CHANGELOG.md

@@ -14,6 +14,8 @@
 - 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.
+- Some minor utilities to `kmath-for-real`.
 - Basic Quaternion vector support.
 
 ### Changed
@@ -25,12 +27,14 @@
 - `kmath-ast` doesn't depend on heavy `kotlin-reflect` library.
 - Full autodiff refactoring based on `Symbol`
 - `kmath-prob` renamed to `kmath-stat`
+- Grid generators moved to `kmath-for-real`
 
 ### Deprecated
 
 ### Removed
 - `kmath-koma` module because it doesn't support Kotlin 1.4.
 - Support of `legacy` JS backend (we will support only IR)
+- `toGrid` method.
 
 ### Fixed
 - `symbol` method in `MstExtendedField` (https://github.com/mipt-npm/kmath/pull/140)

build.gradle.kts

@@ -4,7 +4,7 @@ plugins {
     id("ru.mipt.npm.project")
 }
 
-internal val kmathVersion: String by extra("0.2.0-dev-3")
+internal val kmathVersion: String by extra("0.2.0-dev-4")
 internal val bintrayRepo: String by extra("kscience")
 internal val githubProject: String by extra("kmath")
 

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

@@ -3,6 +3,7 @@ package kscience.kmath.expressions
 import kscience.kmath.operations.Algebra
 import kotlin.jvm.JvmName
 import kotlin.properties.ReadOnlyProperty
+import kotlin.reflect.KProperty
 
 /**
  * A marker interface for a symbol. A symbol mus have an identity
@@ -12,6 +13,13 @@ public interface Symbol {
      * Identity object for the symbol. Two symbols with the same identity are considered to be the same symbol.
      */
     public val identity: String
+
+    public companion object : ReadOnlyProperty<Any?, Symbol> {
+        //TODO deprecate and replace by top level function after fix of https://youtrack.jetbrains.com/issue/KT-40121
+        override fun getValue(thisRef: Any?, property: KProperty<*>): Symbol {
+            return StringSymbol(property.name)
+        }
+    }
 }
 
 /**
@@ -95,9 +103,9 @@ public fun <T, E> ExpressionAlgebra<T, E>.bind(symbol: Symbol): E =
 /**
  * A delegate to create a symbol with a string identity in this scope
  */
-public val symbol: ReadOnlyProperty<Any?, StringSymbol> = ReadOnlyProperty { _, property ->
-    StringSymbol(property.name)
-}
+public val symbol: ReadOnlyProperty<Any?, Symbol> get() = Symbol
+//TODO does not work directly on native due to https://youtrack.jetbrains.com/issue/KT-40121
+
 
 /**
  * Bind a symbol by name inside the [ExpressionAlgebra]

kmath-core/src/commonMain/kotlin/kscience/kmath/structures/RealBuffer.kt

@@ -5,19 +5,19 @@ package kscience.kmath.structures
  *
  * @property array the underlying array.
  */
+@Suppress("OVERRIDE_BY_INLINE")
 public inline class RealBuffer(public val array: DoubleArray) : MutableBuffer<Double> {
     override val size: Int get() = array.size
 
-    override operator fun get(index: Int): Double = array[index]
+    override inline operator fun get(index: Int): Double = array[index]
 
-    override operator fun set(index: Int, value: Double) {
+    override inline operator fun set(index: Int, value: Double) {
         array[index] = value
     }
 
     override operator fun iterator(): DoubleIterator = array.iterator()
 
-    override fun copy(): MutableBuffer<Double> =
-        RealBuffer(array.copyOf())
+    override fun copy(): RealBuffer = RealBuffer(array.copyOf())
 }
 
 /**
@@ -34,6 +34,11 @@ public inline fun RealBuffer(size: Int, init: (Int) -> Double): RealBuffer = Rea
  */
 public fun RealBuffer(vararg doubles: Double): RealBuffer = RealBuffer(doubles)
 
+/**
+ * Simplified [RealBuffer] to array comparison
+ */
+public fun RealBuffer.contentEquals(vararg doubles: Double): Boolean = array.contentEquals(doubles)
+
 /**
  * Returns a [DoubleArray] containing all of the elements of this [MutableBuffer].
  */

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

@@ -14,8 +14,9 @@ import kotlin.math.sqrt
 
 public typealias RealPoint = Point<Double>
 
-public fun DoubleArray.asVector(): RealVector = RealVector(asBuffer())
-public fun List<Double>.asVector(): RealVector = RealVector(asBuffer())
+public fun RealPoint.asVector(): RealVector = RealVector(this)
+public fun DoubleArray.asVector(): RealVector = asBuffer().asVector()
+public fun List<Double>.asVector(): RealVector = asBuffer().asVector()
 
 public object VectorL2Norm : Norm<Point<out Number>, Double> {
     override fun norm(arg: Point<out Number>): Double = sqrt(arg.asIterable().sumByDouble(Number::toDouble))

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

@@ -1,5 +1,7 @@
-package kscience.kmath.misc
+package kscience.kmath.real
 
+import kscience.kmath.linear.Point
+import kscience.kmath.structures.asBuffer
 import kotlin.math.abs
 
 /**
@@ -32,6 +34,9 @@ public fun ClosedFloatingPointRange<Double>.toSequenceWithStep(step: Double): Se
     }
 }
 
+public infix fun ClosedFloatingPointRange<Double>.step(step: Double): Point<Double> =
+    toSequenceWithStep(step).toList().asBuffer()
+
 /**
  * Convert double range to sequence with the fixed number of points
  */
@@ -39,12 +44,3 @@ public fun ClosedFloatingPointRange<Double>.toSequenceWithPoints(numPoints: Int)
     require(numPoints > 1) { "The number of points should be more than 2" }
     return toSequenceWithStep(abs(endInclusive - start) / (numPoints - 1))
 }
-
-/**
- * Convert double range to array of evenly spaced doubles, where the size of array equals [numPoints]
- */
-@Deprecated("Replace by 'toSequenceWithPoints'")
-public fun ClosedFloatingPointRange<Double>.toGrid(numPoints: Int): DoubleArray {
-    require(numPoints >= 2) { "Can't create generic grid with less than two points" }
-    return DoubleArray(numPoints) { i -> start + (endInclusive - start) / (numPoints - 1) * i }
-}

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

@@ -1,8 +0,0 @@
-package kscience.kmath.real
-
-import kscience.kmath.structures.RealBuffer
-
-/**
- * Simplified [RealBuffer] to array comparison
- */
-public fun RealBuffer.contentEquals(vararg doubles: Double): Boolean = array.contentEquals(doubles)

kmath-for-real/src/commonTest/kotlin/kaceince/kmath/real/GridTest.kt

@@ -0,0 +1,13 @@
+package kaceince.kmath.real
+
+import kscience.kmath.real.step
+import kotlin.test.Test
+import kotlin.test.assertEquals
+
+class GridTest {
+    @Test
+    fun testStepGrid(){
+        val grid = 0.0..1.0 step 0.2
+        assertEquals(6, grid.size)
+    }
+}

kmath-for-real/src/commonTest/kotlin/kaceince/kmath/real/RealMatrixTest.kt

@@ -1,9 +1,10 @@
-package scientific.kmath.real
+package kaceince.kmath.real
 
 import kscience.kmath.linear.VirtualMatrix
 import kscience.kmath.linear.build
 import kscience.kmath.real.*
 import kscience.kmath.structures.Matrix
+import kscience.kmath.structures.contentEquals
 import kotlin.test.Test
 import kotlin.test.assertEquals
 import kotlin.test.assertTrue

kmath-for-real/src/commonTest/kotlin/kaceince/kmath/real/RealVectorTest.kt

@@ -1,11 +1,14 @@
-package kscience.kmath.linear
+package kaceince.kmath.real
 
+import kscience.kmath.linear.MatrixContext
+import kscience.kmath.linear.asMatrix
+import kscience.kmath.linear.transpose
 import kscience.kmath.operations.invoke
 import kscience.kmath.real.RealVector
 import kotlin.test.Test
 import kotlin.test.assertEquals
 
-internal class VectorTest {
+internal class RealVectorTest {
     @Test
     fun testSum() {
         val vector1 = RealVector(5) { it.toDouble() }

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()
+    }
+}

kmath-stat/src/jvmTest/kotlin/kscience/kmath/stat/MCScopeTest.kt

@@ -0,0 +1,85 @@
+package kscience.kmath.stat
+
+import kotlinx.coroutines.*
+import java.util.*
+import kotlin.collections.HashSet
+import kotlin.test.Test
+import kotlin.test.assertEquals
+
+data class RandomResult(val branch: String, val order: Int, val value: Int)
+
+typealias ATest = suspend CoroutineScope.() -> Set<RandomResult>
+
+class MCScopeTest {
+    val simpleTest: ATest = {
+        mcScope(1111) {
+            val res = Collections.synchronizedSet(HashSet<RandomResult>())
+
+            launch {
+                //println(random)
+                repeat(10) {
+                    delay(10)
+                    res.add(RandomResult("first", it, random.nextInt()))
+                }
+                launch {
+                    //empty fork
+                }
+            }
+
+            launch {
+                //println(random)
+                repeat(10) {
+                    delay(10)
+                    res.add(RandomResult("second", it, random.nextInt()))
+                }
+            }
+
+
+            res
+        }
+    }
+
+    val testWithJoin: ATest = {
+        mcScope(1111) {
+            val res = Collections.synchronizedSet(HashSet<RandomResult>())
+
+            val job = launch {
+                repeat(10) {
+                    delay(10)
+                    res.add(RandomResult("first", it, random.nextInt()))
+                }
+            }
+            launch {
+                repeat(10) {
+                    delay(10)
+                    if (it == 4) job.join()
+                    res.add(RandomResult("second", it, random.nextInt()))
+                }
+            }
+
+            res
+        }
+    }
+
+
+    fun compareResult(test: ATest) {
+        val res1 = runBlocking(Dispatchers.Default) { test() }
+        val res2 = runBlocking(newSingleThreadContext("test")) { test() }
+        assertEquals(
+            res1.find { it.branch == "first" && it.order == 7 }?.value,
+            res2.find { it.branch == "first" && it.order == 7 }?.value
+        )
+        assertEquals(res1, res2)
+    }
+
+    @Test
+    fun testParallel() {
+        compareResult(simpleTest)
+    }
+
+
+    @Test
+    fun testConditionalJoin() {
+        compareResult(testWithJoin)
+    }
+}

settings.gradle.kts

@@ -8,8 +8,8 @@ pluginManagement {
         maven("https://dl.bintray.com/kotlin/kotlinx")
     }
 
-    val toolsVersion = "0.6.4-dev-1.4.20-M2"
-    val kotlinVersion = "1.4.20-M2"
+    val toolsVersion = "0.7.0"
+    val kotlinVersion = "1.4.20"
 
     plugins {
         id("kotlinx.benchmark") version "0.2.0-dev-20"