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Changes for upcoming GSL extension project #148

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CommanderTvis merged 98 commits from gsl-experiment into dev 2021-02-19 13:34:27 +03:00
Conversation 3 Commits 98 Files Changed 7 +78 -39
1 changed files with 78 additions and 39 deletions
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117
kmath-gsl/src/nativeMain/kotlin/kscience/kmath/gsl/GslMatrixContext.kt
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@ -7,7 +7,6 @@ import kscience.kmath.operations.Complex
import kscience.kmath.operations.ComplexField
import kscience.kmath.operations.toComplex
import kscience.kmath.structures.Matrix
import kscience.kmath.structures.toList
import org.gnu.gsl.*
import kotlin.reflect.KClass
import kotlin.reflect.cast
@ -114,37 +113,41 @@ public class GslRealMatrixContext(internal val scope: AutofreeScope) :
@Suppress("IMPLICIT_CAST_TO_ANY")
@UnstableKMathAPI
public override fun <F : Any> getFeature(m: Matrix<Double>, type: KClass<F>): F? = when (type) {
LupDecompositionFeature::class -> object : LupDecompositionFeature<Double> {
private val lup by lazy {
LupDecompositionFeature::class, DeterminantFeature::class -> object : LupDecompositionFeature<Double>,
DeterminantFeature<Double>, InverseMatrixFeature<Double> {
private val lups by lazy {
val lu = m.toGsl().copy()
val n = lu.rowNum
val n = m.rowNum
val perm = gsl_permutation_alloc(n.toULong())
scope.defer { gsl_permutation_free(perm) }
memScoped {
val signum = memScoped {
val i = alloc<IntVar>()
gsl_linalg_LU_decomp(lu.nativeHandle, perm, i.ptr)
i.value
}
Triple(lu, perm, signum)
}
override val p by lazy {
val n = m.rowNum
val one = produce(n, n) { i, j -> if (i == j) 1.0 else 0.0 }
val p = produce(n, n) { _, _ -> 0.0 }
val perm = produce(n, n) { _, _ -> 0.0 }
for (j in 0 until perm!!.pointed.size.toInt()) {
println("7 $j")
val k = gsl_permutation_get(perm, j.toULong()).toInt()
for (j in 0 until lups.second!!.pointed.size.toInt()) {
val k = gsl_permutation_get(lups.second!!, j.toULong()).toInt()
val col = one.columns[k]
println(p.toGsl())
println(col.toList())
gsl_matrix_set_col(p.nativeHandle, j.toULong(), col.toGsl().nativeHandle)
gsl_matrix_set_col(perm.nativeHandle, j.toULong(), col.toGsl().nativeHandle)
}
gsl_permutation_free(perm)
lu to p
perm
}
override val l by lazy {
VirtualMatrix(lup.first.shape[0], lup.first.shape[1]) { i, j ->
VirtualMatrix(lups.first.shape[0], lups.first.shape[1]) { i, j ->
when {
j < i -> lup.first[i, j]
j < i -> lups.first[i, j]
j == i -> 1.0
else -> 0.0
}
@ -153,13 +156,28 @@ public class GslRealMatrixContext(internal val scope: AutofreeScope) :
override val u by lazy {
VirtualMatrix(
lup.first.shape[0],
lup.first.shape[1],
) { i, j -> if (j >= i) lup.first[i, j] else 0.0 } + UFeature
lups.first.shape[0],
lups.first.shape[1],
) { i, j -> if (j >= i) lups.first[i, j] else 0.0 } + UFeature
}
override val p by lazy(lup::second)
override val determinant by lazy { gsl_linalg_LU_det(lups.first.nativeHandle, lups.third) }
override val inverse by lazy {
val inv = lups.first.copy()
gsl_linalg_LU_invx(inv.nativeHandle, lups.second)
inv
}
}
CholeskyDecompositionFeature::class -> object : CholeskyDecompositionFeature<Double> {
override val l: Matrix<Double> by lazy {
val chol = m.toGsl().copy()
gsl_linalg_cholesky_decomp(chol.nativeHandle)
chol
}
}
else -> super.getFeature(m, type)
}?.let(type::cast)
}
@ -286,37 +304,41 @@ public class GslComplexMatrixContext(internal val scope: AutofreeScope) :
@Suppress("IMPLICIT_CAST_TO_ANY")
@UnstableKMathAPI
public override fun <F : Any> getFeature(m: Matrix<Complex>, type: KClass<F>): F? = when (type) {
LupDecompositionFeature::class -> object : LupDecompositionFeature<Complex> {
private val lup by lazy {
LupDecompositionFeature::class, DeterminantFeature::class -> object : LupDecompositionFeature<Complex>,
DeterminantFeature<Complex>, InverseMatrixFeature<Complex> {
private val lups by lazy {
val lu = m.toGsl().copy()
val n = lu.rowNum
val n = m.rowNum
val perm = gsl_permutation_alloc(n.toULong())
scope.defer { gsl_permutation_free(perm) }
memScoped {
val signum = memScoped {
val i = alloc<IntVar>()
gsl_linalg_complex_LU_decomp(lu.nativeHandle, perm, i.ptr)
i.value
}
Triple(lu, perm, signum)
}
override val p by lazy {
val n = m.rowNum
val one = produce(n, n) { i, j -> if (i == j) 1.0.toComplex() else 0.0.toComplex() }
val p = produce(n, n) { _, _ -> 0.0.toComplex() }
val perm = produce(n, n) { _, _ -> 0.0.toComplex() }
for (j in 0 until perm!!.pointed.size.toInt()) {
println("7 $j")
val k = gsl_permutation_get(perm, j.toULong()).toInt()
for (j in 0 until lups.second!!.pointed.size.toInt()) {
val k = gsl_permutation_get(lups.second!!, j.toULong()).toInt()
val col = one.columns[k]
println(p.toGsl())
println(col.toList())
gsl_matrix_complex_set_col(p.nativeHandle, j.toULong(), col.toGsl().nativeHandle)
gsl_matrix_complex_set_col(perm.nativeHandle, j.toULong(), col.toGsl().nativeHandle)
}
gsl_permutation_free(perm)
lu to p
perm
}
override val l by lazy {
VirtualMatrix(lup.first.shape[0], lup.first.shape[1]) { i, j ->
VirtualMatrix(lups.first.shape[0], lups.first.shape[1]) { i, j ->
when {
j < i -> lup.first[i, j]
j < i -> lups.first[i, j]
j == i -> 1.0.toComplex()
else -> 0.0.toComplex()
}
@ -325,13 +347,30 @@ public class GslComplexMatrixContext(internal val scope: AutofreeScope) :
override val u by lazy {
VirtualMatrix(
lup.first.shape[0],
lup.first.shape[1],
) { i, j -> if (j >= i) lup.first[i, j] else 0.0.toComplex() } + UFeature
lups.first.shape[0],
lups.first.shape[1],
) { i, j -> if (j >= i) lups.first[i, j] else 0.0.toComplex() } + UFeature
}
override val p by lazy(lup::second)
override val determinant by lazy {
gsl_linalg_complex_LU_det(lups.first.nativeHandle, lups.third).toKMath()
}
override val inverse by lazy {
val inv = lups.first.copy()
gsl_linalg_complex_LU_invx(inv.nativeHandle, lups.second)
inv
}
}
CholeskyDecompositionFeature::class -> object : CholeskyDecompositionFeature<Complex> {
override val l by lazy {
val chol = m.toGsl().copy()
gsl_linalg_complex_cholesky_decomp(chol.nativeHandle)
chol
}
}
else -> super.getFeature(m, type)
}?.let(type::cast)
}