CHANGELOG.md

@@ -32,9 +32,10 @@
 - Use `Point<Double>` 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`
+- Matrix LUP `inverse` renamed to `inverseWithLup`
 - `NumericAlgebra` moved outside of regular algebra chain (`Ring` no longer implements it).
 - Features moved to NDStructure and became transparent.
+- Capitalization of LUP in many names changed to Lup.
 - Refactored `NDStructure` algebra to be more simple, preferring under-the-hood conversion to explicit NDStructure types
 
 ### Deprecated

examples/src/benchmarks/kotlin/kscience/kmath/benchmarks/LinearAlgebraBenchmark.kt

@@ -8,6 +8,7 @@ import kscience.kmath.commons.linear.inverse
 import kscience.kmath.ejml.EjmlMatrixContext
 import kscience.kmath.ejml.inverse
 import kscience.kmath.operations.invoke
+import kscience.kmath.structures.Matrix
 import org.openjdk.jmh.annotations.Scope
 import org.openjdk.jmh.annotations.State
 import kotlin.random.Random
@@ -25,10 +26,8 @@ class LinearAlgebraBenchmark {
     }
 
     @Benchmark
-    fun kmathLUPInversion() {
+    fun kmathLupInversion() {
-        MatrixContext.real{
+        MatrixContext.real.inverseWithLup(matrix)
-            inverseWithLUP(matrix)
-        }
     }
 
     @Benchmark

kmath-commons/src/main/kotlin/kscience/kmath/commons/linear/CMMatrix.kt

@@ -2,6 +2,8 @@ package kscience.kmath.commons.linear
 
 import kscience.kmath.linear.*
 import kscience.kmath.misc.UnstableKMathAPI
+import kscience.kmath.structures.Matrix
+import kscience.kmath.structures.RealBuffer
 import org.apache.commons.math3.linear.*
 import kotlin.reflect.KClass
 import kotlin.reflect.cast
@@ -13,8 +15,40 @@ public inline class CMMatrix(public val origin: RealMatrix) : Matrix<Double> {
     @UnstableKMathAPI
     override fun <T : Any> getFeature(type: KClass<T>): T? = when (type) {
         DiagonalFeature::class -> if (origin is DiagonalMatrix) DiagonalFeature else null
+
+        DeterminantFeature::class, LupDecompositionFeature::class -> object :
+            DeterminantFeature<Double>,
+            LupDecompositionFeature<Double> {
+            private val lup by lazy { LUDecomposition(origin) }
+            override val determinant: Double by lazy { lup.determinant }
+            override val l: Matrix<Double> by lazy { CMMatrix(lup.l) + LFeature }
+            override val u: Matrix<Double> by lazy { CMMatrix(lup.u) + UFeature }
+            override val p: Matrix<Double> by lazy { CMMatrix(lup.p) }
+        }
+
+        CholeskyDecompositionFeature::class -> object : CholeskyDecompositionFeature<Double> {
+            override val l: Matrix<Double> by lazy {
+                val cholesky = CholeskyDecomposition(origin)
+                CMMatrix(cholesky.l) + LFeature
+            }
+        }
+
+        QRDecompositionFeature::class -> object : QRDecompositionFeature<Double> {
+            private val qr by lazy { QRDecomposition(origin) }
+            override val q: Matrix<Double> by lazy { CMMatrix(qr.q) + OrthogonalFeature }
+            override val r: Matrix<Double> by lazy { CMMatrix(qr.r) + UFeature }
+        }
+
+        SingularValueDecompositionFeature::class -> object : SingularValueDecompositionFeature<Double> {
+            private val sv by lazy { SingularValueDecomposition(origin) }
+            override val u: Matrix<Double> by lazy { CMMatrix(sv.u) }
+            override val s: Matrix<Double> by lazy { CMMatrix(sv.s) }
+            override val v: Matrix<Double> by lazy { CMMatrix(sv.v) }
+            override val singularValues: Point<Double> by lazy { RealBuffer(sv.singularValues) }
+        }
+
         else -> null
-    }?.let { type.cast(it) }
+    }?.let(type::cast)
 
     public override operator fun get(i: Int, j: Int): Double = origin.getEntry(i, j)
 }

kmath-core/src/commonMain/kotlin/kscience/kmath/linear/LupDecomposition.kt

@@ -152,7 +152,7 @@ public inline fun <reified T : Comparable<T>, F : Field<T>> GenericMatrixContext
 public fun MatrixContext<Double, Matrix<Double>>.lup(matrix: Matrix<Double>): LupDecomposition<Double> =
     lup(Buffer.Companion::real, RealField, matrix) { it < 1e-11 }
 
-public fun <T : Any> LupDecomposition<T>.solveWithLUP(
+public fun <T : Any> LupDecomposition<T>.solveWithLup(
     factory: MutableBufferFactory<T>,
     matrix: Matrix<T>,
 ): Matrix<T> {
@@ -200,14 +200,14 @@ public fun <T : Any> LupDecomposition<T>.solveWithLUP(
     }
 }
 
-public inline fun <reified T : Any> LupDecomposition<T>.solveWithLUP(matrix: Matrix<T>): Matrix<T> =
+public inline fun <reified T : Any> LupDecomposition<T>.solveWithLup(matrix: Matrix<T>): Matrix<T> =
-    solveWithLUP(MutableBuffer.Companion::auto, matrix)
+    solveWithLup(MutableBuffer.Companion::auto, matrix)
 
 /**
- * Solve a linear equation **a*x = b** using LUP decomposition
+ * Solves a system of linear equations *ax = b** using LUP decomposition.
  */
 @OptIn(UnstableKMathAPI::class)
-public inline fun <reified T : Comparable<T>, F : Field<T>> GenericMatrixContext<T, F, Matrix<T>>.solveWithLUP(
+public inline fun <reified T : Comparable<T>, F : Field<T>> GenericMatrixContext<T, F, Matrix<T>>.solveWithLup(
     a: Matrix<T>,
     b: Matrix<T>,
     noinline bufferFactory: MutableBufferFactory<T> = MutableBuffer.Companion::auto,
@@ -215,26 +215,26 @@ public inline fun <reified T : Comparable<T>, F : Field<T>> GenericMatrixContext
 ): Matrix<T> {
     // Use existing decomposition if it is provided by matrix
     val decomposition = a.getFeature() ?: lup(bufferFactory, elementContext, a, checkSingular)
-    return decomposition.solveWithLUP(bufferFactory, b)
+    return decomposition.solveWithLup(bufferFactory, b)
 }
 
-public inline fun <reified T : Comparable<T>, F : Field<T>> GenericMatrixContext<T, F, Matrix<T>>.inverseWithLUP(
+public inline fun <reified T : Comparable<T>, F : Field<T>> GenericMatrixContext<T, F, Matrix<T>>.inverseWithLup(
     matrix: Matrix<T>,
     noinline bufferFactory: MutableBufferFactory<T> = MutableBuffer.Companion::auto,
     noinline checkSingular: (T) -> Boolean,
-): Matrix<T> = solveWithLUP(matrix, one(matrix.rowNum, matrix.colNum), bufferFactory, checkSingular)
+): Matrix<T> = solveWithLup(matrix, one(matrix.rowNum, matrix.colNum), bufferFactory, checkSingular)
 
 
 @OptIn(UnstableKMathAPI::class)
-public fun RealMatrixContext.solveWithLUP(a: Matrix<Double>, b: Matrix<Double>): Matrix<Double> {
+public fun RealMatrixContext.solveWithLup(a: Matrix<Double>, b: Matrix<Double>): Matrix<Double> {
     // Use existing decomposition if it is provided by matrix
     val bufferFactory: MutableBufferFactory<Double> = MutableBuffer.Companion::real
     val decomposition: LupDecomposition<Double> = a.getFeature() ?: lup(bufferFactory, RealField, a) { it < 1e-11 }
-    return decomposition.solveWithLUP(bufferFactory, b)
+    return decomposition.solveWithLup(bufferFactory, b)
 }
 
 /**
  * Inverses a square matrix using LUP decomposition. Non square matrix will throw a error.
  */
-public fun RealMatrixContext.inverseWithLUP(matrix: Matrix<Double>): Matrix<Double> =
+public fun RealMatrixContext.inverseWithLup(matrix: Matrix<Double>): Matrix<Double> =
-    solveWithLUP(matrix, one(matrix.rowNum, matrix.colNum))
+    solveWithLup(matrix, one(matrix.rowNum, matrix.colNum))

kmath-core/src/commonMain/kotlin/kscience/kmath/linear/MatrixFeatures.kt

@@ -9,8 +9,8 @@ public interface MatrixFeature
 /**
  * Matrices with this feature are considered to have only diagonal non-null elements.
  */
-public interface DiagonalFeature : MatrixFeature{
+public interface DiagonalFeature : MatrixFeature {
-    public companion object: DiagonalFeature
+    public companion object : DiagonalFeature
 }
 
 /**
@@ -37,6 +37,8 @@ public interface InverseMatrixFeature<T : Any> : MatrixFeature {
 
 /**
  * Matrices with this feature can compute their determinant.
+ *
+ * @param T the type of matrices' items.
  */
 public interface DeterminantFeature<T : Any> : MatrixFeature {
     /**

kmath-core/src/commonTest/kotlin/kscience/kmath/linear/RealLUSolverTest.kt

@@ -8,7 +8,7 @@ class RealLUSolverTest {
     @Test
     fun testInvertOne() {
         val matrix = MatrixContext.real.one(2, 2)
-        val inverted = MatrixContext.real.inverseWithLUP(matrix)
+        val inverted = MatrixContext.real.inverseWithLup(matrix)
         assertEquals(matrix, inverted)
     }
 
@@ -36,7 +36,7 @@ class RealLUSolverTest {
             1.0, 3.0
         )
 
-        val inverted = MatrixContext.real.inverseWithLUP(matrix)
+        val inverted = MatrixContext.real.inverseWithLup(matrix)
 
         val expected = Matrix.square(
             0.375, -0.125,

kmath-ejml/src/main/kotlin/kscience/kmath/ejml/EjmlMatrix.kt

@@ -15,21 +15,20 @@ import kotlin.reflect.cast
  * @property origin the underlying [SimpleMatrix].
  * @author Iaroslav Postovalov
  */
-public class EjmlMatrix(
+public class EjmlMatrix(public val origin: SimpleMatrix) : Matrix<Double> {
-    public val origin: SimpleMatrix,
-) : Matrix<Double> {
     public override val rowNum: Int get() = origin.numRows()
-
     public override val colNum: Int get() = origin.numCols()
 
     @UnstableKMathAPI
-    override fun <T : Any> getFeature(type: KClass<T>): T? = when (type) {
+    public override fun <T : Any> getFeature(type: KClass<T>): T? = when (type) {
         InverseMatrixFeature::class -> object : InverseMatrixFeature<Double> {
             override val inverse: Matrix<Double> by lazy { EjmlMatrix(origin.invert()) }
         }
+
         DeterminantFeature::class -> object : DeterminantFeature<Double> {
             override val determinant: Double by lazy(origin::determinant)
         }
+
         SingularValueDecompositionFeature::class -> object : SingularValueDecompositionFeature<Double> {
             private val svd by lazy {
                 DecompositionFactory_DDRM.svd(origin.numRows(), origin.numCols(), true, true, false)
@@ -41,14 +40,19 @@ public class EjmlMatrix(
             override val v: Matrix<Double> by lazy { EjmlMatrix(SimpleMatrix(svd.getV(null, false))) }
             override val singularValues: Point<Double> by lazy { RealBuffer(svd.singularValues) }
         }
+
         QRDecompositionFeature::class -> object : QRDecompositionFeature<Double> {
             private val qr by lazy {
                 DecompositionFactory_DDRM.qr().apply { decompose(origin.ddrm.copy()) }
             }
 
-            override val q: Matrix<Double> by lazy { EjmlMatrix(SimpleMatrix(qr.getQ(null, false))) }
+            override val q: Matrix<Double> by lazy {
-            override val r: Matrix<Double> by lazy { EjmlMatrix(SimpleMatrix(qr.getR(null, false))) }
+                EjmlMatrix(SimpleMatrix(qr.getQ(null, false))) + OrthogonalFeature
+            }
+
+            override val r: Matrix<Double> by lazy { EjmlMatrix(SimpleMatrix(qr.getR(null, false))) + UFeature }
         }
+
         CholeskyDecompositionFeature::class -> object : CholeskyDecompositionFeature<Double> {
             override val l: Matrix<Double> by lazy {
                 val cholesky =
@@ -57,6 +61,7 @@ public class EjmlMatrix(
                 EjmlMatrix(SimpleMatrix(cholesky.getT(null))) + LFeature
             }
         }
+
         LupDecompositionFeature::class -> object : LupDecompositionFeature<Double> {
             private val lup by lazy {
                 DecompositionFactory_DDRM.lu(origin.numRows(), origin.numCols()).apply { decompose(origin.ddrm.copy()) }
@@ -72,8 +77,9 @@ public class EjmlMatrix(
 
             override val p: Matrix<Double> by lazy { EjmlMatrix(SimpleMatrix(lup.getRowPivot(null))) }
         }
+
         else -> null
-    }?.let { type.cast(it) }
+    }?.let(type::cast)
 
     public override operator fun get(i: Int, j: Int): Double = origin[i, j]
 

kmath-for-real/src/commonMain/kotlin/kscience/kmath/real/RealMatrix.kt

@@ -1,8 +1,12 @@
 package kscience.kmath.real
 
-import kscience.kmath.linear.*
+import kscience.kmath.linear.MatrixContext
+import kscience.kmath.linear.VirtualMatrix
+import kscience.kmath.linear.inverseWithLup
+import kscience.kmath.linear.real
 import kscience.kmath.misc.UnstableKMathAPI
 import kscience.kmath.structures.Buffer
+import kscience.kmath.structures.Matrix
 import kscience.kmath.structures.RealBuffer
 import kscience.kmath.structures.asIterable
 import kotlin.math.pow
@@ -148,7 +152,7 @@ public inline fun RealMatrix.map(crossinline transform: (Double) -> Double): Rea
 /**
  * Inverse a square real matrix using LUP decomposition
  */
-public fun RealMatrix.inverseWithLUP(): RealMatrix = MatrixContext.real.inverseWithLUP(this)
+public fun RealMatrix.inverseWithLup(): RealMatrix = MatrixContext.real.inverseWithLup(this)
 
 //extended operations