Compare commits

...

260 Commits

Author SHA1 Message Date
101eb612b1 add multik transpose direct comparison 2025-06-04 18:24:26 +03:00
SPC-code
785d3bd104 Merge pull request #543 from SciProgCentre/bug/multik-transposed
Fix transposed in mutlik algebra.
2025-06-04 18:07:12 +03:00
f362c3e31f fix geometric mean test 2025-06-04 17:54:09 +03:00
1fd5e3fba1 Fix transposed in mutlik algebra.
Add test for multik transpose
2025-06-04 17:33:50 +03:00
0cd9a329ce fix geometric mean test 2025-05-26 15:41:41 +03:00
d2a3fd4fa2 Merge pull request 'STUD-13 add Quantile' (!528) from qwazer/kmath:STUD-13-quantile into dev
Reviewed-on: #528
Reviewed-by: Alexander Nozik <altavir@gmail.com>
2025-05-26 12:19:24 +03:00
4afd350a4e STUD-13 polish docs 2025-05-26 10:40:08 +03:00
202585d956 STUD-13 add Quantile
adapted from Julia implementation
2025-05-22 18:03:31 +03:00
f6f9984c8e Merge pull request 'fix geometric mean ComposableStatistic' (!527) from qwazer/kmath:STUD-13-fix-composite-means into dev
Reviewed-on: #527
Reviewed-by: Alexander Nozik <altavir@gmail.com>
2025-05-12 17:32:09 +03:00
3649d013cd fix geometric mean ComposableStatistic 2025-05-12 17:23:49 +03:00
b10caebe2a fix mean statistics composition 2025-05-11 19:36:02 +03:00
752a849cd3 Merge pull request 'STUD-13 add Variance and StandardDeviation statistics' (!526) from qwazer/kmath:STUD-13 into dev
Reviewed-on: #526
Reviewed-by: Alexander Nozik <altavir@gmail.com>
2025-05-10 20:40:41 +03:00
2535d4536e STUD-13 add Variance and StandardDeviation statistics 2025-05-09 16:07:41 +03:00
4464b72e45 STUD-13. Improve numerical stability of mean statistic algorithm in method computeIntermediate 2025-05-06 16:11:19 +03:00
ce453129f0 Merge pull request 'STUD-13. Improve numerical stability of mean statistic algorithm' (!525) from qwazer/kmath:STUD-13 into dev
Reviewed-on: #525
Reviewed-by: Alexander Nozik <altavir@gmail.com>
2025-05-05 15:57:20 +03:00
d43ce15b99 STUD-13. Improve numerical stability of mean statistic algorithm
Replace naive summation that prone to floating-point errors (loss of precision) by Welford’s Online Algorithm which updates mean incrementally and more numerically stable.
 The cons is slightly higher computational overhead.
2025-05-05 15:34:49 +03:00
288ec467e6 Merge pull request 'add Geometric Mean statistic' (!524) from qwazer/kmath:STUD-13 into dev
Reviewed-on: #524
2025-04-28 10:38:08 +03:00
59fbe5165f add Geometric Mean statistic 2025-04-23 16:26:48 +03:00
2d37a5255f Merge remote-tracking branch 'github/dev' into dev 2025-04-23 09:13:46 +03:00
SPC-code
5bbff7e8ad Merge pull request #541 from qwazer/STUD-13
Add "min" and "max" statistics implemented as ExtremeValueStatistic
2025-04-23 09:11:20 +03:00
7ac9794c0c Add Min/Max statistics
- Remove ExtremeValueStatistic
- Add benchmark
2025-04-17 16:26:21 +03:00
e41bbe711c fix global scope pollution 2025-04-16 15:52:16 +03:00
57e4819430 Add "min" and "max" statistics implemented as ExtremeValueStatistic
- Add ExtremeValueStatistic
- Add statistics docs
2025-04-15 19:53:40 +03:00
e213db67da Add Float64Vector3D factory function 2025-04-07 12:27:23 +03:00
f2fef6cb5d Add benchmarks to Readme 2025-03-26 11:07:07 +03:00
ef31e35603 Add attribute builder accessors for fits 2025-03-16 15:54:41 +03:00
a756490d20 Fix package for context line extensions 2025-03-10 10:13:04 +03:00
9d3d08e66b Update dokka configuration 2025-03-10 09:26:13 +03:00
SPC-code
8deaf1470a Update pages.yml 2025-03-10 07:46:52 +03:00
e11968f8d2 Remove ND4j 2025-03-07 21:03:57 +03:00
656d874a65 fix dokka 2025-03-07 21:03:44 +03:00
4277f480d8 Remove nd4j dependency from benchmarks 2025-01-27 14:46:27 +03:00
2a3cf190b1 Upgrade tensorflow version 2025-01-27 13:13:47 +03:00
06271fb889 0.4.2 release 2025-01-27 09:28:57 +03:00
bdc9d35512 Add sparse matrix builder 2025-01-27 09:26:48 +03:00
b230abefc8 Merge remote-tracking branch 'refs/remotes/github/dev' into dev 2025-01-27 09:26:04 +03:00
c47fa7bdba Merge remote-tracking branch 'github/master' into dev 2025-01-27 09:23:37 +03:00
c70a7c5128 Add sparse matrix builder 2025-01-26 22:17:36 +03:00
SPC-code
720378f7fc Merge pull request #535 from SciProgCentre/commandertvis/423-fix
Move ND4J dependencies to libs.versions.toml, API dump in kmath-nd4j
2025-01-22 09:51:48 +03:00
Iaroslav Postovalov
f9f6b51772 Move ND4J dependencies to libs.versions.toml, API dump in kmath-nd4j 2025-01-22 01:14:05 +01:00
676cf5ff3b Ojalgo conversion bug 2025-01-17 14:54:09 +03:00
5538102ad9 Ojalgo conversion bug 2025-01-17 14:52:47 +03:00
SPC-code
345f4f2acf Update pages.yml 2025-01-12 15:12:02 +03:00
SPC-code
8a73406d2c Update pages.yml 2025-01-12 14:20:22 +03:00
ead9b95ae8 Merge remote-tracking branch 'github/master' 2025-01-12 14:09:55 +03:00
c9d1de41b1 Update changelog and Readme for 0.4.1 2025-01-12 13:40:41 +03:00
b2b64f35d0 Change EJML implementation to match CM and Ojalgo 2025-01-12 13:04:46 +03:00
1ec3d1adb9 add ojalgo_license 2025-01-12 11:45:49 +03:00
d8af4e36ed Add ojalgo module 2025-01-12 11:40:51 +03:00
da9608128b Move attributes to separate project 2025-01-12 11:40:07 +03:00
5c8e50c3df Move attributes to separate project 2025-01-07 22:30:25 +03:00
117b253d4d Merge remote-tracking branch 'github/dev' into dev 2024-12-24 13:57:12 +03:00
6170f0376e Fix EJML to properly treat vectors as columns 2024-12-24 13:44:29 +03:00
cd46773f43 Fix EJML to properly treat vectors as columns 2024-12-24 13:43:41 +03:00
SPC-code
b518969f02 Update build.yml 2024-12-24 13:02:47 +03:00
3aa387c544 Fix EJML to properly treat vectors as columns 2024-12-24 12:58:00 +03:00
19139c0d4e Fix EJML to properly treat vectors as columns 2024-12-24 12:57:08 +03:00
b4b8f30b2a Remove hardcoded reference to SymbolIndexer in asm 2024-12-24 12:51:15 +03:00
b9f413b5ce Revert SymbolIndexer package to make ASM builders work. 2024-12-24 12:26:01 +03:00
43e407e11a Merge changes for Kotlin 2.1.0 2024-12-24 10:51:55 +03:00
a6fcfdebd1 Merge remote-tracking branch 'spc/dev' into dev 2024-12-24 10:44:42 +03:00
8f55d89daf EAP 2.1.20 2024-12-21 14:02:54 +03:00
c475c43744 Named buffers and named module 2024-12-14 11:50:46 +03:00
7064546f83 add dokka multimodule 2024-10-04 14:55:15 +03:00
8a453bf0b9 Merge branch 'dev' into beta/kotlin-2.0.20
# Conflicts:
#	benchmarks/build.gradle.kts
#	gradle.properties
#	kmath-ast/src/jsMain/kotlin/space/kscience/kmath/internal/base64/base64.kt
2024-09-22 16:46:45 +03:00
ab16bd16ac Fix benchmark results script 2024-08-26 13:37:49 +03:00
222cdc2c14 Add unstable marker to eigenvalue decomposition 2024-08-21 12:06:00 +03:00
6c1a5e62bf Remove buildSrc 2024-08-21 11:56:05 +03:00
1619a49017 Add proper test for symmetric matrices eigenValueDecomposition 2024-08-18 22:45:33 +03:00
b818a8981f Eigenvalue decomposition API
Cosmetic change Double -> Float64
2024-08-17 21:11:13 +03:00
91513a1629 Reimplement random-forking chain 2024-08-14 19:20:05 +03:00
2becee7f59 Reimplement random-forking chain 2024-08-09 22:14:24 +03:00
6619db3f45 Reimplement random-forging chain 2024-08-09 10:22:37 +03:00
48d0ee8126 Add Metropolis-Hastings sampler.
Minor fixes.
2024-08-04 21:26:51 +03:00
57d1cd8c87 Add Metropolis-Hastings sampler.
Minor fixes.
2024-08-04 15:01:47 +03:00
SPC-code
e0997ccf9c Merge pull request #533 from Vasilev-Ilya/STUD-7_metropolis_hastings_sampler
Draft: STUD-7: Metropolis-Hastings sampler implementation
2024-08-03 21:35:29 +03:00
0a90d2e8c9 Kotlin 2.0.20-Beta2 2024-07-25 10:09:26 +03:00
3e8f44166c add Attributes minus 2024-07-07 11:14:11 +03:00
6e24b563b2 optimize attributes plus 2024-07-07 11:06:20 +03:00
2d309e050b Merge branch 'refs/heads/beta/kotlin2.0.0' into dev 2024-07-07 11:03:48 +03:00
07aeec6dfb beta-2.0.20 2024-07-07 11:02:49 +03:00
c585c59552 2.0.0 2024-06-04 10:31:42 +03:00
vasilev.ilya
3417d8cdc1 Minor edits. Tests added. | STUD-7 2024-05-20 01:12:27 +03:00
1881feb5e2 Merge pull request 'Fix #532 by making ShapeND a non-value class' (!522) from bug/defaultStridesCache into dev
Reviewed-on: #522
Reviewed-by: Alexander Nozik <altavir@gmail.com>
2024-05-09 09:16:52 +03:00
Gleb Minaev
201887187d Make ShapeND a usual non-value class. Implement its equals and hashCode methods. Deprecate contentEquals and contentHashCode. 2024-05-08 21:59:49 +03:00
c418607bf6 2.0.0-RC2 2024-04-30 19:41:34 +03:00
dbc5488eb2 Minor edits. Tests added. | STUD-7 2024-04-24 23:29:14 +03:00
d0d250c67f MHS first implementation | STUD-7 2024-04-22 22:01:15 +03:00
9518f16348 Merge branch 'refs/heads/dev' into beta/kotlin2.0.0
# Conflicts:
#	gradle.properties
2024-04-20 09:22:19 +03:00
SPC-code
d1d1476cae Merge pull request #529 from SciProgCentre/dev
0.4.0
2024-04-15 20:20:54 +03:00
fc0393436f Document ShapeND.asArray() 2024-04-15 18:01:58 +03:00
9228e6019c Update Attributes version 2024-04-15 17:57:00 +03:00
edbf8c05be cleanup Minuit 2024-04-15 17:52:15 +03:00
SPC-code
f335d63659 Update docs/buffers.md
Co-authored-by: Gleb Minaev <43728100+lounres@users.noreply.github.com>
2024-04-15 17:42:52 +03:00
SPC-code
c696a22f62 Update kmath-functions/src/commonMain/kotlin/space/kscience/kmath/integration/GaussIntegrator.kt
Co-authored-by: Gleb Minaev <43728100+lounres@users.noreply.github.com>
2024-04-15 17:41:52 +03:00
2fe04040c6 Fix AttributeBuilder inlining 2024-03-27 09:58:28 +03:00
255d4ba6b7 Dump API. Update readme 2024-03-27 09:51:23 +03:00
48b334a2b6 Singleton implementation for Attributes.EMPTY 2024-03-27 09:45:56 +03:00
ac851bea62 Change logic of AttributesBuilder. It no longer exposes the constructor 2024-03-27 09:18:46 +03:00
3b74968f9a Change logic of AttributesBuilder. It no longer exposes the constructor 2024-03-27 09:11:35 +03:00
214467d21c Reformat code 2024-03-27 09:11:12 +03:00
ecb5d28110 Attributes modify->modified 2024-03-27 08:51:56 +03:00
ec88d6be9e Remove unnecessary reification 2024-03-27 08:19:22 +03:00
461e5a7c54 Refactor names for AttributesBuilder behavior 2024-03-27 08:12:39 +03:00
1be6a5ca0e LinearSpace.compute -> LinearSpace.withComputedAttribute 2024-03-27 07:45:57 +03:00
a67bda8a33 Adjust build 2024-03-27 07:44:53 +03:00
efef5996e1 Remove contracts 2024-03-27 07:44:33 +03:00
69b59b43f4 Mark polymorphic attribute getters and setters as unstable 2024-03-27 07:43:54 +03:00
0af8147be6 Remove unnecessary internal dependencies 2024-03-26 09:58:50 +03:00
bd9430bab4 Merge branch 'dev' into beta/kotlin2.0.0
# Conflicts:
#	gradle.properties
#	kmath-histograms/build.gradle.kts
#	kmath-histograms/src/commonMain/kotlin/space/kscience/kmath/histogram/Histogram.kt
2024-03-19 09:15:55 +03:00
82196250f6 Remove unnecessary internal dependencies 2024-03-17 09:42:50 +03:00
86324a9219 Add RingBuffer reset and capacity 2024-03-17 09:29:15 +03:00
203a350650 Merge remote-tracking branch 'github/dev' into dev 2024-03-08 10:19:20 +03:00
b076a6573a Update versions 2024-03-08 10:18:32 +03:00
SPC-code
e7d8b94889 Update attributes-kt/src/commonMain/kotlin/space/kscience/attributes/SafeType.kt
Co-authored-by: Gleb Minaev <43728100+lounres@users.noreply.github.com>
2024-03-08 10:07:54 +03:00
5dea38eef8 Merge remote-tracking branch 'github/dev' into dev 2024-03-08 10:07:28 +03:00
SPC-code
dcf5b19d80 Update attributes-kt/src/commonMain/kotlin/space/kscience/attributes/Attributes.kt
Co-authored-by: Gleb Minaev <43728100+lounres@users.noreply.github.com>
2024-03-08 10:06:30 +03:00
11722db3c8 Add Attributes container equality 2024-03-08 10:04:37 +03:00
fcb7e2fa7d Reverse types for buffers and typealiases for geometry. 2024-02-22 21:03:58 +03:00
dba001eff3 Fix types in geometry algebras 2024-02-20 20:39:57 +03:00
49f0d1fe7d Fix types in geometry algebras 2024-02-20 19:35:00 +03:00
ad66a63ac2 Merge remote-tracking branch 'github/dev' into dev 2024-02-20 19:05:58 +03:00
32c5b3c10d Add publishing to attributes-kt 2024-02-20 18:38:21 +03:00
SPC-code
bc1b75f79e Merge branch 'master' into dev 2024-02-18 15:10:51 +03:00
fd9da63ef9 Prepare for 0.4.0 release 2024-02-18 15:05:56 +03:00
024e2a1a4f Add .kotlin to gitignore 2024-02-18 14:26:47 +03:00
41a325d428 fix dot bug introduced in the last refactor. Add test for parallel linear algebra. 2024-02-18 14:22:20 +03:00
79642a869d LUP cleanup 2024-02-18 14:00:38 +03:00
fbee95ab8b LUP cleanup 2024-02-18 13:32:22 +03:00
10739e0d04 Performance fixes 2024-02-18 12:27:46 +03:00
f8e91c2402 Finishing fixes 2024-02-17 21:32:26 +03:00
7d88fb0166 Merge branch 'dev' into dev-0.4
# Conflicts:
#	kmath-ejml/src/main/kotlin/space/kscience/kmath/ejml/_generated.kt
2024-02-16 18:57:57 +03:00
ca9df8a167 Add more corner cases for complex power 2024-02-08 18:06:06 +03:00
9e3fd240b8 Update versions 2024-02-08 17:39:19 +03:00
a526dcc16b Merge branch 'dev' into dev-0.4
# Conflicts:
#	kmath-core/src/commonMain/kotlin/space/kscience/kmath/linear/MatrixFeatures.kt
#	kmath-core/src/commonMain/kotlin/space/kscience/kmath/misc/Featured.kt
#	kmath-ejml/src/main/kotlin/space/kscience/kmath/ejml/_generated.kt
#	kmath-memory/src/commonMain/kotlin/space/kscience/kmath/memory/MemoryBuffer.kt
#	kmath-optimization/src/commonMain/kotlin/space/kscience/kmath/optimization/OptimizationBuilder.kt
2024-02-07 21:53:49 +03:00
83d9e1f0af Merge remote-tracking branch 'github/dev' into dev 2024-02-07 21:42:49 +03:00
8a754ace19 Fixed GitHub #524 (Complex power of real-valued number 2024-02-07 21:18:47 +03:00
9f9c4a347b Fix all issues for 2.0.0 2024-01-28 18:35:47 +03:00
c6f6191ef1 Deprecate direct angle conversion 2024-01-28 18:15:33 +03:00
SPC-code
960a334b8e Merge pull request #522 from SciProgCentre/copyright-upgrade
Update/Add copyright comments. Regenerate code for kmath-ejml.
2024-01-05 09:56:22 +03:00
Gleb Minaev
cc4159be67 Update/Add copyright comments. Regenerate code for kmath-ejml. 2024-01-05 01:50:27 +03:00
24b934eab7 Add Buffer.asList() 2023-11-22 14:32:56 +03:00
9e88bff668 Kotlin 2.0.0-Beta1 2023-11-22 09:22:28 +03:00
5c82a5e1fa 0.4 WIP 2023-11-18 22:29:59 +03:00
2f2f552648 0.4 WIP 2023-11-11 10:19:09 +03:00
2386ecba41 0.4 WIP 2023-11-04 11:49:31 +03:00
46eacbb750 0.4 WIP 2023-11-03 09:56:19 +03:00
ea887b8c72 0.4 WIP 2023-11-01 08:55:47 +03:00
544b8610e1 Merge branch 'dev' into dev-0.4
# Conflicts:
#	buildSrc/settings.gradle.kts
#	gradle.properties
#	gradle/wrapper/gradle-wrapper.properties
#	kmath-geometry/src/commonMain/kotlin/space/kscience/kmath/geometry/euclidean2d/Circle2D.kt
#	kmath-geometry/src/commonMain/kotlin/space/kscience/kmath/geometry/euclidean2d/Float32Space2D.kt
#	kmath-geometry/src/commonMain/kotlin/space/kscience/kmath/geometry/euclidean2d/Float64Space2D.kt
#	kmath-geometry/src/commonMain/kotlin/space/kscience/kmath/geometry/quaternionOperations.kt
2023-10-31 14:18:50 +03:00
a84f1e1500 Merge branch 'kotlin/1.9.20' into dev 2023-10-31 14:05:37 +03:00
328d45444c 1.9.20 finalization 2023-10-31 14:05:17 +03:00
1765f8cf8c Remove asPolynomial 2023-10-25 10:28:39 +03:00
bfb556b013 remove webpack and node version fixture 2023-10-03 19:33:39 +03:00
5129f29084 update geometry 2023-09-22 09:53:44 +03:00
56933ecff3 1.9.20-Beta2 2023-09-22 09:04:39 +03:00
12a02320ec Merge branch 'dev' into kotlin/1.9.20
# Conflicts:
#	build.gradle.kts
2023-09-22 08:33:40 +03:00
7a4e9e70f9 add some quaternion operations 2023-09-22 08:21:14 +03:00
23c0758ba6 Kotlin 1.9.20 2023-09-13 13:25:54 +03:00
dd3d38490a [WIP] refactor features to attributes 2023-09-13 09:00:56 +03:00
9da14089e0 Update integration to use Attributes 2023-08-14 10:06:23 +03:00
5196322b7a Update integration to use Attributes 2023-08-13 19:13:39 +03:00
eff70eb690 Refactor rotations. Add Rotation matrix to Euler conversion 2023-08-13 14:51:50 +03:00
67994d35d9 Merge branch 'dev' into dev-0.4
# Conflicts:
#	CHANGELOG.md
#	build.gradle.kts
#	examples/src/main/kotlin/space/kscience/kmath/operations/mixedNDOperations.kt
#	kmath-commons/src/main/kotlin/space/kscience/kmath/commons/linear/CMMatrix.kt
#	kmath-core/src/commonMain/kotlin/space/kscience/kmath/linear/Float64LinearSpace.kt
#	kmath-core/src/commonMain/kotlin/space/kscience/kmath/linear/LupDecomposition.kt
#	kmath-core/src/commonMain/kotlin/space/kscience/kmath/nd/Float64FieldND.kt
#	kmath-geometry/src/commonMain/kotlin/space/kscience/kmath/geometry/euclidean2d/Circle2D.kt
#	kmath-geometry/src/commonMain/kotlin/space/kscience/kmath/geometry/euclidean2d/Float64Space2D.kt
#	kmath-geometry/src/commonMain/kotlin/space/kscience/kmath/geometry/euclidean3d/Float64Space3D.kt
#	kmath-geometry/src/commonMain/kotlin/space/kscience/kmath/geometry/vectorPrecision.kt
#	kmath-nd4j/src/main/kotlin/space/kscience/kmath/nd4j/Nd4jTensorAlgebra.kt
#	kmath-tensorflow/src/main/kotlin/space/kscience/kmath/tensorflow/DoubleTensorFlowAlgebra.kt
#	kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/DoubleTensorAlgebra.kt
#	kmath-tensors/src/commonMain/kotlin/space/kscience/kmath/tensors/core/IntTensorAlgebra.kt
#	kmath-viktor/src/main/kotlin/space/kscience/kmath/viktor/ViktorFieldOpsND.kt
2023-08-12 21:38:43 +03:00
efb853c1bc Refactor geometry 2023-08-12 13:16:18 +03:00
19bebfd1ed Finish naming change 2023-08-12 11:21:59 +03:00
62f1c59d73 Fix Median statistics. Update algebra naming. Add integer fields 2023-08-12 10:46:43 +03:00
976714475e levenbergMarquardt cleanup 2023-07-28 20:56:31 +03:00
1e2a8a40e5 levenbergMarquardt cleanup 2023-07-28 20:39:05 +03:00
cfac7ecffc Merge branch 'dev' into dev-0.4 2023-07-28 12:02:17 +03:00
14f0fa1a6f Merge remote-tracking branch 'space/dev' into dev 2023-07-18 11:15:27 +03:00
a3c65e5b17 [WIP] Features to Attributes refactoring 2023-07-18 11:14:23 +03:00
4abe25c188 [WIP] Features to Attributes refactoring 2023-07-18 10:13:36 +03:00
6da51b7794 [WIP] Features to Attributes refactoring 2023-07-09 15:51:50 +03:00
a001c74025 1.9.0-RC 2023-06-22 08:49:51 +03:00
d3893ab7e6 [WIP] moving from features to attributes 2023-06-20 19:45:21 +03:00
SPC-code
7e46c7de4e Merge pull request #513 from margarita0303/dev
Added Levenberg-Marquardt algorithm and svd Golub-Kahan
2023-06-19 16:11:56 +03:00
Gleb Minaev
e00c2a4e2b Fix version of matheclipse-core. 2023-06-16 16:00:48 +03:00
Margarita Lashina
5f2690309b fix mistake in streaming version 2023-06-13 03:06:55 +03:00
c0a7cff1d8 Merge branch 'dev' into dev-0.3.2
# Conflicts:
#	build.gradle.kts
#	gradle/wrapper/gradle-wrapper.properties
#	kmath-core/build.gradle.kts
#	kmath-tensors/build.gradle.kts
2023-06-11 09:10:31 +03:00
009f93adbb Add rotation coversion test for XYZ 2023-06-08 09:28:26 +03:00
Margarita Lashina
ef4335bc41 use function types for input func 2023-06-07 15:24:01 +03:00
1f6b7abf46 wasm test version 2023-06-07 15:16:58 +03:00
Margarita Lashina
f91b018d4f add assertEquals to middle and difficult test 2023-06-07 07:24:47 +03:00
Margarita Lashina
346e2e97f2 add minor fixes 2023-06-07 06:14:05 +03:00
Margarita Lashina
0655642933 add documentation to the main function levenbergMarquardt 2023-06-07 06:00:58 +03:00
Margarita Lashina
e8dafad6c5 the input data is placed in a separate class, to which the documentation is written 2023-06-07 05:25:32 +03:00
Margarita Lashina
162e37cb2f removed extra comments, unnecessary variables, renaming variables and secondary functions 2023-06-07 02:52:00 +03:00
Margarita Lashina
cac5b513f3 made class for settings private and removed settings as input from a custom function 2023-06-07 01:55:38 +03:00
Margarita Lashina
0c7f5697da add documentation for enum TypeOfConvergence 2023-06-07 00:50:27 +03:00
Margarita Lashina
1ed40cd8ce fix problem with imports 2023-06-06 20:43:59 +03:00
Margarita Lashina
29d392a8a0 fix problem with imports 2023-06-06 20:31:15 +03:00
Margarita Lashina
963e14b00a move enums 2023-06-06 20:07:42 +03:00
c940645e2e fix simja version 2023-06-06 17:43:38 +03:00
Margarita Lashina
c017d58265 Merge remote-tracking branch 'origin/dev' into dev 2023-06-06 01:42:57 +03:00
Margarita Lashina
8d81d2d8d5 move lm-algorithm from DoubleTensorAlgebra as extension 2023-06-06 01:41:08 +03:00
Margarita
f65a463773 Merge branch 'dev' into dev 2023-06-06 00:56:12 +03:00
Margarita
2ead722620 Merge pull request #4 from margarita0303/streaming_lm_algorithm
tests changed
2023-06-06 00:40:14 +03:00
Margarita Lashina
47600dff23 tests changed 2023-06-06 00:39:19 +03:00
Margarita
3a1817586f Merge pull request #3 from margarita0303/streaming_lm_algorithm
Streaming lm algorithm, tests and examples
2023-05-29 15:15:02 +03:00
Margarita Lashina
1afb0d0a4c fixed time for js tests for lm 2023-05-29 15:13:13 +03:00
Margarita Lashina
33cb317cee added examples and tests 2023-05-28 23:07:01 +03:00
Margarita Lashina
20c20a30e8 y_dat added generation 2023-05-27 16:07:13 +03:00
Margarita Lashina
e738fbc86d typo fixed 2023-05-27 01:24:37 +03:00
Margarita Lashina
ce16946105 added streaming version of LM 2023-05-27 01:16:43 +03:00
Margarita Lashina
a18fa01100 added parameter check in tests 2023-05-26 21:53:50 +03:00
65c6962544 Update build tools 2023-05-26 16:46:18 +03:00
3e9d28be31 Update build tools 2023-05-26 11:38:50 +03:00
SPC-code
b5f85a6d86 Merge pull request #514 from SciProgCentre/dev
0.3.1
2023-05-12 22:19:48 +03:00
13d6ea2a16 Merge remote-tracking branch 'space/dev' into dev 2023-05-12 20:58:53 +03:00
378180ba09 Pre-release fixes 2023-05-12 20:57:55 +03:00
SPC-code
1c337789a5 Merge branch 'master' into dev 2023-05-10 16:06:34 +03:00
SPC-code
debcef4c9a Update README.md
change space shield address
2023-05-09 20:34:29 +03:00
SPC-code
acff855c93 Merge branch 'dev' into dev 2023-05-09 20:32:46 +03:00
1222fd4617 Merge remote-tracking branch 'space/master' into dev 2023-05-09 20:14:28 +03:00
8cdbc8dbbe Add opt-ins 2023-05-09 20:12:18 +03:00
4ab2244ac9 update space automation 2023-05-09 19:44:39 +03:00
4ab1b7d0d4 update space automation 2023-05-09 19:28:38 +03:00
8eb25596a0 Variance test post-merge cleanup 2023-05-09 19:22:39 +03:00
4dbcaca87c Merge remote-tracking branch 'space/dev' into dev 2023-05-09 19:01:56 +03:00
1316e6548e Remove vector type from polygon 2023-05-09 19:01:37 +03:00
SPC-code
46b3773419 Merge pull request #511 from mrFendel/mrfendel
VarianceRatioTest implementation for Series
2023-05-09 19:00:21 +03:00
Margarita Lashina
cfe8e9bfee done TODOs, deleted prints and added type of convergence to output of lm 2023-05-07 21:34:20 +03:00
Margarita Lashina
64e563340a fixed error for chi_sq and added more complete output for lm 2023-05-07 17:26:59 +03:00
f44039e309 -- refactoring 2023-05-05 18:50:10 +03:00
16385b5f4e -- refactoring 2023-05-05 18:45:54 +03:00
Margarita Lashina
b526f9a476 added Levenberg-Marquardt algorithm + test 2023-05-04 20:05:32 +03:00
Margarita Lashina
89a5522144 added new svd algorithm (Golub Kahan) and used by default for svd 2023-05-04 00:44:18 +03:00
Margarita Lashina
19c1af1874 added helper functions for levenberg-marquardt algorithm 2023-05-03 21:25:30 +03:00
Margarita Lashina
10f84bd630 added function solve 2023-05-03 21:14:29 +03:00
40b3fa782c Merge remote-tracking branch 'space/master' into dev-0.3.2 2023-05-03 10:12:01 +03:00
Margarita Lashina
a02085918a Merge remote-tracking branch 'origin/dev' into dev 2023-05-02 23:16:31 +03:00
Margarita
a9627071ff Merge branch 'SciProgCentre:dev' into dev 2023-05-02 23:16:01 +03:00
Margarita Lashina
a74a7808a2 Merge remote-tracking branch 'origin/dev' into dev 2023-05-02 23:14:37 +03:00
SPC-code
a7c54d3ffb Merge pull request #512 from SciProgCentre/dependabot/github_actions/dot-github/workflows/gradle/gradle-build-action-2.4.2
Bump gradle/gradle-build-action from 2.1.5 to 2.4.2 in /.github/workflows
2023-05-01 16:54:09 +03:00
dependabot[bot]
0c565c6056 Bump gradle/gradle-build-action in /.github/workflows
Bumps [gradle/gradle-build-action](https://github.com/gradle/gradle-build-action) from 2.1.5 to 2.4.2.
- [Release notes](https://github.com/gradle/gradle-build-action/releases)
- [Commits](https://github.com/gradle/gradle-build-action/compare/v2.1.5...v2.4.2)

---
updated-dependencies:
- dependency-name: gradle/gradle-build-action
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>
2023-05-01 13:50:29 +00:00
f09371a3f9 Explicit mutability for StructureND builders 2023-04-22 09:13:06 +03:00
cdfddb7551 Explicit mutability for StructureND builders 2023-04-21 12:41:46 +03:00
8e281e8b0f Merge remote-tracking branch 'space/dev' into dev 2023-04-21 10:38:01 +03:00
1e27af9cf5 - Zelen-Severo CDF aproximation
- p-value for varianceRatioTest
2023-04-19 17:13:47 +03:00
0193349f94 requirements, default parameters, new Test for varianceRatioTest 2023-04-19 01:36:54 +03:00
98781c83ad fixed bug with heteroscedastic z-score in Variance Ratio Test 2023-04-18 19:16:10 +03:00
e6da61c52a refactoring 2023-04-18 01:53:07 +03:00
dababe3075 Merge remote-tracking branch 'kmath/dev' into mrfendel 2023-04-18 01:02:40 +03:00
Gleb Minaev
85395ff82e Add autodiff example 2023-04-14 21:17:44 +03:00
5b95923bb9 fixed zip in SereiesAlgebra + tests for VarianceRatio 2023-04-14 06:36:20 +03:00
a91b43a52d tests for varianceRatio 2023-04-13 17:52:14 +03:00
0ce1861ab4 refactoring 2023-04-13 03:47:36 +03:00
a68ebef26d zScore for variance Ratio Test 2023-04-13 03:38:10 +03:00
2b83560da8 Variance Ratio function 2023-04-12 22:24:48 +03:00
e76d8e0774 fix zipWithNextCircular on single element 2023-04-12 11:40:27 +03:00
875e32679b [WIP] geometry refactor 2023-04-12 11:39:28 +03:00
31d1cc774a added shiftOperartion and diff 2023-04-11 20:31:04 +03:00
a4ca6e3d58 Merge remote-tracking branch 'kmath/dev' into mrfendel 2023-04-10 19:13:38 +03:00
5965ca940b Merge remote-tracking branch 'space/master' into dev 2023-04-09 14:02:00 +03:00
4db091d898 deleted TimeSeriesAlgebra 2023-04-07 12:39:30 +03:00
165dfd6c5d Merge branch 'dev-local' into mrfendel
# Conflicts:
#	kmath-stat/src/commonMain/kotlin/space/kscience/kmath/series/SeriesAlgebra.kt
2023-04-07 10:55:25 +03:00
ba26c7020e started TimeSeriesAlgebra 2023-04-06 17:58:29 +03:00
1d7f4ed538 shiftOp and diff in SeriesAlgebra 2023-04-06 03:17:01 +03:00
SPC-code
115736e98a Merge pull request #510 from SciProgCentre/dev
0.3.1-dev-11
2023-04-05 18:46:35 +03:00
Margarita
9e141db871 Merge pull request #2 from SciProgCentre/dev
Dev
2022-12-10 04:01:45 +03:00
634 changed files with 15706 additions and 8981 deletions

View File

@@ -13,12 +13,12 @@ jobs:
- uses: actions/checkout@v3
- uses: actions/setup-java@v3.5.1
with:
java-version: '11'
java-version: '17'
distribution: 'liberica'
cache: 'gradle'
- name: Gradle Wrapper Validation
uses: gradle/wrapper-validation-action@v1.0.4
- name: Gradle Build
uses: gradle/gradle-build-action@v2.3.2
uses: gradle/gradle-build-action@v2.4.2
with:
arguments: test jvmTest

View File

@@ -7,25 +7,25 @@ on:
jobs:
build:
runs-on: ubuntu-20.04
runs-on: ubuntu-24.04
timeout-minutes: 40
steps:
- uses: actions/checkout@v3.0.0
- uses: actions/setup-java@v3.0.0
- uses: actions/checkout@v4
- uses: actions/setup-java@v4
with:
java-version: 11
java-version: 17
distribution: liberica
- name: Cache konan
uses: actions/cache@v3.0.1
uses: actions/cache@v3
with:
path: ~/.konan
key: ${{ runner.os }}-gradle-${{ hashFiles('*.gradle.kts') }}
restore-keys: |
${{ runner.os }}-gradle-
- uses: gradle/gradle-build-action@v2.1.5
- uses: gradle/gradle-build-action@v3
with:
arguments: dokkaHtmlMultiModule --no-parallel
- uses: JamesIves/github-pages-deploy-action@v4.3.0
arguments: dokkaGenerate --no-parallel
- uses: JamesIves/github-pages-deploy-action@v4
with:
branch: gh-pages
folder: build/dokka/htmlMultiModule
folder: build/dokka/html

View File

@@ -1,50 +0,0 @@
name: Gradle publish
on:
workflow_dispatch:
release:
types: [ created ]
jobs:
publish:
environment:
name: publish
strategy:
matrix:
os: [ macOS-latest, windows-latest ]
runs-on: ${{matrix.os}}
steps:
- uses: actions/checkout@v3.0.0
- uses: actions/setup-java@v3.10.0
with:
java-version: 11
distribution: liberica
- name: Cache konan
uses: actions/cache@v3.0.1
with:
path: ~/.konan
key: ${{ runner.os }}-gradle-${{ hashFiles('*.gradle.kts') }}
restore-keys: |
${{ runner.os }}-gradle-
- name: Publish Windows Artifacts
if: matrix.os == 'windows-latest'
uses: gradle/gradle-build-action@v2.4.0
with:
arguments: |
publishAllPublicationsToSpaceRepository
-Ppublishing.targets=all
-Ppublishing.space.user=${{ secrets.SPACE_APP_ID }}
-Ppublishing.space.token=${{ secrets.SPACE_APP_SECRET }}
- name: Publish Mac Artifacts
if: matrix.os == 'macOS-latest'
uses: gradle/gradle-build-action@v2.4.0
with:
arguments: |
publishMacosX64PublicationToSpaceRepository
publishMacosArm64PublicationToSpaceRepository
publishIosX64PublicationToSpaceRepository
publishIosArm64PublicationToSpaceRepository
publishIosSimulatorArm64PublicationToSpaceRepository
-Ppublishing.targets=all
-Ppublishing.space.user=${{ secrets.SPACE_APP_ID }}
-Ppublishing.space.token=${{ secrets.SPACE_APP_SECRET }}

2
.gitignore vendored
View File

@@ -4,6 +4,8 @@ out/
.idea/
.vscode/
.fleet/
.kotlin/
# Avoid ignoring Gradle wrapper jar file (.jar files are usually ignored)

View File

@@ -1,3 +0,0 @@
job("Build") {
gradlew("openjdk:11", "build")
}

View File

View File

@@ -3,8 +3,10 @@
## Unreleased
### Added
- Fit accessors with Attribute
### Changed
- Upgrade tensorflow version to 1.0.0
### Deprecated
@@ -14,9 +16,80 @@
### Security
## 0.3.1-dev-RC - 2023-04-09
## 0.4.2 - 2025-01-27
### Added
- Convenient matrix builders for rows, columns, vstacks and hstacks
- Sparse matrix builder
### Fixed
- Ojalgo conversion bug which made all converted matrices be zero.
## 0.4.1 - 2025-01-12
### Added
- Metropolis-Hastings sampler
- Ojalgo `LinearSpace` implementation.
### Changed
- attributes-kt moved to a separate project, and the version used is 0.3.0
- Kotlin 2.1. Now use cross-compilation to deploy macOS targets.
- Changed `origin` to `cmMatrix` in kmath-commons to avoid property name clash. Expose bidirectional conversion in `CMLinearSpace`
- (BREAKING CHANGE) Changed implementations in `kmath-ejml` to match CM and ojalgo style. Specifically, provide bidirectional conversion for library types.
### Fixed
- (BREAKING CHANGE) Fix EJML to properly treat vectors as columns
## 0.4.0 - 2024-02-18
### Added
- Reification. Explicit `SafeType` for algebras.
- Integer division algebras.
- Float32 geometries.
- New Attributes-kt module that could be used as stand-alone. It declares. type-safe attributes containers.
- Explicit `mutableStructureND` builders for mutable structures.
- `Buffer.asList()` zero-copy transformation.
- Wasm support.
- Parallel implementation of `LinearSpace` for Float64
- Parallel buffer factories
### Changed
- Buffer copy removed from API (added as an extension).
- Default naming for algebra and buffers now uses IntXX/FloatXX notation instead of Java types.
- Remove unnecessary inlines in basic algebras.
- QuaternionField -> QuaternionAlgebra and does not implement `Field` anymore since it is non-commutative
- kmath-geometry is split into `euclidean2d` and `euclidean3d`
- Features replaced with Attributes.
- Transposed refactored.
- Kmath-memory is moved on top of core.
### Deprecated
- ND4J engine
### Removed
- `asPolynomial` function due to scope pollution
- Codegend for ejml (450 lines of codegen for 1000 lines of code is too much)
### Fixed
- Median statistics
- Complex power of negative real numbers
- Add proper mutability for MutableBufferND rows and columns
- Generic Float32 and Float64 vectors are used in geometry algebras.
## 0.3.1 - 2023-04-09
### Added
- Wasm support for `memory`, `core`, `complex` and `functions` modules.
- Generic builders for `BufferND` and `MutableBufferND`
- `NamedMatrix` - matrix with symbol-based indexing
@@ -26,6 +99,8 @@
- Algebra now has an obligatory `bufferFactory` (#477).
### Changed
- Removed marker `Vector` type for geometry
- Geometry uses type-safe angles
- Tensor operations switched to prefix notation
- Row-wise and column-wise ND shapes in the core
@@ -33,16 +108,19 @@
- Major refactor of tensors (only minor API changes)
- Kotlin 1.8.20
- `LazyStructure` `deffered` -> `async` to comply with coroutines code style
- Default `dot` operation in tensor algebra no longer support broadcasting. Instead `matmul` operation is added to `DoubleTensorAlgebra`.
- Default `dot` operation in tensor algebra no longer support broadcasting. Instead `matmul` operation is added
to `DoubleTensorAlgebra`.
- Multik went MPP
### Removed
- Trajectory moved to https://github.com/SciProgCentre/maps-kt
- Polynomials moved to https://github.com/SciProgCentre/kmath-polynomial
## 0.3.0
### Added
- `ScaleOperations` interface
- `Field` extends `ScaleOperations`
- Basic integration API
@@ -67,6 +145,7 @@
- Compilation to TeX for MST: #254
### Changed
- Annotations moved to `space.kscience.kmath`
- Exponential operations merged with hyperbolic functions
- Space is replaced by Group. Space is reserved for vector spaces.
@@ -100,9 +179,11 @@
- `UnivariateFunction` -> `Function1D`, `MultivariateFunction` -> `FunctionND`
### Deprecated
- Specialized `DoubleBufferAlgebra`
### Removed
- Nearest in Domain. To be implemented in geometry package.
- Number multiplication and division in main Algebra chain
- `contentEquals` from Buffer. It moved to the companion.
@@ -113,12 +194,14 @@
- Algebra elements are completely removed. Use algebra contexts instead.
### Fixed
- Ring inherits RingOperations, not GroupOperations
- Univariate histogram filling
## 0.2.0
### Added
- `fun` annotation for SAM interfaces in library
- Explicit `public` visibility for all public APIs
- Better trigonometric and hyperbolic functions for `AutoDiffField` (https://github.com/mipt-npm/kmath/pull/140)
@@ -138,6 +221,7 @@
- Basic Quaternion vector support in `kmath-complex`.
### Changed
- Package changed from `scientifik` to `space.kscience`
- Gradle version: 6.6 -> 6.8.2
- Minor exceptions refactor (throwing `IllegalArgumentException` by argument checks instead of `IllegalStateException`)
@@ -147,7 +231,7 @@
- Full autodiff refactoring based on `Symbol`
- `kmath-prob` renamed to `kmath-stat`
- Grid generators moved to `kmath-for-real`
- Use `Point<Double>` instead of specialized type in `kmath-for-real`
- Use `Point<Float64>` instead of specialized type in `kmath-for-real`
- Optimized dot product for buffer matrices moved to `kmath-for-real`
- EjmlMatrix context is an object
- Matrix LUP `inverse` renamed to `inverseWithLup`
@@ -162,6 +246,7 @@
- Add `out` projection to `Buffer` generic
### Removed
- `kmath-koma` module because it doesn't support Kotlin 1.4.
- Support of `legacy` JS backend (we will support only IR)
- `toGrid` method.
@@ -170,20 +255,24 @@
- StructureND identity and equals
### Fixed
- `symbol` method in `MstExtendedField` (https://github.com/mipt-npm/kmath/pull/140)
## 0.1.4
### Added
- Functional Expressions API
- Mathematical Syntax Tree, its interpreter and API
- String to MST parser (https://github.com/mipt-npm/kmath/pull/120)
- MST to JVM bytecode translator (https://github.com/mipt-npm/kmath/pull/94)
- FloatBuffer (specialized MutableBuffer over FloatArray)
- FlaggedBuffer to associate primitive numbers buffer with flags (to mark values infinite or missing, etc.)
- Specialized builder functions for all primitive buffers like `IntBuffer(25) { it + 1 }` (https://github.com/mipt-npm/kmath/pull/125)
- Specialized builder functions for all primitive buffers
like `IntBuffer(25) { it + 1 }` (https://github.com/mipt-npm/kmath/pull/125)
- Interface `NumericAlgebra` where `number` operation is available to convert numbers to algebraic elements
- Inverse trigonometric functions support in ExtendedField (`asin`, `acos`, `atan`) (https://github.com/mipt-npm/kmath/pull/114)
- Inverse trigonometric functions support in
ExtendedField (`asin`, `acos`, `atan`) (https://github.com/mipt-npm/kmath/pull/114)
- New space extensions: `average` and `averageWith`
- Local coding conventions
- Geometric Domains API in `kmath-core`
@@ -192,10 +281,12 @@
- Norm support for `Complex`
### Changed
- `readAsMemory` now has `throws IOException` in JVM signature.
- Several functions taking functional types were made `inline`.
- Several functions taking functional types now have `callsInPlace` contracts.
- BigInteger and BigDecimal algebra: JBigDecimalField has companion object with default math context; minor optimizations
- BigInteger and BigDecimal algebra: JBigDecimalField has companion object with default math context; minor
optimizations
- `power(T, Int)` extension function has preconditions and supports `Field<T>`
- Memory objects have more preconditions (overflow checking)
- `tg` function is renamed to `tan` (https://github.com/mipt-npm/kmath/pull/114)
@@ -203,6 +294,7 @@
- Moved probability distributions to commons-rng and to `kmath-prob`
### Fixed
- Missing copy method in Memory implementation on JS (https://github.com/mipt-npm/kmath/pull/106)
- D3.dim value in `kmath-dimensions`
- Multiplication in integer rings in `kmath-core` (https://github.com/mipt-npm/kmath/pull/101)

View File

@@ -2,7 +2,6 @@
[![DOI](https://zenodo.org/badge/129486382.svg)](https://zenodo.org/badge/latestdoi/129486382)
![Gradle build](https://github.com/SciProgCentre/kmath/workflows/Gradle%20build/badge.svg)
[![Maven Central](https://img.shields.io/maven-central/v/space.kscience/kmath-core.svg?label=Maven%20Central)](https://search.maven.org/search?q=g:%22space.kscience%22)
[![Space](https://img.shields.io/badge/dynamic/xml?color=orange&label=Space&query=//metadata/versioning/latest&url=https%3A%2F%2Fmaven.pkg.jetbrains.space%2Fmipt-npm%2Fp%2Fsci%2Fmaven%2Fspace%2Fkscience%2Fkmath-core%2Fmaven-metadata.xml)](https://maven.pkg.jetbrains.space/mipt-npm/p/sci/maven/space/kscience/)
# KMath
@@ -11,18 +10,22 @@ analog to Python's NumPy library. Later we found that kotlin is much more flexib
architecture designs. In contrast to `numpy` and `scipy` it is modular and has a lightweight core. The `numpy`-like
experience could be achieved with [kmath-for-real](/kmath-for-real) extension module.
[Documentation site (**WIP**)](https://SciProgCentre.github.io/kmath/)
[Documentation site](https://SciProgCentre.github.io/kmath/)
## Publications and talks
* [A conceptual article about context-oriented design](https://proandroiddev.com/an-introduction-context-oriented-programming-in-kotlin-2e79d316b0a2)
* [Another article about context-oriented design](https://proandroiddev.com/diving-deeper-into-context-oriented-programming-in-kotlin-3ecb4ec38814)
* [ACAT 2019 conference paper](https://aip.scitation.org/doi/abs/10.1063/1.5130103)
* [A talk at KotlinConf 2019 about using kotlin for science](https://youtu.be/LI_5TZ7tnOE?si=4LknX41gl_YeUbIe)
* [A talk on architecture at Joker-2021 (in Russian)](https://youtu.be/1bZ2doHiRRM?si=9w953ro9yu98X_KJ)
* [The same talk in English](https://youtu.be/yP5DIc2fVwQ?si=louZzQ1dcXV6gP10)
* [A seminar on tensor API](https://youtu.be/0H99wUs0xTM?si=6c__04jrByFQtVpo)
# Goal
* Provide a flexible and powerful API to work with mathematics abstractions in Kotlin-multiplatform (JVM, JS and Native)
.
* Provide a flexible and powerful API to work with mathematics abstractions in Kotlin-multiplatform (JVM, JS, Native and
Wasm).
* Provide basic multiplatform implementations for those abstractions (without significant performance optimization).
* Provide bindings and wrappers with those abstractions for popular optimized platform libraries.
@@ -54,17 +57,14 @@ module definitions below. The module stability could have the following levels:
### [benchmarks](benchmarks)
>
>
> **Maturity**: EXPERIMENTAL
### [examples](examples)
>
>
> **Maturity**: EXPERIMENTAL
### [kmath-ast](kmath-ast)
>
>
> **Maturity**: EXPERIMENTAL
>
@@ -76,7 +76,7 @@ module definitions below. The module stability could have the following levels:
### [kmath-commons](kmath-commons)
>
> Commons math binding for kmath
>
> **Maturity**: EXPERIMENTAL
@@ -101,24 +101,21 @@ module definitions below. The module stability could have the following levels:
> - [linear](kmath-core/src/commonMain/kotlin/space/kscience/kmath/operations/Algebra.kt) : Basic linear algebra operations (sums, products, etc.), backed by the `Space` API. Advanced linear algebra operations like matrix inversion and LU decomposition.
> - [buffers](kmath-core/src/commonMain/kotlin/space/kscience/kmath/structures/Buffers.kt) : One-dimensional structure
> - [expressions](kmath-core/src/commonMain/kotlin/space/kscience/kmath/expressions) : By writing a single mathematical expression once, users will be able to apply different types of
objects to the expression by providing a context. Expressions can be used for a wide variety of purposes from high
performance calculations to code generation.
> - [domains](kmath-core/src/commonMain/kotlin/space/kscience/kmath/domains) : Domains
> - [autodiff](kmath-core/src/commonMain/kotlin/space/kscience/kmath/expressions/SimpleAutoDiff.kt) : Automatic differentiation
> - [Parallel linear algebra](kmath-core/#) : Parallel implementation for `LinearAlgebra`
### [kmath-coroutines](kmath-coroutines)
>
>
> **Maturity**: EXPERIMENTAL
### [kmath-dimensions](kmath-dimensions)
>
> A proof of concept module for adding type-safe dimensions to structures
>
> **Maturity**: PROTOTYPE
### [kmath-ejml](kmath-ejml)
>
>
> **Maturity**: PROTOTYPE
>
@@ -142,7 +139,7 @@ One can still use generic algebras though.
### [kmath-functions](kmath-functions)
>
> Functions, integration and interpolation
>
> **Maturity**: EXPERIMENTAL
>
@@ -155,31 +152,19 @@ One can still use generic algebras though.
### [kmath-geometry](kmath-geometry)
>
>
> **Maturity**: PROTOTYPE
### [kmath-histograms](kmath-histograms)
>
>
> **Maturity**: PROTOTYPE
### [kmath-jafama](kmath-jafama)
>
>
> **Maturity**: PROTOTYPE
>
> **Features:**
> - [jafama-double](kmath-jafama/src/main/kotlin/space/kscience/kmath/jafama/) : Double ExtendedField implementations based on Jafama
### [kmath-jupyter](kmath-jupyter)
>
>
> **Maturity**: PROTOTYPE
### [kmath-kotlingrad](kmath-kotlingrad)
>
> Kotlin∇ integration module
>
> **Maturity**: EXPERIMENTAL
>
@@ -194,14 +179,14 @@ One can still use generic algebras though.
> **Maturity**: DEVELOPMENT
### [kmath-multik](kmath-multik)
>
> JetBrains Multik connector
>
> **Maturity**: PROTOTYPE
### [kmath-nd4j](kmath-nd4j)
>
> ND4J NDStructure implementation and according NDAlgebra classes
>
> **Maturity**: EXPERIMENTAL
> **Maturity**: DEPRECATED
>
> **Features:**
> - [nd4jarraystructure](kmath-nd4j/#) : NDStructure wrapper for INDArray
@@ -209,28 +194,30 @@ One can still use generic algebras though.
> - [nd4jarrayfields](kmath-nd4j/#) : Fields over Nd4jArrayStructure of Float and Double
### [kmath-ojalgo](kmath-ojalgo)
> Ojalgo bindings for kmath
>
> **Maturity**: PROTOTYPE
### [kmath-optimization](kmath-optimization)
>
>
> **Maturity**: EXPERIMENTAL
### [kmath-stat](kmath-stat)
>
>
> **Maturity**: EXPERIMENTAL
### [kmath-symja](kmath-symja)
>
> Symja integration module
>
> **Maturity**: PROTOTYPE
### [kmath-tensorflow](kmath-tensorflow)
>
> Google tensorflow connector
>
> **Maturity**: PROTOTYPE
### [kmath-tensors](kmath-tensors)
>
>
> **Maturity**: PROTOTYPE
>
@@ -241,12 +228,11 @@ One can still use generic algebras though.
### [kmath-viktor](kmath-viktor)
>
> Binding for https://github.com/JetBrains-Research/viktor
>
> **Maturity**: DEVELOPMENT
> **Maturity**: DEPRECATED
### [test-utils](test-utils)
>
>
> **Maturity**: EXPERIMENTAL
@@ -256,22 +242,24 @@ One can still use generic algebras though.
KMath is developed as a multi-platform library, which means that most of the interfaces are declared in the
[common source sets](/kmath-core/src/commonMain) and implemented there wherever it is possible. In some cases, features
are delegated to platform-specific implementations even if they could be provided in the common module for performance
reasons. Currently, the Kotlin/JVM is the primary platform, however Kotlin/Native and Kotlin/JS contributions and
reasons. Currently, Kotlin/JVM is the primary platform, however, Kotlin/Native and Kotlin/JS contributions and
feedback are also welcome.
## Performance
Calculation performance is one of major goals of KMath in the future, but in some cases it is impossible to achieve both
Calculation of performance is one of the major goals of KMath in the future, but in some cases it is impossible to
achieve both
performance and flexibility.
We expect to focus on creating convenient universal API first and then work on increasing performance for specific
We expect to focus on creating a convenient universal API first and then work on increasing performance for specific
cases. We expect the worst KMath benchmarks will perform better than native Python, but worse than optimized
native/SciPy (mostly due to boxing operations on primitive numbers). The best performance of optimized parts could be better than SciPy.
native/SciPy (mostly due to boxing operations on primitive numbers). The best performance of optimized parts could be
better than SciPy.
## Requirements
KMath currently relies on JDK 11 for compilation and execution of Kotlin-JVM part. We recommend to use GraalVM-CE 11 for
execution to get better performance.
KMath currently relies on JDK 11 for compilation and execution of Kotlin-JVM part. We recommend using GraalVM-CE or
Oracle GraalVM for execution to get better performance.
### Repositories
@@ -291,11 +279,10 @@ dependencies {
}
```
Gradle `6.0+` is required for multiplatform artifacts.
## Contributing
The project requires a lot of additional work. The most important thing we need is a feedback about what features are
The project requires a lot of additional work. The most important thing we need is feedback about what features are
required the most. Feel free to create feature requests. We are also welcome to code contributions, especially in issues
marked with
[waiting for a hero](https://github.com/mipt-npm/kmath/labels/waiting%20for%20a%20hero) label.
marked
with [good first issue](hhttps://github.com/SciProgCentre/kmath/issues?q=is%3Aissue+is%3Aopen+label%3A%22good+first+issue%22)
label.

View File

@@ -1,4 +1,121 @@
# Module benchmarks
# BenchmarksResult
## Report for benchmark configuration <code>main</code>
* Run on OpenJDK 64-Bit Server VM (build 17.0.11+9) with Java process:
```
C:\Users\altavir\scoop\apps\gradle\current\.gradle\jdks\eclipse_adoptium-17-amd64-windows.2\bin\java.exe -Dfile.encoding=UTF-8 -Duser.country=US -Duser.language=en -Duser.variant
```
* JMH 1.21 was used in `thrpt` mode with 5 warmup iterations by 10 s and 5 measurement iterations by 10 s.
### [ArrayBenchmark](src/jvmMain/kotlin/space/kscience/kmath/benchmarks/ArrayBenchmark.kt)
| Benchmark | Score |
|:---------:|:-----:|
|`benchmarkArrayRead`|3.9E+06 &plusmn; 3.4E+05 ops/s|
|`benchmarkBufferRead`|4.0E+06 &plusmn; 3.2E+05 ops/s|
|`nativeBufferRead`|3.9E+06 &plusmn; 2.0E+05 ops/s|
### [BigIntBenchmark](src/jvmMain/kotlin/space/kscience/kmath/benchmarks/BigIntBenchmark.kt)
| Benchmark | Score |
|:---------:|:-----:|
|`jvmAdd`|3.1E+07 &plusmn; 1.8E+07 ops/s|
|`jvmAddLarge`|4.5E+04 &plusmn; 5.5E+03 ops/s|
|`jvmMultiply`|3.6E+07 &plusmn; 1.7E+07 ops/s|
|`jvmMultiplyLarge`|1.9E+02 &plusmn; 95 ops/s|
|`jvmParsing10`|4.0E+06 &plusmn; 8.8E+05 ops/s|
|`jvmParsing16`|3.6E+06 &plusmn; 6.5E+05 ops/s|
|`jvmPower`|25 &plusmn; 1.4 ops/s|
|`jvmSmallAdd`|5.7E+07 &plusmn; 9.7E+05 ops/s|
|`kmAdd`|2.6E+07 &plusmn; 8.8E+05 ops/s|
|`kmAddLarge`|2.3E+04 &plusmn; 1.2E+03 ops/s|
|`kmMultiply`|3.8E+07 &plusmn; 5.5E+06 ops/s|
|`kmMultiplyLarge`|36 &plusmn; 3.8 ops/s|
|`kmParsing10`|2.5E+06 &plusmn; 1.4E+05 ops/s|
|`kmParsing16`|3.7E+06 &plusmn; 4.7E+05 ops/s|
|`kmPower`|6.6 &plusmn; 1.0 ops/s|
|`kmSmallAdd`|2.0E+07 &plusmn; 1.7E+06 ops/s|
### [BufferBenchmark](src/jvmMain/kotlin/space/kscience/kmath/benchmarks/BufferBenchmark.kt)
| Benchmark | Score |
|:---------:|:-----:|
|`bufferViewReadWrite`|6.0E+06 &plusmn; 7.4E+05 ops/s|
|`bufferViewReadWriteSpecialized`|7.6E+05 &plusmn; 1.1E+04 ops/s|
|`complexBufferReadWrite`|2.4E+06 &plusmn; 2.7E+05 ops/s|
|`doubleArrayReadWrite`|7.3E+06 &plusmn; 4.3E+05 ops/s|
|`doubleBufferReadWrite`|7.3E+06 &plusmn; 3.4E+05 ops/s|
### [DotBenchmark](src/jvmMain/kotlin/space/kscience/kmath/benchmarks/DotBenchmark.kt)
| Benchmark | Score |
|:---------:|:-----:|
|`bufferedDot`|1.3 &plusmn; 0.032 ops/s|
|`cmDot`|0.42 &plusmn; 0.20 ops/s|
|`cmDotWithConversion`|0.83 &plusmn; 0.12 ops/s|
|`ejmlDot`|2.6 &plusmn; 0.049 ops/s|
|`ejmlDotWithConversion`|2.5 &plusmn; 0.075 ops/s|
|`multikDot`|25 &plusmn; 0.52 ops/s|
|`ojalgoDot`|11 &plusmn; 1.3 ops/s|
|`parallelDot`|11 &plusmn; 0.17 ops/s|
|`tensorDot`|1.1 &plusmn; 0.028 ops/s|
|`tfDot`|4.7 &plusmn; 0.14 ops/s|
### [ExpressionsInterpretersBenchmark](src/jvmMain/kotlin/space/kscience/kmath/benchmarks/ExpressionsInterpretersBenchmark.kt)
| Benchmark | Score |
|:---------:|:-----:|
|`asmGenericExpression`|12 &plusmn; 0.099 ops/s|
|`asmPrimitiveExpression`|26 &plusmn; 0.57 ops/s|
|`asmPrimitiveExpressionArray`|74 &plusmn; 1.7 ops/s|
|`functionalExpression`|5.3 &plusmn; 0.015 ops/s|
|`justCalculate`|74 &plusmn; 0.85 ops/s|
|`mstExpression`|4.2 &plusmn; 0.10 ops/s|
|`rawExpression`|25 &plusmn; 0.74 ops/s|
### [IntegrationBenchmark](src/jvmMain/kotlin/space/kscience/kmath/benchmarks/IntegrationBenchmark.kt)
| Benchmark | Score |
|:---------:|:-----:|
|`complexIntegration`|2.6E+03 &plusmn; 46 ops/s|
|`doubleIntegration`|2.8E+03 &plusmn; 1.1E+02 ops/s|
### [MatrixInverseBenchmark](src/jvmMain/kotlin/space/kscience/kmath/benchmarks/MatrixInverseBenchmark.kt)
| Benchmark | Score |
|:---------:|:-----:|
|`cmLUPInversion`|2.1E+03 &plusmn; 35 ops/s|
|`ejmlInverse`|1.2E+03 &plusmn; 27 ops/s|
|`kmathLupInversion`|4.0E+02 &plusmn; 52 ops/s|
|`kmathParallelLupInversion`|4.0E+02 &plusmn; 9.6 ops/s|
|`ojalgoInverse`|2.1E+03 &plusmn; 3.3E+02 ops/s|
### [MinStatisticBenchmark.kt](src/jvmMain/kotlin/space/kscience/kmath/benchmarks/MinStatisticBenchmark.kt)
| Benchmark | Score |
|:---------:|:-----:|
|`kotlinArrayMin`| 1875.7 &plusmn; 401.5 ops/s |
|`minBlocking`| 1357.9 &plusmn; 72.0 ops/s |
### [NDFieldBenchmark](src/jvmMain/kotlin/space/kscience/kmath/benchmarks/NDFieldBenchmark.kt)
| Benchmark | Score |
|:---------:|:-----:|
|`boxingFieldAdd`|1.7 &plusmn; 0.11 ops/s|
|`multikAdd`|7.0 &plusmn; 0.41 ops/s|
|`multikInPlaceAdd`|34 &plusmn; 1.7 ops/s|
|`specializedFieldAdd`|7.2 &plusmn; 1.2 ops/s|
|`tensorAdd`|7.2 &plusmn; 1.6 ops/s|
|`tensorInPlaceAdd`|7.4 &plusmn; 4.9 ops/s|
|`viktorAdd`|5.8 &plusmn; 0.65 ops/s|
### [ViktorBenchmark](src/jvmMain/kotlin/space/kscience/kmath/benchmarks/ViktorBenchmark.kt)
| Benchmark | Score |
|:---------:|:-----:|
|`doubleFieldAddition`|7.1 &plusmn; 2.0 ops/s|
|`rawViktor`|6.2 &plusmn; 1.0 ops/s|
|`viktorFieldAddition`|6.4 &plusmn; 0.29 ops/s|
### [ViktorLogBenchmark](src/jvmMain/kotlin/space/kscience/kmath/benchmarks/ViktorLogBenchmark.kt)
| Benchmark | Score |
|:---------:|:-----:|
|`rawViktorLog`|1.3 &plusmn; 0.016 ops/s|
|`realFieldLog`|1.3 &plusmn; 0.019 ops/s|
|`viktorFieldLog`|1.3 &plusmn; 0.020 ops/s|

View File

@@ -1,24 +1,30 @@
@file:Suppress("UNUSED_VARIABLE")
import org.jetbrains.kotlin.gradle.tasks.KotlinJvmCompile
import space.kscience.kmath.benchmarks.addBenchmarkProperties
import com.fasterxml.jackson.module.kotlin.jacksonObjectMapper
import com.fasterxml.jackson.module.kotlin.readValue
import kotlinx.benchmark.gradle.BenchmarksExtension
import java.util.*
plugins {
kotlin("multiplatform")
alias(spclibs.plugins.kotlin.plugin.allopen)
id("org.jetbrains.kotlinx.benchmark")
alias(spclibs.plugins.kotlinx.benchmark)
}
allOpen.annotation("org.openjdk.jmh.annotations.State")
sourceSets.register("benchmarks")
//sourceSets.register("benchmarks")
repositories {
mavenCentral()
}
val multikVersion: String by rootProject.extra
kotlin {
jvmToolchain(17)
compilerOptions {
optIn.addAll(
"space.kscience.kmath.UnstableKMathAPI"
)
}
jvm()
js(IR) {
@@ -29,6 +35,9 @@ kotlin {
all {
languageSettings {
progressiveMode = true
optIn("kotlin.contracts.ExperimentalContracts")
optIn("kotlin.ExperimentalUnsignedTypes")
optIn("space.kscience.kmath.UnstableKMathAPI")
}
}
@@ -42,23 +51,24 @@ kotlin {
implementation(project(":kmath-dimensions"))
implementation(project(":kmath-for-real"))
implementation(project(":kmath-tensors"))
implementation(project(":kmath-multik"))
implementation("org.jetbrains.kotlinx:multik-default:$multikVersion")
implementation(libs.multik.default)
implementation(spclibs.kotlinx.benchmark.runtime)
}
}
val jvmMain by getting {
dependencies {
implementation(project(":kmath-commons"))
implementation(project(":kmath-ejml"))
implementation(project(":kmath-nd4j"))
implementation(project(":kmath-kotlingrad"))
implementation(project(":kmath-viktor"))
implementation(project(":kmath-jafama"))
implementation(projects.kmathCommons)
implementation(projects.kmathEjml)
implementation(projects.kmathKotlingrad)
implementation(projects.kmathViktor)
implementation(projects.kmathOjalgo)
implementation(projects.kmath.kmathTensorflow)
implementation("org.tensorflow:tensorflow-core-platform:0.4.0")
implementation("org.nd4j:nd4j-native:1.0.0-M1")
implementation(projects.kmathMultik)
implementation(libs.tensorflow.core.platform)
// implementation(projects.kmathNd4j)
// implementation(libs.nd4j.native.platform)
// uncomment if your system supports AVX2
// val os = System.getProperty("os.name")
//
@@ -93,6 +103,11 @@ benchmark {
include("BufferBenchmark")
}
configurations.register("minStatistic") {
commonConfiguration()
include("MinStatisticBenchmark")
}
configurations.register("nd") {
commonConfiguration()
include("NDFieldBenchmark")
@@ -149,23 +164,121 @@ benchmark {
}
}
kotlin.sourceSets.all {
with(languageSettings) {
optIn("kotlin.contracts.ExperimentalContracts")
optIn("kotlin.ExperimentalUnsignedTypes")
optIn("space.kscience.kmath.misc.UnstableKMathAPI")
}
}
tasks.withType<KotlinJvmCompile> {
kotlinOptions {
jvmTarget = "11"
freeCompilerArgs = freeCompilerArgs + "-Xjvm-default=all" + "-Xlambdas=indy"
private data class JmhReport(
val jmhVersion: String,
val benchmark: String,
val mode: String,
val threads: Int,
val forks: Int,
val jvm: String,
val jvmArgs: List<String>,
val jdkVersion: String,
val vmName: String,
val vmVersion: String,
val warmupIterations: Int,
val warmupTime: String,
val warmupBatchSize: Int,
val measurementIterations: Int,
val measurementTime: String,
val measurementBatchSize: Int,
val params: Map<String, String> = emptyMap(),
val primaryMetric: PrimaryMetric,
val secondaryMetrics: Map<String, SecondaryMetric>,
) {
interface Metric {
val score: Double
val scoreError: Double
val scoreConfidence: List<Double>
val scorePercentiles: Map<Double, Double>
val scoreUnit: String
}
data class PrimaryMetric(
override val score: Double,
override val scoreError: Double,
override val scoreConfidence: List<Double>,
override val scorePercentiles: Map<Double, Double>,
override val scoreUnit: String,
val rawDataHistogram: List<List<List<List<Double>>>>? = null,
val rawData: List<List<Double>>? = null,
) : Metric
data class SecondaryMetric(
override val score: Double,
override val scoreError: Double,
override val scoreConfidence: List<Double>,
override val scorePercentiles: Map<Double, Double>,
override val scoreUnit: String,
val rawData: List<List<Double>>,
) : Metric
}
readme {
maturity = space.kscience.gradle.Maturity.EXPERIMENTAL
}
addBenchmarkProperties()
val jsonMapper = jacksonObjectMapper()
fun noun(number: Number, singular: String, plural: String) = if (number.toLong() == 1L) singular else plural
extensions.findByType(BenchmarksExtension::class.java)?.configurations?.forEach { cfg ->
val propertyName =
"benchmark${cfg.name.replaceFirstChar { if (it.isLowerCase()) it.titlecase(Locale.getDefault()) else it.toString() }}"
logger.info("Processing benchmark data from benchmark ${cfg.name} into readme property $propertyName")
val launches = layout.buildDirectory.dir("reports/benchmarks/${cfg.name}").get().asFile
if (!launches.exists()) return@forEach
property(propertyName) {
val resDirectory = launches.listFiles()?.maxByOrNull {
it.nameWithoutExtension
}
if (resDirectory == null || !(resDirectory.resolve("jvm.json")).exists()) {
"> **Can't find appropriate benchmark data. Try generating readme files after running benchmarks**."
} else {
val reports: List<JmhReport> =
jsonMapper.readValue<List<JmhReport>>(resDirectory.resolve("jvm.json"))
buildString {
appendLine("## Report for benchmark configuration <code>${cfg.name}</code>")
appendLine()
val first = reports.first()
appendLine("* Run on ${first.vmName} (build ${first.vmVersion}) with Java process:")
appendLine()
appendLine("```")
appendLine(
"${first.jvm} ${
first.jvmArgs.joinToString(" ")
}"
)
appendLine("```")
appendLine(
"* JMH ${first.jmhVersion} was used in `${first.mode}` mode with ${first.warmupIterations} warmup ${
noun(first.warmupIterations, "iteration", "iterations")
} by ${first.warmupTime} and ${first.measurementIterations} measurement ${
noun(first.measurementIterations, "iteration", "iterations")
} by ${first.measurementTime}."
)
reports.groupBy { it.benchmark.substringBeforeLast(".") }.forEach { (cl, compare) ->
appendLine("### [${cl.substringAfterLast(".")}](src/jvmMain/kotlin/${cl.replace(".","/")}.kt)")
appendLine()
appendLine("| Benchmark | Score |")
appendLine("|:---------:|:-----:|")
compare.forEach { report ->
val benchmarkName = report.benchmark.substringAfterLast(".")
val score = String.format("%.2G", report.primaryMetric.score)
val error = String.format("%.2G", report.primaryMetric.scoreError)
appendLine("|`$benchmarkName`|$score &plusmn; $error ${report.primaryMetric.scoreUnit}|")
}
}
}
}
}
}
}

View File

@@ -0,0 +1,5 @@
# BenchmarksResult
${benchmarkMain}

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/
@@ -11,9 +11,10 @@ import kotlinx.benchmark.Scope
import kotlinx.benchmark.State
import space.kscience.kmath.UnstableKMathAPI
import space.kscience.kmath.expressions.*
import space.kscience.kmath.operations.DoubleField
import space.kscience.kmath.operations.Float64Field
import space.kscience.kmath.operations.bindSymbol
import space.kscience.kmath.operations.invoke
import space.kscience.kmath.structures.Float64
import kotlin.math.sin
import kotlin.random.Random
import space.kscience.kmath.estree.compileToExpression as estreeCompileToExpression
@@ -67,7 +68,7 @@ class ExpressionsInterpretersBenchmark {
blackhole.consume(sum)
}
private fun invokeAndSum(expr: Expression<Double>, blackhole: Blackhole) {
private fun invokeAndSum(expr: Expression<Float64>, blackhole: Blackhole) {
val random = Random(0)
var sum = 0.0
val m = HashMap<Symbol, Double>()
@@ -84,7 +85,7 @@ class ExpressionsInterpretersBenchmark {
private val x by symbol
private const val times = 1_000_000
private val functional = DoubleField.expression {
private val functional = Float64Field.expression {
val x = bindSymbol(Symbol.x)
x * number(2.0) + 2.0 / x - 16.0 / sin(x)
}
@@ -93,13 +94,14 @@ class ExpressionsInterpretersBenchmark {
x * 2.0 + number(2.0) / x - number(16.0) / sin(x)
}
private val mst = node.toExpression(DoubleField)
@OptIn(UnstableKMathAPI::class)
private val wasm = node.wasmCompileToExpression(DoubleField)
private val estree = node.estreeCompileToExpression(DoubleField)
private val mst = node.toExpression(Float64Field)
private val raw = Expression<Double> { args ->
val x = args[x]!!
@OptIn(UnstableKMathAPI::class)
private val wasm = node.wasmCompileToExpression(Float64Field)
private val estree = node.estreeCompileToExpression(Float64Field)
private val raw = Expression<Float64> { args ->
val x = args.getValue(x)
x * 2.0 + 2.0 / x - 16.0 / sin(x)
}
}

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/
@@ -67,7 +67,7 @@ internal class BigIntBenchmark {
@Benchmark
fun kmMultiplyLarge(blackhole: Blackhole) = BigIntField {
blackhole.consume(kmLargeNumber*kmLargeNumber)
blackhole.consume(kmLargeNumber * kmLargeNumber)
}
@Benchmark
@@ -77,7 +77,7 @@ internal class BigIntBenchmark {
@Benchmark
fun jvmMultiplyLarge(blackhole: Blackhole) = JBigIntegerField {
blackhole.consume(jvmLargeNumber*jvmLargeNumber)
blackhole.consume(jvmLargeNumber * jvmLargeNumber)
}
@Benchmark

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/
@@ -14,7 +14,7 @@ import space.kscience.kmath.complex.ComplexField
import space.kscience.kmath.complex.complex
import space.kscience.kmath.operations.invoke
import space.kscience.kmath.structures.Buffer
import space.kscience.kmath.structures.DoubleBuffer
import space.kscience.kmath.structures.Float64Buffer
import space.kscience.kmath.structures.getDouble
import space.kscience.kmath.structures.permute
@@ -33,7 +33,7 @@ internal class BufferBenchmark {
@Benchmark
fun doubleBufferReadWrite(blackhole: Blackhole) {
val buffer = DoubleBuffer(size) { it.toDouble() }
val buffer = Float64Buffer(size) { it.toDouble() }
var res = 0.0
(0 until size).forEach {
res += buffer[it]
@@ -43,7 +43,7 @@ internal class BufferBenchmark {
@Benchmark
fun bufferViewReadWrite(blackhole: Blackhole) {
val buffer = DoubleBuffer(size) { it.toDouble() }.permute(reversedIndices)
val buffer = Float64Buffer(size) { it.toDouble() }.permute(reversedIndices)
var res = 0.0
(0 until size).forEach {
res += buffer[it]
@@ -53,7 +53,7 @@ internal class BufferBenchmark {
@Benchmark
fun bufferViewReadWriteSpecialized(blackhole: Blackhole) {
val buffer = DoubleBuffer(size) { it.toDouble() }.permute(reversedIndices)
val buffer = Float64Buffer(size) { it.toDouble() }.permute(reversedIndices)
var res = 0.0
(0 until size).forEach {
res += buffer.getDouble(it)
@@ -75,6 +75,6 @@ internal class BufferBenchmark {
private companion object {
private const val size = 100
private val reversedIndices = IntArray(size){it}.apply { reverse() }
private val reversedIndices = IntArray(size) { it }.apply { reverse() }
}
}

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/
@@ -11,12 +11,13 @@ import kotlinx.benchmark.Scope
import kotlinx.benchmark.State
import space.kscience.kmath.commons.linear.CMLinearSpace
import space.kscience.kmath.ejml.EjmlLinearSpaceDDRM
import space.kscience.kmath.linear.Float64ParallelLinearSpace
import space.kscience.kmath.linear.invoke
import space.kscience.kmath.linear.linearSpace
import space.kscience.kmath.operations.DoubleField
import space.kscience.kmath.operations.invoke
import space.kscience.kmath.ojalgo.Ojalgo
import space.kscience.kmath.ojalgo.linearSpace
import space.kscience.kmath.operations.Float64Field
import space.kscience.kmath.tensorflow.produceWithTF
import space.kscience.kmath.tensors.core.DoubleTensorAlgebra
import space.kscience.kmath.tensors.core.tensorAlgebra
import kotlin.random.Random
@@ -27,10 +28,10 @@ internal class DotBenchmark {
const val dim = 1000
//creating invertible matrix
val matrix1 = DoubleField.linearSpace.buildMatrix(dim, dim) { _, _ ->
val matrix1 = Float64Field.linearSpace.buildMatrix(dim, dim) { _, _ ->
random.nextDouble()
}
val matrix2 = DoubleField.linearSpace.buildMatrix(dim, dim) { _, _ ->
val matrix2 = Float64Field.linearSpace.buildMatrix(dim, dim) { _, _ ->
random.nextDouble()
}
@@ -45,7 +46,7 @@ internal class DotBenchmark {
@Benchmark
fun tfDot(blackhole: Blackhole) {
blackhole.consume(
DoubleField.produceWithTF {
Float64Field.produceWithTF {
matrix1 dot matrix1
}
)
@@ -57,13 +58,13 @@ internal class DotBenchmark {
}
@Benchmark
fun cmDot(blackhole: Blackhole) = CMLinearSpace {
blackhole.consume(cmMatrix1 dot cmMatrix2)
fun cmDot(blackhole: Blackhole): Unit = CMLinearSpace {
blackhole.consume(cmMatrix1.asMatrix() dot cmMatrix2.asMatrix())
}
@Benchmark
fun ejmlDot(blackhole: Blackhole) = EjmlLinearSpaceDDRM {
blackhole.consume(ejmlMatrix1 dot ejmlMatrix2)
fun ejmlDot(blackhole: Blackhole): Unit = EjmlLinearSpaceDDRM {
blackhole.consume(ejmlMatrix1.asMatrix() dot ejmlMatrix2.asMatrix())
}
@Benchmark
@@ -72,7 +73,7 @@ internal class DotBenchmark {
}
@Benchmark
fun tensorDot(blackhole: Blackhole) = with(DoubleField.tensorAlgebra) {
fun ojalgoDot(blackhole: Blackhole) = Ojalgo.R064.linearSpace {
blackhole.consume(matrix1 dot matrix2)
}
@@ -82,17 +83,18 @@ internal class DotBenchmark {
}
@Benchmark
fun bufferedDot(blackhole: Blackhole) = with(DoubleField.linearSpace) {
fun tensorDot(blackhole: Blackhole) = with(Float64Field.tensorAlgebra) {
blackhole.consume(matrix1 dot matrix2)
}
@Benchmark
fun doubleDot(blackhole: Blackhole) = with(DoubleField.linearSpace) {
fun bufferedDot(blackhole: Blackhole) = with(Float64Field.linearSpace) {
blackhole.consume(matrix1 dot matrix2)
}
@Benchmark
fun doubleTensorDot(blackhole: Blackhole) = DoubleTensorAlgebra.invoke {
fun parallelDot(blackhole: Blackhole) = with(Float64ParallelLinearSpace) {
blackhole.consume(matrix1 dot matrix2)
}
}

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/
@@ -12,9 +12,10 @@ import kotlinx.benchmark.State
import space.kscience.kmath.asm.compileToExpression
import space.kscience.kmath.expressions.*
import space.kscience.kmath.operations.Algebra
import space.kscience.kmath.operations.DoubleField
import space.kscience.kmath.operations.Float64Field
import space.kscience.kmath.operations.bindSymbol
import space.kscience.kmath.operations.invoke
import space.kscience.kmath.structures.Float64
import kotlin.math.sin
import kotlin.random.Random
@@ -83,7 +84,7 @@ internal class ExpressionsInterpretersBenchmark {
blackhole.consume(sum)
}
private fun invokeAndSum(expr: Expression<Double>, blackhole: Blackhole) {
private fun invokeAndSum(expr: Expression<Float64>, blackhole: Blackhole) {
val random = Random(0)
var sum = 0.0
val m = HashMap<Symbol, Double>()
@@ -100,7 +101,7 @@ internal class ExpressionsInterpretersBenchmark {
private val x by symbol
private const val times = 1_000_000
private val functional = DoubleField.expression {
private val functional = Float64Field.expression {
val x = bindSymbol(Symbol.x)
x * number(2.0) + 2.0 / x - 16.0 / sin(x)
}
@@ -109,14 +110,14 @@ internal class ExpressionsInterpretersBenchmark {
x * 2.0 + number(2.0) / x - number(16.0) / sin(x)
}
private val mst = node.toExpression(DoubleField)
private val mst = node.toExpression(Float64Field)
private val asmPrimitive = node.compileToExpression(DoubleField)
private val asmPrimitive = node.compileToExpression(Float64Field)
private val xIdx = asmPrimitive.indexer.indexOf(x)
private val asmGeneric = node.compileToExpression(DoubleField as Algebra<Double>)
private val asmGeneric = node.compileToExpression(Float64Field as Algebra<Float64>)
private val raw = Expression<Double> { args ->
private val raw = Expression<Float64> { args ->
val x = args[x]!!
x * 2.0 + 2.0 / x - 16.0 / sin(x)
}

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2023 KMath contributors.
* Copyright 2018-2024 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.
*/
@@ -24,7 +24,7 @@ internal class IntegrationBenchmark {
fun doubleIntegration(blackhole: Blackhole) {
val res = Double.algebra.gaussIntegrator.integrate(0.0..1.0, intervals = 1000) { x: Double ->
//sin(1 / x)
1/x
1 / x
}.value
blackhole.consume(res)
}
@@ -33,7 +33,7 @@ internal class IntegrationBenchmark {
fun complexIntegration(blackhole: Blackhole) = with(Complex.algebra) {
val res = gaussIntegrator.integrate(0.0..1.0, intervals = 1000) { x: Double ->
// sin(1 / x) + i * cos(1 / x)
1/x - i/x
1 / x - i / x
}.value
blackhole.consume(res)
}

View File

@@ -1,42 +0,0 @@
/*
* Copyright 2018-2022 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.benchmarks
import kotlinx.benchmark.Blackhole
import org.openjdk.jmh.annotations.Benchmark
import org.openjdk.jmh.annotations.Scope
import org.openjdk.jmh.annotations.State
import space.kscience.kmath.jafama.JafamaDoubleField
import space.kscience.kmath.jafama.StrictJafamaDoubleField
import space.kscience.kmath.operations.DoubleField
import space.kscience.kmath.operations.invoke
import kotlin.contracts.InvocationKind
import kotlin.contracts.contract
import kotlin.random.Random
@State(Scope.Benchmark)
internal class JafamaBenchmark {
@Benchmark
fun jafama(blackhole: Blackhole) = invokeBenchmarks(blackhole) { x ->
JafamaDoubleField { x * power(x, 4) * exp(x) / cos(x) + sin(x) }
}
@Benchmark
fun core(blackhole: Blackhole) = invokeBenchmarks(blackhole) { x ->
DoubleField { x * power(x, 4) * exp(x) / cos(x) + sin(x) }
}
@Benchmark
fun strictJafama(blackhole: Blackhole) = invokeBenchmarks(blackhole) { x ->
StrictJafamaDoubleField { x * power(x, 4) * exp(x) / cos(x) + sin(x) }
}
}
private inline fun invokeBenchmarks(blackhole: Blackhole, expr: (Double) -> Double) {
contract { callsInPlace(expr, InvocationKind.AT_LEAST_ONCE) }
val rng = Random(0)
repeat(1000000) { blackhole.consume(expr(rng.nextDouble())) }
}

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/
@@ -12,9 +12,9 @@ import kotlinx.benchmark.State
import space.kscience.kmath.commons.linear.CMLinearSpace
import space.kscience.kmath.commons.linear.lupSolver
import space.kscience.kmath.ejml.EjmlLinearSpaceDDRM
import space.kscience.kmath.linear.invoke
import space.kscience.kmath.linear.linearSpace
import space.kscience.kmath.linear.lupSolver
import space.kscience.kmath.linear.*
import space.kscience.kmath.ojalgo.Ojalgo
import space.kscience.kmath.ojalgo.linearSpace
import space.kscience.kmath.operations.algebra
import kotlin.random.Random
@@ -38,16 +38,23 @@ internal class MatrixInverseBenchmark {
}
@Benchmark
fun cmLUPInversion(blackhole: Blackhole) {
CMLinearSpace {
blackhole.consume(lupSolver().inverse(matrix))
}
fun kmathParallelLupInversion(blackhole: Blackhole) {
blackhole.consume(Double.algebra.linearSpace.parallel.lupSolver().inverse(matrix))
}
@Benchmark
fun ejmlInverse(blackhole: Blackhole) {
EjmlLinearSpaceDDRM {
blackhole.consume(matrix.toEjml().inverse())
}
fun cmLUPInversion(blackhole: Blackhole) = CMLinearSpace {
blackhole.consume(lupSolver().inverse(matrix))
}
@Benchmark
fun ejmlInverse(blackhole: Blackhole) = EjmlLinearSpaceDDRM {
blackhole.consume(matrix.inverted())
}
@Benchmark
fun ojalgoInverse(blackhole: Blackhole) = Ojalgo.R064.linearSpace {
blackhole.consume(matrix.getOrComputeAttribute(Inverted))
}
}

View File

@@ -0,0 +1,44 @@
/*
* Copyright 2018-2025 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.benchmarks
import kotlinx.benchmark.Benchmark
import kotlinx.benchmark.Blackhole
import kotlinx.benchmark.Scope
import kotlinx.benchmark.State
import kotlinx.coroutines.runBlocking
import space.kscience.kmath.operations.Float64Field
import space.kscience.kmath.stat.min
import space.kscience.kmath.structures.*
@State(Scope.Benchmark)
internal class MinStatisticBenchmark {
@Benchmark
fun kotlinArrayMin(blackhole: Blackhole) {
val array = DoubleArray(size) { it.toDouble() }
var res = 0.0
(0 until size).forEach {
res += array.min()
}
blackhole.consume(res)
}
@Benchmark
fun minBlocking(blackhole: Blackhole) {
val buffer = Float64Buffer(size) { it.toDouble() }
var res = 0.0
(0 until size).forEach {
res += Float64Field.min.evaluateBlocking(buffer)
}
blackhole.consume(res)
}
private companion object {
private const val size = 1000
}
}

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/
@@ -15,8 +15,8 @@ import org.jetbrains.kotlinx.multik.ndarray.data.DN
import org.jetbrains.kotlinx.multik.ndarray.data.DataType
import space.kscience.kmath.UnsafeKMathAPI
import space.kscience.kmath.nd.*
import space.kscience.kmath.nd4j.nd4j
import space.kscience.kmath.operations.DoubleField
import space.kscience.kmath.operations.Float64Field
import space.kscience.kmath.structures.Float64
import space.kscience.kmath.tensors.core.DoubleTensor
import space.kscience.kmath.tensors.core.one
import space.kscience.kmath.tensors.core.tensorAlgebra
@@ -25,30 +25,39 @@ import space.kscience.kmath.viktor.viktorAlgebra
@State(Scope.Benchmark)
internal class NDFieldBenchmark {
private companion object {
private const val dim = 1000
private const val n = 100
private val shape = ShapeND(dim, dim)
private val specializedField = Float64Field.ndAlgebra
private val genericField = BufferedFieldOpsND(Float64Field)
private val viktorField = Float64Field.viktorAlgebra
}
@Benchmark
fun specializedFieldAdd(blackhole: Blackhole) = with(specializedField) {
var res: StructureND<Double> = one(shape)
var res: StructureND<Float64> = one(shape)
repeat(n) { res += 1.0 }
blackhole.consume(res)
}
@Benchmark
fun boxingFieldAdd(blackhole: Blackhole) = with(genericField) {
var res: StructureND<Double> = one(shape)
var res: StructureND<Float64> = one(shape)
repeat(n) { res += 1.0 }
blackhole.consume(res)
}
@Benchmark
fun multikAdd(blackhole: Blackhole) = with(multikAlgebra) {
var res: StructureND<Double> = one(shape)
var res: StructureND<Float64> = one(shape)
repeat(n) { res += 1.0 }
blackhole.consume(res)
}
@Benchmark
fun viktorAdd(blackhole: Blackhole) = with(viktorField) {
var res: StructureND<Double> = one(shape)
var res: StructureND<Float64> = one(shape)
repeat(n) { res += 1.0 }
blackhole.consume(res)
}
@@ -77,18 +86,10 @@ internal class NDFieldBenchmark {
// @Benchmark
// fun nd4jAdd(blackhole: Blackhole) = with(nd4jField) {
// var res: StructureND<Double> = one(dim, dim)
// var res: StructureND<Float64> = one(dim, dim)
// repeat(n) { res += 1.0 }
// blackhole.consume(res)
// }
private companion object {
private const val dim = 1000
private const val n = 100
private val shape = ShapeND(dim, dim)
private val specializedField = DoubleField.ndAlgebra
private val genericField = BufferedFieldOpsND(DoubleField)
private val nd4jField = DoubleField.nd4j
private val viktorField = DoubleField.viktorAlgebra
}
}

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/
@@ -9,10 +9,10 @@ import kotlinx.benchmark.Benchmark
import kotlinx.benchmark.Blackhole
import kotlinx.benchmark.Scope
import kotlinx.benchmark.State
import space.kscience.kmath.linear.MatrixBuilder
import space.kscience.kmath.linear.linearSpace
import space.kscience.kmath.linear.matrix
import space.kscience.kmath.linear.symmetric
import space.kscience.kmath.operations.DoubleField
import space.kscience.kmath.operations.Float64Field
import space.kscience.kmath.tensors.core.symEigJacobi
import space.kscience.kmath.tensors.core.symEigSvd
import space.kscience.kmath.tensors.core.tensorAlgebra
@@ -24,7 +24,7 @@ internal class TensorAlgebraBenchmark {
private val random = Random(12224)
private const val dim = 30
private val matrix = DoubleField.linearSpace.matrix(dim, dim).symmetric { _, _ -> random.nextDouble() }
private val matrix = Float64Field.linearSpace.MatrixBuilder(dim, dim).symmetric { _, _ -> random.nextDouble() }
}
@Benchmark

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/
@@ -14,7 +14,8 @@ import space.kscience.kmath.nd.ShapeND
import space.kscience.kmath.nd.StructureND
import space.kscience.kmath.nd.ndAlgebra
import space.kscience.kmath.nd.one
import space.kscience.kmath.operations.DoubleField
import space.kscience.kmath.operations.Float64Field
import space.kscience.kmath.structures.Float64
import space.kscience.kmath.viktor.ViktorFieldND
@State(Scope.Benchmark)
@@ -23,7 +24,7 @@ internal class ViktorBenchmark {
@Benchmark
fun doubleFieldAddition(blackhole: Blackhole) {
with(doubleField) {
var res: StructureND<Double> = one(shape)
var res: StructureND<Float64> = one(shape)
repeat(n) { res += 1.0 }
blackhole.consume(res)
}
@@ -52,7 +53,7 @@ internal class ViktorBenchmark {
private val shape = ShapeND(dim, dim)
// automatically build context most suited for given type.
private val doubleField = DoubleField.ndAlgebra
private val doubleField = Float64Field.ndAlgebra
private val viktorField = ViktorFieldND(dim, dim)
}
}

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/
@@ -13,7 +13,7 @@ import org.jetbrains.bio.viktor.F64Array
import space.kscience.kmath.nd.ShapeND
import space.kscience.kmath.nd.ndAlgebra
import space.kscience.kmath.nd.one
import space.kscience.kmath.operations.DoubleField
import space.kscience.kmath.operations.Float64Field
import space.kscience.kmath.viktor.ViktorFieldND
@State(Scope.Benchmark)
@@ -52,7 +52,7 @@ internal class ViktorLogBenchmark {
private val shape = ShapeND(dim, dim)
// automatically build context most suited for given type.
private val doubleField = DoubleField.ndAlgebra
private val doubleField = Float64Field.ndAlgebra
private val viktorField = ViktorFieldND(dim, dim)
}
}

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/

View File

@@ -1,10 +1,9 @@
import space.kscience.gradle.isInDevelopment
import space.kscience.gradle.useApache2Licence
import space.kscience.gradle.useSPCTeam
plugins {
id("space.kscience.gradle.project")
id("org.jetbrains.kotlinx.kover") version "0.6.0"
alias(spclibs.plugins.kscience.project)
alias(spclibs.plugins.kotlinx.kover)
}
allprojects {
@@ -15,30 +14,49 @@ allprojects {
}
group = "space.kscience"
version = "0.3.1-dev-RC"
version = "0.4.3-dev-1"
}
dependencies {
subprojects.forEach {
dokka(it)
}
}
dokka{
dokkaSourceSets.configureEach {
val readmeFile = projectDir.resolve("README.md")
if (readmeFile.exists()) includes.from(readmeFile)
}
}
subprojects {
if (name.startsWith("kmath")) apply<MavenPublishPlugin>()
plugins.withId("org.jetbrains.dokka") {
tasks.withType<org.jetbrains.dokka.gradle.DokkaTaskPartial> {
dependsOn(tasks["assemble"])
dokkaSourceSets.all {
val readmeFile = this@subprojects.projectDir.resolve("README.md")
dokka {
dokkaSourceSets.configureEach {
val readmeFile = projectDir.resolve("README.md")
if (readmeFile.exists()) includes.from(readmeFile)
val kotlinDirPath = "src/$name/kotlin"
val kotlinDir = file(kotlinDirPath)
if (kotlinDir.exists()) sourceLink {
localDirectory.set(kotlinDir)
remoteUrl.set(
java.net.URL("https://github.com/SciProgCentre/kmath/tree/master/${this@subprojects.name}/$kotlinDirPath")
remoteUrl(
"https://github.com/SciProgCentre/kmath/tree/master/${name}/$kotlinDirPath"
)
}
fun externalDocumentationLink(url: String, packageListUrl: String? = null){
externalDocumentationLinks.register(url) {
url(url)
packageListUrl?.let {
packageListUrl(it)
}
}
}
externalDocumentationLink("https://commons.apache.org/proper/commons-math/javadocs/api-3.6.1/")
externalDocumentationLink("https://deeplearning4j.org/api/latest/")
externalDocumentationLink("https://axelclk.bitbucket.io/symja/javadoc/")
@@ -49,11 +67,12 @@ subprojects {
)
externalDocumentationLink(
"https://breandan.net/kotlingrad/kotlingrad/",
"https://breandan.net/kotlingrad/kotlingrad/kotlingrad/package-list",
"https://breandan.net/kotlingrad/kotlingrad",
"https://breandan.net/kotlingrad/package-list",
)
}
}
}
}
@@ -64,17 +83,8 @@ ksciencePublish {
useApache2Licence()
useSPCTeam()
}
github("kmath", "SciProgCentre")
space(
if (isInDevelopment) {
"https://maven.pkg.jetbrains.space/spc/p/sci/dev"
} else {
"https://maven.pkg.jetbrains.space/spc/p/sci/maven"
}
)
sonatype()
repository("spc", "https://maven.sciprog.center/kscience")
central()
}
apiValidation.nonPublicMarkers.add("space.kscience.kmath.misc.UnstableKMathAPI")
val multikVersion by extra("0.2.0")
apiValidation.nonPublicMarkers.add("space.kscience.kmath.UnstableKMathAPI")

View File

@@ -1,31 +0,0 @@
plugins {
`kotlin-dsl`
`version-catalog`
}
java.targetCompatibility = JavaVersion.VERSION_11
repositories {
mavenLocal()
maven("https://repo.kotlin.link")
mavenCentral()
gradlePluginPortal()
}
val toolsVersion = spclibs.versions.tools.get()
val kotlinVersion = spclibs.versions.kotlin.asProvider().get()
val benchmarksVersion = spclibs.versions.kotlinx.benchmark.get()
dependencies {
api("space.kscience:gradle-tools:$toolsVersion")
//plugins form benchmarks
api("org.jetbrains.kotlinx:kotlinx-benchmark-plugin:0.4.7")
//api("org.jetbrains.kotlin:kotlin-allopen:$kotlinVersion")
//to be used inside build-script only
//implementation(spclibs.kotlinx.serialization.json)
implementation("com.fasterxml.jackson.module:jackson-module-kotlin:2.14.+")
}
kotlin.sourceSets.all {
languageSettings.optIn("kotlin.OptIn")
}

View File

@@ -1,33 +0,0 @@
/*
* 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.
*/
enableFeaturePreview("TYPESAFE_PROJECT_ACCESSORS")
dependencyResolutionManagement {
val projectProperties = java.util.Properties()
file("../gradle.properties").inputStream().use {
projectProperties.load(it)
}
projectProperties.forEach { key, value ->
extra.set(key.toString(), value)
}
val toolsVersion: String = projectProperties["toolsVersion"].toString()
repositories {
mavenLocal()
maven("https://repo.kotlin.link")
mavenCentral()
gradlePluginPortal()
}
versionCatalogs {
create("spclibs") {
from("space.kscience:version-catalog:$toolsVersion")
}
}
}

View File

@@ -1,55 +0,0 @@
/*
* Copyright 2018-2022 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.benchmarks
data class JmhReport(
val jmhVersion: String,
val benchmark: String,
val mode: String,
val threads: Int,
val forks: Int,
val jvm: String,
val jvmArgs: List<String>,
val jdkVersion: String,
val vmName: String,
val vmVersion: String,
val warmupIterations: Int,
val warmupTime: String,
val warmupBatchSize: Int,
val measurementIterations: Int,
val measurementTime: String,
val measurementBatchSize: Int,
val params: Map<String, String> = emptyMap(),
val primaryMetric: PrimaryMetric,
val secondaryMetrics: Map<String, SecondaryMetric>,
) {
interface Metric {
val score: Double
val scoreError: Double
val scoreConfidence: List<Double>
val scorePercentiles: Map<Double, Double>
val scoreUnit: String
}
data class PrimaryMetric(
override val score: Double,
override val scoreError: Double,
override val scoreConfidence: List<Double>,
override val scorePercentiles: Map<Double, Double>,
override val scoreUnit: String,
val rawDataHistogram: List<List<List<List<Double>>>>? = null,
val rawData: List<List<Double>>? = null,
) : Metric
data class SecondaryMetric(
override val score: Double,
override val scoreError: Double,
override val scoreConfidence: List<Double>,
override val scorePercentiles: Map<Double, Double>,
override val scoreUnit: String,
val rawData: List<List<Double>>,
) : Metric
}

View File

@@ -1,104 +0,0 @@
/*
* Copyright 2018-2022 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.benchmarks
import kotlinx.benchmark.gradle.BenchmarksExtension
import com.fasterxml.jackson.module.kotlin.jacksonObjectMapper
import com.fasterxml.jackson.module.kotlin.readValue
import org.gradle.api.Project
import space.kscience.gradle.KScienceReadmeExtension
import java.time.LocalDateTime
import java.time.ZoneId
import java.time.format.DateTimeFormatter
import java.time.format.DateTimeFormatterBuilder
import java.time.format.SignStyle
import java.time.temporal.ChronoField.*
private val ISO_DATE_TIME: DateTimeFormatter = DateTimeFormatterBuilder().run {
parseCaseInsensitive()
appendValue(YEAR, 4, 10, SignStyle.EXCEEDS_PAD)
appendLiteral('-')
appendValue(MONTH_OF_YEAR, 2)
appendLiteral('-')
appendValue(DAY_OF_MONTH, 2)
appendLiteral('T')
appendValue(HOUR_OF_DAY, 2)
appendLiteral('.')
appendValue(MINUTE_OF_HOUR, 2)
optionalStart()
appendLiteral('.')
appendValue(SECOND_OF_MINUTE, 2)
optionalStart()
appendFraction(NANO_OF_SECOND, 0, 9, true)
optionalStart()
appendOffsetId()
optionalStart()
appendLiteral('[')
parseCaseSensitive()
appendZoneRegionId()
appendLiteral(']')
toFormatter()
}
private fun noun(number: Number, singular: String, plural: String) = if (number.toLong() == 1L) singular else plural
private val jsonMapper = jacksonObjectMapper()
fun Project.addBenchmarkProperties() {
val benchmarksProject = this
rootProject.subprojects.forEach { p ->
p.extensions.findByType(KScienceReadmeExtension::class.java)?.run {
benchmarksProject.extensions.findByType(BenchmarksExtension::class.java)?.configurations?.forEach { cfg ->
property("benchmark${cfg.name.capitalize()}") {
val launches = benchmarksProject.buildDir.resolve("reports/benchmarks/${cfg.name}")
val resDirectory = launches.listFiles()?.maxByOrNull {
LocalDateTime.parse(it.name, ISO_DATE_TIME).atZone(ZoneId.systemDefault()).toInstant()
}
if (resDirectory == null || !(resDirectory.resolve("jvm.json")).exists()) {
"> **Can't find appropriate benchmark data. Try generating readme files after running benchmarks**."
} else {
val reports: List<JmhReport> = jsonMapper.readValue<List<JmhReport>>(resDirectory.resolve("jvm.json"))
buildString {
appendLine("<details>")
appendLine("<summary>")
appendLine("Report for benchmark configuration <code>${cfg.name}</code>")
appendLine("</summary>")
appendLine()
val first = reports.first()
appendLine("* Run on ${first.vmName} (build ${first.vmVersion}) with Java process:")
appendLine()
appendLine("```")
appendLine("${first.jvm} ${
first.jvmArgs.joinToString(" ")
}")
appendLine("```")
appendLine("* JMH ${first.jmhVersion} was used in `${first.mode}` mode with ${first.warmupIterations} warmup ${
noun(first.warmupIterations, "iteration", "iterations")
} by ${first.warmupTime} and ${first.measurementIterations} measurement ${
noun(first.measurementIterations, "iteration", "iterations")
} by ${first.measurementTime}.")
appendLine()
appendLine("| Benchmark | Score |")
appendLine("|:---------:|:-----:|")
reports.forEach { report ->
appendLine("|`${report.benchmark}`|${report.primaryMetric.score} &plusmn; ${report.primaryMetric.scoreError} ${report.primaryMetric.scoreUnit}|")
}
appendLine("</details>")
}
}
}
}
}
}
}

View File

@@ -1,427 +0,0 @@
/*
* Copyright 2018-2022 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.
*/
@file:Suppress("KDocUnresolvedReference")
package space.kscience.kmath.ejml.codegen
import org.intellij.lang.annotations.Language
import java.io.File
private fun Appendable.appendEjmlVector(type: String, ejmlMatrixType: String) {
@Language("kotlin") val text = """/**
* [EjmlVector] specialization for [$type].
*/
public class Ejml${type}Vector<out M : $ejmlMatrixType>(override val origin: M) : EjmlVector<$type, M>(origin) {
init {
require(origin.numRows == 1) { "The origin matrix must have only one row to form a vector" }
}
override operator fun get(index: Int): $type = origin[0, index]
}"""
appendLine(text)
appendLine()
}
private fun Appendable.appendEjmlMatrix(type: String, ejmlMatrixType: String) {
val text = """/**
* [EjmlMatrix] specialization for [$type].
*/
public class Ejml${type}Matrix<out M : $ejmlMatrixType>(override val origin: M) : EjmlMatrix<$type, M>(origin) {
override operator fun get(i: Int, j: Int): $type = origin[i, j]
}"""
appendLine(text)
appendLine()
}
private fun Appendable.appendEjmlLinearSpace(
type: String,
kmathAlgebra: String,
ejmlMatrixParentTypeMatrix: String,
ejmlMatrixType: String,
ejmlMatrixDenseType: String,
ops: String,
denseOps: String,
isDense: Boolean,
) {
@Language("kotlin") val text = """/**
* [EjmlLinearSpace] implementation based on [CommonOps_$ops], [DecompositionFactory_${ops}] operations and
* [${ejmlMatrixType}] matrices.
*/
public object EjmlLinearSpace${ops} : EjmlLinearSpace<${type}, ${kmathAlgebra}, $ejmlMatrixType>() {
/**
* The [${kmathAlgebra}] reference.
*/
override val elementAlgebra: $kmathAlgebra get() = $kmathAlgebra
@Suppress("UNCHECKED_CAST")
override fun Matrix<${type}>.toEjml(): Ejml${type}Matrix<${ejmlMatrixType}> = when {
this is Ejml${type}Matrix<*> && origin is $ejmlMatrixType -> this as Ejml${type}Matrix<${ejmlMatrixType}>
else -> buildMatrix(rowNum, colNum) { i, j -> get(i, j) }
}
@Suppress("UNCHECKED_CAST")
override fun Point<${type}>.toEjml(): Ejml${type}Vector<${ejmlMatrixType}> = when {
this is Ejml${type}Vector<*> && origin is $ejmlMatrixType -> this as Ejml${type}Vector<${ejmlMatrixType}>
else -> Ejml${type}Vector(${ejmlMatrixType}(size, 1).also {
(0 until it.numRows).forEach { row -> it[row, 0] = get(row) }
})
}
override fun buildMatrix(
rows: Int,
columns: Int,
initializer: ${kmathAlgebra}.(i: Int, j: Int) -> ${type},
): Ejml${type}Matrix<${ejmlMatrixType}> = ${ejmlMatrixType}(rows, columns).also {
(0 until rows).forEach { row ->
(0 until columns).forEach { col -> it[row, col] = elementAlgebra.initializer(row, col) }
}
}.wrapMatrix()
override fun buildVector(
size: Int,
initializer: ${kmathAlgebra}.(Int) -> ${type},
): Ejml${type}Vector<${ejmlMatrixType}> = Ejml${type}Vector(${ejmlMatrixType}(size, 1).also {
(0 until it.numRows).forEach { row -> it[row, 0] = elementAlgebra.initializer(row) }
})
private fun <T : ${ejmlMatrixParentTypeMatrix}> T.wrapMatrix() = Ejml${type}Matrix(this)
private fun <T : ${ejmlMatrixParentTypeMatrix}> T.wrapVector() = Ejml${type}Vector(this)
override fun Matrix<${type}>.unaryMinus(): Matrix<${type}> = this * elementAlgebra { -one }
override fun Matrix<${type}>.dot(other: Matrix<${type}>): Ejml${type}Matrix<${ejmlMatrixType}> {
val out = ${ejmlMatrixType}(1, 1)
CommonOps_${ops}.mult(toEjml().origin, other.toEjml().origin, out)
return out.wrapMatrix()
}
override fun Matrix<${type}>.dot(vector: Point<${type}>): Ejml${type}Vector<${ejmlMatrixType}> {
val out = ${ejmlMatrixType}(1, 1)
CommonOps_${ops}.mult(toEjml().origin, vector.toEjml().origin, out)
return out.wrapVector()
}
override operator fun Matrix<${type}>.minus(other: Matrix<${type}>): Ejml${type}Matrix<${ejmlMatrixType}> {
val out = ${ejmlMatrixType}(1, 1)
CommonOps_${ops}.add(
elementAlgebra.one,
toEjml().origin,
elementAlgebra { -one },
other.toEjml().origin,
out,${
if (isDense) "" else
"""
null,
null,"""
}
)
return out.wrapMatrix()
}
override operator fun Matrix<${type}>.times(value: ${type}): Ejml${type}Matrix<${ejmlMatrixType}> {
val res = ${ejmlMatrixType}(1, 1)
CommonOps_${ops}.scale(value, toEjml().origin, res)
return res.wrapMatrix()
}
override fun Point<${type}>.unaryMinus(): Ejml${type}Vector<${ejmlMatrixType}> {
val res = ${ejmlMatrixType}(1, 1)
CommonOps_${ops}.changeSign(toEjml().origin, res)
return res.wrapVector()
}
override fun Matrix<${type}>.plus(other: Matrix<${type}>): Ejml${type}Matrix<${ejmlMatrixType}> {
val out = ${ejmlMatrixType}(1, 1)
CommonOps_${ops}.add(
elementAlgebra.one,
toEjml().origin,
elementAlgebra.one,
other.toEjml().origin,
out,${
if (isDense) "" else
"""
null,
null,"""
}
)
return out.wrapMatrix()
}
override fun Point<${type}>.plus(other: Point<${type}>): Ejml${type}Vector<${ejmlMatrixType}> {
val out = ${ejmlMatrixType}(1, 1)
CommonOps_${ops}.add(
elementAlgebra.one,
toEjml().origin,
elementAlgebra.one,
other.toEjml().origin,
out,${
if (isDense) "" else
"""
null,
null,"""
}
)
return out.wrapVector()
}
override fun Point<${type}>.minus(other: Point<${type}>): Ejml${type}Vector<${ejmlMatrixType}> {
val out = ${ejmlMatrixType}(1, 1)
CommonOps_${ops}.add(
elementAlgebra.one,
toEjml().origin,
elementAlgebra { -one },
other.toEjml().origin,
out,${
if (isDense) "" else
"""
null,
null,"""
}
)
return out.wrapVector()
}
override fun ${type}.times(m: Matrix<${type}>): Ejml${type}Matrix<${ejmlMatrixType}> = m * this
override fun Point<${type}>.times(value: ${type}): Ejml${type}Vector<${ejmlMatrixType}> {
val res = ${ejmlMatrixType}(1, 1)
CommonOps_${ops}.scale(value, toEjml().origin, res)
return res.wrapVector()
}
override fun ${type}.times(v: Point<${type}>): Ejml${type}Vector<${ejmlMatrixType}> = v * this
@UnstableKMathAPI
override fun <F : StructureFeature> computeFeature(structure: Matrix<${type}>, type: KClass<out F>): F? {
structure.getFeature(type)?.let { return it }
val origin = structure.toEjml().origin
return when (type) {
${
if (isDense)
""" InverseMatrixFeature::class -> object : InverseMatrixFeature<${type}> {
override val inverse: Matrix<${type}> by lazy {
val res = origin.copy()
CommonOps_${ops}.invert(res)
res.wrapMatrix()
}
}
DeterminantFeature::class -> object : DeterminantFeature<${type}> {
override val determinant: $type by lazy { CommonOps_${ops}.det(origin) }
}
SingularValueDecompositionFeature::class -> object : SingularValueDecompositionFeature<${type}> {
private val svd by lazy {
DecompositionFactory_${ops}.svd(origin.numRows, origin.numCols, true, true, false)
.apply { decompose(origin.copy()) }
}
override val u: Matrix<${type}> by lazy { svd.getU(null, false).wrapMatrix() }
override val s: Matrix<${type}> by lazy { svd.getW(null).wrapMatrix() }
override val v: Matrix<${type}> by lazy { svd.getV(null, false).wrapMatrix() }
override val singularValues: Point<${type}> by lazy { ${type}Buffer(svd.singularValues) }
}
QRDecompositionFeature::class -> object : QRDecompositionFeature<${type}> {
private val qr by lazy {
DecompositionFactory_${ops}.qr().apply { decompose(origin.copy()) }
}
override val q: Matrix<${type}> by lazy {
qr.getQ(null, false).wrapMatrix().withFeature(OrthogonalFeature)
}
override val r: Matrix<${type}> by lazy { qr.getR(null, false).wrapMatrix().withFeature(UFeature) }
}
CholeskyDecompositionFeature::class -> object : CholeskyDecompositionFeature<${type}> {
override val l: Matrix<${type}> by lazy {
val cholesky =
DecompositionFactory_${ops}.chol(structure.rowNum, true).apply { decompose(origin.copy()) }
cholesky.getT(null).wrapMatrix().withFeature(LFeature)
}
}
LupDecompositionFeature::class -> object : LupDecompositionFeature<${type}> {
private val lup by lazy {
DecompositionFactory_${ops}.lu(origin.numRows, origin.numCols).apply { decompose(origin.copy()) }
}
override val l: Matrix<${type}> by lazy {
lup.getLower(null).wrapMatrix().withFeature(LFeature)
}
override val u: Matrix<${type}> by lazy {
lup.getUpper(null).wrapMatrix().withFeature(UFeature)
}
override val p: Matrix<${type}> by lazy { lup.getRowPivot(null).wrapMatrix() }
}""" else """ QRDecompositionFeature::class -> object : QRDecompositionFeature<$type> {
private val qr by lazy {
DecompositionFactory_${ops}.qr(FillReducing.NONE).apply { decompose(origin.copy()) }
}
override val q: Matrix<${type}> by lazy {
qr.getQ(null, false).wrapMatrix().withFeature(OrthogonalFeature)
}
override val r: Matrix<${type}> by lazy { qr.getR(null, false).wrapMatrix().withFeature(UFeature) }
}
CholeskyDecompositionFeature::class -> object : CholeskyDecompositionFeature<${type}> {
override val l: Matrix<${type}> by lazy {
val cholesky =
DecompositionFactory_${ops}.cholesky().apply { decompose(origin.copy()) }
(cholesky.getT(null) as ${ejmlMatrixParentTypeMatrix}).wrapMatrix().withFeature(LFeature)
}
}
LUDecompositionFeature::class, DeterminantFeature::class, InverseMatrixFeature::class -> object :
LUDecompositionFeature<${type}>, DeterminantFeature<${type}>, InverseMatrixFeature<${type}> {
private val lu by lazy {
DecompositionFactory_${ops}.lu(FillReducing.NONE).apply { decompose(origin.copy()) }
}
override val l: Matrix<${type}> by lazy {
lu.getLower(null).wrapMatrix().withFeature(LFeature)
}
override val u: Matrix<${type}> by lazy {
lu.getUpper(null).wrapMatrix().withFeature(UFeature)
}
override val inverse: Matrix<${type}> by lazy {
var a = origin
val inverse = ${ejmlMatrixDenseType}(1, 1)
val solver = LinearSolverFactory_${ops}.lu(FillReducing.NONE)
if (solver.modifiesA()) a = a.copy()
val i = CommonOps_${denseOps}.identity(a.numRows)
solver.solve(i, inverse)
inverse.wrapMatrix()
}
override val determinant: $type by lazy { elementAlgebra.number(lu.computeDeterminant().real) }
}"""
}
else -> null
}?.let{
type.cast(it)
}
}
/**
* Solves for *x* in the following equation: *x = [a] <sup>-1</sup> &middot; [b]*.
*
* @param a the base matrix.
* @param b n by p matrix.
* @return the solution for *x* that is n by p.
*/
public fun solve(a: Matrix<${type}>, b: Matrix<${type}>): Ejml${type}Matrix<${ejmlMatrixType}> {
val res = ${ejmlMatrixType}(1, 1)
CommonOps_${ops}.solve(${ejmlMatrixType}(a.toEjml().origin), ${ejmlMatrixType}(b.toEjml().origin), res)
return res.wrapMatrix()
}
/**
* Solves for *x* in the following equation: *x = [a] <sup>-1</sup> &middot; [b]*.
*
* @param a the base matrix.
* @param b n by p vector.
* @return the solution for *x* that is n by p.
*/
public fun solve(a: Matrix<${type}>, b: Point<${type}>): Ejml${type}Vector<${ejmlMatrixType}> {
val res = ${ejmlMatrixType}(1, 1)
CommonOps_${ops}.solve(${ejmlMatrixType}(a.toEjml().origin), ${ejmlMatrixType}(b.toEjml().origin), res)
return Ejml${type}Vector(res)
}
}"""
appendLine(text)
appendLine()
}
/**
* Generates routine EJML classes.
*/
fun ejmlCodegen(outputFile: String): Unit = File(outputFile).run {
parentFile.mkdirs()
writer().use {
it.appendLine("/*")
it.appendLine(" * Copyright 2018-2021 KMath contributors.")
it.appendLine(" * Use of this source code is governed by the Apache 2.0 license that can be found in the LICENSE file.")
it.appendLine(" */")
it.appendLine()
it.appendLine("/* This file is generated with buildSrc/src/main/kotlin/space/kscience/kmath/ejml/codegen/ejmlCodegen.kt */")
it.appendLine()
it.appendLine("package space.kscience.kmath.ejml")
it.appendLine()
it.appendLine("""import org.ejml.data.*
import org.ejml.dense.row.CommonOps_DDRM
import org.ejml.dense.row.CommonOps_FDRM
import org.ejml.dense.row.factory.DecompositionFactory_DDRM
import org.ejml.dense.row.factory.DecompositionFactory_FDRM
import org.ejml.sparse.FillReducing
import org.ejml.sparse.csc.CommonOps_DSCC
import org.ejml.sparse.csc.CommonOps_FSCC
import org.ejml.sparse.csc.factory.DecompositionFactory_DSCC
import org.ejml.sparse.csc.factory.DecompositionFactory_FSCC
import org.ejml.sparse.csc.factory.LinearSolverFactory_DSCC
import org.ejml.sparse.csc.factory.LinearSolverFactory_FSCC
import space.kscience.kmath.linear.*
import space.kscience.kmath.linear.Matrix
import space.kscience.kmath.UnstableKMathAPI
import space.kscience.kmath.nd.StructureFeature
import space.kscience.kmath.operations.DoubleField
import space.kscience.kmath.operations.FloatField
import space.kscience.kmath.operations.invoke
import space.kscience.kmath.structures.DoubleBuffer
import space.kscience.kmath.structures.FloatBuffer
import kotlin.reflect.KClass
import kotlin.reflect.cast""")
it.appendLine()
it.appendEjmlVector("Double", "DMatrix")
it.appendEjmlVector("Float", "FMatrix")
it.appendEjmlMatrix("Double", "DMatrix")
it.appendEjmlMatrix("Float", "FMatrix")
it.appendEjmlLinearSpace("Double", "DoubleField", "DMatrix", "DMatrixRMaj", "DMatrixRMaj", "DDRM", "DDRM", true)
it.appendEjmlLinearSpace("Float", "FloatField", "FMatrix", "FMatrixRMaj", "FMatrixRMaj", "FDRM", "FDRM", true)
it.appendEjmlLinearSpace(
type = "Double",
kmathAlgebra = "DoubleField",
ejmlMatrixParentTypeMatrix = "DMatrix",
ejmlMatrixType = "DMatrixSparseCSC",
ejmlMatrixDenseType = "DMatrixRMaj",
ops = "DSCC",
denseOps = "DDRM",
isDense = false,
)
it.appendEjmlLinearSpace(
type = "Float",
kmathAlgebra = "FloatField",
ejmlMatrixParentTypeMatrix = "FMatrix",
ejmlMatrixType = "FMatrixSparseCSC",
ejmlMatrixDenseType = "FMatrixRMaj",
ops = "FSCC",
denseOps = "FDRM",
isDense = false,
)
}
}

View File

@@ -17,4 +17,4 @@ own `MemoryBuffer.create()` factory).
## Buffer performance
One should avoid using default boxing buffer wherever it is possible. Try to use primitive buffers or memory buffers
instead .
instead.

View File

@@ -1,27 +1,35 @@
# Coding Conventions
Generally, KMath code follows general [Kotlin coding conventions](https://kotlinlang.org/docs/reference/coding-conventions.html), but with a number of small changes and clarifications.
Generally, KMath code follows
general [Kotlin coding conventions](https://kotlinlang.org/docs/reference/coding-conventions.html), but with a number of
small changes and clarifications.
## Utility Class Naming
Filename should coincide with a name of one of the classes contained in the file or start with small letter and describe its contents.
Filename should coincide with a name of one of the classes contained in the file or start with small letter and describe
its contents.
The code convention [here](https://kotlinlang.org/docs/reference/coding-conventions.html#source-file-names) says that file names should start with a capital letter even if file does not contain classes. Yet starting utility classes and aggregators with a small letter seems to be a good way to visually separate those files.
The code convention [here](https://kotlinlang.org/docs/reference/coding-conventions.html#source-file-names) says that
file names should start with a capital letter even if file does not contain classes. Yet starting utility classes and
aggregators with a small letter seems to be a good way to visually separate those files.
This convention could be changed in future in a non-breaking way.
## Private Variable Naming
Private variables' names may start with underscore `_` for of the private mutable variable is shadowed by the public read-only value with the same meaning.
Private variables' names may start with underscore `_` for of the private mutable variable is shadowed by the public
read-only value with the same meaning.
This rule does not permit underscores in names, but it is sometimes useful to "underscore" the fact that public and private versions draw up the same entity. It is allowed only for private variables.
This rule does not permit underscores in names, but it is sometimes useful to "underscore" the fact that public and
private versions draw up the same entity. It is allowed only for private variables.
This convention could be changed in future in a non-breaking way.
## Functions and Properties One-liners
Use one-liners when they occupy single code window line both for functions and properties with getters like
`val b: String get() = "fff"`. The same should be performed with multiline expressions when they could be
Use one-liners when they occupy single code window line both for functions and properties with getters like
`val b: String get() = "fff"`. The same should be performed with multiline expressions when they could be
cleanly separated.
There is no universal consensus whenever use `fun a() = ...` or `fun a() { return ... }`. Yet from reader outlook one-lines seem to better show that the property or function is easily calculated.
There is no universal consensus whenever use `fun a() = ...` or `fun a() { return ... }`. Yet from reader outlook
one-lines seem to better show that the property or function is easily calculated.

View File

@@ -1,21 +1,24 @@
# Expressions
Expressions is a feature, which allows constructing lazily or immediately calculated parametric mathematical expressions.
Expressions is a feature, which allows constructing lazily or immediately calculated parametric mathematical
expressions.
The potential use-cases for it (so far) are following:
* lazy evaluation (in general simple lambda is better, but there are some border cases);
* automatic differentiation in single-dimension and in multiple dimensions;
* generation of mathematical syntax trees with subsequent code generation for other languages;
* symbolic computations, especially differentiation (and some other actions with `kmath-symja` integration with Symja's `IExpr`&mdash;integration, simplification, and more);
* symbolic computations, especially differentiation (and some other actions with `kmath-symja` integration with
Symja's `IExpr`&mdash;integration, simplification, and more);
* visualization with `kmath-jupyter`.
The workhorse of this API is `Expression` interface, which exposes single `operator fun invoke(arguments: Map<Symbol, T>): T`
The workhorse of this API is `Expression` interface, which exposes
single `operator fun invoke(arguments: Map<Symbol, T>): T`
method. `ExpressionAlgebra` is used to generate expressions and introduce variables.
Currently there are two implementations:
* Generic `ExpressionField` in `kmath-core` which allows construction of custom lazy expressions
* Auto-differentiation expression in `kmath-commons` module allows using full power of `DerivativeStructure`
from commons-math. **TODO: add example**
* Auto-differentiation expression in `kmath-commons` module allows using full power of `DerivativeStructure`
from commons-math. **TODO: add example**

View File

@@ -1,6 +1,6 @@
<?xml version="1.0" encoding="UTF-8" standalone="no"?>
<!--
- Copyright 2018-2022 KMath contributors.
- Copyright 2018-2024 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.
-->

Before

Width:  |  Height:  |  Size: 249 KiB

After

Width:  |  Height:  |  Size: 249 KiB

View File

@@ -1,6 +1,6 @@
<?xml version="1.0" encoding="UTF-8" standalone="no"?>
<!--
- Copyright 2018-2022 KMath contributors.
- Copyright 2018-2024 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.
-->

Before

Width:  |  Height:  |  Size: 19 KiB

After

Width:  |  Height:  |  Size: 19 KiB

View File

@@ -1,6 +1,6 @@
<?xml version="1.0" encoding="UTF-8" standalone="no"?>
<!--
- Copyright 2018-2022 KMath contributors.
- Copyright 2018-2024 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.
-->

Before

Width:  |  Height:  |  Size: 278 KiB

After

Width:  |  Height:  |  Size: 278 KiB

View File

@@ -1,6 +1,6 @@
<?xml version="1.0" encoding="UTF-8" standalone="no"?>
<!--
- Copyright 2018-2022 KMath contributors.
- Copyright 2018-2024 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.
-->

Before

Width:  |  Height:  |  Size: 118 KiB

After

Width:  |  Height:  |  Size: 118 KiB

View File

@@ -1,8 +1,12 @@
## Basic linear algebra layout
KMath support for linear algebra organized in a context-oriented way, which means that operations are in most cases declared in context classes, and are not the members of classes that store data. This allows more flexible approach to maintain multiple back-ends. The new operations added as extensions to contexts instead of being member functions of data structures.
KMath support for linear algebra organized in a context-oriented way, which means that operations are in most cases
declared in context classes, and are not the members of classes that store data. This allows more flexible approach to
maintain multiple back-ends. The new operations added as extensions to contexts instead of being member functions of
data structures.
The main context for linear algebra over matrices and vectors is `LinearSpace`, which defines addition and dot products of matrices and vectors:
The main context for linear algebra over matrices and vectors is `LinearSpace`, which defines addition and dot products
of matrices and vectors:
```kotlin
import space.kscience.kmath.linear.*
@@ -28,4 +32,5 @@ LinearSpace.Companion.real {
## Backends overview
### EJML
### Commons Math

View File

@@ -8,6 +8,7 @@ One of the most sought after features of mathematical libraries is the high-perf
structures. In `kmath` performance depends on which particular context was used for operation.
Let us consider following contexts:
```kotlin
// automatically build context most suited for given type.
val autoField = NDField.auto(DoubleField, dim, dim)
@@ -16,6 +17,7 @@ Let us consider following contexts:
//A generic boxing field. It should be used for objects, not primitives.
val genericField = NDField.buffered(DoubleField, dim, dim)
```
Now let us perform several tests and see, which implementation is best suited for each case:
## Test case
@@ -24,22 +26,27 @@ To test performance we will take 2d-structures with `dim = 1000` and add a struc
to it `n = 1000` times.
## Specialized
The code to run this looks like:
```kotlin
specializedField.run {
var res: NDBuffer<Double> = one
var res: NDBuffer<Float64> = one
repeat(n) {
res += 1.0
}
}
```
The performance of this code is the best of all tests since it inlines all operations and is specialized for operation
with doubles. We will measure everything else relative to this one, so time for this test will be `1x` (real time
on my computer is about 4.5 seconds). The only problem with this approach is that it requires specifying type
from the beginning. Everyone does so anyway, so it is the recommended approach.
## Automatic
Let's do the same with automatic field inference:
```kotlin
autoField.run {
var res = one
@@ -48,13 +55,16 @@ Let's do the same with automatic field inference:
}
}
```
Ths speed of this operation is approximately the same as for specialized case since `NDField.auto` just
returns the same `RealNDField` in this case. Of course, it is usually better to use specialized method to be sure.
## Lazy
Lazy field does not produce a structure when asked, instead it generates an empty structure and fills it on-demand
using coroutines to parallelize computations.
When one calls
```kotlin
lazyField.run {
var res = one
@@ -63,12 +73,14 @@ When one calls
}
}
```
The result will be calculated almost immediately but the result will be empty. To get the full result
structure one needs to call all its elements. In this case computation overhead will be huge. So this field never
should be used if one expects to use the full result structure. Though if one wants only small fraction, it could
save a lot of time.
This field still could be used with reasonable performance if call code is changed:
```kotlin
lazyField.run {
val res = one.map {
@@ -82,30 +94,37 @@ This field still could be used with reasonable performance if call code is chang
res.elements().forEach { it.second }
}
```
In this case it completes in about `4x-5x` time due to boxing.
## Boxing
The boxing field produced by
```kotlin
genericField.run {
var res: NDBuffer<Double> = one
var res: NDBuffer<Float64> = one
repeat(n) {
res += 1.0
}
}
```
is the slowest one, because it requires boxing and unboxing the `double` on each operation. It takes about
`15x` time (**TODO: there seems to be a problem here, it should be slow, but not that slow**). This field should
never be used for primitives.
## Element operation
Let us also check the speed for direct operations on elements:
```kotlin
var res = genericField.one
repeat(n) {
res += 1.0
}
```
One would expect to be at least as slow as field operation, but in fact, this one takes only `2x` time to complete.
It happens, because in this particular case it does not use actual `NDField` but instead calculated directly
via extension function.
@@ -114,6 +133,7 @@ via extension function.
Usually it is bad idea to compare the direct numerical operation performance in different languages, but it hard to
work completely without frame of reference. In this case, simple numpy code:
```python
import numpy as np
@@ -121,7 +141,9 @@ res = np.ones((1000,1000))
for i in range(1000):
res = res + 1.0
```
gives the completion time of about `1.1x`, which means that specialized kotlin code in fact is working faster (I think it is
gives the completion time of about `1.1x`, which means that specialized kotlin code in fact is working faster (I think
it is
because better memory management). Of course if one writes `res += 1.0`, the performance will be different,
but it would be different case, because numpy overrides `+=` with in-place operations. In-place operations are
available in `kmath` with `MutableNDStructure` but there is no field for it (one can still work with mapping

View File

@@ -1,27 +1,54 @@
# Polynomials and Rational Functions
KMath provides a way to work with uni- and multivariate polynomials and rational functions. It includes full support of arithmetic operations of integers, **constants** (elements of ring polynomials are build over), variables (for certain multivariate implementations), polynomials and rational functions encapsulated in so-called **polynomial space** and **rational function space** and some other utilities such as algebraic differentiation and substitution.
KMath provides a way to work with uni- and multivariate polynomials and rational functions. It includes full support of
arithmetic operations of integers, **constants** (elements of ring polynomials are build over), variables (for certain
multivariate implementations), polynomials and rational functions encapsulated in so-called **polynomial space** and *
*rational function space** and some other utilities such as algebraic differentiation and substitution.
## Concrete realizations
There are 3 approaches to represent polynomials:
1. For univariate polynomials one can represent and store polynomial as a list of coefficients for each power of the variable. I.e. polynomial $a_0 + \dots + a_n x^n $ can be represented as a finite sequence $(a_0; \dots; a_n)$. (Compare to sequential definition of polynomials.)
2. For multivariate polynomials one can represent and store polynomial as a matching (in programming it is called "map" or "dictionary", in math it is called [functional relation](https://en.wikipedia.org/wiki/Binary_relation#Special_types_of_binary_relations)) of each "**term signature**" (that describes what variables and in what powers appear in the term) with corresponding coefficient of the term. But there are 2 possible approaches of term signature representation:
1. One can number all the variables, so term signature can be represented as a sequence describing powers of the variables. I.e. signature of term $c \\; x_0^{d_0} \dots x_n^{d_n} $ (for natural or zero $d_i $) can be represented as a finite sequence $(d_0; \dots; d_n)$.
2. One can represent variables as objects ("**labels**"), so term signature can be also represented as a matching of each appeared variable with its power in the term. I.e. signature of term $c \\; x_0^{d_0} \dots x_n^{d_n} $ (for natural non-zero $d_i $) can be represented as a finite matching $(x_0 \to d_1; \dots; x_n \to d_n)$.
All that three approaches are implemented by "list", "numbered", and "labeled" versions of polynomials and polynomial spaces respectively. Whereas all rational functions are represented as fractions with corresponding polynomial numerator and denominator, and rational functions' spaces are implemented in the same way as usual field of rational numbers (or more precisely, as any field of fractions over integral domain) should be implemented.
1. For univariate polynomials one can represent and store polynomial as a list of coefficients for each power of the
variable. I.e. polynomial $a_0 + \dots + a_n x^n $ can be represented as a finite sequence $(a_0; \dots; a_n)$. (
Compare to sequential definition of polynomials.)
2. For multivariate polynomials one can represent and store polynomial as a matching (in programming it is called "map"
or "dictionary", in math it is
called [functional relation](https://en.wikipedia.org/wiki/Binary_relation#Special_types_of_binary_relations)) of
each "**term signature**" (that describes what variables and in what powers appear in the term) with corresponding
coefficient of the term. But there are 2 possible approaches of term signature representation:
1. One can number all the variables, so term signature can be represented as a sequence describing powers of the
variables. I.e. signature of term $c \\; x_0^{d_0} \dots x_n^{d_n} $ (for natural or zero $d_i $) can be
represented as a finite sequence $(d_0; \dots; d_n)$.
2. One can represent variables as objects ("**labels**"), so term signature can be also represented as a matching of
each appeared variable with its power in the term. I.e. signature of term $c \\; x_0^{d_0} \dots x_n^{d_n} $ (for
natural non-zero $d_i $) can be represented as a finite matching $(x_0 \to d_1; \dots; x_n \to d_n)$.
All that three approaches are implemented by "list", "numbered", and "labeled" versions of polynomials and polynomial
spaces respectively. Whereas all rational functions are represented as fractions with corresponding polynomial numerator
and denominator, and rational functions' spaces are implemented in the same way as usual field of rational numbers (or
more precisely, as any field of fractions over integral domain) should be implemented.
So here are a bit of details. Let `C` by type of constants. Then:
1. `ListPolynomial`, `ListPolynomialSpace`, `ListRationalFunction` and `ListRationalFunctionSpace` implement the first scenario. `ListPolynomial` stores polynomial $a_0 + \dots + a_n x^n $ as a coefficients list `listOf(a_0, ..., a_n)` (of type `List<C>`).
They also have variation `ScalableListPolynomialSpace` that replaces former polynomials and implements `ScaleOperations`.
2. `NumberedPolynomial`, `NumberedPolynomialSpace`, `NumberedRationalFunction` and `NumberedRationalFunctionSpace` implement second scenario. `NumberedPolynomial` stores polynomials as structures of type `Map<List<UInt>, C>`. Signatures are stored as `List<UInt>`. To prevent ambiguity signatures should not end with zeros.
3. `LabeledPolynomial`, `LabeledPolynomialSpace`, `LabeledRationalFunction` and `LabeledRationalFunctionSpace` implement third scenario using common `Symbol` as variable type. `LabeledPolynomial` stores polynomials as structures of type `Map<Map<Symbol, UInt>, C>`. Signatures are stored as `Map<Symbol, UInt>`. To prevent ambiguity each signature should not map any variable to zero.
1. `ListPolynomial`, `ListPolynomialSpace`, `ListRationalFunction` and `ListRationalFunctionSpace` implement the first
scenario. `ListPolynomial` stores polynomial $a_0 + \dots + a_n x^n $ as a coefficients
list `listOf(a_0, ..., a_n)` (of type `List<C>`).
They also have variation `ScalableListPolynomialSpace` that replaces former polynomials and
implements `ScaleOperations`.
2. `NumberedPolynomial`, `NumberedPolynomialSpace`, `NumberedRationalFunction` and `NumberedRationalFunctionSpace`
implement second scenario. `NumberedPolynomial` stores polynomials as structures of type `Map<List<UInt>, C>`.
Signatures are stored as `List<UInt>`. To prevent ambiguity signatures should not end with zeros.
3. `LabeledPolynomial`, `LabeledPolynomialSpace`, `LabeledRationalFunction` and `LabeledRationalFunctionSpace` implement
third scenario using common `Symbol` as variable type. `LabeledPolynomial` stores polynomials as structures of
type `Map<Map<Symbol, UInt>, C>`. Signatures are stored as `Map<Symbol, UInt>`. To prevent ambiguity each signature
should not map any variable to zero.
### Example: `ListPolynomial`
For example, polynomial $2 - 3x + x^2 $ (with `Int` coefficients) is represented
For example, polynomial $2 - 3x + x^2 $ (with `Int` coefficients) is represented
```kotlin
val polynomial: ListPolynomial<Int> = ListPolynomial(listOf(2, -3, 1))
// or
@@ -29,6 +56,7 @@ val polynomial: ListPolynomial<Int> = ListPolynomial(2, -3, 1)
```
All algebraic operations can be used in corresponding space:
```kotlin
val computationResult = Int.algebra.listPolynomialSpace {
ListPolynomial(2, -3, 1) + ListPolynomial(0, 6) == ListPolynomial(2, 3, 1)
@@ -41,7 +69,8 @@ For more see [examples](../examples/src/main/kotlin/space/kscience/kmath/functio
### Example: `NumberedPolynomial`
For example, polynomial $3 + 5 x_1 - 7 x_0^2 x_2 $ (with `Int` coefficients) is represented
For example, polynomial $3 + 5 x_1 - 7 x_0^2 x_2 $ (with `Int` coefficients) is represented
```kotlin
val polynomial: NumberedPolynomial<Int> = NumberedPolynomial(
mapOf(
@@ -59,6 +88,7 @@ val polynomial: NumberedPolynomial<Int> = NumberedPolynomial(
```
All algebraic operations can be used in corresponding space:
```kotlin
val computationResult = Int.algebra.numberedPolynomialSpace {
NumberedPolynomial(
@@ -83,7 +113,8 @@ For more see [examples](../examples/src/main/kotlin/space/kscience/kmath/functio
### Example: `LabeledPolynomial`
For example, polynomial $3 + 5 y - 7 x^2 z $ (with `Int` coefficients) is represented
For example, polynomial $3 + 5 y - 7 x^2 z $ (with `Int` coefficients) is represented
```kotlin
val polynomial: LabeledPolynomial<Int> = LabeledPolynomial(
mapOf(
@@ -101,6 +132,7 @@ val polynomial: LabeledPolynomial<Int> = LabeledPolynomial(
```
All algebraic operations can be used in corresponding space:
```kotlin
val computationResult = Int.algebra.labeledPolynomialSpace {
LabeledPolynomial(
@@ -150,23 +182,42 @@ classDiagram
PolynomialSpaceOfFractions <|-- MultivariatePolynomialSpaceOfFractions
```
There are implemented `Polynomial` and `RationalFunction` interfaces as abstractions of polynomials and rational functions respectively (although, there is not a lot of logic in them) and `PolynomialSpace` and `RationalFunctionSpace` (that implement `Ring` interface) as abstractions of polynomials' and rational functions' spaces respectively. More precisely, that means they allow to declare common logic of interaction with such objects and spaces:
There are implemented `Polynomial` and `RationalFunction` interfaces as abstractions of polynomials and rational
functions respectively (although, there is not a lot of logic in them) and `PolynomialSpace`
and `RationalFunctionSpace` (that implement `Ring` interface) as abstractions of polynomials' and rational functions'
spaces respectively. More precisely, that means they allow to declare common logic of interaction with such objects and
spaces:
- `Polynomial` does not provide any logic. It is marker interface.
- `RationalFunction` provides numerator and denominator of rational function and destructuring declaration for them.
- `PolynomialSpace` provides all possible arithmetic interactions of integers, constants (of type `C`), and polynomials (of type `P`) like addition, subtraction, multiplication, and some others and common properties like degree of polynomial.
- `RationalFunctionSpace` provides the same as `PolynomialSpace` but also for rational functions: all possible arithmetic interactions of integers, constants (of type `C`), polynomials (of type `P`), and rational functions (of type `R`) like addition, subtraction, multiplication, division (in some cases), and some others and common properties like degree of polynomial.
- `PolynomialSpace` provides all possible arithmetic interactions of integers, constants (of type `C`), and
polynomials (of type `P`) like addition, subtraction, multiplication, and some others and common properties like
degree of polynomial.
- `RationalFunctionSpace` provides the same as `PolynomialSpace` but also for rational functions: all possible
arithmetic interactions of integers, constants (of type `C`), polynomials (of type `P`), and rational functions (of
type `R`) like addition, subtraction, multiplication, division (in some cases), and some others and common properties
like degree of polynomial.
Then to add abstraction of similar behaviour with variables (in multivariate case) there are implemented `MultivariatePolynomialSpace` and `MultivariateRationalFunctionSpace`. They just include variables (of type `V`) in the interactions of the entities.
Then to add abstraction of similar behaviour with variables (in multivariate case) there are
implemented `MultivariatePolynomialSpace` and `MultivariateRationalFunctionSpace`. They just include variables (of
type `V`) in the interactions of the entities.
Also, to remove boilerplates there were provided helping subinterfaces and abstract subclasses:
- `PolynomialSpaceOverRing` allows to replace implementation of interactions of integers and constants with implementations from provided ring over constants (of type `A: Ring<C>`).
- `PolynomialSpaceOverRing` allows to replace implementation of interactions of integers and constants with
implementations from provided ring over constants (of type `A: Ring<C>`).
- `RationalFunctionSpaceOverRing` &mdash; the same but for `RationalFunctionSpace`.
- `RationalFunctionSpaceOverPolynomialSpace` &mdash; the same but "the inheritance" includes interactions with polynomials from provided `PolynomialSpace`.
- `PolynomialSpaceOfFractions` is actually abstract subclass of `RationalFunctionSpace` that implements all fractions boilerplates with provided (`protected`) constructor of rational functions by polynomial numerator and denominator.
- `MultivariateRationalFunctionSpaceOverMultivariatePolynomialSpace` and `MultivariatePolynomialSpaceOfFractions` &mdash; the same stories of operators inheritance and fractions boilerplates respectively but in multivariate case.
- `RationalFunctionSpaceOverPolynomialSpace` &mdash; the same but "the inheritance" includes interactions with
polynomials from provided `PolynomialSpace`.
- `PolynomialSpaceOfFractions` is actually abstract subclass of `RationalFunctionSpace` that implements all fractions
boilerplates with provided (`protected`) constructor of rational functions by polynomial numerator and denominator.
- `MultivariateRationalFunctionSpaceOverMultivariatePolynomialSpace` and `MultivariatePolynomialSpaceOfFractions`
&mdash; the same stories of operators inheritance and fractions boilerplates respectively but in multivariate case.
## Utilities
For all kinds of polynomials there are provided (implementation details depend on kind of polynomials) such common utilities as:
For all kinds of polynomials there are provided (implementation details depend on kind of polynomials) such common
utilities as:
1. differentiation and anti-differentiation,
2. substitution, invocation and functional representation.

View File

@@ -11,4 +11,6 @@
* [Expressions](expressions.md)
* [Statistics](statistics.md): statistical functions on data [Buffers](buffers.md)
* Commons math integration

34
docs/statistics.md Normal file
View File

@@ -0,0 +1,34 @@
# Statistics
Mathematically speaking, a statistic is a measurable numerical function of sample data.
In KMath, a statistic is a function that operates on a [Buffer](buffers.md) and is implemented as the `evaluate` method
of the `Statistic` interface.
There are two subinterfaces of the `Statistic` interface:
* `BlockingStatistic` A statistic that is computed in a synchronous blocking mode
* `ComposableStatistic` A statistic tha could be computed separately on different blocks of data and then composed
## Common statistics and Implementation Status
| Category | Statistic | Description | Implementation Status |
|------------------|-------------------|------------------------------------|--------------------------------|
| **Basic** | Min | Minimum value | ✅ `ComposableStatistic` |
| | Max | Maximum value | ✅ `ComposableStatistic` |
| | Mean | Arithmetic mean | ✅ `ComposableStatistic` |
| | Sum | Sum of all values | 🚧 Not yet implemented |
| | Product | Product of all values | 🚧 Not yet implemented |
| **Distribution** | Median | Median (50th percentile) | ✅ `BlockingStatistic` |
| | Quantile | Quantile and percentile | ✅ `BlockingStatistic` |
| | Variance | Unbiased sample variance | ✅ `BlockingStatistic` |
| | StandardDeviation | Population standard deviation (σ) | ✅ `BlockingStatistic` |
| | Skewness | Measure of distribution asymmetry | 🚧 *(Requires `ThirdMoment`)* |
| | Kurtosis | Measure of distribution tailedness | 🚧 *(Requires `FourthMoment`)* |
| **Advanced** | GeometricMean | Nth root of product of values | ✅ `ComposableStatistic` |
| | SumOfLogs | Sum of natural logarithms | Does not planned |
| | SumOfSquares | Sum of squared values | 🚧 *(Blocks `Variance`)* |
| **Moments** | FirstMoment | Mean (same as `Mean`) | ✅ *(Alias for `Mean`)* |
| | SecondMoment | Variance (same as `Variance`) | ✅ *(Alias for `Variance`)* |
| | ThirdMoment | Used in skewness calculation | 🚧 Not yet implemented |
| | FourthMoment | Used in kurtosis calculation | 🚧 Not yet implemented |
| **Risk Metrics** | SemiVariance | Downside variance | 🚧 *(Depends on `Variance`)* |

View File

@@ -3,25 +3,11 @@
The Maven coordinates of this project are `${group}:${name}:${version}`.
**Gradle:**
```groovy
repositories {
maven { url 'https://repo.kotlin.link' }
mavenCentral()
// development and snapshot versions
maven { url 'https://maven.pkg.jetbrains.space/spc/p/sci/dev' }
}
dependencies {
implementation '${group}:${name}:${version}'
}
```
**Gradle Kotlin DSL:**
```kotlin
repositories {
maven("https://repo.kotlin.link")
mavenCentral()
// development and snapshot versions
maven("https://maven.pkg.jetbrains.space/spc/p/sci/dev")
}
dependencies {

View File

@@ -11,18 +11,22 @@ analog to Python's NumPy library. Later we found that kotlin is much more flexib
architecture designs. In contrast to `numpy` and `scipy` it is modular and has a lightweight core. The `numpy`-like
experience could be achieved with [kmath-for-real](/kmath-for-real) extension module.
[Documentation site (**WIP**)](https://SciProgCentre.github.io/kmath/)
[Documentation site](https://SciProgCentre.github.io/kmath/)
## Publications and talks
* [A conceptual article about context-oriented design](https://proandroiddev.com/an-introduction-context-oriented-programming-in-kotlin-2e79d316b0a2)
* [Another article about context-oriented design](https://proandroiddev.com/diving-deeper-into-context-oriented-programming-in-kotlin-3ecb4ec38814)
* [ACAT 2019 conference paper](https://aip.scitation.org/doi/abs/10.1063/1.5130103)
* [A talk at KotlinConf 2019 about using kotlin for science](https://youtu.be/LI_5TZ7tnOE?si=4LknX41gl_YeUbIe)
* [A talk on architecture at Joker-2021 (in Russian)](https://youtu.be/1bZ2doHiRRM?si=9w953ro9yu98X_KJ)
* [The same talk in English](https://youtu.be/yP5DIc2fVwQ?si=louZzQ1dcXV6gP10)
* [A seminar on tensor API](https://youtu.be/0H99wUs0xTM?si=6c__04jrByFQtVpo)
# Goal
* Provide a flexible and powerful API to work with mathematics abstractions in Kotlin-multiplatform (JVM, JS and Native)
.
* Provide a flexible and powerful API to work with mathematics abstractions in Kotlin-multiplatform (JVM, JS, Native and
Wasm).
* Provide basic multiplatform implementations for those abstractions (without significant performance optimization).
* Provide bindings and wrappers with those abstractions for popular optimized platform libraries.
@@ -59,22 +63,24 @@ ${modules}
KMath is developed as a multi-platform library, which means that most of the interfaces are declared in the
[common source sets](/kmath-core/src/commonMain) and implemented there wherever it is possible. In some cases, features
are delegated to platform-specific implementations even if they could be provided in the common module for performance
reasons. Currently, the Kotlin/JVM is the primary platform, however Kotlin/Native and Kotlin/JS contributions and
reasons. Currently, Kotlin/JVM is the primary platform, however, Kotlin/Native and Kotlin/JS contributions and
feedback are also welcome.
## Performance
Calculation performance is one of major goals of KMath in the future, but in some cases it is impossible to achieve both
Calculation of performance is one of the major goals of KMath in the future, but in some cases it is impossible to
achieve both
performance and flexibility.
We expect to focus on creating convenient universal API first and then work on increasing performance for specific
We expect to focus on creating a convenient universal API first and then work on increasing performance for specific
cases. We expect the worst KMath benchmarks will perform better than native Python, but worse than optimized
native/SciPy (mostly due to boxing operations on primitive numbers). The best performance of optimized parts could be better than SciPy.
native/SciPy (mostly due to boxing operations on primitive numbers). The best performance of optimized parts could be
better than SciPy.
## Requirements
KMath currently relies on JDK 11 for compilation and execution of Kotlin-JVM part. We recommend to use GraalVM-CE 11 for
execution to get better performance.
KMath currently relies on JDK 11 for compilation and execution of Kotlin-JVM part. We recommend using GraalVM-CE or
Oracle GraalVM for execution to get better performance.
### Repositories
@@ -94,11 +100,10 @@ dependencies {
}
```
Gradle `6.0+` is required for multiplatform artifacts.
## Contributing
The project requires a lot of additional work. The most important thing we need is a feedback about what features are
The project requires a lot of additional work. The most important thing we need is feedback about what features are
required the most. Feel free to create feature requests. We are also welcome to code contributions, especially in issues
marked with
[waiting for a hero](https://github.com/mipt-npm/kmath/labels/waiting%20for%20a%20hero) label.
marked
with [good first issue](hhttps://github.com/SciProgCentre/kmath/issues?q=is%3Aissue+is%3Aopen+label%3A%22good+first+issue%22)
label.

View File

@@ -10,8 +10,6 @@ repositories {
maven("https://maven.pkg.jetbrains.space/kotlin/p/kotlin/kotlin-js-wrappers")
}
val multikVersion: String by rootProject.extra
dependencies {
implementation(project(":kmath-ast"))
implementation(project(":kmath-kotlingrad"))
@@ -25,20 +23,18 @@ dependencies {
implementation(project(":kmath-viktor"))
implementation(project(":kmath-dimensions"))
implementation(project(":kmath-ejml"))
implementation(project(":kmath-nd4j"))
implementation(project(":kmath-tensors"))
implementation(project(":kmath-symja"))
implementation(project(":kmath-for-real"))
//jafama
implementation(project(":kmath-jafama"))
//multik
implementation(project(":kmath-multik"))
implementation("org.jetbrains.kotlinx:multik-default:$multikVersion")
implementation(libs.multik.default)
//datetime
implementation("org.jetbrains.kotlinx:kotlinx-datetime:0.4.0")
implementation(spclibs.kotlinx.datetime)
implementation("org.nd4j:nd4j-native:1.0.0-beta7")
// implementation(project(":kmath-nd4j"))
// implementation("org.nd4j:nd4j-native:1.0.0-beta7")
// uncomment if your system supports AVX2
// val os = System.getProperty("os.name")
@@ -48,27 +44,27 @@ dependencies {
// os == "Linux" -> implementation("org.nd4j:nd4j-native:1.0.0-beta7:linux-x86_64-avx2")
// os == "Mac OS X" -> implementation("org.nd4j:nd4j-native:1.0.0-beta7:macosx-x86_64-avx2")
// } else
implementation("org.nd4j:nd4j-native-platform:1.0.0-beta7")
// implementation("org.nd4j:nd4j-native-platform:1.0.0-beta7")
implementation("org.slf4j:slf4j-simple:1.7.32")
// plotting
implementation("space.kscience:plotlykt-server:0.5.0")
implementation("space.kscience:plotlykt-server:0.7.0")
}
kotlin {
jvmToolchain(11)
jvmToolchain(17)
sourceSets.all {
with(languageSettings) {
languageSettings {
optIn("kotlin.contracts.ExperimentalContracts")
optIn("kotlin.ExperimentalUnsignedTypes")
optIn("space.kscience.kmath.misc.UnstableKMathAPI")
optIn("space.kscience.kmath.UnstableKMathAPI")
}
}
}
tasks.withType<KotlinJvmCompile> {
kotlinOptions {
freeCompilerArgs = freeCompilerArgs + "-Xjvm-default=all" + "-Xopt-in=kotlin.RequiresOptIn" + "-Xlambdas=indy"
compilerOptions {
freeCompilerArgs.addAll("-Xjvm-default=all", "-Xopt-in=kotlin.RequiresOptIn", "-Xlambdas=indy")
}
}

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/
@@ -8,13 +8,13 @@ package space.kscience.kmath.ast
import space.kscience.kmath.asm.compileToExpression
import space.kscience.kmath.expressions.MstExtendedField
import space.kscience.kmath.expressions.Symbol.Companion.x
import space.kscience.kmath.operations.DoubleField
import space.kscience.kmath.operations.Float64Field
import space.kscience.kmath.operations.invoke
fun main() {
val expr = MstExtendedField {
x * 2.0 + number(2.0) / x - number(16.0) + asinh(x) / sin(x)
}.compileToExpression(DoubleField)
}.compileToExpression(Float64Field)
val m = DoubleArray(expr.indexer.symbols.size)
val xIdx = expr.indexer.indexOf(x)

View File

@@ -1,16 +1,16 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.ast
import space.kscience.kmath.expressions.Symbol.Companion.x
import space.kscience.kmath.expressions.derivative
import space.kscience.kmath.expressions.invoke
import space.kscience.kmath.expressions.Symbol.Companion.x
import space.kscience.kmath.expressions.toExpression
import space.kscience.kmath.kotlingrad.toKotlingradExpression
import space.kscience.kmath.operations.DoubleField
import space.kscience.kmath.operations.Float64Field
/**
* In this example, *x<sup>2</sup> &minus; 4 x &minus; 44* function is differentiated with Kotlin∇, and the
@@ -19,9 +19,9 @@ import space.kscience.kmath.operations.DoubleField
fun main() {
val actualDerivative = "x^2-4*x-44"
.parseMath()
.toKotlingradExpression(DoubleField)
.toKotlingradExpression(Float64Field)
.derivative(x)
val expectedDerivative = "2*x-4".parseMath().toExpression(DoubleField)
val expectedDerivative = "2*x-4".parseMath().toExpression(Float64Field)
check(actualDerivative(x to 123.0) == expectedDerivative(x to 123.0))
}

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/
@@ -9,7 +9,7 @@ import space.kscience.kmath.expressions.Symbol.Companion.x
import space.kscience.kmath.expressions.derivative
import space.kscience.kmath.expressions.invoke
import space.kscience.kmath.expressions.toExpression
import space.kscience.kmath.operations.DoubleField
import space.kscience.kmath.operations.Float64Field
import space.kscience.kmath.symja.toSymjaExpression
/**
@@ -19,9 +19,9 @@ import space.kscience.kmath.symja.toSymjaExpression
fun main() {
val actualDerivative = "x^2-4*x-44"
.parseMath()
.toSymjaExpression(DoubleField)
.toSymjaExpression(Float64Field)
.derivative(x)
val expectedDerivative = "2*x-4".parseMath().toExpression(DoubleField)
val expectedDerivative = "2*x-4".parseMath().toExpression(Float64Field)
check(actualDerivative(x to 123.0) == expectedDerivative(x to 123.0))
}

View File

@@ -0,0 +1,92 @@
/*
* Copyright 2018-2024 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.expressions
import space.kscience.kmath.UnstableKMathAPI
// Only kmath-core is needed.
// Let's declare some variables
val x by symbol
val y by symbol
val z by symbol
@OptIn(UnstableKMathAPI::class)
fun main() {
// Let's define some random expression.
val someExpression = Double.autodiff.differentiate {
// We bind variables `x` and `y` to the builder scope,
val x = bindSymbol(x)
val y = bindSymbol(y)
// Then we use the bindings to define expression `xy + x + y - 1`
x * y + x + y - 1
}
// Then we can evaluate it at any point ((-1, -1) in the case):
println(someExpression(x to -1.0, y to -1.0))
// >>> -2.0
// We can also construct its partial derivatives:
val dxExpression = someExpression.derivative(x) // ∂/∂x. Must be `y+1`
val dyExpression = someExpression.derivative(y) // ∂/∂y. Must be `x+1`
val dxdxExpression = someExpression.derivative(x, x) // ∂^2/∂x^2. Must be `0`
// We can evaluate them as well
println(dxExpression(x to 57.0, y to 6.0))
// >>> 7.0
println(dyExpression(x to -1.0, y to 179.0))
// >>> 0.0
println(dxdxExpression(x to 239.0, y to 30.0))
// >>> 0.0
// You can also provide extra arguments that obviously won't affect the result:
println(dxExpression(x to 57.0, y to 6.0, z to 42.0))
// >>> 7.0
println(dyExpression(x to -1.0, y to 179.0, z to 0.0))
// >>> 0.0
println(dxdxExpression(x to 239.0, y to 30.0, z to 100_000.0))
// >>> 0.0
// But in case you forgot to specify bound symbol's value, exception is thrown:
println(runCatching { someExpression(z to 4.0) })
// >>> Failure(java.lang.IllegalStateException: Symbol 'x' is not supported in ...)
// The reason is that the expression is evaluated lazily,
// and each `bindSymbol` operation actually substitutes the provided symbol with the corresponding value.
// For example, let there be an expression
val simpleExpression = Double.autodiff.differentiate {
val x = bindSymbol(x)
x pow 2
}
// When you evaluate it via
simpleExpression(x to 1.0, y to 57.0, z to 179.0)
// lambda above has the context of map `{x: 1.0, y: 57.0, z: 179.0}`.
// When x is bound, you can think of it as substitution `x -> 1.0`.
// Other values are unused which does not make any problem to us.
// But in the case the corresponding value is not provided,
// we cannot bind the variable. Thus, exception is thrown.
// There is also a function `bindSymbolOrNull` that fixes the problem:
val fixedExpression = Double.autodiff.differentiate {
val x = bindSymbolOrNull(x) ?: const(8.0)
x pow -2
}
println(fixedExpression())
// >>> 0.015625
// It works!
// The expression provides a bunch of operations:
// 1. Constant bindings (via `const` and `number`).
// 2. Variable bindings (via `bindVariable`, `bindVariableOrNull`).
// 3. Arithmetic operations (via `+`, `-`, `*`, and `-`).
// 4. Exponentiation (via `pow` or `power`).
// 5. `exp` and `ln`.
// 6. Trigonometrical functions (`sin`, `cos`, `tan`, `cot`).
// 7. Inverse trigonometrical functions (`asin`, `acos`, `atan`, `acot`).
// 8. Hyperbolic functions and inverse hyperbolic functions.
}

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/
@@ -9,19 +9,21 @@ import kotlinx.html.br
import kotlinx.html.h3
import space.kscience.kmath.commons.optimization.CMOptimizer
import space.kscience.kmath.distributions.NormalDistribution
import space.kscience.kmath.expressions.DifferentiableExpression
import space.kscience.kmath.expressions.autodiff
import space.kscience.kmath.expressions.symbol
import space.kscience.kmath.operations.asIterable
import space.kscience.kmath.operations.toList
import space.kscience.kmath.optimization.FunctionOptimizationTarget
import space.kscience.kmath.optimization.minimize
import space.kscience.kmath.optimization.optimizeWith
import space.kscience.kmath.optimization.resultPoint
import space.kscience.kmath.optimization.result
import space.kscience.kmath.optimization.resultValue
import space.kscience.kmath.random.RandomGenerator
import space.kscience.kmath.real.DoubleVector
import space.kscience.kmath.real.map
import space.kscience.kmath.real.step
import space.kscience.kmath.stat.chiSquaredExpression
import space.kscience.kmath.structures.Float64
import space.kscience.plotly.*
import space.kscience.plotly.models.ScatterMode
import space.kscience.plotly.models.TraceValues
@@ -67,7 +69,7 @@ suspend fun main() {
val yErr = y.map { sqrt(it) }//RealVector.same(x.size, sigma)
// compute differentiable chi^2 sum for given model ax^2 + bx + c
val chi2 = Double.autodiff.chiSquaredExpression(x, y, yErr) { arg ->
val chi2: DifferentiableExpression<Float64> = Double.autodiff.chiSquaredExpression(x, y, yErr) { arg ->
//bind variables to autodiff context
val a = bindSymbol(a)
val b = bindSymbol(b)
@@ -80,7 +82,9 @@ suspend fun main() {
val result = chi2.optimizeWith(
CMOptimizer,
mapOf(a to 1.5, b to 0.9, c to 1.0),
FunctionOptimizationTarget.MINIMIZE
attributesBuilder = {
minimize()
}
)
//display a page with plot and numerical results
@@ -98,7 +102,7 @@ suspend fun main() {
scatter {
mode = ScatterMode.lines
x(x)
y(x.map { result.resultPoint[a]!! * it.pow(2) + result.resultPoint[b]!! * it + 1 })
y(x.map { result.result[a]!! * it.pow(2) + result.result[b]!! * it + 1 })
name = "fit"
}
}

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/
@@ -64,7 +64,9 @@ suspend fun main() {
QowOptimizer,
Double.autodiff,
mapOf(a to 0.9, b to 1.2, c to 2.0, e to 1.0, d to 1.0, e to 0.0),
OptimizationParameters(a, b, c, d)
attributesBuilder = {
freeParameters(a, b, c, d)
},
) { arg ->
//bind variables to autodiff context
val a by binding
@@ -94,13 +96,13 @@ suspend fun main() {
scatter {
mode = ScatterMode.lines
x(x)
y(x.map { result.model(result.startPoint + result.resultPoint + (Symbol.x to it)) })
y(x.map { result.model(result.startPoint + result.result + (Symbol.x to it)) })
name = "fit"
}
}
br()
h3 {
+"Fit result: ${result.resultPoint}"
+"Fit result: ${result.result}"
}
h3 {
+"Chi2/dof = ${result.chiSquaredOrNull!! / result.dof}"

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/
@@ -13,15 +13,16 @@ import space.kscience.kmath.complex.algebra
import space.kscience.kmath.integration.gaussIntegrator
import space.kscience.kmath.integration.integrate
import space.kscience.kmath.integration.value
import space.kscience.kmath.operations.DoubleField
import space.kscience.kmath.operations.Float64Field
import space.kscience.kmath.structures.Float64
import kotlin.math.pow
fun main() {
//Define a function
val function: Function1D<Double> = { x -> 3 * x.pow(2) + 2 * x + 1 }
val function: Function1D<Float64> = { x -> 3 * x.pow(2) + 2 * x + 1 }
//get the result of the integration
val result = DoubleField.gaussIntegrator.integrate(0.0..10.0, function = function)
val result = Float64Field.gaussIntegrator.integrate(0.0..10.0, function = function)
//the value is nullable because in some cases the integration could not succeed
println(result.value)

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/
@@ -7,8 +7,8 @@ package space.kscience.kmath.functions
import space.kscience.kmath.interpolation.SplineInterpolator
import space.kscience.kmath.interpolation.interpolatePolynomials
import space.kscience.kmath.operations.DoubleField
import space.kscience.kmath.structures.DoubleBuffer
import space.kscience.kmath.operations.Float64Field
import space.kscience.kmath.structures.Float64
import space.kscience.plotly.Plotly
import space.kscience.plotly.UnstablePlotlyAPI
import space.kscience.plotly.makeFile
@@ -24,11 +24,9 @@ fun main() {
x to sin(x)
}
val polynomial: PiecewisePolynomial<Double> = SplineInterpolator(
DoubleField, ::DoubleBuffer
).interpolatePolynomials(data)
val polynomial: PiecewisePolynomial<Float64> = SplineInterpolator(Float64Field).interpolatePolynomials(data)
val function = polynomial.asFunction(DoubleField, 0.0)
val function = polynomial.asFunction(Float64Field, 0.0)
val cmInterpolate = org.apache.commons.math3.analysis.interpolation.SplineInterpolator().interpolate(
data.map { it.first }.toDoubleArray(),

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/
@@ -7,9 +7,10 @@ package space.kscience.kmath.functions
import space.kscience.kmath.interpolation.interpolatePolynomials
import space.kscience.kmath.interpolation.splineInterpolator
import space.kscience.kmath.operations.DoubleField
import space.kscience.kmath.operations.Float64Field
import space.kscience.kmath.real.map
import space.kscience.kmath.real.step
import space.kscience.kmath.structures.Float64
import space.kscience.plotly.Plotly
import space.kscience.plotly.UnstablePlotlyAPI
import space.kscience.plotly.makeFile
@@ -18,7 +19,7 @@ import space.kscience.plotly.scatter
@OptIn(UnstablePlotlyAPI::class)
fun main() {
val function: Function1D<Double> = { x ->
val function: Function1D<Float64> = { x ->
if (x in 30.0..50.0) {
1.0
} else {
@@ -28,9 +29,9 @@ fun main() {
val xs = 0.0..100.0 step 0.5
val ys = xs.map(function)
val polynomial: PiecewisePolynomial<Double> = DoubleField.splineInterpolator.interpolatePolynomials(xs, ys)
val polynomial: PiecewisePolynomial<Float64> = Float64Field.splineInterpolator.interpolatePolynomials(xs, ys)
val polyFunction = polynomial.asFunction(DoubleField, 0.0)
val polyFunction = polynomial.asFunction(Float64Field, 0.0)
Plotly.plot {
scatter {

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/
@@ -12,6 +12,7 @@ import space.kscience.kmath.nd.StructureND
import space.kscience.kmath.nd.structureND
import space.kscience.kmath.nd.withNdAlgebra
import space.kscience.kmath.operations.algebra
import space.kscience.kmath.structures.Float64
import kotlin.math.pow
fun main(): Unit = Double.algebra.withNdAlgebra(2, 2) {
@@ -22,7 +23,7 @@ fun main(): Unit = Double.algebra.withNdAlgebra(2, 2) {
}
//Define a function in a nd space
val function: (Double) -> StructureND<Double> = { x: Double -> 3 * x.pow(2) + 2 * diagonal(x) + 1 }
val function: (Double) -> StructureND<Float64> = { x: Double -> 3 * x.pow(2) + 2 * diagonal(x) + 1 }
//get the result of the integration
val result = gaussIntegrator.integrate(0.0..10.0, function = function)

View File

@@ -1,15 +0,0 @@
/*
* Copyright 2018-2022 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.jafama
import space.kscience.kmath.operations.invoke
fun main() {
val a = 2.0
val b = StrictJafamaDoubleField { exp(a) }
println(JafamaDoubleField { b + a })
println(StrictJafamaDoubleField { ln(b) })
}

View File

@@ -1,33 +1,28 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.linear
import space.kscience.kmath.operations.algebra
import kotlin.random.Random
import kotlin.time.ExperimentalTime
import kotlin.time.measureTime
@OptIn(ExperimentalTime::class)
fun main() {
fun main() = with(Float64ParallelLinearSpace) {
val random = Random(12224)
val dim = 1000
//creating invertible matrix
val matrix1 = Double.algebra.linearSpace.buildMatrix(dim, dim) { i, j ->
val matrix1 = buildMatrix(dim, dim) { i, j ->
if (i <= j) random.nextDouble() else 0.0
}
val matrix2 = Double.algebra.linearSpace.buildMatrix(dim, dim) { i, j ->
val matrix2 = buildMatrix(dim, dim) { i, j ->
if (i <= j) random.nextDouble() else 0.0
}
val time = measureTime {
with(Double.algebra.linearSpace) {
repeat(10) {
matrix1 dot matrix2
}
repeat(30) {
matrix1 dot matrix2
}
}

View File

@@ -0,0 +1,42 @@
/*
* Copyright 2018-2024 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.linear
import space.kscience.kmath.PerformancePitfall
import space.kscience.kmath.commons.linear.CMLinearSpace
import space.kscience.kmath.ejml.EjmlLinearSpaceDDRM
import space.kscience.kmath.nd.StructureND
import space.kscience.kmath.operations.algebra
import space.kscience.kmath.structures.Float64
import kotlin.random.Random
@OptIn(PerformancePitfall::class)
fun main() {
val dim = 46
val random = Random(123)
val u = Float64.algebra.linearSpace.buildMatrix(dim, dim) { i, j -> if (i <= j) random.nextDouble() else 0.0 }
listOf(CMLinearSpace, EjmlLinearSpaceDDRM).forEach { algebra ->
with(algebra) {
//create a symmetric matrix
val matrix = buildMatrix(dim, dim) { row, col ->
if (row >= col) u[row, col] else u[col, row]
}
val eigen = matrix.getOrComputeAttribute(EIG) ?: error("Failed to compute eigenvalue decomposition")
check(
StructureND.contentEquals(
matrix,
eigen.v dot eigen.d dot eigen.v.transposed(),
1e-4
)
) { "$algebra decomposition failed" }
println("$algebra eigenvalue decomposition complete and checked" )
}
}
}

View File

@@ -1,27 +1,28 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.linear
import space.kscience.kmath.real.*
import space.kscience.kmath.structures.DoubleBuffer
import space.kscience.kmath.structures.Float64
import space.kscience.kmath.structures.Float64Buffer
fun main() {
val x0 = DoubleVector(0.0, 0.0, 0.0)
val sigma = DoubleVector(1.0, 1.0, 1.0)
val gaussian: (Point<Double>) -> Double = { x ->
val gaussian: (Point<Float64>) -> Double = { x ->
require(x.size == x0.size)
kotlin.math.exp(-((x - x0) / sigma).square().sum())
}
fun ((Point<Double>) -> Double).grad(x: Point<Double>): Point<Double> {
fun ((Point<Float64>) -> Double).grad(x: Point<Float64>): Point<Float64> {
require(x.size == x0.size)
return DoubleBuffer(x.size) { i ->
return Float64Buffer(x.size) { i ->
val h = sigma[i] / 5
val dVector = DoubleBuffer(x.size) { if (it == i) h else 0.0 }
val dVector = Float64Buffer(x.size) { if (it == i) h else 0.0 }
val f1 = this(x + dVector / 2)
val f0 = this(x - dVector / 2)
(f1 - f0) / h

View File

@@ -0,0 +1,27 @@
/*
* Copyright 2018-2024 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.linear
import kotlin.random.Random
import kotlin.time.measureTime
fun main(): Unit = with(Float64LinearSpace) {
val random = Random(1224)
val dim = 500
//creating invertible matrix
val u = buildMatrix(dim, dim) { i, j -> if (i <= j) random.nextDouble() else 0.0 }
val l = buildMatrix(dim, dim) { i, j -> if (i >= j) random.nextDouble() else 0.0 }
val matrix = l dot u
val time = measureTime {
repeat(20) {
lupSolver().inverse(matrix)
}
}
println(time)
}

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/

View File

@@ -1,27 +1,28 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.operations
import space.kscience.kmath.commons.linear.CMLinearSpace
import space.kscience.kmath.linear.matrix
import space.kscience.kmath.nd.DoubleBufferND
import space.kscience.kmath.nd.ShapeND
import space.kscience.kmath.linear.MatrixBuilder
import space.kscience.kmath.linear.fill
import space.kscience.kmath.nd.Float64BufferND
import space.kscience.kmath.nd.Structure2D
import space.kscience.kmath.nd.mutableStructureND
import space.kscience.kmath.nd.ndAlgebra
import space.kscience.kmath.viktor.ViktorStructureND
import space.kscience.kmath.structures.Float64
import space.kscience.kmath.viktor.viktorAlgebra
fun main() {
val viktorStructure: ViktorStructureND = DoubleField.viktorAlgebra.structureND(ShapeND(2, 2)) { (i, j) ->
val viktorStructure = Float64Field.viktorAlgebra.mutableStructureND(2, 2) { (i, j) ->
if (i == j) 2.0 else 0.0
}
val cmMatrix: Structure2D<Double> = CMLinearSpace.matrix(2, 2)(0.0, 1.0, 0.0, 3.0)
val cmMatrix: Structure2D<Float64> = CMLinearSpace.MatrixBuilder(2, 2).fill(0.0, 1.0, 0.0, 3.0)
val res: DoubleBufferND = DoubleField.ndAlgebra {
val res: Float64BufferND = Float64Field.ndAlgebra {
exp(viktorStructure) + 2.0 * cmMatrix
}

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2023 KMath contributors.
* Copyright 2018-2024 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.
*/

View File

@@ -1,3 +1,8 @@
/*
* Copyright 2018-2024 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.series
@@ -9,14 +14,18 @@ import space.kscience.kmath.operations.toList
import space.kscience.kmath.stat.KMComparisonResult
import space.kscience.kmath.stat.ksComparisonStatistic
import space.kscience.kmath.structures.Buffer
import space.kscience.kmath.structures.Float64
import space.kscience.kmath.structures.slice
import space.kscience.plotly.*
import kotlin.math.PI
fun main() = with(Double.algebra.bufferAlgebra.seriesAlgebra()) {
fun Double.Companion.seriesAlgebra() = Double.algebra.bufferAlgebra.seriesAlgebra()
fun Plot.plotSeries(name: String, buffer: Buffer<Double>) {
fun main() = with(Double.seriesAlgebra()) {
fun Plot.plotSeries(name: String, buffer: Buffer<Float64>) {
scatter {
this.name = name
x.numbers = buffer.labels
@@ -29,17 +38,17 @@ fun main() = with(Double.algebra.bufferAlgebra.seriesAlgebra()) {
val s2 = s1.slice(20..50).moveTo(40)
val s3: Buffer<Double> = s1.zip(s2) { l, r -> l + r } //s1 + s2
val s3: Buffer<Float64> = s1.zip(s2) { l, r -> l + r } //s1 + s2
val s4 = s3.map { ln(it) }
val kmTest: KMComparisonResult<Double> = ksComparisonStatistic(s1, s2)
val kmTest: KMComparisonResult<Float64> = ksComparisonStatistic(s1, s2)
Plotly.page {
h1 { +"This is my plot" }
p{
p {
+"Kolmogorov-smirnov test for s1 and s2: ${kmTest.value}"
}
plot{
plot {
plotSeries("s1", s1)
plotSeries("s2", s2)
plotSeries("s3", s3)

View File

@@ -0,0 +1,47 @@
/*
* Copyright 2018-2023 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.series
import space.kscience.kmath.structures.*
import space.kscience.plotly.*
import space.kscience.plotly.models.Scatter
import space.kscience.plotly.models.ScatterMode
import kotlin.random.Random
fun main(): Unit = with(Double.seriesAlgebra()) {
val random = Random(1234)
val arrayOfRandoms = DoubleArray(20) { random.nextDouble() }
val series1: Float64Buffer = arrayOfRandoms.asBuffer()
val series2: Series<Float64> = series1.moveBy(3)
val res = series2 - series1
println(res.size)
println(res)
fun Plot.series(name: String, buffer: Buffer<Float64>, block: Scatter.() -> Unit = {}) {
scatter {
this.name = name
x.numbers = buffer.offsetIndices
y.doubles = buffer.toDoubleArray()
block()
}
}
Plotly.plot {
series("series1", series1)
series("series2", series2)
series("dif", res) {
mode = ScatterMode.lines
line.color("magenta")
}
}.makeFile(resourceLocation = ResourceLocation.REMOTE)
}

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/
@@ -36,8 +36,28 @@ private suspend fun runKMathChained(): Duration {
return Duration.between(startTime, Instant.now())
}
private fun runKMathBlocking(): Duration {
val generator = RandomGenerator.fromSource(RandomSource.MT, 123L)
val normal = GaussianSampler(7.0, 2.0)
val chain = normal.sample(generator)
val startTime = Instant.now()
var sum = 0.0
repeat(10000001) { counter ->
sum += chain.nextBlocking()
if (counter % 100000 == 0) {
val duration = Duration.between(startTime, Instant.now())
val meanValue = sum / counter
println("Chain sampler completed $counter elements in $duration: $meanValue")
}
}
return Duration.between(startTime, Instant.now())
}
private fun runCMDirect(): Duration {
val rng = RandomSource.create(RandomSource.MT, 123L)
val rng = RandomSource.MT.create(123L)
val sampler = CMGaussianSampler.of(
BoxMullerNormalizedGaussianSampler.of(rng),
@@ -67,6 +87,8 @@ private fun runCMDirect(): Duration {
fun main(): Unit = runBlocking(Dispatchers.Default) {
val directJob = async { runCMDirect() }
val chainJob = async { runKMathChained() }
val blockingJob = async { runKMathBlocking() }
println("KMath Chained: ${chainJob.await()}")
println("KMath Blocking: ${blockingJob.await()}")
println("Apache Direct: ${directJob.await()}")
}

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/
@@ -10,13 +10,14 @@ import space.kscience.kmath.chains.Chain
import space.kscience.kmath.chains.combineWithState
import space.kscience.kmath.distributions.NormalDistribution
import space.kscience.kmath.random.RandomGenerator
import space.kscience.kmath.structures.Float64
private data class AveragingChainState(var num: Int = 0, var value: Double = 0.0)
/**
* Averaging.
*/
private fun Chain<Double>.mean(): Chain<Double> = combineWithState(AveragingChainState(), { it.copy() }) { chain ->
private fun Chain<Float64>.mean(): Chain<Float64> = combineWithState(AveragingChainState(), { it.copy() }) { chain ->
val next = chain.next()
num++
value += next

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/
@@ -8,12 +8,12 @@
package space.kscience.kmath.structures
import space.kscience.kmath.complex.*
import space.kscience.kmath.linear.transpose
import space.kscience.kmath.linear.transposed
import space.kscience.kmath.nd.StructureND
import space.kscience.kmath.nd.as2D
import space.kscience.kmath.nd.ndAlgebra
import space.kscience.kmath.nd.structureND
import space.kscience.kmath.operations.DoubleField
import space.kscience.kmath.operations.Float64Field
import space.kscience.kmath.operations.invoke
import kotlin.system.measureTimeMillis
@@ -21,12 +21,12 @@ fun main() {
val dim = 1000
val n = 1000
val realField = DoubleField.ndAlgebra(dim, dim)
val realField = Float64Field.ndAlgebra(dim, dim)
val complexField: ComplexFieldND = ComplexField.ndAlgebra(dim, dim)
val realTime = measureTimeMillis {
realField {
var res: StructureND<Double> = one
var res: StructureND<Float64> = one
repeat(n) {
res += 1.0
}
@@ -60,7 +60,7 @@ fun complexExample() {
val sum = matrix + x + 1.0
//Represent the sum as 2d-structure and transpose
sum.as2D().transpose()
sum.as2D().transposed()
}
}
}

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/
@@ -7,10 +7,8 @@ package space.kscience.kmath.structures
import kotlinx.coroutines.DelicateCoroutinesApi
import kotlinx.coroutines.GlobalScope
import org.nd4j.linalg.factory.Nd4j
import space.kscience.kmath.nd.*
import space.kscience.kmath.nd4j.nd4j
import space.kscience.kmath.operations.DoubleField
import space.kscience.kmath.operations.Float64Field
import space.kscience.kmath.operations.invoke
import space.kscience.kmath.viktor.ViktorFieldND
import kotlin.contracts.InvocationKind
@@ -26,54 +24,44 @@ internal inline fun measureAndPrint(title: String, block: () -> Unit) {
@OptIn(DelicateCoroutinesApi::class)
fun main() {
// initializing Nd4j
Nd4j.zeros(0)
val dim = 1000
val n = 1000
val shape = ShapeND(dim, dim)
// specialized nd-field for Double. It works as generic Double field as well.
val doubleField = DoubleField.ndAlgebra
val doubleField = Float64Field.ndAlgebra
//A generic field. It should be used for objects, not primitives.
val genericField = BufferedFieldOpsND(DoubleField)
// Nd4j specialized field.
val nd4jField = DoubleField.nd4j
val genericField = BufferedFieldOpsND(Float64Field)
//viktor field
val viktorField = ViktorFieldND(dim, dim)
//parallel processing based on Java Streams
val parallelField = DoubleField.ndStreaming(dim, dim)
val parallelField = Float64Field.ndStreaming(dim, dim)
measureAndPrint("Boxing addition") {
genericField {
var res: StructureND<Double> = one(shape)
var res: StructureND<Float64> = one(shape)
repeat(n) { res += 1.0 }
}
}
measureAndPrint("Specialized addition") {
doubleField {
var res: StructureND<Double> = one(shape)
repeat(n) { res += 1.0 }
}
}
measureAndPrint("Nd4j specialized addition") {
nd4jField {
var res: StructureND<Double> = one(shape)
var res: StructureND<Float64> = one(shape)
repeat(n) { res += 1.0 }
}
}
measureAndPrint("Viktor addition") {
viktorField {
var res: StructureND<Double> = one
var res: StructureND<Float64> = one
repeat(n) { res += 1.0 }
}
}
measureAndPrint("Parallel stream addition") {
parallelField {
var res: StructureND<Double> = one
var res: StructureND<Float64> = one
repeat(n) { res += 1.0 }
}
}

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/
@@ -9,6 +9,7 @@ import space.kscience.kmath.PerformancePitfall
import space.kscience.kmath.nd.*
import space.kscience.kmath.operations.DoubleField
import space.kscience.kmath.operations.ExtendedField
import space.kscience.kmath.operations.Float64Field
import space.kscience.kmath.operations.NumbersAddOps
import java.util.*
import java.util.stream.IntStream
@@ -17,55 +18,67 @@ import java.util.stream.IntStream
* A demonstration implementation of NDField over Real using Java [java.util.stream.DoubleStream] for parallel
* execution.
*/
class StreamDoubleFieldND(override val shape: ShapeND) : FieldND<Double, DoubleField>,
NumbersAddOps<StructureND<Double>>,
ExtendedField<StructureND<Double>> {
class StreamDoubleFieldND(override val shape: ShapeND) : FieldND<Double, Float64Field>,
NumbersAddOps<StructureND<Float64>>,
ExtendedField<StructureND<Float64>> {
private val strides = ColumnStrides(shape)
override val elementAlgebra: DoubleField get() = DoubleField
override val zero: BufferND<Double> by lazy { structureND(shape) { zero } }
override val one: BufferND<Double> by lazy { structureND(shape) { one } }
override val elementAlgebra: Float64Field get() = Float64Field
override val zero: BufferND<Float64> by lazy { structureND(shape) { zero } }
override val one: BufferND<Float64> by lazy { structureND(shape) { one } }
override fun number(value: Number): BufferND<Double> {
override fun number(value: Number): BufferND<Float64> {
val d = value.toDouble() // minimize conversions
return structureND(shape) { d }
}
@OptIn(PerformancePitfall::class)
private val StructureND<Double>.buffer: DoubleBuffer
private val StructureND<Float64>.buffer: Float64Buffer
get() = when {
!shape.contentEquals(this@StreamDoubleFieldND.shape) -> throw ShapeMismatchException(
shape != this@StreamDoubleFieldND.shape -> throw ShapeMismatchException(
this@StreamDoubleFieldND.shape,
shape
)
this is BufferND && indices == this@StreamDoubleFieldND.strides -> this.buffer as DoubleBuffer
else -> DoubleBuffer(strides.linearSize) { offset -> get(strides.index(offset)) }
this is BufferND && indices == this@StreamDoubleFieldND.strides -> this.buffer as Float64Buffer
else -> Float64Buffer(strides.linearSize) { offset -> get(strides.index(offset)) }
}
override fun structureND(shape: ShapeND, initializer: DoubleField.(IntArray) -> Double): BufferND<Double> {
override fun structureND(shape: ShapeND, initializer: Float64Field.(IntArray) -> Double): BufferND<Float64> {
val array = IntStream.range(0, strides.linearSize).parallel().mapToDouble { offset ->
val index = strides.index(offset)
DoubleField.initializer(index)
Float64Field.initializer(index)
}.toArray()
return BufferND(strides, array.asBuffer())
}
override fun mutableStructureND(
shape: ShapeND,
initializer: DoubleField.(IntArray) -> Double,
): MutableBufferND<Float64> {
val array = IntStream.range(0, strides.linearSize).parallel().mapToDouble { offset ->
val index = strides.index(offset)
DoubleField.initializer(index)
}.toArray()
return MutableBufferND(strides, array.asBuffer())
}
@OptIn(PerformancePitfall::class)
override fun StructureND<Double>.map(
transform: DoubleField.(Double) -> Double,
): BufferND<Double> {
val array = Arrays.stream(buffer.array).parallel().map { DoubleField.transform(it) }.toArray()
override fun StructureND<Float64>.map(
transform: Float64Field.(Double) -> Double,
): BufferND<Float64> {
val array = Arrays.stream(buffer.array).parallel().map { Float64Field.transform(it) }.toArray()
return BufferND(strides, array.asBuffer())
}
@OptIn(PerformancePitfall::class)
override fun StructureND<Double>.mapIndexed(
transform: DoubleField.(index: IntArray, Double) -> Double,
): BufferND<Double> {
override fun StructureND<Float64>.mapIndexed(
transform: Float64Field.(index: IntArray, Double) -> Double,
): BufferND<Float64> {
val array = IntStream.range(0, strides.linearSize).parallel().mapToDouble { offset ->
DoubleField.transform(
Float64Field.transform(
strides.index(offset),
buffer.array[offset]
)
@@ -76,39 +89,39 @@ class StreamDoubleFieldND(override val shape: ShapeND) : FieldND<Double, DoubleF
@OptIn(PerformancePitfall::class)
override fun zip(
left: StructureND<Double>,
right: StructureND<Double>,
transform: DoubleField.(Double, Double) -> Double,
): BufferND<Double> {
left: StructureND<Float64>,
right: StructureND<Float64>,
transform: Float64Field.(Double, Double) -> Double,
): BufferND<Float64> {
val array = IntStream.range(0, strides.linearSize).parallel().mapToDouble { offset ->
DoubleField.transform(left.buffer.array[offset], right.buffer.array[offset])
Float64Field.transform(left.buffer.array[offset], right.buffer.array[offset])
}.toArray()
return BufferND(strides, array.asBuffer())
}
override fun StructureND<Double>.unaryMinus(): StructureND<Double> = map { -it }
override fun StructureND<Float64>.unaryMinus(): StructureND<Float64> = map { -it }
override fun scale(a: StructureND<Double>, value: Double): StructureND<Double> = a.map { it * value }
override fun scale(a: StructureND<Float64>, value: Double): StructureND<Float64> = a.map { it * value }
override fun power(arg: StructureND<Double>, pow: Number): BufferND<Double> = arg.map { power(it, pow) }
override fun power(arg: StructureND<Float64>, pow: Number): BufferND<Float64> = arg.map { power(it, pow) }
override fun exp(arg: StructureND<Double>): BufferND<Double> = arg.map { exp(it) }
override fun exp(arg: StructureND<Float64>): BufferND<Float64> = arg.map { exp(it) }
override fun ln(arg: StructureND<Double>): BufferND<Double> = arg.map { ln(it) }
override fun ln(arg: StructureND<Float64>): BufferND<Float64> = arg.map { ln(it) }
override fun sin(arg: StructureND<Double>): BufferND<Double> = arg.map { sin(it) }
override fun cos(arg: StructureND<Double>): BufferND<Double> = arg.map { cos(it) }
override fun tan(arg: StructureND<Double>): BufferND<Double> = arg.map { tan(it) }
override fun asin(arg: StructureND<Double>): BufferND<Double> = arg.map { asin(it) }
override fun acos(arg: StructureND<Double>): BufferND<Double> = arg.map { acos(it) }
override fun atan(arg: StructureND<Double>): BufferND<Double> = arg.map { atan(it) }
override fun sin(arg: StructureND<Float64>): BufferND<Float64> = arg.map { sin(it) }
override fun cos(arg: StructureND<Float64>): BufferND<Float64> = arg.map { cos(it) }
override fun tan(arg: StructureND<Float64>): BufferND<Float64> = arg.map { tan(it) }
override fun asin(arg: StructureND<Float64>): BufferND<Float64> = arg.map { asin(it) }
override fun acos(arg: StructureND<Float64>): BufferND<Float64> = arg.map { acos(it) }
override fun atan(arg: StructureND<Float64>): BufferND<Float64> = arg.map { atan(it) }
override fun sinh(arg: StructureND<Double>): BufferND<Double> = arg.map { sinh(it) }
override fun cosh(arg: StructureND<Double>): BufferND<Double> = arg.map { cosh(it) }
override fun tanh(arg: StructureND<Double>): BufferND<Double> = arg.map { tanh(it) }
override fun asinh(arg: StructureND<Double>): BufferND<Double> = arg.map { asinh(it) }
override fun acosh(arg: StructureND<Double>): BufferND<Double> = arg.map { acosh(it) }
override fun atanh(arg: StructureND<Double>): BufferND<Double> = arg.map { atanh(it) }
override fun sinh(arg: StructureND<Float64>): BufferND<Float64> = arg.map { sinh(it) }
override fun cosh(arg: StructureND<Float64>): BufferND<Float64> = arg.map { cosh(it) }
override fun tanh(arg: StructureND<Float64>): BufferND<Float64> = arg.map { tanh(it) }
override fun asinh(arg: StructureND<Float64>): BufferND<Float64> = arg.map { asinh(it) }
override fun acosh(arg: StructureND<Float64>): BufferND<Float64> = arg.map { acosh(it) }
override fun atanh(arg: StructureND<Float64>): BufferND<Float64> = arg.map { atanh(it) }
}
fun DoubleField.ndStreaming(vararg shape: Int): StreamDoubleFieldND = StreamDoubleFieldND(ShapeND(shape))
fun Float64Field.ndStreaming(vararg shape: Int): StreamDoubleFieldND = StreamDoubleFieldND(ShapeND(shape))

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/
@@ -16,7 +16,7 @@ import kotlin.system.measureTimeMillis
fun main() {
val n = 6000
val array = DoubleArray(n * n) { 1.0 }
val buffer = DoubleBuffer(array)
val buffer = Float64Buffer(array)
val strides = ColumnStrides(ShapeND(n, n))
val structure = BufferND(strides, buffer)

View File

@@ -1,25 +1,23 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.structures
import space.kscience.kmath.nd.BufferND
import space.kscience.kmath.nd.ShapeND
import space.kscience.kmath.nd.StructureND
import space.kscience.kmath.operations.mapToBuffer
import kotlin.system.measureTimeMillis
private inline fun <T, reified R : Any> BufferND<T>.mapToBufferND(
bufferFactory: BufferFactory<R> = BufferFactory.auto(),
bufferFactory: BufferFactory<R> = BufferFactory(),
crossinline block: (T) -> R,
): BufferND<R> = BufferND(indices, buffer.mapToBuffer(bufferFactory, block))
@Suppress("UNUSED_VARIABLE")
fun main() {
val n = 6000
val structure = StructureND.buffered(ShapeND(n, n), Buffer.Companion::auto) { 1.0 }
val structure = BufferND(n, n) { 1.0 }
structure.mapToBufferND { it + 1 } // warm-up
val time1 = measureTimeMillis { val res = structure.mapToBufferND { it + 1 } }
println("Structure mapping finished in $time1 millis")
@@ -32,10 +30,10 @@ fun main() {
println("Array mapping finished in $time2 millis")
val buffer = DoubleBuffer(DoubleArray(n * n) { 1.0 })
val buffer = Float64Buffer(DoubleArray(n * n) { 1.0 })
val time3 = measureTimeMillis {
val target = DoubleBuffer(DoubleArray(n * n))
val target = Float64Buffer(DoubleArray(n * n))
val res = array.forEachIndexed { index, value ->
target[index] = value + 1
}

View File

@@ -1,23 +1,23 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.structures
import space.kscience.kmath.operations.DoubleField
import space.kscience.kmath.operations.Float64Field
import space.kscience.kmath.operations.buffer
import space.kscience.kmath.operations.bufferAlgebra
import space.kscience.kmath.operations.withSize
inline fun <reified R : Any> MutableBuffer.Companion.same(
n: Int,
value: R
): MutableBuffer<R> = auto(n) { value }
value: R,
): MutableBuffer<R> = MutableBuffer(n) { value }
fun main() {
with(DoubleField.bufferAlgebra.withSize(5)) {
with(Float64Field.bufferAlgebra.withSize(5)) {
println(number(2.0) + buffer(1, 2, 3, 4, 5))
}
}

View File

@@ -0,0 +1,26 @@
/*
* Copyright 2018-2023 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.structures
import space.kscience.kmath.PerformancePitfall
import space.kscience.kmath.nd.*
import space.kscience.kmath.operations.algebra
@OptIn(PerformancePitfall::class)
fun main(): Unit = with(Double.algebra.ndAlgebra) {
val structure: MutableStructure2D<Float64> = mutableStructureND(ShapeND(2, 2)) { (i, j) ->
i.toDouble() + j.toDouble()
}.as2D()
structure[0, 1] = -2.0
val structure2 = mutableStructureND(2, 2) { (i, j) -> i.toDouble() + j.toDouble() }.as2D()
structure2[0, 1] = 2.0
println(structure + structure2)
}

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/
@@ -15,7 +15,7 @@ private fun DMatrixContext<Double, *>.simple() {
val m2 = produce<D3, D2> { i, j -> (i + j).toDouble() }
//Dimension-safe addition
m1.transpose() + m2
m1.transposed() + m2
}
private object D5 : Dimension {

View File

@@ -0,0 +1,92 @@
/*
* Copyright 2018-2024 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.LevenbergMarquardt.StaticLm
import space.kscience.kmath.nd.ShapeND
import space.kscience.kmath.nd.as2D
import space.kscience.kmath.nd.component1
import space.kscience.kmath.tensors.LevenbergMarquardt.funcDifficultForLm
import space.kscience.kmath.tensors.core.BroadcastDoubleTensorAlgebra
import space.kscience.kmath.tensors.core.BroadcastDoubleTensorAlgebra.div
import space.kscience.kmath.tensors.core.DoubleTensorAlgebra
import space.kscience.kmath.tensors.core.LMInput
import space.kscience.kmath.tensors.core.levenbergMarquardt
import kotlin.math.roundToInt
fun main() {
val NData = 200
var t_example = DoubleTensorAlgebra.ones(ShapeND(intArrayOf(NData, 1))).as2D()
for (i in 0 until NData) {
t_example[i, 0] = t_example[i, 0] * (i + 1) - 104
}
val Nparams = 15
var p_example = DoubleTensorAlgebra.ones(ShapeND(intArrayOf(Nparams, 1))).as2D()
for (i in 0 until Nparams) {
p_example[i, 0] = p_example[i, 0] + i - 25
}
val exampleNumber = 1
var y_hat = funcDifficultForLm(t_example, p_example, exampleNumber)
var p_init = DoubleTensorAlgebra.zeros(ShapeND(intArrayOf(Nparams, 1))).as2D()
for (i in 0 until Nparams) {
p_init[i, 0] = (p_example[i, 0] + 0.9)
}
var t = t_example
val y_dat = y_hat
val weight = 1.0 / Nparams * 1.0 - 0.085
val dp = BroadcastDoubleTensorAlgebra.fromArray(
ShapeND(intArrayOf(1, 1)), DoubleArray(1) { -0.01 }
).as2D()
var p_min = DoubleTensorAlgebra.ones(ShapeND(intArrayOf(Nparams, 1)))
p_min = p_min.div(1.0 / -50.0)
val p_max = DoubleTensorAlgebra.ones(ShapeND(intArrayOf(Nparams, 1)))
p_min = p_min.div(1.0 / 50.0)
val opts = doubleArrayOf(3.0, 10000.0, 1e-6, 1e-6, 1e-6, 1e-6, 1e-2, 11.0, 9.0, 1.0)
// val opts = doubleArrayOf(3.0, 10000.0, 1e-6, 1e-6, 1e-6, 1e-6, 1e-3, 11.0, 9.0, 1.0)
val inputData = LMInput(
::funcDifficultForLm,
p_init.as2D(),
t,
y_dat,
weight,
dp,
p_min.as2D(),
p_max.as2D(),
opts[1].toInt(),
doubleArrayOf(opts[2], opts[3], opts[4], opts[5]),
doubleArrayOf(opts[6], opts[7], opts[8]),
opts[9].toInt(),
10,
1
)
val result = DoubleTensorAlgebra.levenbergMarquardt(inputData)
println("Parameters:")
for (i in 0 until result.resultParameters.shape.component1()) {
val x = (result.resultParameters[i, 0] * 10000).roundToInt() / 10000.0
print("$x ")
}
println()
println("Y true and y received:")
var y_hat_after = funcDifficultForLm(t_example, result.resultParameters, exampleNumber)
for (i in 0 until y_hat.shape.component1()) {
val x = (y_hat[i, 0] * 10000).roundToInt() / 10000.0
val y = (y_hat_after[i, 0] * 10000).roundToInt() / 10000.0
println("$x $y")
}
println("Сhi_sq:")
println(result.resultChiSq)
println("Number of iterations:")
println(result.iterations)
}

View File

@@ -0,0 +1,59 @@
/*
* Copyright 2018-2024 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.LevenbergMarquardt.StaticLm
import space.kscience.kmath.nd.ShapeND
import space.kscience.kmath.nd.as2D
import space.kscience.kmath.nd.component1
import space.kscience.kmath.tensors.LevenbergMarquardt.funcDifficultForLm
import space.kscience.kmath.tensors.LevenbergMarquardt.funcEasyForLm
import space.kscience.kmath.tensors.LevenbergMarquardt.getStartDataForFuncEasy
import space.kscience.kmath.tensors.core.DoubleTensorAlgebra
import space.kscience.kmath.tensors.core.LMInput
import space.kscience.kmath.tensors.core.levenbergMarquardt
import kotlin.math.roundToInt
fun main() {
val startedData = getStartDataForFuncEasy()
val inputData = LMInput(
::funcEasyForLm,
DoubleTensorAlgebra.ones(ShapeND(intArrayOf(4, 1))).as2D(),
startedData.t,
startedData.y_dat,
startedData.weight,
startedData.dp,
startedData.p_min,
startedData.p_max,
startedData.opts[1].toInt(),
doubleArrayOf(startedData.opts[2], startedData.opts[3], startedData.opts[4], startedData.opts[5]),
doubleArrayOf(startedData.opts[6], startedData.opts[7], startedData.opts[8]),
startedData.opts[9].toInt(),
10,
startedData.example_number
)
val result = DoubleTensorAlgebra.levenbergMarquardt(inputData)
println("Parameters:")
for (i in 0 until result.resultParameters.shape.component1()) {
val x = (result.resultParameters[i, 0] * 10000).roundToInt() / 10000.0
print("$x ")
}
println()
println("Y true and y received:")
var y_hat_after = funcDifficultForLm(startedData.t, result.resultParameters, startedData.example_number)
for (i in 0 until startedData.y_dat.shape.component1()) {
val x = (startedData.y_dat[i, 0] * 10000).roundToInt() / 10000.0
val y = (y_hat_after[i, 0] * 10000).roundToInt() / 10000.0
println("$x $y")
}
println("Сhi_sq:")
println(result.resultChiSq)
println("Number of iterations:")
println(result.iterations)
}

View File

@@ -0,0 +1,91 @@
/*
* Copyright 2018-2024 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.LevenbergMarquardt.StaticLm
import space.kscience.kmath.nd.ShapeND
import space.kscience.kmath.nd.as2D
import space.kscience.kmath.nd.component1
import space.kscience.kmath.tensors.LevenbergMarquardt.funcMiddleForLm
import space.kscience.kmath.tensors.core.BroadcastDoubleTensorAlgebra
import space.kscience.kmath.tensors.core.BroadcastDoubleTensorAlgebra.div
import space.kscience.kmath.tensors.core.DoubleTensorAlgebra
import space.kscience.kmath.tensors.core.LMInput
import space.kscience.kmath.tensors.core.levenbergMarquardt
import kotlin.math.roundToInt
fun main() {
val NData = 100
var t_example = DoubleTensorAlgebra.ones(ShapeND(intArrayOf(NData, 1))).as2D()
for (i in 0 until NData) {
t_example[i, 0] = t_example[i, 0] * (i + 1)
}
val Nparams = 20
var p_example = DoubleTensorAlgebra.ones(ShapeND(intArrayOf(Nparams, 1))).as2D()
for (i in 0 until Nparams) {
p_example[i, 0] = p_example[i, 0] + i - 25
}
val exampleNumber = 1
var y_hat = funcMiddleForLm(t_example, p_example, exampleNumber)
var p_init = DoubleTensorAlgebra.zeros(ShapeND(intArrayOf(Nparams, 1))).as2D()
for (i in 0 until Nparams) {
p_init[i, 0] = (p_example[i, 0] + 0.9)
}
var t = t_example
val y_dat = y_hat
val weight = 1.0
val dp = BroadcastDoubleTensorAlgebra.fromArray(
ShapeND(intArrayOf(1, 1)), DoubleArray(1) { -0.01 }
).as2D()
var p_min = DoubleTensorAlgebra.ones(ShapeND(intArrayOf(Nparams, 1)))
p_min = p_min.div(1.0 / -50.0)
val p_max = DoubleTensorAlgebra.ones(ShapeND(intArrayOf(Nparams, 1)))
p_min = p_min.div(1.0 / 50.0)
val opts = doubleArrayOf(3.0, 7000.0, 1e-5, 1e-5, 1e-5, 1e-5, 1e-5, 11.0, 9.0, 1.0)
val inputData = LMInput(
::funcMiddleForLm,
p_init.as2D(),
t,
y_dat,
weight,
dp,
p_min.as2D(),
p_max.as2D(),
opts[1].toInt(),
doubleArrayOf(opts[2], opts[3], opts[4], opts[5]),
doubleArrayOf(opts[6], opts[7], opts[8]),
opts[9].toInt(),
10,
1
)
val result = DoubleTensorAlgebra.levenbergMarquardt(inputData)
println("Parameters:")
for (i in 0 until result.resultParameters.shape.component1()) {
val x = (result.resultParameters[i, 0] * 10000).roundToInt() / 10000.0
print("$x ")
}
println()
var y_hat_after = funcMiddleForLm(t_example, result.resultParameters, exampleNumber)
for (i in 0 until y_hat.shape.component1()) {
val x = (y_hat[i, 0] * 10000).roundToInt() / 10000.0
val y = (y_hat_after[i, 0] * 10000).roundToInt() / 10000.0
println("$x $y")
}
println("Сhi_sq:")
println(result.resultChiSq)
println("Number of iterations:")
println(result.iterations)
}

View File

@@ -0,0 +1,76 @@
/*
* Copyright 2018-2024 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.LevenbergMarquardt.StreamingLm
import kotlinx.coroutines.delay
import kotlinx.coroutines.flow.Flow
import kotlinx.coroutines.flow.flow
import space.kscience.kmath.nd.MutableStructure2D
import space.kscience.kmath.nd.ShapeND
import space.kscience.kmath.nd.as2D
import space.kscience.kmath.nd.component1
import space.kscience.kmath.structures.Float64
import space.kscience.kmath.tensors.LevenbergMarquardt.StartDataLm
import space.kscience.kmath.tensors.core.BroadcastDoubleTensorAlgebra.zeros
import space.kscience.kmath.tensors.core.DoubleTensorAlgebra
import space.kscience.kmath.tensors.core.LMInput
import space.kscience.kmath.tensors.core.levenbergMarquardt
import kotlin.random.Random
fun streamLm(
lm_func: (MutableStructure2D<Float64>, MutableStructure2D<Float64>, Int) -> (MutableStructure2D<Float64>),
startData: StartDataLm, launchFrequencyInMs: Long, numberOfLaunches: Int,
): Flow<MutableStructure2D<Float64>> = flow {
var example_number = startData.example_number
var p_init = startData.p_init
var t = startData.t
var y_dat = startData.y_dat
val weight = startData.weight
val dp = startData.dp
val p_min = startData.p_min
val p_max = startData.p_max
val opts = startData.opts
var steps = numberOfLaunches
val isEndless = (steps <= 0)
val inputData = LMInput(
lm_func,
p_init,
t,
y_dat,
weight,
dp,
p_min,
p_max,
opts[1].toInt(),
doubleArrayOf(opts[2], opts[3], opts[4], opts[5]),
doubleArrayOf(opts[6], opts[7], opts[8]),
opts[9].toInt(),
10,
example_number
)
while (isEndless || steps > 0) {
val result = DoubleTensorAlgebra.levenbergMarquardt(inputData)
emit(result.resultParameters)
delay(launchFrequencyInMs)
inputData.realValues = generateNewYDat(y_dat, 0.1)
inputData.startParameters = result.resultParameters
if (!isEndless) steps -= 1
}
}
fun generateNewYDat(y_dat: MutableStructure2D<Float64>, delta: Double): MutableStructure2D<Float64> {
val n = y_dat.shape.component1()
val y_dat_new = zeros(ShapeND(intArrayOf(n, 1))).as2D()
for (i in 0 until n) {
val randomEps = Random.nextDouble(delta + delta) - delta
y_dat_new[i, 0] = y_dat[i, 0] + randomEps
}
return y_dat_new
}

View File

@@ -0,0 +1,33 @@
/*
* Copyright 2018-2024 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.LevenbergMarquardt.StreamingLm
import space.kscience.kmath.nd.component1
import space.kscience.kmath.tensors.LevenbergMarquardt.funcDifficultForLm
import space.kscience.kmath.tensors.LevenbergMarquardt.getStartDataForFuncDifficult
import kotlin.math.roundToInt
suspend fun main() {
val startData = getStartDataForFuncDifficult()
// Создание потока:
val lmFlow = streamLm(::funcDifficultForLm, startData, 0, 100)
var initialTime = System.currentTimeMillis()
var lastTime: Long
val launches = mutableListOf<Long>()
// Запуск потока
lmFlow.collect { parameters ->
lastTime = System.currentTimeMillis()
launches.add(lastTime - initialTime)
initialTime = lastTime
for (i in 0 until parameters.shape.component1()) {
val x = (parameters[i, 0] * 10000).roundToInt() / 10000.0
print("$x ")
if (i == parameters.shape.component1() - 1) println()
}
}
println("Average without first is: ${launches.subList(1, launches.size - 1).average()}")
}

View File

@@ -0,0 +1,233 @@
/*
* Copyright 2018-2024 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.LevenbergMarquardt
import space.kscience.kmath.nd.MutableStructure2D
import space.kscience.kmath.nd.ShapeND
import space.kscience.kmath.nd.as2D
import space.kscience.kmath.nd.component1
import space.kscience.kmath.structures.Float64
import space.kscience.kmath.tensors.core.BroadcastDoubleTensorAlgebra
import space.kscience.kmath.tensors.core.BroadcastDoubleTensorAlgebra.div
import space.kscience.kmath.tensors.core.DoubleTensorAlgebra
import space.kscience.kmath.tensors.core.DoubleTensorAlgebra.Companion.max
import space.kscience.kmath.tensors.core.DoubleTensorAlgebra.Companion.plus
import space.kscience.kmath.tensors.core.DoubleTensorAlgebra.Companion.pow
import space.kscience.kmath.tensors.core.DoubleTensorAlgebra.Companion.times
import space.kscience.kmath.tensors.core.asDoubleTensor
public data class StartDataLm(
var lm_matx_y_dat: MutableStructure2D<Float64>,
var example_number: Int,
var p_init: MutableStructure2D<Float64>,
var t: MutableStructure2D<Float64>,
var y_dat: MutableStructure2D<Float64>,
var weight: Double,
var dp: MutableStructure2D<Float64>,
var p_min: MutableStructure2D<Float64>,
var p_max: MutableStructure2D<Float64>,
var consts: MutableStructure2D<Float64>,
var opts: DoubleArray,
)
fun funcEasyForLm(
t: MutableStructure2D<Float64>,
p: MutableStructure2D<Float64>,
exampleNumber: Int,
): MutableStructure2D<Float64> {
val m = t.shape.component1()
var y_hat = DoubleTensorAlgebra.zeros(ShapeND(intArrayOf(m, 1)))
if (exampleNumber == 1) {
y_hat = DoubleTensorAlgebra.exp((t.times(-1.0 / p[1, 0]))).times(p[0, 0]) + t.times(p[2, 0]).times(
DoubleTensorAlgebra.exp((t.times(-1.0 / p[3, 0])))
)
} else if (exampleNumber == 2) {
val mt = t.max()
y_hat = (t.times(1.0 / mt)).times(p[0, 0]) +
(t.times(1.0 / mt)).pow(2).times(p[1, 0]) +
(t.times(1.0 / mt)).pow(3).times(p[2, 0]) +
(t.times(1.0 / mt)).pow(4).times(p[3, 0])
} else if (exampleNumber == 3) {
y_hat = DoubleTensorAlgebra.exp((t.times(-1.0 / p[1, 0])))
.times(p[0, 0]) + DoubleTensorAlgebra.sin((t.times(1.0 / p[3, 0]))).times(p[2, 0])
}
return y_hat.as2D()
}
fun funcMiddleForLm(
t: MutableStructure2D<Float64>,
p: MutableStructure2D<Float64>,
exampleNumber: Int,
): MutableStructure2D<Float64> {
val m = t.shape.component1()
var y_hat = DoubleTensorAlgebra.zeros(ShapeND(intArrayOf(m, 1)))
val mt = t.max()
for (i in 0 until p.shape.component1()) {
y_hat += (t.times(1.0 / mt)).times(p[i, 0])
}
for (i in 0 until 5) {
y_hat = funcEasyForLm(y_hat.as2D(), p, exampleNumber).asDoubleTensor()
}
return y_hat.as2D()
}
fun funcDifficultForLm(
t: MutableStructure2D<Float64>,
p: MutableStructure2D<Float64>,
exampleNumber: Int,
): MutableStructure2D<Float64> {
val m = t.shape.component1()
var y_hat = DoubleTensorAlgebra.zeros(ShapeND(intArrayOf(m, 1)))
val mt = t.max()
for (i in 0 until p.shape.component1()) {
y_hat = y_hat.plus((t.times(1.0 / mt)).times(p[i, 0]))
}
for (i in 0 until 4) {
y_hat = funcEasyForLm((y_hat.as2D() + t).as2D(), p, exampleNumber).asDoubleTensor()
}
return y_hat.as2D()
}
fun getStartDataForFuncDifficult(): StartDataLm {
val NData = 200
var t_example = DoubleTensorAlgebra.ones(ShapeND(intArrayOf(NData, 1))).as2D()
for (i in 0 until NData) {
t_example[i, 0] = t_example[i, 0] * (i + 1) - 104
}
val Nparams = 15
var p_example = DoubleTensorAlgebra.ones(ShapeND(intArrayOf(Nparams, 1))).as2D()
for (i in 0 until Nparams) {
p_example[i, 0] = p_example[i, 0] + i - 25
}
val exampleNumber = 1
var y_hat = funcDifficultForLm(t_example, p_example, exampleNumber)
var p_init = DoubleTensorAlgebra.zeros(ShapeND(intArrayOf(Nparams, 1))).as2D()
for (i in 0 until Nparams) {
p_init[i, 0] = (p_example[i, 0] + 0.9)
}
var t = t_example
val y_dat = y_hat
val weight = 1.0 / Nparams * 1.0 - 0.085
val dp = BroadcastDoubleTensorAlgebra.fromArray(
ShapeND(intArrayOf(1, 1)), DoubleArray(1) { -0.01 }
).as2D()
var p_min = DoubleTensorAlgebra.ones(ShapeND(intArrayOf(Nparams, 1)))
p_min = p_min.div(1.0 / -50.0)
val p_max = DoubleTensorAlgebra.ones(ShapeND(intArrayOf(Nparams, 1)))
p_min = p_min.div(1.0 / 50.0)
val consts = BroadcastDoubleTensorAlgebra.fromArray(
ShapeND(intArrayOf(1, 1)), doubleArrayOf(0.0)
).as2D()
val opts = doubleArrayOf(3.0, 10000.0, 1e-2, 1e-3, 1e-2, 1e-2, 1e-2, 11.0, 9.0, 1.0)
return StartDataLm(y_dat, 1, p_init, t, y_dat, weight, dp, p_min.as2D(), p_max.as2D(), consts, opts)
}
fun getStartDataForFuncMiddle(): StartDataLm {
val NData = 100
var t_example = DoubleTensorAlgebra.ones(ShapeND(intArrayOf(NData, 1))).as2D()
for (i in 0 until NData) {
t_example[i, 0] = t_example[i, 0] * (i + 1)
}
val Nparams = 20
var p_example = DoubleTensorAlgebra.ones(ShapeND(intArrayOf(Nparams, 1))).as2D()
for (i in 0 until Nparams) {
p_example[i, 0] = p_example[i, 0] + i - 25
}
val exampleNumber = 1
var y_hat = funcMiddleForLm(t_example, p_example, exampleNumber)
var p_init = DoubleTensorAlgebra.zeros(ShapeND(intArrayOf(Nparams, 1))).as2D()
for (i in 0 until Nparams) {
p_init[i, 0] = (p_example[i, 0] + 10.0)
}
var t = t_example
val y_dat = y_hat
val weight = 1.0
val dp = BroadcastDoubleTensorAlgebra.fromArray(
ShapeND(intArrayOf(1, 1)), DoubleArray(1) { -0.01 }
).as2D()
var p_min = DoubleTensorAlgebra.ones(ShapeND(intArrayOf(Nparams, 1)))
p_min = p_min.div(1.0 / -50.0)
val p_max = DoubleTensorAlgebra.ones(ShapeND(intArrayOf(Nparams, 1)))
p_min = p_min.div(1.0 / 50.0)
val consts = BroadcastDoubleTensorAlgebra.fromArray(
ShapeND(intArrayOf(1, 1)), doubleArrayOf(0.0)
).as2D()
val opts = doubleArrayOf(3.0, 10000.0, 1e-5, 1e-5, 1e-5, 1e-5, 1e-5, 11.0, 9.0, 1.0)
var example_number = 1
return StartDataLm(y_dat, example_number, p_init, t, y_dat, weight, dp, p_min.as2D(), p_max.as2D(), consts, opts)
}
fun getStartDataForFuncEasy(): StartDataLm {
val lm_matx_y_dat = doubleArrayOf(
19.6594, 18.6096, 17.6792, 17.2747, 16.3065, 17.1458, 16.0467, 16.7023, 15.7809, 15.9807,
14.7620, 15.1128, 16.0973, 15.1934, 15.8636, 15.4763, 15.6860, 15.1895, 15.3495, 16.6054,
16.2247, 15.9854, 16.1421, 17.0960, 16.7769, 17.1997, 17.2767, 17.5882, 17.5378, 16.7894,
17.7648, 18.2512, 18.1581, 16.7037, 17.8475, 17.9081, 18.3067, 17.9632, 18.2817, 19.1427,
18.8130, 18.5658, 18.0056, 18.4607, 18.5918, 18.2544, 18.3731, 18.7511, 19.3181, 17.3066,
17.9632, 19.0513, 18.7528, 18.2928, 18.5967, 17.8567, 17.7859, 18.4016, 18.9423, 18.4959,
17.8000, 18.4251, 17.7829, 17.4645, 17.5221, 17.3517, 17.4637, 17.7563, 16.8471, 17.4558,
17.7447, 17.1487, 17.3183, 16.8312, 17.7551, 17.0942, 15.6093, 16.4163, 15.3755, 16.6725,
16.2332, 16.2316, 16.2236, 16.5361, 15.3721, 15.3347, 15.5815, 15.6319, 14.4538, 14.6044,
14.7665, 13.3718, 15.0587, 13.8320, 14.7873, 13.6824, 14.2579, 14.2154, 13.5818, 13.8157
)
var example_number = 1
val p_init = BroadcastDoubleTensorAlgebra.fromArray(
ShapeND(intArrayOf(4, 1)), doubleArrayOf(5.0, 2.0, 0.2, 10.0)
).as2D()
var t = DoubleTensorAlgebra.ones(ShapeND(intArrayOf(100, 1))).as2D()
for (i in 0 until 100) {
t[i, 0] = t[i, 0] * (i + 1)
}
val y_dat = BroadcastDoubleTensorAlgebra.fromArray(
ShapeND(intArrayOf(100, 1)), lm_matx_y_dat
).as2D()
val weight = 4.0
val dp = BroadcastDoubleTensorAlgebra.fromArray(
ShapeND(intArrayOf(1, 1)), DoubleArray(1) { -0.01 }
).as2D()
val p_min = BroadcastDoubleTensorAlgebra.fromArray(
ShapeND(intArrayOf(4, 1)), doubleArrayOf(-50.0, -20.0, -2.0, -100.0)
).as2D()
val p_max = BroadcastDoubleTensorAlgebra.fromArray(
ShapeND(intArrayOf(4, 1)), doubleArrayOf(50.0, 20.0, 2.0, 100.0)
).as2D()
val consts = BroadcastDoubleTensorAlgebra.fromArray(
ShapeND(intArrayOf(1, 1)), doubleArrayOf(0.0)
).as2D()
val opts = doubleArrayOf(3.0, 100.0, 1e-3, 1e-3, 1e-1, 1e-1, 1e-2, 11.0, 9.0, 1.0)
return StartDataLm(y_dat, example_number, p_init, t, y_dat, weight, dp, p_min, p_max, consts, opts)
}

View File

@@ -1,12 +1,11 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.nd.ShapeND
import space.kscience.kmath.nd.contentEquals
import space.kscience.kmath.operations.invoke
import space.kscience.kmath.tensors.core.DoubleTensor
import space.kscience.kmath.tensors.core.DoubleTensorAlgebra
@@ -62,7 +61,7 @@ fun main() {
// figure out MSE of approximation
fun mse(yTrue: DoubleTensor, yPred: DoubleTensor): Double {
require(yTrue.shape.size == 1)
require(yTrue.shape contentEquals yPred.shape)
require(yTrue.shape == yPred.shape)
val diff = yTrue - yPred
return sqrt(diff.dot(diff)).value()

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/

View File

@@ -1,5 +1,5 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.
*/
@@ -10,12 +10,13 @@ import org.jetbrains.kotlinx.multik.api.ndarray
import org.jetbrains.kotlinx.multik.default.DefaultEngine
import space.kscience.kmath.multik.MultikDoubleAlgebra
import space.kscience.kmath.nd.one
import space.kscience.kmath.structures.Float64
val multikAlgebra = MultikDoubleAlgebra(DefaultEngine())
fun main(): Unit = with(multikAlgebra) {
val a = Multik.ndarray(intArrayOf(1, 2, 3)).asType<Double>().wrap()
val a = Multik.ndarray(intArrayOf(1, 2, 3)).asType<Float64>().wrap()
val b = Multik.ndarray(doubleArrayOf(1.0, 2.0, 3.0)).wrap()
one(a.shape) - a + b * 3.0
}

View File

@@ -1,12 +1,11 @@
/*
* Copyright 2018-2022 KMath contributors.
* Copyright 2018-2024 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.nd.ShapeND
import space.kscience.kmath.nd.contentEquals
import space.kscience.kmath.operations.asIterable
import space.kscience.kmath.operations.invoke
import space.kscience.kmath.tensors.core.*
@@ -94,7 +93,7 @@ class Dense(
// simple accuracy equal to the proportion of correct answers
fun accuracy(yPred: DoubleTensor, yTrue: DoubleTensor): Double {
check(yPred.shape contentEquals yTrue.shape)
check(yPred.shape == yTrue.shape)
val n = yPred.shape[0]
var correctCnt = 0
for (i in 0 until n) {

View File

@@ -2,15 +2,15 @@
# 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.
#
org.gradle.configureondemand=true
org.gradle.jvmargs=-Xmx4096m
org.gradle.parallel=true
org.gradle.workers.max=4
kotlin.code.style=official
kotlin.mpp.stability.nowarn=true
kotlin.native.ignoreDisabledTargets=true
org.jetbrains.dokka.experimental.gradle.pluginMode=V2Enabled
kotlin.native.enableKlibsCrossCompilation=true
org.gradle.configureondemand=true
org.gradle.jvmargs=-Xmx4096m
toolsVersion=0.14.6-kotlin-1.8.20
org.gradle.parallel=true
org.gradle.workers.max=4
toolsVersion=0.16.1-kotlin-2.1.0

28
gradle/libs.versions.toml Normal file
View File

@@ -0,0 +1,28 @@
[versions]
commons-rng = "1.6"
multik = "0.2.3"
nd4j = "1.0.0-M2.1"
tensorflow = "1.0.0"
[libraries]
attributes = "space.kscience:attributes-kt:0.3.0"
commons-math = "org.apache.commons:commons-math3:3.6.1"
commons-rng-simple = { module = "org.apache.commons:commons-rng-simple", version.ref = "commons-rng" }
commons-rng-sampling = { module = "org.apache.commons:commons-rng-sampling", version.ref = "commons-rng" }
multik-core = { module = "org.jetbrains.kotlinx:multik-core", version.ref = "multik" }
multik-default = { module = "org.jetbrains.kotlinx:multik-default", version.ref = "multik" }
nd4j-api = { module = "org.nd4j:nd4j-api", version.ref = "nd4j" }
nd4j-native-platform = { module = "org.nd4j:nd4j-native-platform", version.ref = "nd4j" }
ojalgo = "org.ojalgo:ojalgo:55.1.0"
tensorflow-core-api = {module = "org.tensorflow:tensorflow-core-api", version.ref="tensorflow"}
tensorflow-core-platform = {module = "org.tensorflow:tensorflow-core-platform", version.ref="tensorflow"}
[plugins]

View File

@@ -1,5 +1,5 @@
distributionBase=GRADLE_USER_HOME
distributionPath=wrapper/dists
distributionUrl=https\://services.gradle.org/distributions/gradle-7.6-bin.zip
distributionUrl=https\://services.gradle.org/distributions/gradle-8.11.1-bin.zip
zipStoreBase=GRADLE_USER_HOME
zipStorePath=wrapper/dists

View File

@@ -10,19 +10,8 @@ Extensions to MST API: transformations, dynamic compilation and visualization.
## Artifact:
The Maven coordinates of this project are `space.kscience:kmath-ast:0.4.0-dev-1`.
The Maven coordinates of this project are `space.kscience:kmath-ast:0.4.2`.
**Gradle Groovy:**
```groovy
repositories {
maven { url 'https://repo.kotlin.link' }
mavenCentral()
}
dependencies {
implementation 'space.kscience:kmath-ast:0.4.0-dev-1'
}
```
**Gradle Kotlin DSL:**
```kotlin
repositories {
@@ -31,27 +20,33 @@ repositories {
}
dependencies {
implementation("space.kscience:kmath-ast:0.4.0-dev-1")
implementation("space.kscience:kmath-ast:0.4.2")
}
```
## Parsing expressions
In this module there is a parser from human-readable strings like `"x^3-x+3"` (in the more specific [grammar](reference/ArithmeticsEvaluator.g4)) to MST instances.
In this module there is a parser from human-readable strings like `"x^3-x+3"` (in the more
specific [grammar](reference/ArithmeticsEvaluator.g4)) to MST instances.
Supported literals:
1. Constants and variables (consist of latin letters, digits and underscores, can't start with digit): `x`, `_Abc2`.
2. Numbers: `123`, `1.02`, `1e10`, `1e-10`, `1.0e+3`&mdash;all parsed either as `kotlin.Long` or `kotlin.Double`.
Supported binary operators (from the highest precedence to the lowest one):
1. `^`
2. `*`, `/`
3. `+`, `-`
Supported unary operator:
1. `-`, e.&nbsp;g. `-x`
Arbitrary unary and binary functions are also supported: names consist of latin letters, digits and underscores, can't start with digit. Examples:
Arbitrary unary and binary functions are also supported: names consist of latin letters, digits and underscores, can't
start with digit. Examples:
1. `sin(x)`
2. `add(x, y)`
@@ -116,12 +111,15 @@ public final class CompiledExpression_-386104628_0 implements DoubleExpression {
}
```
Setting JVM system property `space.kscience.kmath.ast.dump.generated.classes` to `1` makes the translator dump class files to program's working directory, so they can be reviewed manually.
Setting JVM system property `space.kscience.kmath.ast.dump.generated.classes` to `1` makes the translator dump class
files to program's working directory, so they can be reviewed manually.
#### Limitations
- The same classes may be generated and loaded twice, so it is recommended to cache compiled expressions to avoid class loading overhead.
- This API is not supported by non-dynamic JVM implementations like TeaVM or GraalVM Native Image because they may not support class loaders.
- The same classes may be generated and loaded twice, so it is recommended to cache compiled expressions to avoid class
loading overhead.
- This API is not supported by non-dynamic JVM implementations like TeaVM or GraalVM Native Image because they may not
support class loaders.
### On JS
@@ -199,7 +197,8 @@ public fun main() {
Result LaTeX:
$$\operatorname{exp}\\,\left(\sqrt{x}\right)-\frac{\frac{\operatorname{arcsin}\\,\left(2\\,x\right)}{2\times10^{10}+x^{3}}}{12}+x^{2/3}$$
$$\operatorname{exp}\\,\left(\sqrt{x}\right)-\frac{\frac{\operatorname{arcsin}\\,\left(2\\,x\right)
}{2\times10^{10}+x^{3}}}{12}+x^{2/3}$$
Result MathML (can be used with MathJax or other renderers):

View File

@@ -2,9 +2,26 @@ plugins {
id("space.kscience.gradle.mpp")
}
kscience{
kscience {
jvm()
js()
js{
nodejs {
testTask {
useMocha {
timeout = "0"
}
}
}
browser {
useCommonJs()
testTask {
useMocha {
timeout = "0"
}
}
}
}
native()
dependencies {
@@ -18,39 +35,26 @@ kscience{
dependencies(jsMain) {
implementation(npm("astring", "1.7.5"))
implementation(npm("binaryen", "101.0.0"))
implementation(npm("binaryen", "117.0.0"))
implementation(npm("js-base64", "3.6.1"))
}
dependencies(jvmMain){
implementation("org.ow2.asm:asm-commons:9.2")
dependencies(jvmMain) {
implementation("org.ow2.asm:asm-commons:9.7.1")
}
}
kotlin {
js {
nodejs {
testTask {
useMocha().timeout = "0"
}
}
browser {
testTask {
useMocha().timeout = "0"
}
}
}
sourceSets {
filter { it.name.contains("test", true) }
.map(org.jetbrains.kotlin.gradle.plugin.KotlinSourceSet::languageSettings)
.forEach { it.optIn("space.kscience.kmath.misc.UnstableKMathAPI") }
.forEach { it.optIn("space.kscience.kmath.UnstableKMathAPI") }
}
}
if (System.getProperty("space.kscience.kmath.ast.dump.generated.classes") == "1") {
if (project.properties["space.kscience.kmath.ast.dump.generated.classes"] == "1") {
tasks.withType<org.jetbrains.kotlin.gradle.targets.jvm.tasks.KotlinJvmTest> {
jvmArgs("-Dspace.kscience.kmath.ast.dump.generated.classes=1")
}

View File

@@ -8,21 +8,27 @@ ${artifact}
## Parsing expressions
In this module there is a parser from human-readable strings like `"x^3-x+3"` (in the more specific [grammar](reference/ArithmeticsEvaluator.g4)) to MST instances.
In this module there is a parser from human-readable strings like `"x^3-x+3"` (in the more
specific [grammar](reference/ArithmeticsEvaluator.g4)) to MST instances.
Supported literals:
1. Constants and variables (consist of latin letters, digits and underscores, can't start with digit): `x`, `_Abc2`.
2. Numbers: `123`, `1.02`, `1e10`, `1e-10`, `1.0e+3`&mdash;all parsed either as `kotlin.Long` or `kotlin.Double`.
Supported binary operators (from the highest precedence to the lowest one):
1. `^`
2. `*`, `/`
3. `+`, `-`
Supported unary operator:
1. `-`, e.&nbsp;g. `-x`
Arbitrary unary and binary functions are also supported: names consist of latin letters, digits and underscores, can't start with digit. Examples:
Arbitrary unary and binary functions are also supported: names consist of latin letters, digits and underscores, can't
start with digit. Examples:
1. `sin(x)`
2. `add(x, y)`
@@ -87,12 +93,15 @@ public final class CompiledExpression_-386104628_0 implements DoubleExpression {
}
```
Setting JVM system property `space.kscience.kmath.ast.dump.generated.classes` to `1` makes the translator dump class files to program's working directory, so they can be reviewed manually.
Setting JVM system property `space.kscience.kmath.ast.dump.generated.classes` to `1` makes the translator dump class
files to program's working directory, so they can be reviewed manually.
#### Limitations
- The same classes may be generated and loaded twice, so it is recommended to cache compiled expressions to avoid class loading overhead.
- This API is not supported by non-dynamic JVM implementations like TeaVM or GraalVM Native Image because they may not support class loaders.
- The same classes may be generated and loaded twice, so it is recommended to cache compiled expressions to avoid class
loading overhead.
- This API is not supported by non-dynamic JVM implementations like TeaVM or GraalVM Native Image because they may not
support class loaders.
### On JS
@@ -170,7 +179,8 @@ public fun main() {
Result LaTeX:
$$\operatorname{exp}\\,\left(\sqrt{x}\right)-\frac{\frac{\operatorname{arcsin}\\,\left(2\\,x\right)}{2\times10^{10}+x^{3}}}{12}+x^{2/3}$$
$$\operatorname{exp}\\,\left(\sqrt{x}\right)-\frac{\frac{\operatorname{arcsin}\\,\left(2\\,x\right)
}{2\times10^{10}+x^{3}}}{12}+x^{2/3}$$
Result MathML (can be used with MathJax or other renderers):