Dev #280
@ -1,3 +1,5 @@
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import ru.mipt.npm.gradle.Maturity
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plugins {
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id("ru.mipt.npm.mpp")
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id("ru.mipt.npm.native")
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@ -11,33 +13,39 @@ kotlin.sourceSets.commonMain {
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readme {
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description = "Core classes, algebra definitions, basic linear algebra"
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maturity = ru.mipt.npm.gradle.Maturity.DEVELOPMENT
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maturity = Maturity.DEVELOPMENT
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propertyByTemplate("artifact", rootProject.file("docs/templates/ARTIFACT-TEMPLATE.md"))
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feature(
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id = "algebras",
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description = "Algebraic structures: contexts and elements",
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ref = "src/commonMain/kotlin/kscience/kmath/operations/Algebra.kt"
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)
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feature(
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id = "nd",
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description = "Many-dimensional structures",
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ref = "src/commonMain/kotlin/kscience/kmath/structures/NDStructure.kt"
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)
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feature(
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id = "buffers",
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description = "One-dimensional structure",
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ref = "src/commonMain/kotlin/kscience/kmath/structures/Buffers.kt"
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)
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feature(
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id = "expressions",
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description = "Functional Expressions",
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ref = "src/commonMain/kotlin/kscience/kmath/expressions"
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)
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feature(
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id = "domains",
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description = "Domains",
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ref = "src/commonMain/kotlin/kscience/kmath/domains"
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)
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feature(
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id = "autodif",
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description = "Automatic differentiation",
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@ -237,18 +237,18 @@ public class BigInt internal constructor(
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)
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private fun compareMagnitudes(mag1: Magnitude, mag2: Magnitude): Int {
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when {
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mag1.size > mag2.size -> return 1
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mag1.size < mag2.size -> return -1
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return when {
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mag1.size > mag2.size -> 1
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mag1.size < mag2.size -> -1
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else -> {
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for (i in mag1.size - 1 downTo 0) {
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if (mag1[i] > mag2[i]) {
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return 1
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} else if (mag1[i] < mag2[i]) {
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return -1
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}
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for (i in mag1.size - 1 downTo 0) return when {
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mag1[i] > mag2[i] -> 1
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mag1[i] < mag2[i] -> -1
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else -> continue
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}
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return 0
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0
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}
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}
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}
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@ -298,10 +298,11 @@ public class BigInt internal constructor(
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var carry = 0uL
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for (i in mag.indices) {
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val cur: ULong = carry + mag[i].toULong() * x.toULong()
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val cur = carry + mag[i].toULong() * x.toULong()
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result[i] = (cur and BASE).toUInt()
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carry = cur shr BASE_SIZE
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}
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result[resultLength - 1] = (carry and BASE).toUInt()
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return stripLeadingZeros(result)
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@ -71,7 +71,7 @@ public interface Buffer<T> {
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@Suppress("UNCHECKED_CAST")
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public inline fun <T : Any> auto(type: KClass<T>, size: Int, initializer: (Int) -> T): Buffer<T> =
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when (type) {
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Double::class -> RealBuffer(size) { initializer(it) as Double } as Buffer<T>
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Double::class -> real(size) { initializer(it) as Double } as Buffer<T>
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Short::class -> ShortBuffer(size) { initializer(it) as Short } as Buffer<T>
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Int::class -> IntBuffer(size) { initializer(it) as Int } as Buffer<T>
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Long::class -> LongBuffer(size) { initializer(it) as Long } as Buffer<T>
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@ -22,7 +22,7 @@ public interface Structure2D<T> : NDStructure<T> {
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override fun elements(): Sequence<Pair<IntArray, T>> = sequence {
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for (i in (0 until rowNum))
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for (j in (0 until colNum)) yield(intArrayOf(i, j) to get(i, j))
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for (j in (0 until colNum)) yield(intArrayOf(i, j) to this@Structure2D[i, j])
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}
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public companion object
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@ -35,7 +35,6 @@ private inline class Structure2DWrapper<T>(val structure: NDStructure<T>) : Stru
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override val shape: IntArray get() = structure.shape
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override operator fun get(i: Int, j: Int): T = structure[i, j]
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override fun elements(): Sequence<Pair<IntArray, T>> = structure.elements()
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}
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@ -29,12 +29,11 @@ class NumberNDFieldTest {
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val array = real2D(3, 3) { i, j -> (i * 10 + j).toDouble() }
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for (i in 0..2) {
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for (i in 0..2)
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for (j in 0..2) {
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val expected = (i * 10 + j).toDouble()
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assertEquals(expected, array[i, j], "Error at index [$i, $j]")
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}
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}
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}
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@Test
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@ -63,12 +63,10 @@ public class MarkovChain<out R : Any>(private val seed: suspend () -> R, private
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public fun value(): R? = value
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public override suspend fun next(): R {
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mutex.withLock {
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val newValue = gen(value ?: seed())
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value = newValue
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return newValue
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}
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public override suspend fun next(): R = mutex.withLock {
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val newValue = gen(value ?: seed())
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value = newValue
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newValue
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}
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public override fun fork(): Chain<R> = MarkovChain(seed = { value ?: seed() }, gen = gen)
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@ -90,12 +88,10 @@ public class StatefulChain<S, out R>(
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public fun value(): R? = value
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public override suspend fun next(): R {
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mutex.withLock {
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val newValue = state.gen(value ?: state.seed())
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value = newValue
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return newValue
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}
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public override suspend fun next(): R = mutex.withLock {
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val newValue = state.gen(value ?: state.seed())
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value = newValue
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newValue
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}
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public override fun fork(): Chain<R> = StatefulChain(forkState(state), seed, forkState, gen)
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@ -28,7 +28,7 @@ public fun <T> Flow<T>.chunked(bufferSize: Int, bufferFactory: BufferFactory<T>)
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var counter = 0
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this@chunked.collect { element ->
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list.add(element)
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list += element
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counter++
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if (counter == bufferSize) {
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@ -48,11 +48,9 @@ public class RingBuffer<T>(
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/**
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* A safe snapshot operation
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*/
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public suspend fun snapshot(): Buffer<T> {
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mutex.withLock {
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val copy = buffer.copy()
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return VirtualBuffer(size) { i -> copy[startIndex.forward(i)] as T }
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}
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public suspend fun snapshot(): Buffer<T> = mutex.withLock {
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val copy = buffer.copy()
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VirtualBuffer(size) { i -> copy[startIndex.forward(i)] as T }
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}
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public suspend fun push(element: T) {
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@ -23,8 +23,8 @@ public class OrderedPiecewisePolynomial<T : Comparable<T>>(delimiter: T) :
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*/
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public fun putRight(right: T, piece: Polynomial<T>) {
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require(right > delimiters.last()) { "New delimiter should be to the right of old one" }
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delimiters.add(right)
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pieces.add(piece)
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delimiters += right
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pieces += piece
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}
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public fun putLeft(left: T, piece: Polynomial<T>) {
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@ -5,8 +5,18 @@ import kscience.kmath.chains.Chain
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import kscience.kmath.chains.collect
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import kscience.kmath.structures.Buffer
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import kscience.kmath.structures.BufferFactory
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import kscience.kmath.structures.IntBuffer
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/**
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* Sampler that generates chains of values of type [T].
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*/
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public fun interface Sampler<T : Any> {
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/**
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* Generates a chain of samples.
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*
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* @param generator the randomness provider.
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* @return the new chain.
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*/
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public fun sample(generator: RandomGenerator): Chain<T>
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}
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@ -59,16 +69,25 @@ public fun <T : Any> Sampler<T>.sampleBuffer(
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//clear list from previous run
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tmp.clear()
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//Fill list
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repeat(size) { tmp.add(chain.next()) }
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repeat(size) { tmp += chain.next() }
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//return new buffer with elements from tmp
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bufferFactory(size) { tmp[it] }
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}
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}
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/**
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* Samples one value from this [Sampler].
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*/
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public suspend fun <T : Any> Sampler<T>.next(generator: RandomGenerator): T = sample(generator).first()
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/**
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* Generate a bunch of samples from real distributions
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* Generates [size] real samples and chunks them into some buffers.
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*/
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public fun Sampler<Double>.sampleBuffer(generator: RandomGenerator, size: Int): Chain<Buffer<Double>> =
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sampleBuffer(generator, size, Buffer.Companion::real)
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/**
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* Generates [size] integer samples and chunks them into some buffers.
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*/
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public fun Sampler<Int>.sampleBuffer(generator: RandomGenerator, size: Int): Chain<Buffer<Int>> =
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sampleBuffer(generator, size, ::IntBuffer)
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@ -38,6 +38,6 @@ public class DistributionBuilder<T : Any> {
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private val distributions = ArrayList<NamedDistribution<T>>()
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public infix fun String.to(distribution: Distribution<T>) {
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distributions.add(NamedDistributionWrapper(this, distribution))
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distributions += NamedDistributionWrapper(this, distribution)
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}
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}
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@ -82,6 +82,8 @@ public interface RandomGenerator {
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/**
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* Implements [RandomGenerator] by delegating all operations to [Random].
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*
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* @property random the underlying [Random] object.
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*/
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public inline class DefaultGenerator(public val random: Random = Random) : RandomGenerator {
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public override fun nextBoolean(): Boolean = random.nextBoolean()
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@ -7,25 +7,28 @@ import kscience.kmath.chains.zip
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import kscience.kmath.operations.Space
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import kscience.kmath.operations.invoke
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public class BasicSampler<T : Any>(public val chainBuilder: (RandomGenerator) -> Chain<T>) : Sampler<T> {
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public override fun sample(generator: RandomGenerator): Chain<T> = chainBuilder(generator)
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}
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/**
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* Implements [Sampler] by sampling only certain [value].
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*
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* @property value the value to sample.
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*/
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public class ConstantSampler<T : Any>(public val value: T) : Sampler<T> {
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public override fun sample(generator: RandomGenerator): Chain<T> = ConstantChain(value)
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}
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/**
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* A space for samplers. Allows to perform simple operations on distributions
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* A space of samplers. Allows to perform simple operations on distributions.
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*
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* @property space the space to provide addition and scalar multiplication for [T].
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*/
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public class SamplerSpace<T : Any>(public val space: Space<T>) : Space<Sampler<T>> {
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public override val zero: Sampler<T> = ConstantSampler(space.zero)
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public override fun add(a: Sampler<T>, b: Sampler<T>): Sampler<T> = BasicSampler { generator ->
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public override fun add(a: Sampler<T>, b: Sampler<T>): Sampler<T> = Sampler { generator ->
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a.sample(generator).zip(b.sample(generator)) { aValue, bValue -> space { aValue + bValue } }
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}
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public override fun multiply(a: Sampler<T>, k: Number): Sampler<T> = BasicSampler { generator ->
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public override fun multiply(a: Sampler<T>, k: Number): Sampler<T> = Sampler { generator ->
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a.sample(generator).map { space { it * k.toDouble() } }
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}
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}
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@ -98,28 +98,21 @@ internal object InternalGamma {
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private const val INV_GAMMA1P_M1_C12 = .113302723198169588237412962033074E-05
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private const val INV_GAMMA1P_M1_C13 = -.205633841697760710345015413002057E-06
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fun logGamma(x: Double): Double {
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val ret: Double
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fun logGamma(x: Double): Double = when {
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x.isNaN() || x <= 0.0 -> Double.NaN
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x < 0.5 -> logGamma1p(x) - ln(x)
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x <= 2.5 -> logGamma1p(x - 0.5 - 0.5)
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when {
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x.isNaN() || x <= 0.0 -> ret = Double.NaN
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x < 0.5 -> return logGamma1p(x) - ln(x)
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x <= 2.5 -> return logGamma1p(x - 0.5 - 0.5)
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x <= 8.0 -> {
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val n = floor(x - 1.5).toInt()
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var prod = 1.0
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(1..n).forEach { i -> prod *= x - i }
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return logGamma1p(x - (n + 1)) + ln(prod)
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}
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else -> {
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val tmp = x + LANCZOS_G + .5
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ret = (x + .5) * ln(tmp) - tmp + HALF_LOG_2_PI + ln(lanczos(x) / x)
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}
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x <= 8.0 -> {
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val n = floor(x - 1.5).toInt()
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val prod = (1..n).fold(1.0, { prod, i -> prod * (x - i) })
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logGamma1p(x - (n + 1)) + ln(prod)
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}
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return ret
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else -> {
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val tmp = x + LANCZOS_G + .5
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(x + .5) * ln(tmp) - tmp + HALF_LOG_2_PI + ln(lanczos(x) / x)
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}
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}
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private fun regularizedGammaP(
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|
@ -20,24 +20,17 @@ internal object InternalUtils {
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fun validateProbabilities(probabilities: DoubleArray?): Double {
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require(!(probabilities == null || probabilities.isEmpty())) { "Probabilities must not be empty." }
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var sumProb = 0.0
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probabilities.forEach { prob ->
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validateProbability(prob)
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sumProb += prob
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val sumProb = probabilities.sumByDouble { prob ->
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require(!(prob < 0 || prob.isInfinite() || prob.isNaN())) { "Invalid probability: $prob" }
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prob
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}
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require(!(sumProb.isInfinite() || sumProb <= 0)) { "Invalid sum of probabilities: $sumProb" }
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return sumProb
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}
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private fun validateProbability(probability: Double): Unit =
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require(!(probability < 0 || probability.isInfinite() || probability.isNaN())) { "Invalid probability: $probability" }
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class FactorialLog private constructor(
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numValues: Int,
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cache: DoubleArray?
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) {
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class FactorialLog private constructor(numValues: Int, cache: DoubleArray?) {
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private val logFactorials: DoubleArray = DoubleArray(numValues)
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init {
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@ -46,14 +39,15 @@ internal object InternalUtils {
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if (cache != null && cache.size > BEGIN_LOG_FACTORIALS) {
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// Copy available values.
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endCopy = min(cache.size, numValues)
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cache.copyInto(
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logFactorials,
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BEGIN_LOG_FACTORIALS,
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BEGIN_LOG_FACTORIALS, endCopy
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)
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}
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} else
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// All values to be computed
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else endCopy = BEGIN_LOG_FACTORIALS
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endCopy = BEGIN_LOG_FACTORIALS
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// Compute remaining values.
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(endCopy until numValues).forEach { i ->
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@ -65,9 +59,7 @@ internal object InternalUtils {
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}
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fun value(n: Int): Double {
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if (n < logFactorials.size)
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return logFactorials[n]
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|
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if (n < logFactorials.size) return logFactorials[n]
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return if (n < FACTORIALS.size) ln(FACTORIALS[n].toDouble()) else InternalGamma.logGamma(n + 1.0)
|
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}
|
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|
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|
@ -42,7 +42,7 @@ public open class AliasMethodDiscreteSampler private constructor(
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protected val alias: IntArray
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) : Sampler<Int> {
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|
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private class SmallTableAliasMethodDiscreteSampler internal constructor(
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private class SmallTableAliasMethodDiscreteSampler(
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probability: LongArray,
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alias: IntArray
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) : AliasMethodDiscreteSampler(probability, alias) {
|
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@ -71,7 +71,7 @@ public open class AliasMethodDiscreteSampler private constructor(
|
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}
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}
|
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|
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override fun sample(generator: RandomGenerator): Chain<Int> = generator.chain {
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public override fun sample(generator: RandomGenerator): Chain<Int> = generator.chain {
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// This implements the algorithm as per Vose (1991):
|
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// v = uniform() in [0, 1)
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// j = uniform(n) in [0, n)
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|
@ -1,2 +0,0 @@
|
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package kscience.kmath.prob.samplers
|
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|
@ -1,2 +0,0 @@
|
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package kscience.kmath.prob.samplers
|
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|
@ -26,35 +26,24 @@ public class ZigguratNormalizedGaussianSampler private constructor() :
|
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public override fun sample(generator: RandomGenerator): Chain<Double> = generator.chain { sampleOne(this) }
|
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public override fun toString(): String = "Ziggurat normalized Gaussian deviate"
|
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|
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private fun fix(
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generator: RandomGenerator,
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hz: Long,
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iz: Int
|
||||
): Double {
|
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var x: Double
|
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var y: Double
|
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x = hz * W[iz]
|
||||
private fun fix(generator: RandomGenerator, hz: Long, iz: Int): Double {
|
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var x = hz * W[iz]
|
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|
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return if (iz == 0) {
|
||||
// Base strip.
|
||||
// This branch is called about 5.7624515E-4 times per sample.
|
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do {
|
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y = -ln(generator.nextDouble())
|
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x = -ln(generator.nextDouble()) * ONE_OVER_R
|
||||
} while (y + y < x * x)
|
||||
return when {
|
||||
iz == 0 -> {
|
||||
var y: Double
|
||||
|
||||
val out = R + x
|
||||
if (hz > 0) out else -out
|
||||
} else {
|
||||
// Wedge of other strips.
|
||||
// This branch is called about 0.027323 times per sample.
|
||||
// else
|
||||
// Try again.
|
||||
// This branch is called about 0.012362 times per sample.
|
||||
if (F[iz] + generator.nextDouble() * (F[iz - 1] - F[iz]) < gauss(
|
||||
x
|
||||
)
|
||||
) x else sampleOne(generator)
|
||||
do {
|
||||
y = -ln(generator.nextDouble())
|
||||
x = -ln(generator.nextDouble()) * ONE_OVER_R
|
||||
} while (y + y < x * x)
|
||||
|
||||
val out = R + x
|
||||
if (hz > 0) out else -out
|
||||
}
|
||||
|
||||
F[iz] + generator.nextDouble() * (F[iz - 1] - F[iz]) < gauss(x) -> x
|
||||
else -> sampleOne(generator)
|
||||
}
|
||||
}
|
||||
|
||||
|
@ -3,10 +3,14 @@ package kscience.kmath.prob
|
||||
import org.apache.commons.rng.UniformRandomProvider
|
||||
import org.apache.commons.rng.simple.RandomSource
|
||||
|
||||
public class RandomSourceGenerator(public val source: RandomSource, seed: Long?) : RandomGenerator {
|
||||
internal val random: UniformRandomProvider = seed?.let {
|
||||
RandomSource.create(source, seed)
|
||||
} ?: RandomSource.create(source)
|
||||
/**
|
||||
* Implements [RandomGenerator] by delegating all operations to [RandomSource].
|
||||
*
|
||||
* @property source the underlying [RandomSource] object.
|
||||
*/
|
||||
public class RandomSourceGenerator internal constructor(public val source: RandomSource, seed: Long?) : RandomGenerator {
|
||||
internal val random: UniformRandomProvider = seed?.let { RandomSource.create(source, seed) }
|
||||
?: RandomSource.create(source)
|
||||
|
||||
public override fun nextBoolean(): Boolean = random.nextBoolean()
|
||||
public override fun nextDouble(): Double = random.nextDouble()
|
||||
@ -23,19 +27,84 @@ public class RandomSourceGenerator(public val source: RandomSource, seed: Long?)
|
||||
public override fun fork(): RandomGenerator = RandomSourceGenerator(source, nextLong())
|
||||
}
|
||||
|
||||
/**
|
||||
* Implements [UniformRandomProvider] by delegating all operations to [RandomGenerator].
|
||||
*
|
||||
* @property generator the underlying [RandomGenerator] object.
|
||||
*/
|
||||
public inline class RandomGeneratorProvider(public val generator: RandomGenerator) : UniformRandomProvider {
|
||||
/**
|
||||
* Generates a [Boolean] value.
|
||||
*
|
||||
* @return the next random value.
|
||||
*/
|
||||
public override fun nextBoolean(): Boolean = generator.nextBoolean()
|
||||
|
||||
/**
|
||||
* Generates a [Float] value between 0 and 1.
|
||||
*
|
||||
* @return the next random value between 0 and 1.
|
||||
*/
|
||||
public override fun nextFloat(): Float = generator.nextDouble().toFloat()
|
||||
|
||||
/**
|
||||
* Generates [Byte] values and places them into a user-supplied array.
|
||||
*
|
||||
* The number of random bytes produced is equal to the length of the the byte array.
|
||||
*
|
||||
* @param bytes byte array in which to put the random bytes.
|
||||
*/
|
||||
public override fun nextBytes(bytes: ByteArray): Unit = generator.fillBytes(bytes)
|
||||
|
||||
/**
|
||||
* Generates [Byte] values and places them into a user-supplied array.
|
||||
*
|
||||
* The array is filled with bytes extracted from random integers. This implies that the number of random bytes
|
||||
* generated may be larger than the length of the byte array.
|
||||
*
|
||||
* @param bytes the array in which to put the generated bytes.
|
||||
* @param start the index at which to start inserting the generated bytes.
|
||||
* @param len the number of bytes to insert.
|
||||
*/
|
||||
public override fun nextBytes(bytes: ByteArray, start: Int, len: Int) {
|
||||
generator.fillBytes(bytes, start, start + len)
|
||||
}
|
||||
|
||||
/**
|
||||
* Generates an [Int] value.
|
||||
*
|
||||
* @return the next random value.
|
||||
*/
|
||||
public override fun nextInt(): Int = generator.nextInt()
|
||||
|
||||
/**
|
||||
* Generates an [Int] value between 0 (inclusive) and the specified value (exclusive).
|
||||
*
|
||||
* @param n the bound on the random number to be returned. Must be positive.
|
||||
* @return a random integer between 0 (inclusive) and [n] (exclusive).
|
||||
*/
|
||||
public override fun nextInt(n: Int): Int = generator.nextInt(n)
|
||||
|
||||
/**
|
||||
* Generates a [Double] value between 0 and 1.
|
||||
*
|
||||
* @return the next random value between 0 and 1.
|
||||
*/
|
||||
public override fun nextDouble(): Double = generator.nextDouble()
|
||||
|
||||
/**
|
||||
* Generates a [Long] value.
|
||||
*
|
||||
* @return the next random value.
|
||||
*/
|
||||
public override fun nextLong(): Long = generator.nextLong()
|
||||
|
||||
/**
|
||||
* Generates a [Long] value between 0 (inclusive) and the specified value (exclusive).
|
||||
*
|
||||
* @param n Bound on the random number to be returned. Must be positive.
|
||||
* @return a random long value between 0 (inclusive) and [n] (exclusive).
|
||||
*/
|
||||
public override fun nextLong(n: Long): Long = generator.nextLong(n)
|
||||
}
|
||||
|
||||
@ -48,8 +117,14 @@ public fun RandomGenerator.asUniformRandomProvider(): UniformRandomProvider = if
|
||||
else
|
||||
RandomGeneratorProvider(this)
|
||||
|
||||
/**
|
||||
* Returns [RandomSourceGenerator] with given [RandomSource] and [seed].
|
||||
*/
|
||||
public fun RandomGenerator.Companion.fromSource(source: RandomSource, seed: Long? = null): RandomSourceGenerator =
|
||||
RandomSourceGenerator(source, seed)
|
||||
|
||||
/**
|
||||
* Returns [RandomSourceGenerator] with [RandomSource.MT] algorithm and given [seed].
|
||||
*/
|
||||
public fun RandomGenerator.Companion.mersenneTwister(seed: Long? = null): RandomSourceGenerator =
|
||||
fromSource(RandomSource.MT, seed)
|
||||
|
@ -7,11 +7,8 @@ class SamplerTest {
|
||||
|
||||
@Test
|
||||
fun bufferSamplerTest() {
|
||||
val sampler: Sampler<Double> =
|
||||
BasicSampler { it.chain { nextDouble() } }
|
||||
val sampler = Sampler { it.chain { nextDouble() } }
|
||||
val data = sampler.sampleBuffer(RandomGenerator.default, 100)
|
||||
runBlocking {
|
||||
println(data.next())
|
||||
}
|
||||
runBlocking { println(data.next()) }
|
||||
}
|
||||
}
|
Loading…
Reference in New Issue
Block a user