Drop koma module, implement kmath-ejml module copying it, but for EJML SimpleMatrix #136

Merged
CommanderTvis merged 24 commits from ejml into dev 2020-10-01 21:30:40 +03:00
12 changed files with 203 additions and 185 deletions
Showing only changes of commit d1184802bd - Show all commits

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@ -54,9 +54,6 @@ can be used for a wide variety of purposes from high performance calculations to
library in Kotlin code and maybe rewrite some parts to better suit the Kotlin programming paradigm, however there is no fixed roadmap for that. Feel free
to submit a feature request if you want something to be done first.
altavir commented 2020-09-20 15:16:15 +03:00 (Migrated from github.com)
Review

Add some documentation instead.

Add some documentation instead.
* **Koma wrapper** [Koma](https://github.com/kyonifer/koma) is a well established numerics library in Kotlin, specifically linear algebra.
The plan is to have wrappers for koma implementations for compatibility with kmath API.
## Planned features
* **Messaging** A mathematical notation to support multi-language and multi-node communication for mathematical tasks.

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

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

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

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

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

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

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

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

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

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

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