kmath-commons/src/main/kotlin/kscience/kmath/commons/expressions/DerivativeStructureExpression.kt

@@ -25,13 +25,13 @@ public class DerivativeStructureField(
      */
     public inner class DerivativeStructureSymbol(symbol: Symbol, value: Double) :
         DerivativeStructure(bindings.size, order, bindings.keys.indexOf(symbol), value), Symbol {
-        override val identity: Any = symbol.identity
+        override val identity: String = symbol.identity
     }
 
     /**
      * Identity-based symbol bindings map
      */
-    private val variables: Map<Any?, DerivativeStructureSymbol> = bindings.entries.associate { (key, value) ->
+    private val variables: Map<String, DerivativeStructureSymbol> = bindings.entries.associate { (key, value) ->
         key.identity to DerivativeStructureSymbol(key, value)
     }
 

kmath-core/src/commonMain/kotlin/kscience/kmath/expressions/Expression.kt

@@ -12,7 +12,7 @@ public interface Symbol {
      * Identity object for the symbol. Two symbols with the same identity are considered to be the same symbol.
      * By default uses object identity
      */
-    public val identity: Any get() = this
+    public val identity: String
 }
 
 /**

kmath-core/src/commonMain/kotlin/kscience/kmath/expressions/SimpleAutoDiff.kt

@@ -12,20 +12,7 @@ import kotlin.contracts.contract
  */
 
 
-/**
+public open class AutoDiffValue<out T>(public val value: T)
- * A [Symbol] with bound value
- */
-public interface BoundSymbol<out T> : Symbol {
-    public val value: T
-}
-
-/**
- * Bind a [Symbol] to a [value] and produce [BoundSymbol]
- */
-public fun <T> Symbol.bind(value: T): BoundSymbol<T> = object : BoundSymbol<T> {
-    override val identity = this@bind.identity
-    override val value: T = value
-}
 
 /**
  * Represents result of [withAutoDiff] call.
@@ -36,10 +23,10 @@ public fun <T> Symbol.bind(value: T): BoundSymbol<T> = object : BoundSymbol<T> {
  * @property context The field over [T].
  */
 public class DerivationResult<T : Any>(
-    override val value: T,
+    public val value: T,
-    private val derivativeValues: Map<Any, T>,
+    private val derivativeValues: Map<String, T>,
     public val context: Field<T>,
-) : BoundSymbol<T> {
+) {
     /**
      * Returns derivative of [variable] or returns [Ring.zero] in [context].
      */
@@ -76,8 +63,8 @@ public fun <T : Any> DerivationResult<T>.grad(vararg variables: Symbol): Point<T
  * @return the result of differentiation.
  */
 public fun <T : Any, F : Field<T>> F.withAutoDiff(
-    bindings: Collection<BoundSymbol<T>>,
+    bindings: Map<Symbol, T>,
-    body: AutoDiffField<T, F>.() -> BoundSymbol<T>,
+    body: AutoDiffField<T, F>.() -> AutoDiffValue<T>,
 ): DerivationResult<T> {
     contract { callsInPlace(body, InvocationKind.EXACTLY_ONCE) }
 
@@ -86,14 +73,14 @@ public fun <T : Any, F : Field<T>> F.withAutoDiff(
 
 public fun <T : Any, F : Field<T>> F.withAutoDiff(
     vararg bindings: Pair<Symbol, T>,
-    body: AutoDiffField<T, F>.() -> BoundSymbol<T>,
+    body: AutoDiffField<T, F>.() -> AutoDiffValue<T>,
-): DerivationResult<T> = withAutoDiff(bindings.map { it.first.bind(it.second) }, body)
+): DerivationResult<T> = withAutoDiff(bindings.toMap(), body)
 
 /**
  * Represents field in context of which functions can be derived.
  */
 public abstract class AutoDiffField<T : Any, F : Field<T>>
-    : Field<BoundSymbol<T>>, ExpressionAlgebra<T, BoundSymbol<T>> {
+    : Field<AutoDiffValue<T>>, ExpressionAlgebra<T, AutoDiffValue<T>> {
 
     public abstract val context: F
 
@@ -101,7 +88,7 @@ public abstract class AutoDiffField<T : Any, F : Field<T>>
      * A variable accessing inner state of derivatives.
      * Use this value in inner builders to avoid creating additional derivative bindings.
      */
-    public abstract var BoundSymbol<T>.d: T
+    public abstract var AutoDiffValue<T>.d: T
 
     /**
      * Performs update of derivative after the rest of the formula in the back-pass.
@@ -116,21 +103,21 @@ public abstract class AutoDiffField<T : Any, F : Field<T>>
      */
     public abstract fun <R> derive(value: R, block: F.(R) -> Unit): R
 
-    public inline fun const(block: F.() -> T): BoundSymbol<T> = const(context.block())
+    public inline fun const(block: F.() -> T): AutoDiffValue<T> = const(context.block())
 
     // Overloads for Double constants
 
-    override operator fun Number.plus(b: BoundSymbol<T>): BoundSymbol<T> =
+    override operator fun Number.plus(b: AutoDiffValue<T>): AutoDiffValue<T> =
         derive(const { this@plus.toDouble() * one + b.value }) { z ->
             b.d += z.d
         }
 
-    override operator fun BoundSymbol<T>.plus(b: Number): BoundSymbol<T> = b.plus(this)
+    override operator fun AutoDiffValue<T>.plus(b: Number): AutoDiffValue<T> = b.plus(this)
 
-    override operator fun Number.minus(b: BoundSymbol<T>): BoundSymbol<T> =
+    override operator fun Number.minus(b: AutoDiffValue<T>): AutoDiffValue<T> =
         derive(const { this@minus.toDouble() * one - b.value }) { z -> b.d -= z.d }
 
-    override operator fun BoundSymbol<T>.minus(b: Number): BoundSymbol<T> =
+    override operator fun AutoDiffValue<T>.minus(b: Number): AutoDiffValue<T> =
         derive(const { this@minus.value - one * b.toDouble() }) { z -> this@minus.d += z.d }
 }
 
@@ -139,14 +126,14 @@ public abstract class AutoDiffField<T : Any, F : Field<T>>
  */
 private class AutoDiffContext<T : Any, F : Field<T>>(
     override val context: F,
-    bindings: Collection<BoundSymbol<T>>,
+    bindings: Map<Symbol, T>,
 ) : AutoDiffField<T, F>() {
     // this stack contains pairs of blocks and values to apply them to
     private var stack: Array<Any?> = arrayOfNulls<Any?>(8)
     private var sp: Int = 0
-    private val derivatives: MutableMap<Any, T> = hashMapOf()
+    private val derivatives: MutableMap<AutoDiffValue<T>, T> = hashMapOf()
-    override val zero: BoundSymbol<T> get() = const(context.zero)
+    override val zero: AutoDiffValue<T> get() = const(context.zero)
-    override val one: BoundSymbol<T> get() = const(context.one)
+    override val one: AutoDiffValue<T> get() = const(context.one)
 
     /**
      * Differentiable variable with value and derivative of differentiation ([withAutoDiff]) result
@@ -155,17 +142,23 @@ private class AutoDiffContext<T : Any, F : Field<T>>(
      * @param T the non-nullable type of value.
      * @property value The value of this variable.
      */
-    private class AutoDiffVariableWithDeriv<T : Any>(override val value: T, var d: T) : BoundSymbol<T>
+    private class AutoDiffVariableWithDeriv<T : Any>(
+        override val identity: String,
+        value: T,
+        var d: T,
+    ) : AutoDiffValue<T>(value), Symbol
 
-    private val bindings: Map<Any, BoundSymbol<T>> = bindings.associateBy { it.identity }
+    private val bindings: Map<String, AutoDiffVariableWithDeriv<T>> = bindings.entries.associate {
+        it.key.identity to AutoDiffVariableWithDeriv(it.key.identity, it.value, context.zero)
+    }
 
-    override fun bindOrNull(symbol: Symbol): BoundSymbol<T>? = bindings[symbol.identity]
+    override fun bindOrNull(symbol: Symbol): AutoDiffVariableWithDeriv<T>? = bindings[symbol.identity]
 
-    override fun const(value: T): BoundSymbol<T> = AutoDiffVariableWithDeriv(value, context.zero)
+    override fun const(value: T): AutoDiffValue<T> = AutoDiffValue(value)
 
-    override var BoundSymbol<T>.d: T
+    override var AutoDiffValue<T>.d: T
-        get() = (this as? AutoDiffVariableWithDeriv)?.d ?: derivatives[identity] ?: context.zero
+        get() = (this as? AutoDiffVariableWithDeriv)?.d ?: derivatives[this] ?: context.zero
-        set(value) = if (this is AutoDiffVariableWithDeriv) d = value else derivatives[identity] = value
+        set(value) = if (this is AutoDiffVariableWithDeriv) d = value else derivatives[this] = value
 
     @Suppress("UNCHECKED_CAST")
     override fun <R> derive(value: R, block: F.(R) -> Unit): R {
@@ -187,34 +180,34 @@ private class AutoDiffContext<T : Any, F : Field<T>>(
 
     // Basic math (+, -, *, /)
 
-    override fun add(a: BoundSymbol<T>, b: BoundSymbol<T>): BoundSymbol<T> =
+    override fun add(a: AutoDiffValue<T>, b: AutoDiffValue<T>): AutoDiffValue<T> =
         derive(const { a.value + b.value }) { z ->
             a.d += z.d
             b.d += z.d
         }
 
-    override fun multiply(a: BoundSymbol<T>, b: BoundSymbol<T>): BoundSymbol<T> =
+    override fun multiply(a: AutoDiffValue<T>, b: AutoDiffValue<T>): AutoDiffValue<T> =
         derive(const { a.value * b.value }) { z ->
             a.d += z.d * b.value
             b.d += z.d * a.value
         }
 
-    override fun divide(a: BoundSymbol<T>, b: BoundSymbol<T>): BoundSymbol<T> =
+    override fun divide(a: AutoDiffValue<T>, b: AutoDiffValue<T>): AutoDiffValue<T> =
         derive(const { a.value / b.value }) { z ->
             a.d += z.d / b.value
             b.d -= z.d * a.value / (b.value * b.value)
         }
 
-    override fun multiply(a: BoundSymbol<T>, k: Number): BoundSymbol<T> =
+    override fun multiply(a: AutoDiffValue<T>, k: Number): AutoDiffValue<T> =
         derive(const { k.toDouble() * a.value }) { z ->
             a.d += z.d * k.toDouble()
         }
 
-    inline fun derivate(function: AutoDiffField<T, F>.() -> BoundSymbol<T>): DerivationResult<T> {
+    inline fun derivate(function: AutoDiffField<T, F>.() -> AutoDiffValue<T>): DerivationResult<T> {
         val result = function()
         result.d = context.one // computing derivative w.r.t result
         runBackwardPass()
-        return DerivationResult(result.value, derivatives, context)
+        return DerivationResult(result.value, bindings.mapValues { it.value.d }, context)
     }
 }
 
@@ -223,11 +216,11 @@ private class AutoDiffContext<T : Any, F : Field<T>>(
  */
 public class SimpleAutoDiffExpression<T : Any, F : Field<T>>(
     public val field: F,
-    public val function: AutoDiffField<T, F>.() -> BoundSymbol<T>,
+    public val function: AutoDiffField<T, F>.() -> AutoDiffValue<T>,
 ) : DifferentiableExpression<T> {
     public override operator fun invoke(arguments: Map<Symbol, T>): T {
-        val bindings = arguments.entries.map { it.key.bind(it.value) }
+        //val bindings = arguments.entries.map { it.key.bind(it.value) }
-        return AutoDiffContext(field, bindings).function().value
+        return AutoDiffContext(field, arguments).function().value
     }
 
     /**
@@ -237,8 +230,8 @@ public class SimpleAutoDiffExpression<T : Any, F : Field<T>>(
         val dSymbol = orders.entries.singleOrNull { it.value == 1 }
             ?: error("SimpleAutoDiff supports only first order derivatives")
         return Expression { arguments ->
-            val bindings = arguments.entries.map { it.key.bind(it.value) }
+            //val bindings = arguments.entries.map { it.key.bind(it.value) }
-            val derivationResult = AutoDiffContext(field, bindings).derivate(function)
+            val derivationResult = AutoDiffContext(field, arguments).derivate(function)
             derivationResult.derivative(dSymbol.key)
         }
     }
@@ -248,82 +241,81 @@ public class SimpleAutoDiffExpression<T : Any, F : Field<T>>(
 // Extensions for differentiation of various basic mathematical functions
 
 // x ^ 2
-public fun <T : Any, F : Field<T>> AutoDiffField<T, F>.sqr(x: BoundSymbol<T>): BoundSymbol<T> =
+public fun <T : Any, F : Field<T>> AutoDiffField<T, F>.sqr(x: AutoDiffValue<T>): AutoDiffValue<T> =
     derive(const { x.value * x.value }) { z -> x.d += z.d * 2 * x.value }
 
 // x ^ 1/2
-public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.sqrt(x: BoundSymbol<T>): BoundSymbol<T> =
+public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.sqrt(x: AutoDiffValue<T>): AutoDiffValue<T> =
     derive(const { sqrt(x.value) }) { z -> x.d += z.d * 0.5 / z.value }
 
 // x ^ y (const)
 public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.pow(
-    x: BoundSymbol<T>,
+    x: AutoDiffValue<T>,
     y: Double,
-): BoundSymbol<T> =
+): AutoDiffValue<T> =
     derive(const { power(x.value, y) }) { z -> x.d += z.d * y * power(x.value, y - 1) }
 
 public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.pow(
-    x: BoundSymbol<T>,
+    x: AutoDiffValue<T>,
     y: Int,
-): BoundSymbol<T> =
+): AutoDiffValue<T> = pow(x, y.toDouble())
-    pow(x, y.toDouble())
 
 // exp(x)
-public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.exp(x: BoundSymbol<T>): BoundSymbol<T> =
+public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.exp(x: AutoDiffValue<T>): AutoDiffValue<T> =
     derive(const { exp(x.value) }) { z -> x.d += z.d * z.value }
 
 // ln(x)
-public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.ln(x: BoundSymbol<T>): BoundSymbol<T> =
+public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.ln(x: AutoDiffValue<T>): AutoDiffValue<T> =
     derive(const { ln(x.value) }) { z -> x.d += z.d / x.value }
 
 // x ^ y (any)
 public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.pow(
-    x: BoundSymbol<T>,
+    x: AutoDiffValue<T>,
-    y: BoundSymbol<T>,
+    y: AutoDiffValue<T>,
-): BoundSymbol<T> =
+): AutoDiffValue<T> =
     exp(y * ln(x))
 
 // sin(x)
-public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.sin(x: BoundSymbol<T>): BoundSymbol<T> =
+public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.sin(x: AutoDiffValue<T>): AutoDiffValue<T> =
     derive(const { sin(x.value) }) { z -> x.d += z.d * cos(x.value) }
 
 // cos(x)
-public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.cos(x: BoundSymbol<T>): BoundSymbol<T> =
+public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.cos(x: AutoDiffValue<T>): AutoDiffValue<T> =
     derive(const { cos(x.value) }) { z -> x.d -= z.d * sin(x.value) }
 
-public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.tan(x: BoundSymbol<T>): BoundSymbol<T> =
+public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.tan(x: AutoDiffValue<T>): AutoDiffValue<T> =
     derive(const { tan(x.value) }) { z ->
         val c = cos(x.value)
         x.d += z.d / (c * c)
     }
 
-public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.asin(x: BoundSymbol<T>): BoundSymbol<T> =
+public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.asin(x: AutoDiffValue<T>): AutoDiffValue<T> =
     derive(const { asin(x.value) }) { z -> x.d += z.d / sqrt(one - x.value * x.value) }
 
-public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.acos(x: BoundSymbol<T>): BoundSymbol<T> =
+public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.acos(x: AutoDiffValue<T>): AutoDiffValue<T> =
     derive(const { acos(x.value) }) { z -> x.d -= z.d / sqrt(one - x.value * x.value) }
 
-public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.atan(x: BoundSymbol<T>): BoundSymbol<T> =
+public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.atan(x: AutoDiffValue<T>): AutoDiffValue<T> =
     derive(const { atan(x.value) }) { z -> x.d += z.d / (one + x.value * x.value) }
 
-public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.sinh(x: BoundSymbol<T>): BoundSymbol<T> =
+public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.sinh(x: AutoDiffValue<T>): AutoDiffValue<T> =
     derive(const { sin(x.value) }) { z -> x.d += z.d * cosh(x.value) }
 
-public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.cosh(x: BoundSymbol<T>): BoundSymbol<T> =
+public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.cosh(x: AutoDiffValue<T>): AutoDiffValue<T> =
     derive(const { cos(x.value) }) { z -> x.d += z.d * sinh(x.value) }
 
-public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.tanh(x: BoundSymbol<T>): BoundSymbol<T> =
+public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.tanh(x: AutoDiffValue<T>): AutoDiffValue<T> =
     derive(const { tan(x.value) }) { z ->
         val c = cosh(x.value)
         x.d += z.d / (c * c)
     }
 
-public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.asinh(x: BoundSymbol<T>): BoundSymbol<T> =
+public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.asinh(x: AutoDiffValue<T>): AutoDiffValue<T> =
     derive(const { asinh(x.value) }) { z -> x.d += z.d / sqrt(one + x.value * x.value) }
 
-public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.acosh(x: BoundSymbol<T>): BoundSymbol<T> =
+public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.acosh(x: AutoDiffValue<T>): AutoDiffValue<T> =
     derive(const { acosh(x.value) }) { z -> x.d += z.d / (sqrt((x.value - one) * (x.value + one))) }
 
-public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.atanh(x: BoundSymbol<T>): BoundSymbol<T> =
+public fun <T : Any, F : ExtendedField<T>> AutoDiffField<T, F>.atanh(x: AutoDiffValue<T>): AutoDiffValue<T> =
     derive(const { atanh(x.value) }) { z -> x.d += z.d / (one - x.value * x.value) }
 

kmath-core/src/commonTest/kotlin/kscience/kmath/expressions/SimpleAutoDiffTest.kt

@@ -12,23 +12,23 @@ import kotlin.test.assertTrue
 class SimpleAutoDiffTest {
     fun d(
         vararg bindings: Pair<Symbol, Double>,
-        body: AutoDiffField<Double, RealField>.() -> BoundSymbol<Double>,
+        body: AutoDiffField<Double, RealField>.() -> AutoDiffValue<Double>,
     ): DerivationResult<Double> = RealField.withAutoDiff(bindings = bindings, body)
 
     fun dx(
         xBinding: Pair<Symbol, Double>,
-        body: AutoDiffField<Double, RealField>.(x: BoundSymbol<Double>) -> BoundSymbol<Double>,
+        body: AutoDiffField<Double, RealField>.(x: AutoDiffValue<Double>) -> AutoDiffValue<Double>,
     ): DerivationResult<Double> = RealField.withAutoDiff(xBinding) { body(bind(xBinding.first)) }
 
     fun dxy(
         xBinding: Pair<Symbol, Double>,
         yBinding: Pair<Symbol, Double>,
-        body: AutoDiffField<Double, RealField>.(x: BoundSymbol<Double>, y: BoundSymbol<Double>) -> BoundSymbol<Double>,
+        body: AutoDiffField<Double, RealField>.(x: AutoDiffValue<Double>, y: AutoDiffValue<Double>) -> AutoDiffValue<Double>,
     ): DerivationResult<Double> = RealField.withAutoDiff(xBinding, yBinding) {
         body(bind(xBinding.first), bind(yBinding.first))
     }
 
-    fun diff(block: AutoDiffField<Double, RealField>.() -> BoundSymbol<Double>): SimpleAutoDiffExpression<Double, RealField> {
+    fun diff(block: AutoDiffField<Double, RealField>.() -> AutoDiffValue<Double>): SimpleAutoDiffExpression<Double, RealField> {
         return SimpleAutoDiffExpression(RealField, block)
     }