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Refactor/linear algebra #241

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altavir merged 11 commits from refactor/linear-algebra into dev 2021-03-14 21:49:47 +03:00
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3 changed files with 62 additions and 23 deletions
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28
examples/src/main/kotlin/space/kscience/kmath/linear/gradient.kt Normal file
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@ -0,0 +1,28 @@
package space.kscience.kmath.linear
import space.kscience.kmath.real.*
import space.kscience.kmath.structures.RealBuffer
fun main() {
val x0 = Vector(0.0, 0.0, 0.0)
val sigma = Vector(1.0, 1.0, 1.0)
val gaussian: (Vector<Double>) -> Double = { x ->
require(x.size == x0.size)
kotlin.math.exp(-((x - x0) / sigma).square().sum())
}
fun ((Vector<Double>) -> Double).grad(x: Vector<Double>): Vector<Double> {
require(x.size == x0.size)
return RealBuffer(x.size) { i ->
val h = sigma[i] / 5
val dVector = RealBuffer(x.size) { if (it == i) h else 0.0 }
val f1 = invoke(x + dVector / 2)
val f0 = invoke(x - dVector / 2)
(f1 - f0) / h
}
}
println(gaussian.grad(x0))
}

38
kmath-core/api/kmath-core.api
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@ -432,6 +432,25 @@ public final class space/kscience/kmath/expressions/SymbolIndexerKt {
public static final fun withSymbols ([Lspace/kscience/kmath/expressions/Symbol;Lkotlin/jvm/functions/Function1;)Ljava/lang/Object; public static final fun withSymbols ([Lspace/kscience/kmath/expressions/Symbol;Lkotlin/jvm/functions/Function1;)Ljava/lang/Object;
} }
public final class space/kscience/kmath/linear/BufferLinearSpace : space/kscience/kmath/linear/LinearSpace {
public fun <init> (Lspace/kscience/kmath/operations/Ring;Lkotlin/jvm/functions/Function2;)V
public fun buildMatrix (IILkotlin/jvm/functions/Function3;)Lspace/kscience/kmath/nd/Structure2D;
public fun buildVector (ILkotlin/jvm/functions/Function2;)Lspace/kscience/kmath/structures/Buffer;
public fun dot (Lspace/kscience/kmath/nd/Structure2D;Lspace/kscience/kmath/nd/Structure2D;)Lspace/kscience/kmath/nd/Structure2D;
public fun dot (Lspace/kscience/kmath/nd/Structure2D;Lspace/kscience/kmath/structures/Buffer;)Lspace/kscience/kmath/structures/Buffer;
public fun getElementAlgebra ()Lspace/kscience/kmath/operations/Ring;
public fun minus (Lspace/kscience/kmath/nd/Structure2D;Lspace/kscience/kmath/nd/Structure2D;)Lspace/kscience/kmath/nd/Structure2D;
public fun minus (Lspace/kscience/kmath/structures/Buffer;Lspace/kscience/kmath/structures/Buffer;)Lspace/kscience/kmath/structures/Buffer;
public fun plus (Lspace/kscience/kmath/nd/Structure2D;Lspace/kscience/kmath/nd/Structure2D;)Lspace/kscience/kmath/nd/Structure2D;
public fun plus (Lspace/kscience/kmath/structures/Buffer;Lspace/kscience/kmath/structures/Buffer;)Lspace/kscience/kmath/structures/Buffer;
public fun times (Ljava/lang/Object;Lspace/kscience/kmath/nd/Structure2D;)Lspace/kscience/kmath/nd/Structure2D;
public fun times (Ljava/lang/Object;Lspace/kscience/kmath/structures/Buffer;)Lspace/kscience/kmath/structures/Buffer;
public fun times (Lspace/kscience/kmath/nd/Structure2D;Ljava/lang/Object;)Lspace/kscience/kmath/nd/Structure2D;
public fun times (Lspace/kscience/kmath/structures/Buffer;Ljava/lang/Object;)Lspace/kscience/kmath/structures/Buffer;
public fun unaryMinus (Lspace/kscience/kmath/nd/Structure2D;)Lspace/kscience/kmath/nd/Structure2D;
public fun unaryMinus (Lspace/kscience/kmath/structures/Buffer;)Lspace/kscience/kmath/structures/Buffer;
}
public abstract interface class space/kscience/kmath/linear/CholeskyDecompositionFeature : space/kscience/kmath/linear/MatrixFeature { public abstract interface class space/kscience/kmath/linear/CholeskyDecompositionFeature : space/kscience/kmath/linear/MatrixFeature {
public abstract fun getL ()Lspace/kscience/kmath/nd/Structure2D; public abstract fun getL ()Lspace/kscience/kmath/nd/Structure2D;
} }
@ -514,25 +533,6 @@ public final class space/kscience/kmath/linear/LinearSpaceKt {
public static final fun invoke (Lspace/kscience/kmath/linear/LinearSpace;Lkotlin/jvm/functions/Function1;)Ljava/lang/Object; public static final fun invoke (Lspace/kscience/kmath/linear/LinearSpace;Lkotlin/jvm/functions/Function1;)Ljava/lang/Object;
} }
public final class space/kscience/kmath/linear/LinearSpaceOverNd : space/kscience/kmath/linear/LinearSpace {
public fun <init> (Lspace/kscience/kmath/operations/Ring;Lkotlin/jvm/functions/Function2;)V
public fun buildMatrix (IILkotlin/jvm/functions/Function3;)Lspace/kscience/kmath/nd/Structure2D;
public fun buildVector (ILkotlin/jvm/functions/Function2;)Lspace/kscience/kmath/structures/Buffer;
public fun dot (Lspace/kscience/kmath/nd/Structure2D;Lspace/kscience/kmath/nd/Structure2D;)Lspace/kscience/kmath/nd/Structure2D;
public fun dot (Lspace/kscience/kmath/nd/Structure2D;Lspace/kscience/kmath/structures/Buffer;)Lspace/kscience/kmath/structures/Buffer;
public fun getElementAlgebra ()Lspace/kscience/kmath/operations/Ring;
public fun minus (Lspace/kscience/kmath/nd/Structure2D;Lspace/kscience/kmath/nd/Structure2D;)Lspace/kscience/kmath/nd/Structure2D;
public fun minus (Lspace/kscience/kmath/structures/Buffer;Lspace/kscience/kmath/structures/Buffer;)Lspace/kscience/kmath/structures/Buffer;
public fun plus (Lspace/kscience/kmath/nd/Structure2D;Lspace/kscience/kmath/nd/Structure2D;)Lspace/kscience/kmath/nd/Structure2D;
public fun plus (Lspace/kscience/kmath/structures/Buffer;Lspace/kscience/kmath/structures/Buffer;)Lspace/kscience/kmath/structures/Buffer;
public fun times (Ljava/lang/Object;Lspace/kscience/kmath/nd/Structure2D;)Lspace/kscience/kmath/nd/Structure2D;
public fun times (Ljava/lang/Object;Lspace/kscience/kmath/structures/Buffer;)Lspace/kscience/kmath/structures/Buffer;
public fun times (Lspace/kscience/kmath/nd/Structure2D;Ljava/lang/Object;)Lspace/kscience/kmath/nd/Structure2D;
public fun times (Lspace/kscience/kmath/structures/Buffer;Ljava/lang/Object;)Lspace/kscience/kmath/structures/Buffer;
public fun unaryMinus (Lspace/kscience/kmath/nd/Structure2D;)Lspace/kscience/kmath/nd/Structure2D;
public fun unaryMinus (Lspace/kscience/kmath/structures/Buffer;)Lspace/kscience/kmath/structures/Buffer;
}
public final class space/kscience/kmath/linear/LupDecomposition : space/kscience/kmath/linear/DeterminantFeature, space/kscience/kmath/linear/LupDecompositionFeature { public final class space/kscience/kmath/linear/LupDecomposition : space/kscience/kmath/linear/DeterminantFeature, space/kscience/kmath/linear/LupDecompositionFeature {
public fun <init> (Lspace/kscience/kmath/linear/LinearSpace;Lspace/kscience/kmath/operations/Field;Lspace/kscience/kmath/nd/Structure2D;[IZ)V public fun <init> (Lspace/kscience/kmath/linear/LinearSpace;Lspace/kscience/kmath/operations/Field;Lspace/kscience/kmath/nd/Structure2D;[IZ)V
public final fun getContext ()Lspace/kscience/kmath/linear/LinearSpace; public final fun getContext ()Lspace/kscience/kmath/linear/LinearSpace;

11
kmath-for-real/src/commonMain/kotlin/space/kscience/kmath/real/RealVector.kt
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@ -5,6 +5,7 @@ import space.kscience.kmath.operations.Norm
import space.kscience.kmath.structures.Buffer import space.kscience.kmath.structures.Buffer
import space.kscience.kmath.structures.asBuffer import space.kscience.kmath.structures.asBuffer
import space.kscience.kmath.structures.asIterable import space.kscience.kmath.structures.asIterable
import space.kscience.kmath.structures.indices
import kotlin.math.pow import kotlin.math.pow
import kotlin.math.sqrt import kotlin.math.sqrt
@ -88,3 +89,13 @@ public fun tan(vector: RealVector): RealVector = vector.map { kotlin.math.tan(it
public fun ln(vector: RealVector): RealVector = vector.map { kotlin.math.ln(it) } public fun ln(vector: RealVector): RealVector = vector.map { kotlin.math.ln(it) }
public fun log10(vector: RealVector): RealVector = vector.map { kotlin.math.log10(it) } public fun log10(vector: RealVector): RealVector = vector.map { kotlin.math.log10(it) }
// reductions methods
public fun RealVector.sum(): Double {
var res = 0.0
for (i in indices) {
res += get(i)
}
return res
}