CHANGELOG.md

@@ -14,6 +14,7 @@
 - Chi squared optimization for array-like data in CM
 - `Fitting` utility object in prob/stat
 - ND4J support module submitting `NDStructure` and `NDAlgebra` over `INDArray`.
+- Coroutine-deterministic Monte-Carlo scope with a random number generator.
 
 ### Changed
 - Package changed from `scientifik` to `kscience.kmath`.

kmath-stat/src/commonMain/kotlin/kscience/kmath/stat/MCScope.kt

@@ -0,0 +1,58 @@
+package kscience.kmath.stat
+
+import kotlinx.coroutines.*
+import kotlin.coroutines.CoroutineContext
+import kotlin.coroutines.EmptyCoroutineContext
+import kotlin.coroutines.coroutineContext
+
+/**
+ * A scope for a Monte-Carlo computations or multi-coroutine random number generation.
+ * The scope preserves the order of random generator calls as long as all concurrency calls is done via [launch] and [async]
+ * functions.
+ */
+public class MCScope(
+    public val coroutineContext: CoroutineContext,
+    public val random: RandomGenerator,
+)
+
+/**
+ * Launches a supervised Monte-Carlo scope
+ */
+public suspend inline fun <T> mcScope(generator: RandomGenerator, block: MCScope.() -> T): T =
+    MCScope(coroutineContext, generator).block()
+
+/**
+ * Launch mc scope with a given seed
+ */
+public suspend inline fun <T> mcScope(seed: Long, block: MCScope.() -> T): T =
+    mcScope(RandomGenerator.default(seed), block)
+
+/**
+ * Specialized launch for [MCScope]. Behaves the same way as regular [CoroutineScope.launch], but also stores the generator fork.
+ * The method itself is not thread safe.
+ */
+public inline fun MCScope.launch(
+    context: CoroutineContext = EmptyCoroutineContext,
+    start: CoroutineStart = CoroutineStart.DEFAULT,
+    crossinline block: suspend MCScope.() -> Unit,
+): Job {
+    val newRandom = random.fork()
+    return CoroutineScope(coroutineContext).launch(context, start) {
+        MCScope(coroutineContext, newRandom).block()
+    }
+}
+
+/**
+ * Specialized async for [MCScope]. Behaves the same way as regular [CoroutineScope.async], but also stores the generator fork.
+ * The method itself is not thread safe.
+ */
+public inline fun <T> MCScope.async(
+    context: CoroutineContext = EmptyCoroutineContext,
+    start: CoroutineStart = CoroutineStart.DEFAULT,
+    crossinline block: suspend MCScope.() -> T,
+): Deferred<T> {
+    val newRandom = random.fork()
+    return CoroutineScope(coroutineContext).async(context, start) {
+        MCScope(coroutineContext, newRandom).block()
+    }
+}