Drop koma module, implement kmath-ejml module copying it, but for EJML SimpleMatrix

README.md

@@ -54,9 +54,6 @@ can be used for a wide variety of purposes from high performance calculations to
                            library in Kotlin code and maybe rewrite some parts to better suit the Kotlin programming paradigm, however there is no fixed roadmap for that. Feel free
                            to submit a feature request if you want something to be done first.
 
-* **Koma wrapper** [Koma](https://github.com/kyonifer/koma) is a well established numerics library in Kotlin, specifically linear algebra.
-The plan is to have wrappers for koma implementations for compatibility with kmath API.
-
 ## Planned features
 
 * **Messaging** A mathematical notation to support multi-language and multi-node communication for mathematical tasks.

doc/features.md

@@ -12,6 +12,3 @@ api and multiple library back-ends.
 * [Expressions](./expressions.md)
 
 * Commons math integration
-
-* Koma integration
-

examples/build.gradle.kts

@@ -29,10 +29,9 @@ dependencies {
     implementation(project(":kmath-coroutines"))
     implementation(project(":kmath-commons"))
     implementation(project(":kmath-prob"))
-    implementation(project(":kmath-koma"))
     implementation(project(":kmath-viktor"))
     implementation(project(":kmath-dimensions"))
-    implementation("com.kyonifer:koma-core-ejml:0.12")
+    implementation(project(":kmath-ejml"))
     implementation("org.jetbrains.kotlinx:kotlinx-io-jvm:0.2.0-npm-dev-6")
     implementation("org.jetbrains.kotlinx:kotlinx.benchmark.runtime:0.2.0-dev-8")
     "benchmarksCompile"(sourceSets.main.get().output + sourceSets.main.get().compileClasspath) //sourceSets.main.output + sourceSets.main.runtimeClasspath

examples/src/main/kotlin/scientifik/kmath/linear/LinearAlgebraBenchmark.kt

@@ -1,9 +1,10 @@
 package scientifik.kmath.linear
 
-import koma.matrix.ejml.EJMLMatrixFactory
 import scientifik.kmath.commons.linear.CMMatrixContext
 import scientifik.kmath.commons.linear.inverse
 import scientifik.kmath.commons.linear.toCM
+import scientifik.kmath.ejml.EjmlMatrixContext
+import scientifik.kmath.ejml.inverse
 import scientifik.kmath.operations.RealField
 import scientifik.kmath.operations.invoke
 import scientifik.kmath.structures.Matrix
@@ -23,8 +24,8 @@ fun main() {
     val n = 5000 // iterations
 
     MatrixContext.real {
-        repeat(50) { val res = inverse(matrix) }
-        val inverseTime = measureTimeMillis { repeat(n) { val res = inverse(matrix) } }
+        repeat(50) { inverse(matrix) }
+        val inverseTime = measureTimeMillis { repeat(n) { inverse(matrix) } }
         println("[kmath] Inversion of $n matrices $dim x $dim finished in $inverseTime millis")
     }
 
@@ -33,23 +34,19 @@ fun main() {
     val commonsTime = measureTimeMillis {
         CMMatrixContext {
             val cm = matrix.toCM()             //avoid overhead on conversion
-            repeat(n) { val res = inverse(cm) }
+            repeat(n) { inverse(cm) }
         }
     }
 
 
     println("[commons-math] Inversion of $n matrices $dim x $dim finished in $commonsTime millis")
 
-    //koma-ejml
-
-    val komaTime = measureTimeMillis {
-        (KomaMatrixContext(EJMLMatrixFactory(), RealField)) {
-            val km = matrix.toKoma()      //avoid overhead on conversion
-            repeat(n) {
-                val res = inverse(km)
-            }
+    val ejmlTime = measureTimeMillis {
+        (EjmlMatrixContext(RealField)) {
+            val km = matrix.toEjml()      //avoid overhead on conversion
+            repeat(n) { inverse(km) }
         }
     }
 
-    println("[koma-ejml] Inversion of $n matrices $dim x $dim finished in $komaTime millis")
+    println("[ejml] Inversion of $n matrices $dim x $dim finished in $ejmlTime millis")
 }

examples/src/main/kotlin/scientifik/kmath/linear/MultiplicationBenchmark.kt

@@ -1,8 +1,8 @@
 package scientifik.kmath.linear
 
-import koma.matrix.ejml.EJMLMatrixFactory
 import scientifik.kmath.commons.linear.CMMatrixContext
 import scientifik.kmath.commons.linear.toCM
+import scientifik.kmath.ejml.EjmlMatrixContext
 import scientifik.kmath.operations.RealField
 import scientifik.kmath.operations.invoke
 import scientifik.kmath.structures.Matrix
@@ -22,28 +22,17 @@ fun main() {
     CMMatrixContext {
         val cmMatrix1 = matrix1.toCM()
         val cmMatrix2 = matrix2.toCM()
-
-        val cmTime = measureTimeMillis {
-            cmMatrix1 dot cmMatrix2
-        }
-
+        val cmTime = measureTimeMillis { cmMatrix1 dot cmMatrix2 }
         println("CM implementation time: $cmTime")
     }
 
-    (KomaMatrixContext(EJMLMatrixFactory(), RealField)) {
-        val komaMatrix1 = matrix1.toKoma()
-        val komaMatrix2 = matrix2.toKoma()
-
-        val komaTime = measureTimeMillis {
-            komaMatrix1 dot komaMatrix2
-        }
-
-        println("Koma-ejml implementation time: $komaTime")
-    }
-
-    val genericTime = measureTimeMillis {
-        val res = matrix1 dot matrix2
+    (EjmlMatrixContext(RealField)) {
+        val ejmlMatrix1 = matrix1.toEjml()
+        val ejmlMatrix2 = matrix2.toEjml()
+        val ejmlTime = measureTimeMillis { ejmlMatrix1 dot ejmlMatrix2 }
+        println("EJML implementation time: $ejmlTime")
     }
 
+    val genericTime = measureTimeMillis { val res = matrix1 dot matrix2 }
     println("Generic implementation time: $genericTime")
 }

kmath-ejml/build.gradle.kts

@@ -0,0 +1,6 @@
+plugins { id("scientifik.jvm") }
+
+dependencies {
+    implementation("org.ejml:ejml-simple:0.39")
+    implementation(project(":kmath-core"))
+}

kmath-ejml/src/main/kotlin/scientifik/kmath/ejml/EjmlMatrix.kt

@@ -0,0 +1,69 @@
+package scientifik.kmath.ejml
+
+import org.ejml.dense.row.factory.DecompositionFactory_DDRM
+import org.ejml.simple.SimpleMatrix
+import scientifik.kmath.linear.DeterminantFeature
+import scientifik.kmath.linear.FeaturedMatrix
+import scientifik.kmath.linear.LUPDecompositionFeature
+import scientifik.kmath.linear.MatrixFeature
+import scientifik.kmath.structures.NDStructure
+
+/**
+ * Represents featured matrix over EJML [SimpleMatrix].
+ *
+ * @property origin the underlying [SimpleMatrix].
+ */
+class EjmlMatrix(val origin: SimpleMatrix, features: Set<MatrixFeature>? = null) : FeaturedMatrix<Double> {
+    override val rowNum: Int
+        get() = origin.numRows()
+
+    override val colNum: Int
+        get() = origin.numCols()
+
+    override val shape: IntArray
+        get() = intArrayOf(origin.numRows(), origin.numCols())
+
+    override val features: Set<MatrixFeature> = features ?: hashSetOf(
+        object : DeterminantFeature<Double> {
+            override val determinant: Double
+                get() = origin.determinant()
+        },
+
+        object : LUPDecompositionFeature<Double> {
+            private val lup by lazy {
+                val ludecompositionF64 = DecompositionFactory_DDRM.lu(origin.numRows(), origin.numCols())
+                    .also { it.decompose(origin.ddrm.copy()) }
+
+                Triple(
+                    EjmlMatrix(SimpleMatrix(ludecompositionF64.getRowPivot(null))),
+                    EjmlMatrix(SimpleMatrix(ludecompositionF64.getLower(null))),
+                    EjmlMatrix(SimpleMatrix(ludecompositionF64.getUpper(null)))
+                )
+            }
+
+            override val l: FeaturedMatrix<Double>
+                get() = lup.second
+
+            override val u: FeaturedMatrix<Double>
+                get() = lup.third
+
+            override val p: FeaturedMatrix<Double>
+                get() = lup.first
+        }
+    )
+
+    override fun suggestFeature(vararg features: MatrixFeature): FeaturedMatrix<Double> =
+        EjmlMatrix(origin, this.features + features)
+
+    override operator fun get(i: Int, j: Int): Double = origin[i, j]
+
+    override fun equals(other: Any?): Boolean {
+        return NDStructure.equals(this, other as? NDStructure<*> ?: return false)
+    }
+
+    override fun hashCode(): Int {
+        var result = origin.hashCode()
+        result = 31 * result + features.hashCode()
+        return result
+    }
+}

kmath-ejml/src/main/kotlin/scientifik/kmath/ejml/EjmlMatrixContext.kt

@@ -0,0 +1,75 @@
+package scientifik.kmath.ejml
+
+import org.ejml.simple.SimpleMatrix
+import scientifik.kmath.linear.MatrixContext
+import scientifik.kmath.linear.Point
+import scientifik.kmath.operations.Space
+import scientifik.kmath.operations.invoke
+import scientifik.kmath.structures.Matrix
+
+/**
+ * Represents context of basic operations operating with [EjmlMatrix].
+ */
+class EjmlMatrixContext(private val space: Space<Double>) : MatrixContext<Double> {
+    override fun produce(rows: Int, columns: Int, initializer: (i: Int, j: Int) -> Double): EjmlMatrix =
+        EjmlMatrix(SimpleMatrix(rows, columns).also {
+            (0 until it.numRows()).forEach { row ->
+                (0 until it.numCols()).forEach { col -> it[row, col] = initializer(row, col) }
+            }
+        })
+
+    fun Matrix<Double>.toEjml(): EjmlMatrix =
+        if (this is EjmlMatrix) this else produce(rowNum, colNum) { i, j -> get(i, j) }
+
+    fun Point<Double>.toEjml(): EjmlVector =
+        if (this is EjmlVector) this else EjmlVector(SimpleMatrix(size, 1).also {
+            (0 until it.numRows()).forEach { row -> it[row, 0] = get(row) }
+        })
+
+    override fun Matrix<Double>.dot(other: Matrix<Double>): EjmlMatrix =
+        EjmlMatrix(toEjml().origin.mult(other.toEjml().origin))
+
+    override fun Matrix<Double>.dot(vector: Point<Double>): EjmlVector =
+        EjmlVector(toEjml().origin.mult(vector.toEjml().origin))
+
+    override fun add(a: Matrix<Double>, b: Matrix<Double>): EjmlMatrix =
+        EjmlMatrix(a.toEjml().origin + b.toEjml().origin)
+
+    override operator fun Matrix<Double>.minus(b: Matrix<Double>): EjmlMatrix =
+        EjmlMatrix(toEjml().origin - b.toEjml().origin)
+
+    override fun multiply(a: Matrix<Double>, k: Number): Matrix<Double> =
+        produce(a.rowNum, a.colNum) { i, j -> space { a[i, j] * k } }
+
+    override operator fun Matrix<Double>.times(value: Double): EjmlMatrix = EjmlMatrix(toEjml().origin.scale(value))
+
+    companion object
+}
+
+/**
+ * Solves for X in the following equation: x = a^-1*b, where 'a' is base matrix and 'b' is an n by p matrix.
+ *
+ * @param a the base matrix.
+ * @param b n by p matrix.
+ * @return the solution for 'x' that is n by p.
+ */
+fun EjmlMatrixContext.solve(a: Matrix<Double>, b: Matrix<Double>): EjmlMatrix =
+    EjmlMatrix(a.toEjml().origin.solve(b.toEjml().origin))
+
+/**
+ * Solves for X in the following equation: x = a^(-1)*b, where 'a' is base matrix and 'b' is an n by p matrix.
+ *
+ * @param a the base matrix.
+ * @param b n by p vector.
+ * @return the solution for 'x' that is n by p.
+ */
+fun EjmlMatrixContext.solve(a: Matrix<Double>, b: Point<Double>): EjmlVector =
+    EjmlVector(a.toEjml().origin.solve(b.toEjml().origin))
+
+/**
+ * Returns the inverse of given matrix: b = a^(-1).
+ *
+ * @param a the matrix.
+ * @return the inverse of this matrix.
+ */
+fun EjmlMatrixContext.inverse(a: Matrix<Double>): EjmlMatrix = EjmlMatrix(a.toEjml().origin.invert())

kmath-ejml/src/main/kotlin/scientifik/kmath/ejml/EjmlVector.kt

@@ -0,0 +1,30 @@
+package scientifik.kmath.ejml
+
+import org.ejml.simple.SimpleMatrix
+import scientifik.kmath.linear.Point
+
+/**
+ * Represents point over EJML [SimpleMatrix].
+ *
+ * @property origin the underlying [SimpleMatrix].
+ */
+class EjmlVector internal constructor(val origin: SimpleMatrix) : Point<Double> {
+    override val size: Int get() = origin.numRows()
+
+    init {
+        require(origin.numCols() == 1) { error("Only single column matrices are allowed") }
+    }
+
+    override operator fun get(index: Int): Double = origin[index]
+
+    override operator fun iterator(): Iterator<Double> = object : Iterator<Double> {
+        private var cursor: Int = 0
+
+        override fun next(): Double {
+            cursor += 1
+            return origin[cursor - 1]
+        }
+
+        override fun hasNext(): Boolean = cursor < origin.numCols() * origin.numRows()
+    }
+}

kmath-koma/build.gradle.kts

@@ -1,31 +0,0 @@
-plugins {
-    id("scientifik.mpp")
-}
-
-repositories {
-    maven("http://dl.bintray.com/kyonifer/maven")
-}
-
-kotlin.sourceSets {
-    commonMain {
-        dependencies {
-            api(project(":kmath-core"))
-            api("com.kyonifer:koma-core-api-common:0.12")
-        }
-    }
-    jvmMain {
-        dependencies {
-            api("com.kyonifer:koma-core-api-jvm:0.12")
-        }
-    }
-    jvmTest {
-        dependencies {
-            implementation("com.kyonifer:koma-core-ejml:0.12")
-        }
-    }
-    jsMain {
-        dependencies {
-            api("com.kyonifer:koma-core-api-js:0.12")
-        }
-    }
-}

kmath-koma/src/commonMain/kotlin/scientifik.kmath.linear/KomaMatrix.kt

@@ -1,110 +0,0 @@
-package scientifik.kmath.linear
-
-import koma.extensions.fill
-import koma.matrix.MatrixFactory
-import scientifik.kmath.operations.Space
-import scientifik.kmath.operations.invoke
-import scientifik.kmath.structures.Matrix
-import scientifik.kmath.structures.NDStructure
-
-class KomaMatrixContext<T : Any>(
-    private val factory: MatrixFactory<koma.matrix.Matrix<T>>,
-    private val space: Space<T>
-) : MatrixContext<T> {
-
-    override fun produce(rows: Int, columns: Int, initializer: (i: Int, j: Int) -> T): KomaMatrix<T> =
-        KomaMatrix(factory.zeros(rows, columns).fill(initializer))
-
-    fun Matrix<T>.toKoma(): KomaMatrix<T> = if (this is KomaMatrix) {
-        this
-    } else {
-        produce(rowNum, colNum) { i, j -> get(i, j) }
-    }
-
-    fun Point<T>.toKoma(): KomaVector<T> = if (this is KomaVector) {
-        this
-    } else {
-        KomaVector(factory.zeros(size, 1).fill { i, _ -> get(i) })
-    }
-
-
-    override fun Matrix<T>.dot(other: Matrix<T>): KomaMatrix<T> =
-        KomaMatrix(toKoma().origin * other.toKoma().origin)
-
-    override fun Matrix<T>.dot(vector: Point<T>): KomaVector<T> =
-        KomaVector(toKoma().origin * vector.toKoma().origin)
-
-    override operator fun Matrix<T>.unaryMinus(): KomaMatrix<T> =
-        KomaMatrix(toKoma().origin.unaryMinus())
-
-    override fun add(a: Matrix<T>, b: Matrix<T>): KomaMatrix<T> =
-        KomaMatrix(a.toKoma().origin + b.toKoma().origin)
-
-    override operator fun Matrix<T>.minus(b: Matrix<T>): KomaMatrix<T> =
-        KomaMatrix(toKoma().origin - b.toKoma().origin)
-
-    override fun multiply(a: Matrix<T>, k: Number): Matrix<T> =
-        produce(a.rowNum, a.colNum) { i, j -> space { a[i, j] * k } }
-
-    override operator fun Matrix<T>.times(value: T): KomaMatrix<T> =
-        KomaMatrix(toKoma().origin * value)
-
-    companion object
-}
-
-fun <T : Any> KomaMatrixContext<T>.solve(a: Matrix<T>, b: Matrix<T>) =
-    KomaMatrix(a.toKoma().origin.solve(b.toKoma().origin))
-
-fun <T : Any> KomaMatrixContext<T>.solve(a: Matrix<T>, b: Point<T>) =
-    KomaVector(a.toKoma().origin.solve(b.toKoma().origin))
-
-fun <T : Any> KomaMatrixContext<T>.inverse(a: Matrix<T>) =
-    KomaMatrix(a.toKoma().origin.inv())
-
-class KomaMatrix<T : Any>(val origin: koma.matrix.Matrix<T>, features: Set<MatrixFeature>? = null) : FeaturedMatrix<T> {
-    override val rowNum: Int get() = origin.numRows()
-    override val colNum: Int get() = origin.numCols()
-
-    override val shape: IntArray get() = intArrayOf(origin.numRows(), origin.numCols())
-
-    override val features: Set<MatrixFeature> = features ?: hashSetOf(
-        object : DeterminantFeature<T> {
-            override val determinant: T get() = origin.det()
-        },
-
-        object : LUPDecompositionFeature<T> {
-            private val lup by lazy { origin.LU() }
-            override val l: FeaturedMatrix<T> get() = KomaMatrix(lup.second)
-            override val u: FeaturedMatrix<T> get() = KomaMatrix(lup.third)
-            override val p: FeaturedMatrix<T> get() = KomaMatrix(lup.first)
-        }
-    )
-
-    override fun suggestFeature(vararg features: MatrixFeature): FeaturedMatrix<T> =
-        KomaMatrix(this.origin, this.features + features)
-
-    override operator fun get(i: Int, j: Int): T = origin.getGeneric(i, j)
-
-    override fun equals(other: Any?): Boolean {
-        return NDStructure.equals(this, other as? NDStructure<*> ?: return false)
-    }
-
-    override fun hashCode(): Int {
-        var result = origin.hashCode()
-        result = 31 * result + features.hashCode()
-        return result
-    }
-
-
-}
-
-class KomaVector<T : Any> internal constructor(val origin: koma.matrix.Matrix<T>) : Point<T> {
-    override val size: Int get() = origin.numRows()
-
-    init {
-        require(origin.numCols() == 1) { error("Only single column matrices are allowed") }
-    }
-
-    override operator fun get(index: Int): T = origin.getGeneric(index)
-    override operator fun iterator(): Iterator<T> = origin.toIterable().iterator()
-}

settings.gradle.kts

@@ -40,12 +40,12 @@ include(
     ":kmath-histograms",
     ":kmath-commons",
     ":kmath-viktor",
-    ":kmath-koma",
     ":kmath-prob",
     ":kmath-io",
     ":kmath-dimensions",
     ":kmath-for-real",
     ":kmath-geometry",
     ":kmath-ast",
-    ":examples"
+    ":examples",
+    ":kmath-ejml"
 )