double>): DoubleTensor {
+        checkShapesCompatible(tensor, other)
+        val resBuffer = DoubleArray(tensor.numElements) { i ->
+            tensor.mutableBuffer.array()[tensor.bufferStart + i] *
+                    other.tensor.mutableBuffer.array()[other.tensor.bufferStart + i]
+        }
+        return DoubleTensor(tensor.shape, resBuffer)
+    }
+
+    override fun Tensor<Double>.timesAssign(value: Double) {
+        for (i in 0 until tensor.numElements) {
+            tensor.mutableBuffer.array()[tensor.bufferStart + i] *= value
+        }
+    }
+
+    override fun Tensor<Double>.timesAssign(other: Tensor<Double>) {
+        checkShapesCompatible(tensor, other)
+        for (i in 0 until tensor.numElements) {
+            tensor.mutableBuffer.array()[tensor.bufferStart + i] *=
+                other.tensor.mutableBuffer.array()[tensor.bufferStart + i]
+        }
+    }
+
+    override fun Double.div(other: Tensor<Double>): DoubleTensor {
+        val resBuffer = DoubleArray(other.tensor.numElements) { i ->
+            this / other.tensor.mutableBuffer.array()[other.tensor.bufferStart + i]
+        }
+        return DoubleTensor(other.shape, resBuffer)
+    }
+
+    override fun Tensor<Double>.div(value: Double): DoubleTensor {
+        val resBuffer = DoubleArray(tensor.numElements) { i ->
+            tensor.mutableBuffer.array()[tensor.bufferStart + i] / value
+        }
+        return DoubleTensor(shape, resBuffer)
+    }
+
+    override fun Tensor<Double>.div(other: Tensor<Double>): DoubleTensor {
+        checkShapesCompatible(tensor, other)
+        val resBuffer = DoubleArray(tensor.numElements) { i ->
+            tensor.mutableBuffer.array()[other.tensor.bufferStart + i] /
+                    other.tensor.mutableBuffer.array()[other.tensor.bufferStart + i]
+        }
+        return DoubleTensor(tensor.shape, resBuffer)
+    }
+
+    override fun Tensor<Double>.divAssign(value: Double) {
+        for (i in 0 until tensor.numElements) {
+            tensor.mutableBuffer.array()[tensor.bufferStart + i] /= value
+        }
+    }
+
+    override fun Tensor<Double>.divAssign(other: Tensor<Double>) {
+        checkShapesCompatible(tensor, other)
+        for (i in 0 until tensor.numElements) {
+            tensor.mutableBuffer.array()[tensor.bufferStart + i] /=
+                other.tensor.mutableBuffer.array()[tensor.bufferStart + i]
+        }
+    }
+
+    override fun Tensor<Double>.unaryMinus(): DoubleTensor {
+        val resBuffer = DoubleArray(tensor.numElements) { i ->
+            tensor.mutableBuffer.array()[tensor.bufferStart + i].unaryMinus()
+        }
+        return DoubleTensor(tensor.shape, resBuffer)
+    }
+
+    override fun Tensor<Double>.transpose(i: Int, j: Int): DoubleTensor {
+        val ii = tensor.minusIndex(i)
+        val jj = tensor.minusIndex(j)
+        checkTranspose(tensor.dimension, ii, jj)
+        val n = tensor.numElements
+        val resBuffer = DoubleArray(n)
+
+        val resShape = tensor.shape.copyOf()
+        resShape[ii] = resShape[jj].also { resShape[jj] = resShape[ii] }
+
+        val resTensor = DoubleTensor(resShape, resBuffer)
+
+        for (offset in 0 until n) {
+            val oldMultiIndex = tensor.linearStructure.index(offset)
+            val newMultiIndex = oldMultiIndex.copyOf()
+            newMultiIndex[ii] = newMultiIndex[jj].also { newMultiIndex[jj] = newMultiIndex[ii] }
+
+            val linearIndex = resTensor.linearStructure.offset(newMultiIndex)
+            resTensor.mutableBuffer.array()[linearIndex] =
+                tensor.mutableBuffer.array()[tensor.bufferStart + offset]
+        }
+        return resTensor
+    }
+
+
+    override fun Tensor<Double>.view(shape: IntArray): DoubleTensor {
+        checkView(tensor, shape)
+        return DoubleTensor(shape, tensor.mutableBuffer.array(), tensor.bufferStart)
+    }
+
+    override fun Tensor<Double>.viewAs(other: Tensor<Double>): DoubleTensor =
+        tensor.view(other.shape)
+
+    override infix fun Tensor<Double>.dot(other: Tensor<Double>): DoubleTensor {
+        if (tensor.shape.size == 1 && other.shape.size == 1) {
+            return DoubleTensor(intArrayOf(1), doubleArrayOf(tensor.times(other).tensor.mutableBuffer.array().sum()))
+        }
+
+        var newThis = tensor.copy()
+        var newOther = other.copy()
+
+        var penultimateDim = false
+        var lastDim = false
+        if (tensor.shape.size == 1) {
+            penultimateDim = true
+            newThis = tensor.view(intArrayOf(1) + tensor.shape)
+        }
+        if (other.shape.size == 1) {
+            lastDim = true
+            newOther = other.tensor.view(other.shape + intArrayOf(1))
+        }
+
+        val broadcastTensors = broadcastOuterTensors(newThis.tensor, newOther.tensor)
+        newThis = broadcastTensors[0]
+        newOther = broadcastTensors[1]
+
+        val l = newThis.shape[newThis.shape.size - 2]
+        val m1 = newThis.shape[newThis.shape.size - 1]
+        val m2 = newOther.shape[newOther.shape.size - 2]
+        val n = newOther.shape[newOther.shape.size - 1]
+        check(m1 == m2) {
+            "Tensors dot operation dimension mismatch: ($l, $m1) x ($m2, $n)"
+        }
+
+        val resShape = newThis.shape.sliceArray(0..(newThis.shape.size - 2)) + intArrayOf(newOther.shape.last())
+        val resSize = resShape.reduce { acc, i -> acc * i }
+        val resTensor = DoubleTensor(resShape, DoubleArray(resSize))
+
+        for ((res, ab) in resTensor.matrixSequence().zip(newThis.matrixSequence().zip(newOther.matrixSequence()))) {
+            val (a, b) = ab
+            dotHelper(a.as2D(), b.as2D(), res.as2D(), l, m1, n)
+        }
+
+        if (penultimateDim) {
+            return resTensor.view(
+                resTensor.shape.dropLast(2).toIntArray() +
+                        intArrayOf(resTensor.shape.last())
+            )
+        }
+        if (lastDim) {
+            return resTensor.view(resTensor.shape.dropLast(1).toIntArray())
+        }
+        return resTensor
+    }
+
+    override fun diagonalEmbedding(diagonalEntries: Tensor<Double>, offset: Int, dim1: Int, dim2: Int):
+            DoubleTensor {
+        val n = diagonalEntries.shape.size
+        val d1 = minusIndexFrom(n + 1, dim1)
+        val d2 = minusIndexFrom(n + 1, dim2)
+
+        check(d1 != d2) {
+            "Diagonal dimensions cannot be identical $d1, $d2"
+        }
+        check(d1 <= n && d2 <= n) {
+            "Dimension out of range"
+        }
+
+        var lessDim = d1
+        var greaterDim = d2
+        var realOffset = offset
+        if (lessDim > greaterDim) {
+            realOffset *= -1
+            lessDim = greaterDim.also { greaterDim = lessDim }
+        }
+
+        val resShape = diagonalEntries.shape.slice(0 until lessDim).toIntArray() +
+                intArrayOf(diagonalEntries.shape[n - 1] + abs(realOffset)) +
+                diagonalEntries.shape.slice(lessDim until greaterDim - 1).toIntArray() +
+                intArrayOf(diagonalEntries.shape[n - 1] + abs(realOffset)) +
+                diagonalEntries.shape.slice(greaterDim - 1 until n - 1).toIntArray()
+        val resTensor = zeros(resShape)
+
+        for (i in 0 until diagonalEntries.tensor.numElements) {
+            val multiIndex = diagonalEntries.tensor.linearStructure.index(i)
+
+            var offset1 = 0
+            var offset2 = abs(realOffset)
+            if (realOffset < 0) {
+                offset1 = offset2.also { offset2 = offset1 }
+            }
+            val diagonalMultiIndex = multiIndex.slice(0 until lessDim).toIntArray() +
+                    intArrayOf(multiIndex[n - 1] + offset1) +
+                    multiIndex.slice(lessDim until greaterDim - 1).toIntArray() +
+                    intArrayOf(multiIndex[n - 1] + offset2) +
+                    multiIndex.slice(greaterDim - 1 until n - 1).toIntArray()
+
+            resTensor[diagonalMultiIndex] = diagonalEntries[multiIndex]
+        }
+
+        return resTensor.tensor
+    }
+
+    /**
+     * Applies the [transform] function to each element of the tensor and returns the resulting modified tensor.
+     *
+     * @param transform the function to be applied to each element of the tensor.
+     * @return the resulting tensor after applying the function.
+     */
+    public fun Tensor<Double>.map(transform: (Double) -> Double): DoubleTensor {
+        return DoubleTensor(
+            tensor.shape,
+            tensor.mutableBuffer.array().map { transform(it) }.toDoubleArray(),
+            tensor.bufferStart
+        )
+    }
+
+    /**
+     * Compares element-wise two tensors with a specified precision.
+     *
+     * @param other the tensor to compare with `input` tensor.
+     * @param epsilon permissible error when comparing two Double values.
+     * @return true if two tensors have the same shape and elements, false otherwise.
+     */
+    public fun Tensor<Double>.eq(other: Tensor<Double>, epsilon: Double): Boolean =
+        tensor.eq(other) { x, y -> abs(x - y) < epsilon }
+
+    /**
+     * Compares element-wise two tensors.
+     * Comparison of two Double values occurs with 1e-5 precision.
+     *
+     * @param other the tensor to compare with `input` tensor.
+     * @return true if two tensors have the same shape and elements, false otherwise.
+     */
+    public infix fun Tensor<Double>.eq(other: Tensor<Double>): Boolean = tensor.eq(other, 1e-5)
+
+    private fun Tensor<Double>.eq(
+        other: Tensor<Double>,
+        eqFunction: (Double, Double) -> Boolean
+    ): Boolean {
+        checkShapesCompatible(tensor, other)
+        val n = tensor.numElements
+        if (n != other.tensor.numElements) {
+            return false
+        }
+        for (i in 0 until n) {
+            if (!eqFunction(
+                    tensor.mutableBuffer[tensor.bufferStart + i],
+                    other.tensor.mutableBuffer[other.tensor.bufferStart + i]
+                )
+            ) {
+                return false
+            }
+        }
+        return true
+    }
+
+    /**
+     * Returns a tensor of random numbers drawn from normal distributions with 0.0 mean and 1.0 standard deviation.
+     *
+     * @param shape the desired shape for the output tensor.
+     * @param seed the random seed of the pseudo-random number generator.
+     * @return tensor of a given shape filled with numbers from the normal distribution
+     * with 0.0 mean and 1.0 standard deviation.
+     */
+    public fun randomNormal(shape: IntArray, seed: Long = 0): DoubleTensor =
+        DoubleTensor(shape, getRandomNormals(shape.reduce(Int::times), seed))
+
+    /**
+     * Returns a tensor with the same shape as `input` of random numbers drawn from normal distributions
+     * with 0.0 mean and 1.0 standard deviation.
+     *
+     * @param seed the random seed of the pseudo-random number generator.
+     * @return tensor with the same shape as `input` filled with numbers from the normal distribution
+     * with 0.0 mean and 1.0 standard deviation.
+     */
+    public fun Tensor<Double>.randomNormalLike(seed: Long = 0): DoubleTensor =
+        DoubleTensor(tensor.shape, getRandomNormals(tensor.shape.reduce(Int::times), seed))
+
+    /**
+     * Concatenates a sequence of tensors with equal shapes along the first dimension.
+     *
+     * @param tensors the [List] of tensors with same shapes to concatenate
+     * @return tensor with concatenation result
+     */
+    public fun stack(tensors: List<Tensor<Double>>): DoubleTensor {
+        check(tensors.isNotEmpty()) { "List must have at least 1 element" }
+        val shape = tensors[0].shape
+        check(tensors.all { it.shape contentEquals shape }) { "Tensors must have same shapes" }
+        val resShape = intArrayOf(tensors.size) + shape
+        val resBuffer = tensors.flatMap {
+            it.tensor.mutableBuffer.array().drop(it.tensor.bufferStart).take(it.tensor.numElements)
+        }.toDoubleArray()
+        return DoubleTensor(resShape, resBuffer, 0)
+    }
+
+    /**
+     * Builds tensor from rows of input tensor
+     *
+     * @param indices the [IntArray] of 1-dimensional indices
+     * @return tensor with rows corresponding to rows by [indices]
+     */
+    public fun Tensor<Double>.rowsByIndices(indices: IntArray): DoubleTensor {
+        return stack(indices.map { this[it] })
+    }
+
+    internal fun Tensor<Double>.fold(foldFunction: (DoubleArray) -> Double): Double =
+        foldFunction(tensor.toDoubleArray())
+
+    internal fun Tensor<Double>.foldDim(
+        foldFunction: (DoubleArray) -> Double,
+        dim: Int,
+        keepDim: Boolean
+    ): DoubleTensor {
+        check(dim < dimension) { "Dimension $dim out of range $dimension" }
+        val resShape = if (keepDim) {
+            shape.take(dim).toIntArray() + intArrayOf(1) + shape.takeLast(dimension - dim - 1).toIntArray()
+        } else {
+            shape.take(dim).toIntArray() + shape.takeLast(dimension - dim - 1).toIntArray()
+        }
+        val resNumElements = resShape.reduce(Int::times)
+        val resTensor = DoubleTensor(resShape, DoubleArray(resNumElements) { 0.0 }, 0)
+        for (index in resTensor.linearStructure.indices()) {
+            val prefix = index.take(dim).toIntArray()
+            val suffix = index.takeLast(dimension - dim - 1).toIntArray()
+            resTensor[index] = foldFunction(DoubleArray(shape[dim]) { i ->
+                tensor[prefix + intArrayOf(i) + suffix]
+            })
+        }
+
+        return resTensor
+    }
+
+    override fun Tensor<Double>.sum(): Double = tensor.fold { it.sum() }
+
+    override fun Tensor<Double>.sum(dim: Int, keepDim: Boolean): DoubleTensor =
+        foldDim({ x -> x.sum() }, dim, keepDim)
+
+    override fun Tensor<Double>.min(): Double = this.fold { it.minOrNull()!! }
+
+    override fun Tensor<Double>.min(dim: Int, keepDim: Boolean): DoubleTensor =
+        foldDim({ x -> x.minOrNull()!! }, dim, keepDim)
+
+    override fun Tensor<Double>.max(): Double = this.fold { it.maxOrNull()!! }
+
+    override fun Tensor<Double>.max(dim: Int, keepDim: Boolean): DoubleTensor =
+        foldDim({ x -> x.maxOrNull()!! }, dim, keepDim)
+
+    override fun Tensor<Double>.argMax(dim: Int, keepDim: Boolean): DoubleTensor =
+        foldDim({ x ->
+            x.withIndex().maxByOrNull { it.value }?.index!!.toDouble()
+        }, dim, keepDim)
+
+
+    override fun Tensor<Double>.mean(): Double = this.fold { it.sum() / tensor.numElements }
+
+    override fun Tensor<Double>.mean(dim: Int, keepDim: Boolean): DoubleTensor =
+        foldDim(
+            { arr ->
+                check(dim < dimension) { "Dimension $dim out of range $dimension" }
+                arr.sum() / shape[dim]
+            },
+            dim,
+            keepDim
+        )
+
+    override fun Tensor<Double>.std(): Double = this.fold { arr ->
+        val mean = arr.sum() / tensor.numElements
+        sqrt(arr.sumOf { (it - mean) * (it - mean) } / (tensor.numElements - 1))
+    }
+
+    override fun Tensor<Double>.std(dim: Int, keepDim: Boolean): DoubleTensor = foldDim(
+        { arr ->
+            check(dim < dimension) { "Dimension $dim out of range $dimension" }
+            val mean = arr.sum() / shape[dim]
+            sqrt(arr.sumOf { (it - mean) * (it - mean) } / (shape[dim] - 1))
+        },
+        dim,
+        keepDim
+    )
+
+    override fun Tensor<Double>.variance(): Double = this.fold { arr ->
+        val mean = arr.sum() / tensor.numElements
+        arr.sumOf { (it - mean) * (it - mean) } / (tensor.numElements - 1)
+    }
+
+    override fun Tensor<Double>.variance(dim: Int, keepDim: Boolean): DoubleTensor = foldDim(
+        { arr ->
+            check(dim < dimension) { "Dimension $dim out of range $dimension" }
+            val mean = arr.sum() / shape[dim]
+            arr.sumOf { (it - mean) * (it - mean) } / (shape[dim] - 1)
+        },
+        dim,
+        keepDim
+    )
+
+    private fun cov(x: DoubleTensor, y: DoubleTensor): Double {
+        val n = x.shape[0]
+        return ((x - x.mean()) * (y - y.mean())).mean() * n / (n - 1)
+    }
+
+    override fun cov(tensors: List<Tensor<Double>>): DoubleTensor {
+        check(tensors.isNotEmpty()) { "List must have at least 1 element" }
+        val n = tensors.size
+        val m = tensors[0].shape[0]
+        check(tensors.all { it.shape contentEquals intArrayOf(m) }) { "Tensors must have same shapes" }
+        val resTensor = DoubleTensor(
+            intArrayOf(n, n),
+            DoubleArray(n * n) { 0.0 }
+        )
+        for (i in 0 until n) {
+            for (j in 0 until n) {
+                resTensor[intArrayOf(i, j)] = cov(tensors[i].tensor, tensors[j].tensor)
+            }
+        }
+        return resTensor
+    }
+
+    override fun Tensor<Double>.exp(): DoubleTensor = tensor.map(::exp)
+
+    override fun Tensor<Double>.ln(): DoubleTensor = tensor.map(::ln)
+
+    override fun Tensor<Double>.sqrt(): DoubleTensor = tensor.map(::sqrt)
+
+    override fun Tensor<Double>.cos(): DoubleTensor = tensor.map(::cos)
+
+    override fun Tensor<Double>.acos(): DoubleTensor = tensor.map(::acos)
+
+    override fun Tensor<Double>.cosh(): DoubleTensor = tensor.map(::cosh)
+
+    override fun Tensor<Double>.acosh(): DoubleTensor = tensor.map(::acosh)
+
+    override fun Tensor<Double>.sin(): DoubleTensor = tensor.map(::sin)
+
+    override fun Tensor<Double>.asin(): DoubleTensor = tensor.map(::asin)
+
+    override fun Tensor<Double>.sinh(): DoubleTensor = tensor.map(::sinh)
+
+    override fun Tensor<Double>.asinh(): DoubleTensor = tensor.map(::asinh)
+
+    override fun Tensor<Double>.tan(): DoubleTensor = tensor.map(::tan)
+
+    override fun Tensor<Double>.atan(): DoubleTensor = tensor.map(::atan)
+
+    override fun Tensor<Double>.tanh(): DoubleTensor = tensor.map(::tanh)
+
+    override fun Tensor<Double>.atanh(): DoubleTensor = tensor.map(::atanh)
+
+    override fun Tensor<Double>.ceil(): DoubleTensor = tensor.map(::ceil)
+
+    override fun Tensor<Double>.floor(): DoubleTensor = tensor.map(::floor)
+
+    override fun Tensor<Double>.inv(): DoubleTensor = invLU(1e-9)
+
+    override fun Tensor<Double>.det(): DoubleTensor = detLU(1e-9)
+
+    /**
+     * Computes the LU factorization of a matrix or batches of matrices `input`.
+     * Returns a tuple containing the LU factorization and pivots of `input`.
+     *
+     * @param epsilon permissible error when comparing the determinant of a matrix with zero
+     * @return pair of `factorization` and `pivots`.
+     * The `factorization` has the shape ``(*, m, n)``, where``(*, m, n)`` is the shape of the `input` tensor.
+     * The `pivots`  has the shape ``(∗, min(m, n))``. `pivots` stores all the intermediate transpositions of rows.
+     */
+    public fun Tensor<Double>.luFactor(epsilon: Double): Pair<DoubleTensor, IntTensor> =
+        computeLU(tensor, epsilon)
+            ?: throw IllegalArgumentException("Tensor contains matrices which are singular at precision $epsilon")
+
+    /**
+     * Computes the LU factorization of a matrix or batches of matrices `input`.
+     * Returns a tuple containing the LU factorization and pivots of `input`.
+     * Uses an error of ``1e-9`` when calculating whether a matrix is degenerate.
+     *
+     * @return pair of `factorization` and `pivots`.
+     * The `factorization` has the shape ``(*, m, n)``, where``(*, m, n)`` is the shape of the `input` tensor.
+     * The `pivots`  has the shape ``(∗, min(m, n))``. `pivots` stores all the intermediate transpositions of rows.
+     */
+    public fun Tensor<Double>.luFactor(): Pair<DoubleTensor, IntTensor> = luFactor(1e-9)
+
+    /**
+     * Unpacks the data and pivots from a LU factorization of a tensor.
+     * Given a tensor [luTensor], return tensors (P, L, U) satisfying ``P * luTensor = L * U``,
+     * with `P` being a permutation matrix or batch of matrices,
+     * `L` being a lower triangular matrix or batch of matrices,
+     * `U` being an upper triangular matrix or batch of matrices.
+     *
+     * @param luTensor the packed LU factorization data
+     * @param pivotsTensor the packed LU factorization pivots
+     * @return triple of P, L and U tensors
+     */
+    public fun luPivot(
+        luTensor: Tensor<Double>,
+        pivotsTensor: Tensor<Int>
+    ): Triple<DoubleTensor, DoubleTensor, DoubleTensor> {
+        checkSquareMatrix(luTensor.shape)
+        check(
+            luTensor.shape.dropLast(2).toIntArray() contentEquals pivotsTensor.shape.dropLast(1).toIntArray() ||
+                    luTensor.shape.last() == pivotsTensor.shape.last() - 1
+        ) { "Inappropriate shapes of input tensors" }
+
+        val n = luTensor.shape.last()
+        val pTensor = luTensor.zeroesLike()
+        pTensor
+            .matrixSequence()
+            .zip(pivotsTensor.tensor.vectorSequence())
+            .forEach { (p, pivot) -> pivInit(p.as2D(), pivot.as1D(), n) }
+
+        val lTensor = luTensor.zeroesLike()
+        val uTensor = luTensor.zeroesLike()
+
+        lTensor.matrixSequence()
+            .zip(uTensor.matrixSequence())
+            .zip(luTensor.tensor.matrixSequence())
+            .forEach { (pairLU, lu) ->
+                val (l, u) = pairLU
+                luPivotHelper(l.as2D(), u.as2D(), lu.as2D(), n)
+            }
+
+        return Triple(pTensor, lTensor, uTensor)
+    }
+
+    /**
+     * QR decomposition.
+     *
+     * Computes the QR decomposition of a matrix or a batch of matrices, and returns a pair `(Q, R)` of tensors.
+     * Given a tensor `input`, return tensors (Q, R) satisfying ``input = Q * R``,
+     * with `Q` being an orthogonal matrix or batch of orthogonal matrices
+     * and `R` being an upper triangular matrix or batch of upper triangular matrices.
+     *
+     * @param epsilon permissible error when comparing tensors for equality.
+     * Used when checking the positive definiteness of the input matrix or matrices.
+     * @return pair of Q and R tensors.
+     */
+    public fun Tensor<Double>.cholesky(epsilon: Double): DoubleTensor {
+        checkSquareMatrix(shape)
+        checkPositiveDefinite(tensor, epsilon)
+
+        val n = shape.last()
+        val lTensor = zeroesLike()
+
+        for ((a, l) in tensor.matrixSequence().zip(lTensor.matrixSequence()))
+            for (i in 0 until n) choleskyHelper(a.as2D(), l.as2D(), n)
+
+        return lTensor
+    }
+
+    override fun Tensor<Double>.cholesky(): DoubleTensor = cholesky(1e-6)
+
+    override fun Tensor<Double>.qr(): Pair<DoubleTensor, DoubleTensor> {
+        checkSquareMatrix(shape)
+        val qTensor = zeroesLike()
+        val rTensor = zeroesLike()
+        tensor.matrixSequence()
+            .zip(
+                (qTensor.matrixSequence()
+                    .zip(rTensor.matrixSequence()))
+            ).forEach { (matrix, qr) ->
+                val (q, r) = qr
+                qrHelper(matrix.asTensor(), q.asTensor(), r.as2D())
+            }
+
+        return qTensor to rTensor
+    }
+
+    override fun Tensor<Double>.svd(): Triple<DoubleTensor, DoubleTensor, DoubleTensor> =
+        svd(epsilon = 1e-10)
+
+    /**
+     * Singular Value Decomposition.
+     *
+     * Computes the singular value decomposition of either a matrix or batch of matrices `input`.
+     * The singular value decomposition is represented as a triple `(U, S, V)`,
+     * such that ``input = U.dot(diagonalEmbedding(S).dot(V.T))``.
+     * If input is a batch of tensors, then U, S, and Vh are also batched with the same batch dimensions as input.
+     *
+     * @param epsilon permissible error when calculating the dot product of vectors,
+     * i.e. the precision with which the cosine approaches 1 in an iterative algorithm.
+     * @return triple `(U, S, V)`.
+     */
+    public fun Tensor<Double>.svd(epsilon: Double): Triple<DoubleTensor, DoubleTensor, DoubleTensor> {
+        val size = tensor.dimension
+        val commonShape = tensor.shape.sliceArray(0 until size - 2)
+        val (n, m) = tensor.shape.sliceArray(size - 2 until size)
+        val uTensor = zeros(commonShape + intArrayOf(min(n, m), n))
+        val sTensor = zeros(commonShape + intArrayOf(min(n, m)))
+        val vTensor = zeros(commonShape + intArrayOf(min(n, m), m))
+
+        tensor.matrixSequence()
+            .zip(
+                uTensor.matrixSequence()
+                    .zip(
+                        sTensor.vectorSequence()
+                            .zip(vTensor.matrixSequence())
+                    )
+            ).forEach { (matrix, USV) ->
+                val matrixSize = matrix.shape.reduce { acc, i -> acc * i }
+                val curMatrix = DoubleTensor(
+                    matrix.shape,
+                    matrix.mutableBuffer.array().slice(matrix.bufferStart until matrix.bufferStart + matrixSize)
+                        .toDoubleArray()
+                )
+                svdHelper(curMatrix, USV, m, n, epsilon)
+            }
+
+        return Triple(uTensor.transpose(), sTensor, vTensor.transpose())
+    }
+
+    override fun Tensor<Double>.symEig(): Pair<DoubleTensor, DoubleTensor> =
+        symEig(epsilon = 1e-15)
+
+    /**
+     * Returns eigenvalues and eigenvectors of a real symmetric matrix input or a batch of real symmetric matrices,
+     * represented by a pair (eigenvalues, eigenvectors).
+     *
+     * @param epsilon permissible error when comparing tensors for equality
+     * and when the cosine approaches 1 in the SVD algorithm.
+     * @return a pair (eigenvalues, eigenvectors)
+     */
+    public fun Tensor<Double>.symEig(epsilon: Double): Pair<DoubleTensor, DoubleTensor> {
+        checkSymmetric(tensor, epsilon)
+        val (u, s, v) = tensor.svd(epsilon)
+        val shp = s.shape + intArrayOf(1)
+        val utv = u.transpose() dot v
+        val n = s.shape.last()
+        for (matrix in utv.matrixSequence())
+            cleanSymHelper(matrix.as2D(), n)
+
+        val eig = (utv dot s.view(shp)).view(s.shape)
+        return eig to v
+    }
+
+    /**
+     * Computes the determinant of a square matrix input, or of each square matrix in a batched input
+     * using LU factorization algorithm.
+     *
+     * @param epsilon error in the LU algorithm - permissible error when comparing the determinant of a matrix with zero
+     * @return the determinant.
+     */
+    public fun Tensor<Double>.detLU(epsilon: Double = 1e-9): DoubleTensor {
+
+        checkSquareMatrix(tensor.shape)
+        val luTensor = tensor.copy()
+        val pivotsTensor = tensor.setUpPivots()
+
+        val n = shape.size
+
+        val detTensorShape = IntArray(n - 1) { i -> shape[i] }
+        detTensorShape[n - 2] = 1
+        val resBuffer = DoubleArray(detTensorShape.reduce(Int::times)) { 0.0 }
+
+        val detTensor = DoubleTensor(
+            detTensorShape,
+            resBuffer
+        )
+
+        luTensor.matrixSequence().zip(pivotsTensor.vectorSequence()).forEachIndexed { index, (lu, pivots) ->
+            resBuffer[index] = if (luHelper(lu.as2D(), pivots.as1D(), epsilon))
+                0.0 else luMatrixDet(lu.as2D(), pivots.as1D())
+        }
+
+        return detTensor
+    }
+
+    /**
+     * Computes the multiplicative inverse matrix of a square matrix input, or of each square matrix in a batched input
+     * using LU factorization algorithm.
+     * Given a square matrix `a`, return the matrix `aInv` satisfying
+     * ``a.dot(aInv) = aInv.dot(a) = eye(a.shape[0])``.
+     *
+     * @param epsilon error in the LU algorithm - permissible error when comparing the determinant of a matrix with zero
+     * @return the multiplicative inverse of a matrix.
+     */
+    public fun Tensor<Double>.invLU(epsilon: Double = 1e-9): DoubleTensor {
+        val (luTensor, pivotsTensor) = luFactor(epsilon)
+        val invTensor = luTensor.zeroesLike()
+
+        val seq = luTensor.matrixSequence().zip(pivotsTensor.vectorSequence()).zip(invTensor.matrixSequence())
+        for ((luP, invMatrix) in seq) {
+            val (lu, pivots) = luP
+            luMatrixInv(lu.as2D(), pivots.as1D(), invMatrix.as2D())
+        }
+
+        return invTensor
+    }
+
+    /**
+     * LUP decomposition
+     *
+     * Computes the LUP decomposition of a matrix or a batch of matrices.
+     * Given a tensor `input`, return tensors (P, L, U) satisfying ``P * input = L * U``,
+     * with `P` being a permutation matrix or batch of matrices,
+     * `L` being a lower triangular matrix or batch of matrices,
+     * `U` being an upper triangular matrix or batch of matrices.
+     *
+     * @param epsilon permissible error when comparing the determinant of a matrix with zero
+     * @return triple of P, L and U tensors
+     */
+    public fun Tensor<Double>.lu(epsilon: Double = 1e-9): Triple<DoubleTensor, DoubleTensor, DoubleTensor> {
+        val (lu, pivots) = tensor.luFactor(epsilon)
+        return luPivot(lu, pivots)
+    }
+
+    override fun Tensor<Double>.lu(): Triple<DoubleTensor, DoubleTensor, DoubleTensor> = lu(1e-9)
+}
+
+

kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/IntTensor.kt

@@ -0,0 +1,17 @@
+/*
+ * Copyright 2018-2021 KMath contributors.
+ * Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
+ */
+
+package space.kscience.kmath.tensors.core
+
+import space.kscience.kmath.structures.IntBuffer
+
+/**
+ * Default [BufferedTensor] implementation for [Int] values
+ */
+public class IntTensor internal constructor(
+    shape: IntArray,
+    buffer: IntArray,
+    offset: Int = 0
+) : BufferedTensor<Int>(shape, IntBuffer(buffer), offset)

kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/internal/TensorLinearStructure.kt

@@ -0,0 +1,57 @@
+/*
+ * Copyright 2018-2021 KMath contributors.
+ * Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
+ */
+
+package space.kscience.kmath.tensors.core.internal
+
+import space.kscience.kmath.nd.Strides
+import kotlin.math.max
+
+
+internal fun stridesFromShape(shape: IntArray): IntArray {
+    val nDim = shape.size
+    val res = IntArray(nDim)
+    if (nDim == 0)
+        return res
+
+    var current = nDim - 1
+    res[current] = 1
+
+    while (current > 0) {
+        res[current - 1] = max(1, shape[current]) * res[current]
+        current--
+    }
+    return res
+}
+
+internal fun indexFromOffset(offset: Int, strides: IntArray, nDim: Int): IntArray {
+    val res = IntArray(nDim)
+    var current = offset
+    var strideIndex = 0
+
+    while (strideIndex < nDim) {
+        res[strideIndex] = (current / strides[strideIndex])
+        current %= strides[strideIndex]
+        strideIndex++
+    }
+    return res
+}
+
+/**
+ * This [Strides] implementation follows the last dimension first convention
+ * For more information: https://numpy.org/doc/stable/reference/generated/numpy.ndarray.strides.html
+ *
+ * @param shape the shape of the tensor.
+ */
+internal class TensorLinearStructure(override val shape: IntArray) : Strides {
+    override val strides: IntArray
+        get() = stridesFromShape(shape)
+
+    override fun index(offset: Int): IntArray =
+        indexFromOffset(offset, strides, shape.size)
+
+    override val linearSize: Int
+        get() = shape.reduce(Int::times)
+
+}

kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/internal/broadcastUtils.kt

@@ -0,0 +1,146 @@
+/*
+ * Copyright 2018-2021 KMath contributors.
+ * Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
+ */
+
+package space.kscience.kmath.tensors.core.internal
+
+import space.kscience.kmath.tensors.core.DoubleTensor
+import kotlin.math.max
+
+internal fun multiIndexBroadCasting(tensor: DoubleTensor, resTensor: DoubleTensor, linearSize: Int) {
+    for (linearIndex in 0 until linearSize) {
+        val totalMultiIndex = resTensor.linearStructure.index(linearIndex)
+        val curMultiIndex = tensor.shape.copyOf()
+
+        val offset = totalMultiIndex.size - curMultiIndex.size
+
+        for (i in curMultiIndex.indices) {
+            if (curMultiIndex[i] != 1) {
+                curMultiIndex[i] = totalMultiIndex[i + offset]
+            } else {
+                curMultiIndex[i] = 0
+            }
+        }
+
+        val curLinearIndex = tensor.linearStructure.offset(curMultiIndex)
+        resTensor.mutableBuffer.array()[linearIndex] =
+            tensor.mutableBuffer.array()[tensor.bufferStart + curLinearIndex]
+    }
+}
+
+internal fun broadcastShapes(vararg shapes: IntArray): IntArray {
+    var totalDim = 0
+    for (shape in shapes) {
+        totalDim = max(totalDim, shape.size)
+    }
+
+    val totalShape = IntArray(totalDim) { 0 }
+    for (shape in shapes) {
+        for (i in shape.indices) {
+            val curDim = shape[i]
+            val offset = totalDim - shape.size
+            totalShape[i + offset] = max(totalShape[i + offset], curDim)
+        }
+    }
+
+    for (shape in shapes) {
+        for (i in shape.indices) {
+            val curDim = shape[i]
+            val offset = totalDim - shape.size
+            check(curDim == 1 || totalShape[i + offset] == curDim) {
+                "Shapes are not compatible and cannot be broadcast"
+            }
+        }
+    }
+
+    return totalShape
+}
+
+internal fun broadcastTo(tensor: DoubleTensor, newShape: IntArray): DoubleTensor {
+    require(tensor.shape.size <= newShape.size) {
+        "Tensor is not compatible with the new shape"
+    }
+
+    val n = newShape.reduce { acc, i -> acc * i }
+    val resTensor = DoubleTensor(newShape, DoubleArray(n))
+
+    for (i in tensor.shape.indices) {
+        val curDim = tensor.shape[i]
+        val offset = newShape.size - tensor.shape.size
+        check(curDim == 1 || newShape[i + offset] == curDim) {
+            "Tensor is not compatible with the new shape and cannot be broadcast"
+        }
+    }
+
+    multiIndexBroadCasting(tensor, resTensor, n)
+    return resTensor
+}
+
+internal fun broadcastTensors(vararg tensors: DoubleTensor): List<DoubleTensor> {
+    val totalShape = broadcastShapes(*(tensors.map { it.shape }).toTypedArray())
+    val n = totalShape.reduce { acc, i -> acc * i }
+
+    return tensors.map { tensor ->
+        val resTensor = DoubleTensor(totalShape, DoubleArray(n))
+        multiIndexBroadCasting(tensor, resTensor, n)
+        resTensor
+    }
+}
+
+internal fun broadcastOuterTensors(vararg tensors: DoubleTensor): List<DoubleTensor> {
+    val onlyTwoDims = tensors.asSequence().onEach {
+        require(it.shape.size >= 2) {
+            "Tensors must have at least 2 dimensions"
+        }
+    }.any { it.shape.size != 2 }
+
+    if (!onlyTwoDims) {
+        return tensors.asList()
+    }
+
+    val totalShape = broadcastShapes(*(tensors.map { it.shape.sliceArray(0..it.shape.size - 3) }).toTypedArray())
+    val n = totalShape.reduce { acc, i -> acc * i }
+
+    return buildList {
+        for (tensor in tensors) {
+            val matrixShape = tensor.shape.sliceArray(tensor.shape.size - 2 until tensor.shape.size).copyOf()
+            val matrixSize = matrixShape[0] * matrixShape[1]
+            val matrix = DoubleTensor(matrixShape, DoubleArray(matrixSize))
+
+            val outerTensor = DoubleTensor(totalShape, DoubleArray(n))
+            val resTensor = DoubleTensor(totalShape + matrixShape, DoubleArray(n * matrixSize))
+
+            for (linearIndex in 0 until n) {
+                val totalMultiIndex = outerTensor.linearStructure.index(linearIndex)
+                var curMultiIndex = tensor.shape.sliceArray(0..tensor.shape.size - 3).copyOf()
+                curMultiIndex = IntArray(totalMultiIndex.size - curMultiIndex.size) { 1 } + curMultiIndex
+
+                val newTensor = DoubleTensor(curMultiIndex + matrixShape, tensor.mutableBuffer.array())
+
+                for (i in curMultiIndex.indices) {
+                    if (curMultiIndex[i] != 1) {
+                        curMultiIndex[i] = totalMultiIndex[i]
+                    } else {
+                        curMultiIndex[i] = 0
+                    }
+                }
+
+                for (i in 0 until matrixSize) {
+                    val curLinearIndex = newTensor.linearStructure.offset(
+                        curMultiIndex +
+                                matrix.linearStructure.index(i)
+                    )
+                    val newLinearIndex = resTensor.linearStructure.offset(
+                        totalMultiIndex +
+                                matrix.linearStructure.index(i)
+                    )
+
+                    resTensor.mutableBuffer.array()[resTensor.bufferStart + newLinearIndex] =
+                        newTensor.mutableBuffer.array()[newTensor.bufferStart + curLinearIndex]
+                }
+            }
+            add(resTensor)
+        }
+    }
+}

kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/internal/checks.kt

@@ -0,0 +1,64 @@
+/*
+ * Copyright 2018-2021 KMath contributors.
+ * Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
+ */
+
+package space.kscience.kmath.tensors.core.internal
+
+import space.kscience.kmath.tensors.api.Tensor
+import space.kscience.kmath.tensors.core.DoubleTensor
+import space.kscience.kmath.tensors.core.DoubleTensorAlgebra
+
+
+internal fun checkEmptyShape(shape: IntArray) =
+    check(shape.isNotEmpty()) {
+        "Illegal empty shape provided"
+    }
+
+internal fun checkEmptyDoubleBuffer(buffer: DoubleArray) =
+    check(buffer.isNotEmpty()) {
+        "Illegal empty buffer provided"
+    }
+
+internal fun checkBufferShapeConsistency(shape: IntArray, buffer: DoubleArray) =
+    check(buffer.size == shape.reduce(Int::times)) {
+        "Inconsistent shape ${shape.toList()} for buffer of size ${buffer.size} provided"
+    }
+
+internal fun <T> checkShapesCompatible(a: Tensor<T>, b: Tensor<T>) =
+    check(a.shape contentEquals b.shape) {
+        "Incompatible shapes ${a.shape.toList()} and ${b.shape.toList()} "
+    }
+
+internal fun checkTranspose(dim: Int, i: Int, j: Int) =
+    check((i < dim) and (j < dim)) {
+        "Cannot transpose $i to $j for a tensor of dim $dim"
+    }
+
+internal fun <T> checkView(a: Tensor<T>, shape: IntArray) =
+    check(a.shape.reduce(Int::times) == shape.reduce(Int::times))
+
+internal fun checkSquareMatrix(shape: IntArray) {
+    val n = shape.size
+    check(n >= 2) {
+        "Expected tensor with 2 or more dimensions, got size $n instead"
+    }
+    check(shape[n - 1] == shape[n - 2]) {
+        "Tensor must be batches of square matrices, but they are ${shape[n - 1]} by ${shape[n - 1]} matrices"
+    }
+}
+
+internal fun DoubleTensorAlgebra.checkSymmetric(
+    tensor: Tensor<Double>, epsilon: Double = 1e-6
+) =
+    check(tensor.eq(tensor.transpose(), epsilon)) {
+        "Tensor is not symmetric about the last 2 dimensions at precision $epsilon"
+    }
+
+internal fun DoubleTensorAlgebra.checkPositiveDefinite(tensor: DoubleTensor, epsilon: Double = 1e-6) {
+    checkSymmetric(tensor, epsilon)
+    for (mat in tensor.matrixSequence())
+        check(mat.asTensor().detLU().value() > 0.0) {
+            "Tensor contains matrices which are not positive definite ${mat.asTensor().detLU().value()}"
+        }
+}

kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/internal/linUtils.kt

@@ -0,0 +1,342 @@
+/*
+ * Copyright 2018-2021 KMath contributors.
+ * Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
+ */
+
+package space.kscience.kmath.tensors.core.internal
+
+import space.kscience.kmath.nd.MutableStructure1D
+import space.kscience.kmath.nd.MutableStructure2D
+import space.kscience.kmath.nd.as1D
+import space.kscience.kmath.nd.as2D
+import space.kscience.kmath.operations.invoke
+import space.kscience.kmath.tensors.core.*
+import space.kscience.kmath.tensors.core.DoubleTensorAlgebra
+import space.kscience.kmath.tensors.core.DoubleTensorAlgebra.Companion.valueOrNull
+import kotlin.math.abs
+import kotlin.math.min
+import kotlin.math.sign
+import kotlin.math.sqrt
+
+
+internal fun <T> BufferedTensor<T>.vectorSequence(): Sequence<BufferedTensor<T>> = sequence {
+    val n = shape.size
+    val vectorOffset = shape[n - 1]
+    val vectorShape = intArrayOf(shape.last())
+    for (offset in 0 until numElements step vectorOffset) {
+        val vector = BufferedTensor(vectorShape, mutableBuffer, bufferStart + offset)
+        yield(vector)
+    }
+}
+
+internal fun <T> BufferedTensor<T>.matrixSequence(): Sequence<BufferedTensor<T>> = sequence {
+    val n = shape.size
+    check(n >= 2) { "Expected tensor with 2 or more dimensions, got size $n" }
+    val matrixOffset = shape[n - 1] * shape[n - 2]
+    val matrixShape = intArrayOf(shape[n - 2], shape[n - 1])
+    for (offset in 0 until numElements step matrixOffset) {
+        val matrix = BufferedTensor(matrixShape, mutableBuffer, bufferStart + offset)
+        yield(matrix)
+    }
+}
+
+internal fun dotHelper(
+    a: MutableStructure2D<Double>,
+    b: MutableStructure2D<Double>,
+    res: MutableStructure2D<Double>,
+    l: Int, m: Int, n: Int
+) {
+    for (i in 0 until l) {
+        for (j in 0 until n) {
+            var curr = 0.0
+            for (k in 0 until m) {
+                curr += a[i, k] * b[k, j]
+            }
+            res[i, j] = curr
+        }
+    }
+}
+
+internal fun luHelper(
+    lu: MutableStructure2D<Double>,
+    pivots: MutableStructure1D<Int>,
+    epsilon: Double
+): Boolean {
+
+    val m = lu.rowNum
+
+    for (row in 0..m) pivots[row] = row
+
+    for (i in 0 until m) {
+        var maxVal = 0.0
+        var maxInd = i
+
+        for (k in i until m) {
+            val absA = abs(lu[k, i])
+            if (absA > maxVal) {
+                maxVal = absA
+                maxInd = k
+            }
+        }
+
+        if (abs(maxVal) < epsilon)
+            return true // matrix is singular
+
+        if (maxInd != i) {
+
+            val j = pivots[i]
+            pivots[i] = pivots[maxInd]
+            pivots[maxInd] = j
+
+            for (k in 0 until m) {
+                val tmp = lu[i, k]
+                lu[i, k] = lu[maxInd, k]
+                lu[maxInd, k] = tmp
+            }
+
+            pivots[m] += 1
+
+        }
+
+        for (j in i + 1 until m) {
+            lu[j, i] /= lu[i, i]
+            for (k in i + 1 until m) {
+                lu[j, k] -= lu[j, i] * lu[i, k]
+            }
+        }
+    }
+    return false
+}
+
+internal fun <T> BufferedTensor<T>.setUpPivots(): IntTensor {
+    val n = this.shape.size
+    val m = this.shape.last()
+    val pivotsShape = IntArray(n - 1) { i -> this.shape[i] }
+    pivotsShape[n - 2] = m + 1
+
+    return IntTensor(
+        pivotsShape,
+        IntArray(pivotsShape.reduce(Int::times)) { 0 }
+    )
+}
+
+internal fun DoubleTensorAlgebra.computeLU(
+    tensor: DoubleTensor,
+    epsilon: Double
+): Pair<DoubleTensor, IntTensor>? {
+
+    checkSquareMatrix(tensor.shape)
+    val luTensor = tensor.copy()
+    val pivotsTensor = tensor.setUpPivots()
+
+    for ((lu, pivots) in luTensor.matrixSequence().zip(pivotsTensor.vectorSequence()))
+        if (luHelper(lu.as2D(), pivots.as1D(), epsilon))
+            return null
+
+    return Pair(luTensor, pivotsTensor)
+}
+
+internal fun pivInit(
+    p: MutableStructure2D<Double>,
+    pivot: MutableStructure1D<Int>,
+    n: Int
+) {
+    for (i in 0 until n) {
+        p[i, pivot[i]] = 1.0
+    }
+}
+
+internal fun luPivotHelper(
+    l: MutableStructure2D<Double>,
+    u: MutableStructure2D<Double>,
+    lu: MutableStructure2D<Double>,
+    n: Int
+) {
+    for (i in 0 until n) {
+        for (j in 0 until n) {
+            if (i == j) {
+                l[i, j] = 1.0
+            }
+            if (j < i) {
+                l[i, j] = lu[i, j]
+            }
+            if (j >= i) {
+                u[i, j] = lu[i, j]
+            }
+        }
+    }
+}
+
+internal fun choleskyHelper(
+    a: MutableStructure2D<Double>,
+    l: MutableStructure2D<Double>,
+    n: Int
+) {
+    for (i in 0 until n) {
+        for (j in 0 until i) {
+            var h = a[i, j]
+            for (k in 0 until j) {
+                h -= l[i, k] * l[j, k]
+            }
+            l[i, j] = h / l[j, j]
+        }
+        var h = a[i, i]
+        for (j in 0 until i) {
+            h -= l[i, j] * l[i, j]
+        }
+        l[i, i] = sqrt(h)
+    }
+}
+
+internal fun luMatrixDet(lu: MutableStructure2D<Double>, pivots: MutableStructure1D<Int>): Double {
+    if (lu[0, 0] == 0.0) {
+        return 0.0
+    }
+    val m = lu.shape[0]
+    val sign = if ((pivots[m] - m) % 2 == 0) 1.0 else -1.0
+    return (0 until m).asSequence().map { lu[it, it] }.fold(sign) { left, right -> left * right }
+}
+
+internal fun luMatrixInv(
+    lu: MutableStructure2D<Double>,
+    pivots: MutableStructure1D<Int>,
+    invMatrix: MutableStructure2D<Double>
+) {
+    val m = lu.shape[0]
+
+    for (j in 0 until m) {
+        for (i in 0 until m) {
+            if (pivots[i] == j) {
+                invMatrix[i, j] = 1.0
+            }
+
+            for (k in 0 until i) {
+                invMatrix[i, j] -= lu[i, k] * invMatrix[k, j]
+            }
+        }
+
+        for (i in m - 1 downTo 0) {
+            for (k in i + 1 until m) {
+                invMatrix[i, j] -= lu[i, k] * invMatrix[k, j]
+            }
+            invMatrix[i, j] /= lu[i, i]
+        }
+    }
+}
+
+internal fun DoubleTensorAlgebra.qrHelper(
+    matrix: DoubleTensor,
+    q: DoubleTensor,
+    r: MutableStructure2D<Double>
+) {
+    checkSquareMatrix(matrix.shape)
+    val n = matrix.shape[0]
+    val qM = q.as2D()
+    val matrixT = matrix.transpose(0, 1)
+    val qT = q.transpose(0, 1)
+
+    for (j in 0 until n) {
+        val v = matrixT[j]
+        val vv = v.as1D()
+        if (j > 0) {
+            for (i in 0 until j) {
+                r[i, j] = (qT[i] dot matrixT[j]).value()
+                for (k in 0 until n) {
+                    val qTi = qT[i].as1D()
+                    vv[k] = vv[k] - r[i, j] * qTi[k]
+                }
+            }
+        }
+        r[j, j] = DoubleTensorAlgebra { (v dot v).sqrt().value() }
+        for (i in 0 until n) {
+            qM[i, j] = vv[i] / r[j, j]
+        }
+    }
+}
+
+internal fun DoubleTensorAlgebra.svd1d(a: DoubleTensor, epsilon: Double = 1e-10): DoubleTensor {
+    val (n, m) = a.shape
+    var v: DoubleTensor
+    val b: DoubleTensor
+    if (n > m) {
+        b = a.transpose(0, 1).dot(a)
+        v = DoubleTensor(intArrayOf(m), getRandomUnitVector(m, 0))
+    } else {
+        b = a.dot(a.transpose(0, 1))
+        v = DoubleTensor(intArrayOf(n), getRandomUnitVector(n, 0))
+    }
+
+    var lastV: DoubleTensor
+    while (true) {
+        lastV = v
+        v = b.dot(lastV)
+        val norm = DoubleTensorAlgebra { (v dot v).sqrt().value() }
+        v = v.times(1.0 / norm)
+        if (abs(v.dot(lastV).value()) > 1 - epsilon) {
+            return v
+        }
+    }
+}
+
+internal fun DoubleTensorAlgebra.svdHelper(
+    matrix: DoubleTensor,
+    USV: Pair<BufferedTensor<Double>, Pair<BufferedTensor<Double>, BufferedTensor<Double>>>,
+    m: Int, n: Int, epsilon: Double
+) {
+    val res = ArrayList<Triple<Double, DoubleTensor, DoubleTensor>>(0)
+    val (matrixU, SV) = USV
+    val (matrixS, matrixV) = SV
+
+    for (k in 0 until min(n, m)) {
+        var a = matrix.copy()
+        for ((singularValue, u, v) in res.slice(0 until k)) {
+            val outerProduct = DoubleArray(u.shape[0] * v.shape[0])
+            for (i in 0 until u.shape[0]) {
+                for (j in 0 until v.shape[0]) {
+                    outerProduct[i * v.shape[0] + j] = u[i].value() * v[j].value()
+                }
+            }
+            a = a - singularValue.times(DoubleTensor(intArrayOf(u.shape[0], v.shape[0]), outerProduct))
+        }
+        var v: DoubleTensor
+        var u: DoubleTensor
+        var norm: Double
+        if (n > m) {
+            v = svd1d(a, epsilon)
+            u = matrix.dot(v)
+            norm = DoubleTensorAlgebra { (u dot u).sqrt().value() }
+            u = u.times(1.0 / norm)
+        } else {
+            u = svd1d(a, epsilon)
+            v = matrix.transpose(0, 1).dot(u)
+            norm = DoubleTensorAlgebra { (v dot v).sqrt().value() }
+            v = v.times(1.0 / norm)
+        }
+
+        res.add(Triple(norm, u, v))
+    }
+
+    val s = res.map { it.first }.toDoubleArray()
+    val uBuffer = res.map { it.second }.flatMap { it.mutableBuffer.array().toList() }.toDoubleArray()
+    val vBuffer = res.map { it.third }.flatMap { it.mutableBuffer.array().toList() }.toDoubleArray()
+    for (i in uBuffer.indices) {
+        matrixU.mutableBuffer.array()[matrixU.bufferStart + i] = uBuffer[i]
+    }
+    for (i in s.indices) {
+        matrixS.mutableBuffer.array()[matrixS.bufferStart + i] = s[i]
+    }
+    for (i in vBuffer.indices) {
+        matrixV.mutableBuffer.array()[matrixV.bufferStart + i] = vBuffer[i]
+    }
+}
+
+internal fun cleanSymHelper(matrix: MutableStructure2D<Double>, n: Int) {
+    for (i in 0 until n)
+        for (j in 0 until n) {
+            if (i == j) {
+                matrix[i, j] = sign(matrix[i, j])
+            } else {
+                matrix[i, j] = 0.0
+            }
+        }
+}

kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/internal/tensorCastsUtils.kt

@@ -0,0 +1,44 @@
+/*
+ * Copyright 2018-2021 KMath contributors.
+ * Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
+ */
+
+package space.kscience.kmath.tensors.core.internal
+
+import space.kscience.kmath.nd.MutableBufferND
+import space.kscience.kmath.structures.asMutableBuffer
+import space.kscience.kmath.tensors.api.Tensor
+import space.kscience.kmath.tensors.core.BufferedTensor
+import space.kscience.kmath.tensors.core.DoubleTensor
+import space.kscience.kmath.tensors.core.IntTensor
+
+internal fun BufferedTensor<Int>.asTensor(): IntTensor =
+    IntTensor(this.shape, this.mutableBuffer.array(), this.bufferStart)
+
+internal fun BufferedTensor<Double>.asTensor(): DoubleTensor =
+    DoubleTensor(this.shape, this.mutableBuffer.array(), this.bufferStart)
+
+internal fun <T> Tensor<T>.copyToBufferedTensor(): BufferedTensor<T> =
+    BufferedTensor(
+        this.shape,
+        TensorLinearStructure(this.shape).indices().map(this::get).toMutableList().asMutableBuffer(), 0
+    )
+
+internal fun <T> Tensor<T>.toBufferedTensor(): BufferedTensor<T> = when (this) {
+    is BufferedTensor<T> -> this
+    is MutableBufferND<T> -> if (this.strides.strides contentEquals TensorLinearStructure(this.shape).strides)
+        BufferedTensor(this.shape, this.mutableBuffer, 0) else this.copyToBufferedTensor()
+    else -> this.copyToBufferedTensor()
+}
+
+internal val Tensor<Double>.tensor: DoubleTensor
+    get() = when (this) {
+        is DoubleTensor -> this
+        else -> this.toBufferedTensor().asTensor()
+    }
+
+internal val Tensor<Int>.tensor: IntTensor
+    get() = when (this) {
+        is IntTensor -> this
+        else -> this.toBufferedTensor().asTensor()
+    }

kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/internal/utils.kt

@@ -0,0 +1,124 @@
+/*
+ * Copyright 2018-2021 KMath contributors.
+ * Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
+ */
+
+package space.kscience.kmath.tensors.core.internal
+
+import space.kscience.kmath.nd.as1D
+import space.kscience.kmath.samplers.GaussianSampler
+import space.kscience.kmath.stat.RandomGenerator
+import space.kscience.kmath.structures.*
+import space.kscience.kmath.tensors.core.BufferedTensor
+import space.kscience.kmath.tensors.core.DoubleTensor
+import kotlin.math.*
+
+/**
+ * Returns a reference to [IntArray] containing all of the elements of this [Buffer] or copy the data.
+ */
+internal fun Buffer<Int>.array(): IntArray = when (this) {
+    is IntBuffer -> array
+    else -> this.toIntArray()
+}
+
+/**
+ * Returns a reference to [DoubleArray] containing all of the elements of this [Buffer] or copy the data.
+ */
+internal fun Buffer<Double>.array(): DoubleArray = when (this) {
+    is DoubleBuffer -> array
+    else -> this.toDoubleArray()
+}
+
+internal fun getRandomNormals(n: Int, seed: Long): DoubleArray {
+    val distribution = GaussianSampler(0.0, 1.0)
+    val generator = RandomGenerator.default(seed)
+    return distribution.sample(generator).nextBufferBlocking(n).toDoubleArray()
+}
+
+internal fun getRandomUnitVector(n: Int, seed: Long): DoubleArray {
+    val unnorm = getRandomNormals(n, seed)
+    val norm = sqrt(unnorm.sumOf { it * it })
+    return unnorm.map { it / norm }.toDoubleArray()
+}
+
+internal fun minusIndexFrom(n: Int, i: Int): Int = if (i >= 0) i else {
+    val ii = n + i
+    check(ii >= 0) {
+        "Out of bound index $i for tensor of dim $n"
+    }
+    ii
+}
+
+internal fun <T> BufferedTensor<T>.minusIndex(i: Int): Int = minusIndexFrom(this.dimension, i)
+
+internal fun format(value: Double, digits: Int = 4): String = buildString {
+    val res = buildString {
+        val ten = 10.0
+        val approxOrder = if (value == 0.0) 0 else ceil(log10(abs(value))).toInt()
+        val order = if (
+            ((value % ten) == 0.0) ||
+            (value == 1.0) ||
+            ((1 / value) % ten == 0.0)
+        ) approxOrder else approxOrder - 1
+        val lead = value / ten.pow(order)
+        if (value >= 0.0) append(' ')
+        append(round(lead * ten.pow(digits)) / ten.pow(digits))
+        when {
+            order == 0 -> Unit
+            order > 0 -> {
+                append("e+")
+                append(order)
+            }
+            else -> {
+                append('e')
+                append(order)
+            }
+        }
+    }
+    val fLength = digits + 6
+    append(res)
+    repeat(fLength - res.length) { append(' ') }
+}
+
+internal fun DoubleTensor.toPrettyString(): String = buildString {
+    var offset = 0
+    val shape = this@toPrettyString.shape
+    val linearStructure = this@toPrettyString.linearStructure
+    val vectorSize = shape.last()
+    append("DoubleTensor(\n")
+    var charOffset = 3
+    for (vector in vectorSequence()) {
+        repeat(charOffset) { append(' ') }
+        val index = linearStructure.index(offset)
+        for (ind in index.reversed()) {
+            if (ind != 0) {
+                break
+            }
+            append('[')
+            charOffset += 1
+        }
+
+        val values = vector.as1D().toMutableList().map(::format)
+
+        values.joinTo(this, separator = ", ")
+
+        append(']')
+        charOffset -= 1
+
+        index.reversed().zip(shape.reversed()).drop(1).forEach { (ind, maxInd) ->
+            if (ind != maxInd - 1) {
+                return@forEach
+            }
+            append(']')
+            charOffset -= 1
+        }
+
+        offset += vectorSize
+        if (this@toPrettyString.numElements == offset) {
+            break
+        }
+
+        append(",\n")
+    }
+    append("\n)")
+}

kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/tensorCasts.kt

@@ -0,0 +1,37 @@
+/*
+ * Copyright 2018-2021 KMath contributors.
+ * Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
+ */
+
+package space.kscience.kmath.tensors.core
+
+import space.kscience.kmath.tensors.api.Tensor
+import space.kscience.kmath.tensors.core.internal.tensor
+
+/**
+ * Casts [Tensor] of [Double] to [DoubleTensor]
+ */
+public fun Tensor<Double>.toDoubleTensor(): DoubleTensor = this.tensor
+
+/**
+ * Casts [Tensor] of [Int] to [IntTensor]
+ */
+public fun Tensor<Int>.toIntTensor(): IntTensor = this.tensor
+
+/**
+ * Returns [DoubleArray] of tensor elements
+ */
+public fun DoubleTensor.toDoubleArray(): DoubleArray {
+    return DoubleArray(numElements) { i ->
+        mutableBuffer[bufferStart + i]
+    }
+}
+
+/**
+ * Returns [IntArray] of tensor elements
+ */
+public fun IntTensor.toIntArray(): IntArray {
+    return IntArray(numElements) { i ->
+        mutableBuffer[bufferStart + i]
+    }
+}

kmath-tensors/src/commonTest/kotlin/space/kscience/kmath/tensors/core/TestBroadcasting.kt

@@ -0,0 +1,105 @@
+package space.kscience.kmath.tensors.core
+
+import space.kscience.kmath.operations.invoke
+import space.kscience.kmath.tensors.core.internal.*
+import kotlin.test.Test
+import kotlin.test.assertTrue
+
+internal class TestBroadcasting {
+
+    @Test
+    fun testBroadcastShapes() = DoubleTensorAlgebra {
+        assertTrue(
+            broadcastShapes(
+                intArrayOf(2, 3), intArrayOf(1, 3), intArrayOf(1, 1, 1)
+            ) contentEquals intArrayOf(1, 2, 3)
+        )
+
+        assertTrue(
+            broadcastShapes(
+                intArrayOf(6, 7), intArrayOf(5, 6, 1), intArrayOf(7), intArrayOf(5, 1, 7)
+            ) contentEquals intArrayOf(5, 6, 7)
+        )
+    }
+
+    @Test
+    fun testBroadcastTo() = DoubleTensorAlgebra {
+        val tensor1 = fromArray(intArrayOf(2, 3), doubleArrayOf(1.0, 2.0, 3.0, 4.0, 5.0, 6.0))
+        val tensor2 = fromArray(intArrayOf(1, 3), doubleArrayOf(10.0, 20.0, 30.0))
+
+        val res = broadcastTo(tensor2, tensor1.shape)
+        assertTrue(res.shape contentEquals intArrayOf(2, 3))
+        assertTrue(res.mutableBuffer.array() contentEquals doubleArrayOf(10.0, 20.0, 30.0, 10.0, 20.0, 30.0))
+    }
+
+    @Test
+    fun testBroadcastTensors() = DoubleTensorAlgebra {
+        val tensor1 = fromArray(intArrayOf(2, 3), doubleArrayOf(1.0, 2.0, 3.0, 4.0, 5.0, 6.0))
+        val tensor2 = fromArray(intArrayOf(1, 3), doubleArrayOf(10.0, 20.0, 30.0))
+        val tensor3 = fromArray(intArrayOf(1, 1, 1), doubleArrayOf(500.0))
+
+        val res = broadcastTensors(tensor1, tensor2, tensor3)
+
+        assertTrue(res[0].shape contentEquals intArrayOf(1, 2, 3))
+        assertTrue(res[1].shape contentEquals intArrayOf(1, 2, 3))
+        assertTrue(res[2].shape contentEquals intArrayOf(1, 2, 3))
+
+        assertTrue(res[0].mutableBuffer.array() contentEquals doubleArrayOf(1.0, 2.0, 3.0, 4.0, 5.0, 6.0))
+        assertTrue(res[1].mutableBuffer.array() contentEquals doubleArrayOf(10.0, 20.0, 30.0, 10.0, 20.0, 30.0))
+        assertTrue(res[2].mutableBuffer.array() contentEquals doubleArrayOf(500.0, 500.0, 500.0, 500.0, 500.0, 500.0))
+    }
+
+    @Test
+    fun testBroadcastOuterTensors() = DoubleTensorAlgebra {
+        val tensor1 = fromArray(intArrayOf(2, 3), doubleArrayOf(1.0, 2.0, 3.0, 4.0, 5.0, 6.0))
+        val tensor2 = fromArray(intArrayOf(1, 3), doubleArrayOf(10.0, 20.0, 30.0))
+        val tensor3 = fromArray(intArrayOf(1, 1, 1), doubleArrayOf(500.0))
+
+        val res = broadcastOuterTensors(tensor1, tensor2, tensor3)
+
+        assertTrue(res[0].shape contentEquals intArrayOf(1, 2, 3))
+        assertTrue(res[1].shape contentEquals intArrayOf(1, 1, 3))
+        assertTrue(res[2].shape contentEquals intArrayOf(1, 1, 1))
+
+        assertTrue(res[0].mutableBuffer.array() contentEquals doubleArrayOf(1.0, 2.0, 3.0, 4.0, 5.0, 6.0))
+        assertTrue(res[1].mutableBuffer.array() contentEquals doubleArrayOf(10.0, 20.0, 30.0))
+        assertTrue(res[2].mutableBuffer.array() contentEquals doubleArrayOf(500.0))
+    }
+
+    @Test
+    fun testBroadcastOuterTensorsShapes() = DoubleTensorAlgebra {
+        val tensor1 = fromArray(intArrayOf(2, 1, 3, 2, 3), DoubleArray(2 * 1 * 3 * 2 * 3) {0.0})
+        val tensor2 = fromArray(intArrayOf(4, 2, 5, 1, 3, 3), DoubleArray(4 * 2 * 5 * 1 * 3 * 3) {0.0})
+        val tensor3 = fromArray(intArrayOf(1, 1), doubleArrayOf(500.0))
+
+        val res = broadcastOuterTensors(tensor1, tensor2, tensor3)
+
+        assertTrue(res[0].shape contentEquals intArrayOf(4, 2, 5, 3, 2, 3))
+        assertTrue(res[1].shape contentEquals intArrayOf(4, 2, 5, 3, 3, 3))
+        assertTrue(res[2].shape contentEquals intArrayOf(4, 2, 5, 3, 1, 1))
+    }
+
+    @Test
+    fun testMinusTensor() = BroadcastDoubleTensorAlgebra.invoke {
+        val tensor1 = fromArray(intArrayOf(2, 3), doubleArrayOf(1.0, 2.0, 3.0, 4.0, 5.0, 6.0))
+        val tensor2 = fromArray(intArrayOf(1, 3), doubleArrayOf(10.0, 20.0, 30.0))
+        val tensor3 = fromArray(intArrayOf(1, 1, 1), doubleArrayOf(500.0))
+
+        val tensor21 = tensor2 - tensor1
+        val tensor31 = tensor3 - tensor1
+        val tensor32 = tensor3 - tensor2
+
+        assertTrue(tensor21.shape contentEquals intArrayOf(2, 3))
+        assertTrue(tensor21.mutableBuffer.array() contentEquals doubleArrayOf(9.0, 18.0, 27.0, 6.0, 15.0, 24.0))
+
+        assertTrue(tensor31.shape contentEquals intArrayOf(1, 2, 3))
+        assertTrue(
+            tensor31.mutableBuffer.array()
+                    contentEquals doubleArrayOf(499.0, 498.0, 497.0, 496.0, 495.0, 494.0)
+        )
+
+        assertTrue(tensor32.shape contentEquals intArrayOf(1, 1, 3))
+        assertTrue(tensor32.mutableBuffer.array() contentEquals doubleArrayOf(490.0, 480.0, 470.0))
+    }
+
+}

kmath-tensors/src/commonTest/kotlin/space/kscience/kmath/tensors/core/TestDoubleAnalyticTensorAlgebra.kt

@@ -0,0 +1,158 @@
+package space.kscience.kmath.tensors.core
+
+import space.kscience.kmath.operations.invoke
+import kotlin.math.*
+import kotlin.test.Test
+import kotlin.test.assertTrue
+
+internal class TestDoubleAnalyticTensorAlgebra {
+
+    val shape = intArrayOf(2, 1, 3, 2)
+    val buffer = doubleArrayOf(
+        27.1, 20.0, 19.84,
+        23.123, 3.0, 2.0,
+
+        3.23, 133.7, 25.3,
+        100.3, 11.0, 12.012
+    )
+    val tensor = DoubleTensor(shape, buffer)
+
+    fun DoubleArray.fmap(transform: (Double) -> Double): DoubleArray {
+        return this.map(transform).toDoubleArray()
+    }
+
+    fun expectedTensor(transform: (Double) -> Double): DoubleTensor {
+        return DoubleTensor(shape, buffer.fmap(transform))
+    }
+
+    @Test
+    fun testExp() = DoubleTensorAlgebra {
+        assertTrue { tensor.exp() eq expectedTensor(::exp) }
+    }
+
+    @Test
+    fun testLog() = DoubleTensorAlgebra {
+        assertTrue { tensor.ln() eq expectedTensor(::ln) }
+    }
+
+    @Test
+    fun testSqrt() = DoubleTensorAlgebra {
+        assertTrue { tensor.sqrt() eq expectedTensor(::sqrt) }
+    }
+
+    @Test
+    fun testCos() = DoubleTensorAlgebra {
+        assertTrue { tensor.cos() eq expectedTensor(::cos) }
+    }
+
+
+    @Test
+    fun testCosh() = DoubleTensorAlgebra {
+        assertTrue { tensor.cosh() eq expectedTensor(::cosh) }
+    }
+
+    @Test
+    fun testAcosh() = DoubleTensorAlgebra {
+        assertTrue { tensor.acosh() eq expectedTensor(::acosh) }
+    }
+
+    @Test
+    fun testSin() = DoubleTensorAlgebra {
+        assertTrue { tensor.sin() eq expectedTensor(::sin) }
+    }
+
+    @Test
+    fun testSinh() = DoubleTensorAlgebra {
+        assertTrue { tensor.sinh() eq expectedTensor(::sinh) }
+    }
+
+    @Test
+    fun testAsinh() = DoubleTensorAlgebra {
+        assertTrue { tensor.asinh() eq expectedTensor(::asinh) }
+    }
+
+    @Test
+    fun testTan() = DoubleTensorAlgebra {
+        assertTrue { tensor.tan() eq expectedTensor(::tan) }
+    }
+
+    @Test
+    fun testAtan() = DoubleTensorAlgebra {
+        assertTrue { tensor.atan() eq expectedTensor(::atan) }
+    }
+
+    @Test
+    fun testTanh() = DoubleTensorAlgebra {
+        assertTrue { tensor.tanh() eq expectedTensor(::tanh) }
+    }
+
+    @Test
+    fun testCeil() = DoubleTensorAlgebra {
+        assertTrue { tensor.ceil() eq expectedTensor(::ceil) }
+    }
+
+    @Test
+    fun testFloor() = DoubleTensorAlgebra {
+        assertTrue { tensor.floor() eq expectedTensor(::floor) }
+    }
+
+    val shape2 = intArrayOf(2, 2)
+    val buffer2 = doubleArrayOf(
+        1.0, 2.0,
+        -3.0, 4.0
+    )
+    val tensor2 = DoubleTensor(shape2, buffer2)
+
+    @Test
+    fun testMin() = DoubleTensorAlgebra {
+        assertTrue { tensor2.min() == -3.0 }
+        assertTrue { tensor2.min(0, true) eq fromArray(
+            intArrayOf(1, 2),
+            doubleArrayOf(-3.0, 2.0)
+        )}
+        assertTrue { tensor2.min(1, false) eq fromArray(
+            intArrayOf(2),
+            doubleArrayOf(1.0, -3.0)
+        )}
+    }
+
+    @Test
+    fun testMax() = DoubleTensorAlgebra {
+        assertTrue { tensor2.max() == 4.0 }
+        assertTrue { tensor2.max(0, true) eq fromArray(
+            intArrayOf(1, 2),
+            doubleArrayOf(1.0, 4.0)
+        )}
+        assertTrue { tensor2.max(1, false) eq fromArray(
+            intArrayOf(2),
+            doubleArrayOf(2.0, 4.0)
+        )}
+    }
+
+    @Test
+    fun testSum() = DoubleTensorAlgebra {
+        assertTrue { tensor2.sum() == 4.0 }
+        assertTrue { tensor2.sum(0, true) eq fromArray(
+            intArrayOf(1, 2),
+            doubleArrayOf(-2.0, 6.0)
+        )}
+        assertTrue { tensor2.sum(1, false) eq fromArray(
+            intArrayOf(2),
+            doubleArrayOf(3.0, 1.0)
+        )}
+    }
+
+    @Test
+    fun testMean() = DoubleTensorAlgebra {
+        assertTrue { tensor2.mean() == 1.0 }
+        assertTrue { tensor2.mean(0, true) eq fromArray(
+            intArrayOf(1, 2),
+            doubleArrayOf(-1.0, 3.0)
+        )}
+        assertTrue { tensor2.mean(1, false) eq fromArray(
+            intArrayOf(2),
+            doubleArrayOf(1.5, 0.5)
+        )}
+    }
+
+}

kmath-tensors/src/commonTest/kotlin/space/kscience/kmath/tensors/core/TestDoubleLinearOpsAlgebra.kt

@@ -0,0 +1,196 @@
+package space.kscience.kmath.tensors.core
+
+import space.kscience.kmath.operations.invoke
+import space.kscience.kmath.tensors.core.internal.array
+import space.kscience.kmath.tensors.core.internal.svd1d
+import kotlin.math.abs
+import kotlin.test.Test
+import kotlin.test.assertEquals
+import kotlin.test.assertTrue
+
+internal class TestDoubleLinearOpsTensorAlgebra {
+
+    @Test
+    fun testDetLU() = DoubleTensorAlgebra {
+        val tensor = fromArray(
+            intArrayOf(2, 2, 2),
+            doubleArrayOf(
+                1.0, 3.0,
+                1.0, 2.0,
+                1.5, 1.0,
+                10.0, 2.0
+            )
+        )
+
+        val expectedTensor = fromArray(
+            intArrayOf(2, 1),
+            doubleArrayOf(
+                -1.0,
+                -7.0
+            )
+        )
+        val detTensor = tensor.detLU()
+
+        assertTrue(detTensor.eq(expectedTensor))
+
+    }
+
+    @Test
+    fun testDet() = DoubleTensorAlgebra {
+        val expectedValue = 0.019827417
+        val m = fromArray(
+            intArrayOf(3, 3), doubleArrayOf(
+                2.1843, 1.4391, -0.4845,
+                1.4391, 1.7772, 0.4055,
+                -0.4845, 0.4055, 0.7519
+            )
+        )
+
+        assertTrue { abs(m.det().value() - expectedValue) < 1e-5 }
+    }
+
+    @Test
+    fun testDetSingle() = DoubleTensorAlgebra {
+        val expectedValue = 48.151623
+        val m = fromArray(
+            intArrayOf(1, 1), doubleArrayOf(
+                expectedValue
+            )
+        )
+
+        assertTrue { abs(m.det().value() - expectedValue) < 1e-5 }
+    }
+
+    @Test
+    fun testInvLU() = DoubleTensorAlgebra {
+        val tensor = fromArray(
+            intArrayOf(2, 2, 2),
+            doubleArrayOf(
+                1.0, 0.0,
+                0.0, 2.0,
+                1.0, 1.0,
+                1.0, 0.0
+            )
+        )
+
+        val expectedTensor = fromArray(
+            intArrayOf(2, 2, 2), doubleArrayOf(
+                1.0, 0.0,
+                0.0, 0.5,
+                0.0, 1.0,
+                1.0, -1.0
+            )
+        )
+
+        val invTensor = tensor.invLU()
+        assertTrue(invTensor.eq(expectedTensor))
+    }
+
+    @Test
+    fun testScalarProduct() = DoubleTensorAlgebra {
+        val a = fromArray(intArrayOf(3), doubleArrayOf(1.8, 2.5, 6.8))
+        val b = fromArray(intArrayOf(3), doubleArrayOf(5.5, 2.6, 6.4))
+        assertEquals(a.dot(b).value(), 59.92)
+    }
+
+    @Test
+    fun testQR() = DoubleTensorAlgebra {
+        val shape = intArrayOf(2, 2, 2)
+        val buffer = doubleArrayOf(
+            1.0, 3.0,
+            1.0, 2.0,
+            1.5, 1.0,
+            10.0, 2.0
+        )
+
+        val tensor = fromArray(shape, buffer)
+
+        val (q, r) = tensor.qr()
+
+        assertTrue { q.shape contentEquals shape }
+        assertTrue { r.shape contentEquals shape }
+
+        assertTrue((q dot r).eq(tensor))
+
+    }
+
+    @Test
+    fun testLU() = DoubleTensorAlgebra {
+        val shape = intArrayOf(2, 2, 2)
+        val buffer = doubleArrayOf(
+            1.0, 3.0,
+            1.0, 2.0,
+            1.5, 1.0,
+            10.0, 2.0
+        )
+        val tensor = fromArray(shape, buffer)
+
+        val (p, l, u) = tensor.lu()
+
+        assertTrue { p.shape contentEquals shape }
+        assertTrue { l.shape contentEquals shape }
+        assertTrue { u.shape contentEquals shape }
+
+        assertTrue((p dot tensor).eq(l dot u))
+    }
+
+    @Test
+    fun testCholesky() = DoubleTensorAlgebra {
+        val tensor = randomNormal(intArrayOf(2, 5, 5), 0)
+        val sigma = (tensor dot tensor.transpose()) + diagonalEmbedding(
+            fromArray(intArrayOf(2, 5), DoubleArray(10) { 0.1 })
+        )
+        val low = sigma.cholesky()
+        val sigmChol = low dot low.transpose()
+        assertTrue(sigma.eq(sigmChol))
+    }
+
+    @Test
+    fun testSVD1D() = DoubleTensorAlgebra {
+        val tensor2 = fromArray(intArrayOf(2, 3), doubleArrayOf(1.0, 2.0, 3.0, 4.0, 5.0, 6.0))
+
+        val res = svd1d(tensor2)
+
+        assertTrue(res.shape contentEquals intArrayOf(2))
+        assertTrue { abs(abs(res.mutableBuffer.array()[res.bufferStart]) - 0.386) < 0.01 }
+        assertTrue { abs(abs(res.mutableBuffer.array()[res.bufferStart + 1]) - 0.922) < 0.01 }
+    }
+
+    @Test
+    fun testSVD() = DoubleTensorAlgebra{
+        testSVDFor(fromArray(intArrayOf(2, 3), doubleArrayOf(1.0, 2.0, 3.0, 4.0, 5.0, 6.0)))
+        testSVDFor(fromArray(intArrayOf(2, 2), doubleArrayOf(-1.0, 0.0, 239.0, 238.0)))
+    }
+
+    @Test
+    fun testBatchedSVD() = DoubleTensorAlgebra {
+        val tensor = randomNormal(intArrayOf(2, 5, 3), 0)
+        val (tensorU, tensorS, tensorV) = tensor.svd()
+        val tensorSVD = tensorU dot (diagonalEmbedding(tensorS) dot tensorV.transpose())
+        assertTrue(tensor.eq(tensorSVD))
+    }
+
+    @Test
+    fun testBatchedSymEig() = DoubleTensorAlgebra {
+        val tensor = randomNormal(shape = intArrayOf(2, 3, 3), 0)
+        val tensorSigma = tensor + tensor.transpose()
+        val (tensorS, tensorV) = tensorSigma.symEig()
+        val tensorSigmaCalc = tensorV dot (diagonalEmbedding(tensorS) dot tensorV.transpose())
+        assertTrue(tensorSigma.eq(tensorSigmaCalc))
+    }
+
+
+}
+
+
+private fun DoubleTensorAlgebra.testSVDFor(tensor: DoubleTensor, epsilon: Double = 1e-10): Unit {
+    val svd = tensor.svd()
+
+    val tensorSVD = svd.first
+        .dot(
+            diagonalEmbedding(svd.second)
+                .dot(svd.third.transpose())
+        )
+
+    assertTrue(tensor.eq(tensorSVD, epsilon))
+}

kmath-tensors/src/commonTest/kotlin/space/kscience/kmath/tensors/core/TestDoubleTensor.kt

@@ -0,0 +1,89 @@
+package space.kscience.kmath.tensors.core
+
+import space.kscience.kmath.nd.DefaultStrides
+import space.kscience.kmath.nd.MutableBufferND
+import space.kscience.kmath.nd.as1D
+import space.kscience.kmath.nd.as2D
+import space.kscience.kmath.operations.invoke
+import space.kscience.kmath.structures.DoubleBuffer
+import space.kscience.kmath.structures.toDoubleArray
+import space.kscience.kmath.tensors.core.internal.array
+import space.kscience.kmath.tensors.core.internal.asTensor
+import space.kscience.kmath.tensors.core.internal.matrixSequence
+import space.kscience.kmath.tensors.core.internal.toBufferedTensor
+import kotlin.test.Test
+import kotlin.test.assertEquals
+import kotlin.test.assertTrue
+
+internal class TestDoubleTensor {
+
+    @Test
+    fun testValue() = DoubleTensorAlgebra {
+        val value = 12.5
+        val tensor = fromArray(intArrayOf(1), doubleArrayOf(value))
+        assertEquals(tensor.value(), value)
+    }
+
+    @Test
+    fun testStrides() = DoubleTensorAlgebra {
+        val tensor = fromArray(intArrayOf(2, 2), doubleArrayOf(3.5, 5.8, 58.4, 2.4))
+        assertEquals(tensor[intArrayOf(0, 1)], 5.8)
+        assertTrue(
+            tensor.elements().map { it.second }.toList().toDoubleArray() contentEquals tensor.mutableBuffer.toDoubleArray()
+        )
+    }
+
+    @Test
+    fun testGet() = DoubleTensorAlgebra {
+        val tensor = fromArray(intArrayOf(1, 2, 2), doubleArrayOf(3.5, 5.8, 58.4, 2.4))
+        val matrix = tensor[0].as2D()
+        assertEquals(matrix[0, 1], 5.8)
+
+        val vector = tensor[0][1].as1D()
+        assertEquals(vector[0], 58.4)
+
+        matrix[0, 1] = 77.89
+        assertEquals(tensor[intArrayOf(0, 0, 1)], 77.89)
+
+        vector[0] = 109.56
+        assertEquals(tensor[intArrayOf(0, 1, 0)], 109.56)
+
+        tensor.matrixSequence().forEach {
+            val a = it.asTensor()
+            val secondRow = a[1].as1D()
+            val secondColumn = a.transpose(0, 1)[1].as1D()
+            assertEquals(secondColumn[0], 77.89)
+            assertEquals(secondRow[1], secondColumn[1])
+        }
+    }
+
+    @Test
+    fun testNoBufferProtocol() {
+
+        // create buffer
+        val doubleArray = DoubleBuffer(doubleArrayOf(1.0, 2.0, 3.0))
+
+        // create ND buffers, no data is copied
+        val ndArray = MutableBufferND(DefaultStrides(intArrayOf(3)), doubleArray)
+
+        // map to tensors
+        val bufferedTensorArray = ndArray.toBufferedTensor() // strides are flipped so data copied
+        val tensorArray = bufferedTensorArray.asTensor() // data not contiguous so copied again
+
+        val tensorArrayPublic = ndArray.toDoubleTensor() // public API, data copied twice
+        val sharedTensorArray = tensorArrayPublic.toDoubleTensor() // no data copied by matching type
+
+        assertTrue(tensorArray.mutableBuffer.array() contentEquals sharedTensorArray.mutableBuffer.array())
+
+        tensorArray[intArrayOf(0)] = 55.9
+        assertEquals(tensorArrayPublic[intArrayOf(0)], 1.0)
+
+        tensorArrayPublic[intArrayOf(0)] = 55.9
+        assertEquals(sharedTensorArray[intArrayOf(0)], 55.9)
+        assertEquals(bufferedTensorArray[intArrayOf(0)], 1.0)
+
+        bufferedTensorArray[intArrayOf(0)] = 55.9
+        assertEquals(ndArray[intArrayOf(0)], 1.0)
+
+    }
+}

kmath-tensors/src/commonTest/kotlin/space/kscience/kmath/tensors/core/TestDoubleTensorAlgebra.kt

@@ -0,0 +1,167 @@
+package space.kscience.kmath.tensors.core
+
+
+import space.kscience.kmath.operations.invoke
+import space.kscience.kmath.tensors.core.internal.array
+import kotlin.test.Test
+import kotlin.test.assertFalse
+import kotlin.test.assertTrue
+
+internal class TestDoubleTensorAlgebra {
+
+    @Test
+    fun testDoublePlus() = DoubleTensorAlgebra {
+        val tensor = fromArray(intArrayOf(2), doubleArrayOf(1.0, 2.0))
+        val res = 10.0 + tensor
+        assertTrue(res.mutableBuffer.array() contentEquals doubleArrayOf(11.0, 12.0))
+    }
+
+    @Test
+    fun TestDoubleDiv() = DoubleTensorAlgebra {
+        val tensor = fromArray(intArrayOf(2), doubleArrayOf(2.0, 4.0))
+        val res = 2.0/tensor
+        assertTrue(res.mutableBuffer.array() contentEquals doubleArrayOf(1.0, 0.5))
+    }
+
+    @Test
+    fun testDivDouble() = DoubleTensorAlgebra {
+        val tensor = fromArray(intArrayOf(2), doubleArrayOf(10.0, 5.0))
+        val res = tensor / 2.5
+        assertTrue(res.mutableBuffer.array() contentEquals doubleArrayOf(4.0, 2.0))
+    }
+
+    @Test
+    fun testTranspose1x1() = DoubleTensorAlgebra {
+        val tensor = fromArray(intArrayOf(1), doubleArrayOf(0.0))
+        val res = tensor.transpose(0, 0)
+
+        assertTrue(res.mutableBuffer.array() contentEquals doubleArrayOf(0.0))
+        assertTrue(res.shape contentEquals intArrayOf(1))
+    }
+
+    @Test
+    fun testTranspose3x2() = DoubleTensorAlgebra {
+        val tensor = fromArray(intArrayOf(3, 2), doubleArrayOf(1.0, 2.0, 3.0, 4.0, 5.0, 6.0))
+        val res = tensor.transpose(1, 0)
+
+        assertTrue(res.mutableBuffer.array() contentEquals doubleArrayOf(1.0, 3.0, 5.0, 2.0, 4.0, 6.0))
+        assertTrue(res.shape contentEquals intArrayOf(2, 3))
+    }
+
+    @Test
+    fun testTranspose1x2x3() = DoubleTensorAlgebra {
+        val tensor = fromArray(intArrayOf(1, 2, 3), doubleArrayOf(1.0, 2.0, 3.0, 4.0, 5.0, 6.0))
+        val res01 = tensor.transpose(0, 1)
+        val res02 = tensor.transpose(-3, 2)
+        val res12 = tensor.transpose()
+
+        assertTrue(res01.shape contentEquals intArrayOf(2, 1, 3))
+        assertTrue(res02.shape contentEquals intArrayOf(3, 2, 1))
+        assertTrue(res12.shape contentEquals intArrayOf(1, 3, 2))
+
+        assertTrue(res01.mutableBuffer.array() contentEquals doubleArrayOf(1.0, 2.0, 3.0, 4.0, 5.0, 6.0))
+        assertTrue(res02.mutableBuffer.array() contentEquals doubleArrayOf(1.0, 4.0, 2.0, 5.0, 3.0, 6.0))
+        assertTrue(res12.mutableBuffer.array() contentEquals doubleArrayOf(1.0, 4.0, 2.0, 5.0, 3.0, 6.0))
+    }
+
+    @Test
+    fun testLinearStructure() = DoubleTensorAlgebra {
+        val shape = intArrayOf(3)
+        val tensorA = full(value = -4.5, shape = shape)
+        val tensorB = full(value = 10.9, shape = shape)
+        val tensorC = full(value = 789.3, shape = shape)
+        val tensorD = full(value = -72.9, shape = shape)
+        val tensorE = full(value = 553.1, shape = shape)
+        val result = 15.8 * tensorA - 1.5 * tensorB * (-tensorD) + 0.02 * tensorC / tensorE - 39.4
+
+        val expected = fromArray(
+            shape,
+            (1..3).map {
+                15.8 * (-4.5) - 1.5 * 10.9 * 72.9 + 0.02 * 789.3 / 553.1 - 39.4
+            }.toDoubleArray()
+        )
+
+        val assignResult = zeros(shape)
+        tensorA *= 15.8
+        tensorB *= 1.5
+        tensorB *= -tensorD
+        tensorC *= 0.02
+        tensorC /= tensorE
+        assignResult += tensorA
+        assignResult -= tensorB
+        assignResult += tensorC
+        assignResult += -39.4
+
+        assertTrue(expected.mutableBuffer.array() contentEquals result.mutableBuffer.array())
+        assertTrue(expected.mutableBuffer.array() contentEquals assignResult.mutableBuffer.array())
+    }
+
+    @Test
+    fun testDot() = DoubleTensorAlgebra {
+        val tensor1 = fromArray(intArrayOf(2, 3), doubleArrayOf(1.0, 2.0, 3.0, 4.0, 5.0, 6.0))
+        val tensor11 = fromArray(intArrayOf(3, 2), doubleArrayOf(1.0, 2.0, 3.0, 4.0, 5.0, 6.0))
+        val tensor2 = fromArray(intArrayOf(3), doubleArrayOf(10.0, 20.0, 30.0))
+        val tensor3 = fromArray(intArrayOf(1, 1, 3), doubleArrayOf(-1.0, -2.0, -3.0))
+
+        val res12 = tensor1.dot(tensor2)
+        assertTrue(res12.mutableBuffer.array() contentEquals doubleArrayOf(140.0, 320.0))
+        assertTrue(res12.shape contentEquals intArrayOf(2))
+
+        val res32 = tensor3.dot(tensor2)
+        assertTrue(res32.mutableBuffer.array() contentEquals doubleArrayOf(-140.0))
+        assertTrue(res32.shape contentEquals intArrayOf(1, 1))
+
+        val res22 = tensor2.dot(tensor2)
+        assertTrue(res22.mutableBuffer.array() contentEquals doubleArrayOf(1400.0))
+        assertTrue(res22.shape contentEquals intArrayOf(1))
+
+        val res11 = tensor1.dot(tensor11)
+        assertTrue(res11.mutableBuffer.array() contentEquals doubleArrayOf(22.0, 28.0, 49.0, 64.0))
+        assertTrue(res11.shape contentEquals intArrayOf(2, 2))
+    }
+
+    @Test
+    fun testDiagonalEmbedding() = DoubleTensorAlgebra {
+        val tensor1 = fromArray(intArrayOf(3), doubleArrayOf(10.0, 20.0, 30.0))
+        val tensor2 = fromArray(intArrayOf(2, 3), doubleArrayOf(1.0, 2.0, 3.0, 4.0, 5.0, 6.0))
+        val tensor3 = zeros(intArrayOf(2, 3, 4, 5))
+
+        assertTrue(diagonalEmbedding(tensor3, 0, 3, 4).shape contentEquals
+                intArrayOf(2, 3, 4, 5, 5))
+        assertTrue(diagonalEmbedding(tensor3, 1, 3, 4).shape contentEquals
+                intArrayOf(2, 3, 4, 6, 6))
+        assertTrue(diagonalEmbedding(tensor3, 2, 0, 3).shape contentEquals
+                intArrayOf(7, 2, 3, 7, 4))
+
+        val diagonal1 = diagonalEmbedding(tensor1, 0, 1, 0)
+        assertTrue(diagonal1.shape contentEquals intArrayOf(3, 3))
+        assertTrue(diagonal1.mutableBuffer.array() contentEquals
+                doubleArrayOf(10.0, 0.0, 0.0, 0.0, 20.0, 0.0, 0.0, 0.0, 30.0))
+
+        val diagonal1Offset = diagonalEmbedding(tensor1, 1, 1, 0)
+        assertTrue(diagonal1Offset.shape contentEquals intArrayOf(4, 4))
+        assertTrue(diagonal1Offset.mutableBuffer.array() contentEquals
+                doubleArrayOf(0.0, 0.0, 0.0, 0.0, 10.0, 0.0, 0.0, 0.0, 0.0, 20.0, 0.0, 0.0, 0.0, 0.0, 30.0, 0.0))
+
+        val diagonal2 = diagonalEmbedding(tensor2, 1, 0, 2)
+        assertTrue(diagonal2.shape contentEquals intArrayOf(4, 2, 4))
+        assertTrue(diagonal2.mutableBuffer.array() contentEquals
+                doubleArrayOf(
+                    0.0, 1.0, 0.0, 0.0, 0.0, 4.0, 0.0, 0.0,
+                    0.0, 0.0, 2.0, 0.0, 0.0, 0.0, 5.0, 0.0,
+                    0.0, 0.0, 0.0, 3.0, 0.0, 0.0, 0.0, 6.0,
+                    0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0))
+    }
+
+    @Test
+    fun testEq() = DoubleTensorAlgebra {
+        val tensor1 = fromArray(intArrayOf(2, 3), doubleArrayOf(1.0, 2.0, 3.0, 4.0, 5.0, 6.0))
+        val tensor2 = fromArray(intArrayOf(2, 3), doubleArrayOf(1.0, 2.0, 3.0, 4.0, 5.0, 6.0))
+        val tensor3 = fromArray(intArrayOf(2, 3), doubleArrayOf(1.0, 2.0, 3.0, 4.0, 5.0, 5.0))
+
+        assertTrue(tensor1 eq tensor1)
+        assertTrue(tensor1 eq tensor2)
+        assertFalse(tensor1.eq(tensor3))
+
+    }
+}

settings.gradle.kts

@@ -42,6 +42,7 @@ include(
     ":kmath-ast",
     ":kmath-ejml",
     ":kmath-kotlingrad",
+    ":kmath-tensors",
     ":kmath-jupyter",
     ":examples",
     ":benchmarks"