Dev #280
@ -1,7 +1,8 @@
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package space.kscience.kmath.functions
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package space.kscience.kmath.functions
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import space.kscience.kmath.integration.GaussIntegrator
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import space.kscience.kmath.integration.integrate
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import space.kscience.kmath.integration.value
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import space.kscience.kmath.integration.value
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import space.kscience.kmath.operations.DoubleField
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import kotlin.math.pow
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import kotlin.math.pow
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fun main() {
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fun main() {
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@ -9,7 +10,7 @@ fun main() {
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val function: UnivariateFunction<Double> = { x -> 3 * x.pow(2) + 2 * x + 1 }
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val function: UnivariateFunction<Double> = { x -> 3 * x.pow(2) + 2 * x + 1 }
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//get the result of the integration
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//get the result of the integration
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val result = GaussIntegrator.legendre(0.0..10.0, function = function)
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val result = DoubleField.integrate(0.0..10.0, function = function)
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//the value is nullable because in some cases the integration could not succeed
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//the value is nullable because in some cases the integration could not succeed
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println(result.value)
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println(result.value)
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@ -1,7 +1,6 @@
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package space.kscience.kmath.functions
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package space.kscience.kmath.functions
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import space.kscience.kmath.integration.GaussIntegrator
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import space.kscience.kmath.integration.integrate
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import space.kscience.kmath.integration.UnivariateIntegrand
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import space.kscience.kmath.integration.value
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import space.kscience.kmath.integration.value
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import space.kscience.kmath.nd.StructureND
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import space.kscience.kmath.nd.StructureND
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import space.kscience.kmath.nd.nd
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import space.kscience.kmath.nd.nd
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@ -10,11 +9,17 @@ import space.kscience.kmath.operations.invoke
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fun main(): Unit = DoubleField {
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fun main(): Unit = DoubleField {
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nd(2, 2) {
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nd(2, 2) {
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//Produce a diagonal StructureND
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fun diagonal(v: Double) = produce { (i, j) ->
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if (i == j) v else 0.0
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}
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//Define a function in a nd space
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//Define a function in a nd space
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val function: UnivariateFunction<StructureND<Double>> = { x -> 3 * x.pow(2) + 2 * x + 1 }
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val function: (Double) -> StructureND<Double> = { x: Double -> 3 * number(x).pow(2) + 2 * diagonal(x) + 1 }
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//get the result of the integration
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//get the result of the integration
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val result: UnivariateIntegrand<StructureND<Double>> = GaussIntegrator.legendre(this, 0.0..10.0, function = function)
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val result = integrate(0.0..10.0, function = function)
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//the value is nullable because in some cases the integration could not succeed
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//the value is nullable because in some cases the integration could not succeed
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println(result.value)
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println(result.value)
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@ -5,7 +5,6 @@
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package space.kscience.kmath.integration
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package space.kscience.kmath.integration
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import space.kscience.kmath.misc.UnstableKMathAPI
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import space.kscience.kmath.misc.UnstableKMathAPI
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import space.kscience.kmath.operations.DoubleField
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import space.kscience.kmath.operations.Field
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import space.kscience.kmath.operations.Field
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import space.kscience.kmath.structures.*
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import space.kscience.kmath.structures.*
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@ -15,12 +14,10 @@ import space.kscience.kmath.structures.*
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*/
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*/
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public class GaussIntegrator<T : Any>(
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public class GaussIntegrator<T : Any>(
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public val algebra: Field<T>,
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public val algebra: Field<T>,
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public val bufferFactory: BufferFactory<T>,
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) : UnivariateIntegrator<T> {
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) : UnivariateIntegrator<T> {
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private fun buildRule(integrand: UnivariateIntegrand<T>): Pair<Buffer<T>, Buffer<T>> {
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private fun buildRule(integrand: UnivariateIntegrand<T>): Pair<Buffer<Double>, Buffer<Double>> {
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val factory = integrand.getFeature<GaussIntegratorRuleFactory<T>>()
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val factory = integrand.getFeature<GaussIntegratorRuleFactory>() ?: GaussLegendreRuleFactory
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?: GenericGaussLegendreRuleFactory(algebra, bufferFactory)
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val numPoints = integrand.getFeature<IntegrandMaxCalls>()?.maxCalls ?: 100
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val numPoints = integrand.getFeature<IntegrandMaxCalls>()?.maxCalls ?: 100
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val range = integrand.getFeature<IntegrationRange<Double>>()?.range ?: 0.0..1.0
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val range = integrand.getFeature<IntegrationRange<Double>>()?.range ?: 0.0..1.0
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return factory.build(numPoints, range)
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return factory.build(numPoints, range)
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@ -32,9 +29,9 @@ public class GaussIntegrator<T : Any>(
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var res = zero
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var res = zero
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var c = zero
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var c = zero
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for (i in points.indices) {
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for (i in points.indices) {
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val x: T = points[i]
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val x = points[i]
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val w: T = weights[i]
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val weight = weights[i]
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val y: T = w * f(x) - c
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val y: T = weight * f(x) - c
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val t = res + y
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val t = res + y
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c = t - res - y
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c = t - res - y
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res = t
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res = t
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@ -44,68 +41,38 @@ public class GaussIntegrator<T : Any>(
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public companion object {
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public companion object {
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}
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}
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/**
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/**
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* Integrate [T]-valued univariate function using provided set of [IntegrandFeature]
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* Integrate [T]-valued univariate function using provided set of [IntegrandFeature]
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* Following features are evaluated:
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* Following features are evaluated:
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* * [GaussIntegratorRuleFactory] - A factory for computing the Gauss integration rule. By default uses [GenericGaussLegendreRuleFactory]
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* * [GaussIntegratorRuleFactory] - A factory for computing the Gauss integration rule. By default uses [GaussLegendreRuleFactory]
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* * [IntegrationRange] - the univariate range of integration. By default uses 0..1 interval.
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* * [IntegrationRange] - the univariate range of integration. By default uses 0..1 interval.
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* * [IntegrandMaxCalls] - the maximum number of function calls during integration. For non-iterative rules, always uses the maximum number of points. By default uses 100 points.
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* * [IntegrandMaxCalls] - the maximum number of function calls during integration. For non-iterative rules, always uses the maximum number of points. By default uses 100 points.
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*/
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*/
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public fun <T : Any> integrate(
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@UnstableKMathAPI
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algebra: Field<T>,
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public fun <T : Any> Field<T>.integrate(
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bufferFactory: BufferFactory<T> = ::ListBuffer,
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vararg features: IntegrandFeature,
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vararg features: IntegrandFeature,
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function: (T) -> T,
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function: (Double) -> T,
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): UnivariateIntegrand<T> =
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): UnivariateIntegrand<T> = GaussIntegrator(this).integrate(UnivariateIntegrand(function, *features))
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GaussIntegrator(algebra, bufferFactory).integrate(UnivariateIntegrand(function, *features))
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/**
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/**
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* Integrate in real numbers
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* Use [GaussIntegrator.Companion.integrate] to integrate the function in the current algebra with given [range] and [numPoints]
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*/
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public fun integrate(
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vararg features: IntegrandFeature,
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function: (Double) -> Double,
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): UnivariateIntegrand<Double> = integrate(DoubleField, ::DoubleBuffer, features = features, function)
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/**
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* Integrate given [function] in a [range] with Gauss-Legendre quadrature with [numPoints] points.
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* The [range] is automatically transformed into [T] using [Field.number]
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*/
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*/
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@UnstableKMathAPI
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@UnstableKMathAPI
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public fun <T : Any> legendre(
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public fun <T : Any> Field<T>.integrate(
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algebra: Field<T>,
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range: ClosedRange<Double>,
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range: ClosedRange<Double>,
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numPoints: Int = 100,
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numPoints: Int = 100,
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bufferFactory: BufferFactory<T> = ::ListBuffer,
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vararg features: IntegrandFeature,
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vararg features: IntegrandFeature,
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function: (T) -> T,
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function: (Double) -> T,
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): UnivariateIntegrand<T> = GaussIntegrator(algebra, bufferFactory).integrate(
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): UnivariateIntegrand<T> = GaussIntegrator(this).integrate(
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UnivariateIntegrand(
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UnivariateIntegrand(
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function,
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function,
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IntegrationRange(range),
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IntegrationRange(range),
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DoubleGaussLegendreRuleFactory,
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GaussLegendreRuleFactory,
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IntegrandMaxCalls(numPoints),
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IntegrandMaxCalls(numPoints),
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*features
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*features
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)
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)
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)
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)
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/**
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* Integrate given [function] in a [range] with Gauss-Legendre quadrature with [numPoints] points.
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*/
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@UnstableKMathAPI
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public fun legendre(
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range: ClosedRange<Double>,
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numPoints: Int = 100,
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vararg features: IntegrandFeature,
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function: (Double) -> Double,
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): UnivariateIntegrand<Double> = GaussIntegrator(DoubleField, ::DoubleBuffer).integrate(
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UnivariateIntegrand(
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function,
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IntegrationRange(range),
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DoubleGaussLegendreRuleFactory,
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IntegrandMaxCalls(numPoints),
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*features
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)
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)
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}
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}
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@ -5,22 +5,20 @@
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package space.kscience.kmath.integration
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package space.kscience.kmath.integration
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import space.kscience.kmath.operations.DoubleField
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import space.kscience.kmath.structures.Buffer
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import space.kscience.kmath.operations.Field
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import space.kscience.kmath.structures.DoubleBuffer
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import space.kscience.kmath.structures.*
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import space.kscience.kmath.structures.asBuffer
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import space.kscience.kmath.structures.map
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import kotlin.jvm.Synchronized
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import kotlin.jvm.Synchronized
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import kotlin.math.ulp
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import kotlin.math.ulp
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import kotlin.native.concurrent.ThreadLocal
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import kotlin.native.concurrent.ThreadLocal
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public interface GaussIntegratorRuleFactory<T : Any> : IntegrandFeature {
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public interface GaussIntegratorRuleFactory : IntegrandFeature {
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public val algebra: Field<T>
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public fun build(numPoints: Int): Pair<Buffer<Double>, Buffer<Double>>
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public val bufferFactory: BufferFactory<T>
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public fun build(numPoints: Int): Pair<Buffer<T>, Buffer<T>>
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public companion object {
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public companion object {
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public fun double(numPoints: Int, range: ClosedRange<Double>): Pair<Buffer<Double>, Buffer<Double>> =
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public fun double(numPoints: Int, range: ClosedRange<Double>): Pair<Buffer<Double>, Buffer<Double>> =
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DoubleGaussLegendreRuleFactory.build(numPoints, range)
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GaussLegendreRuleFactory.build(numPoints, range)
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}
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}
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}
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}
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@ -28,24 +26,23 @@ public interface GaussIntegratorRuleFactory<T : Any> : IntegrandFeature {
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* Create an integration rule by scaling existing normalized rule
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* Create an integration rule by scaling existing normalized rule
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*
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*
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*/
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*/
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public fun <T : Any> GaussIntegratorRuleFactory<T>.build(
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public fun GaussIntegratorRuleFactory.build(
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numPoints: Int,
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numPoints: Int,
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range: ClosedRange<Double>,
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range: ClosedRange<Double>,
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): Pair<Buffer<T>, Buffer<T>> {
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): Pair<Buffer<Double>, Buffer<Double>> {
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val normalized = build(numPoints)
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val normalized = build(numPoints)
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with(algebra) {
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val length = range.endInclusive - range.start
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val length = range.endInclusive - range.start
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val points = normalized.first.map(bufferFactory) {
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val points = normalized.first.map(::DoubleBuffer) {
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number(range.start + length / 2) + number(length / 2) * it
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range.start + length / 2 + length / 2 * it
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}
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}
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val weights = normalized.second.map(bufferFactory) {
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val weights = normalized.second.map(::DoubleBuffer) {
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it * length / 2
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it * length / 2
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}
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}
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return points to weights
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return points to weights
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}
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}
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}
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@ -56,11 +53,7 @@ public fun <T : Any> GaussIntegratorRuleFactory<T>.build(
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*
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*
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*/
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*/
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@ThreadLocal
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@ThreadLocal
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public object DoubleGaussLegendreRuleFactory : GaussIntegratorRuleFactory<Double> {
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public object GaussLegendreRuleFactory : GaussIntegratorRuleFactory {
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override val algebra: Field<Double> get() = DoubleField
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override val bufferFactory: BufferFactory<Double> get() = ::DoubleBuffer
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private val cache = HashMap<Int, Pair<Buffer<Double>, Buffer<Double>>>()
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private val cache = HashMap<Int, Pair<Buffer<Double>, Buffer<Double>>>()
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@ -172,21 +165,3 @@ public object DoubleGaussLegendreRuleFactory : GaussIntegratorRuleFactory<Double
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override fun build(numPoints: Int): Pair<Buffer<Double>, Buffer<Double>> = getOrBuildRule(numPoints)
|
override fun build(numPoints: Int): Pair<Buffer<Double>, Buffer<Double>> = getOrBuildRule(numPoints)
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}
|
}
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/**
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* A generic Gauss-Legendre rule factory that wraps [DoubleGaussLegendreRuleFactory] in a generic way.
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*/
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public class GenericGaussLegendreRuleFactory<T : Any>(
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override val algebra: Field<T>,
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override val bufferFactory: BufferFactory<T>,
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) : GaussIntegratorRuleFactory<T> {
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override fun build(numPoints: Int): Pair<Buffer<T>, Buffer<T>> {
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val (doublePoints, doubleWeights) = DoubleGaussLegendreRuleFactory.build(numPoints)
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val points = doublePoints.map(bufferFactory) { algebra.number(it) }
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val weights = doubleWeights.map(bufferFactory) { algebra.number(it) }
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return points to weights
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}
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}
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@ -5,14 +5,13 @@
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|
|
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package space.kscience.kmath.integration
|
package space.kscience.kmath.integration
|
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|
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import space.kscience.kmath.functions.UnivariateFunction
|
|
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import space.kscience.kmath.misc.UnstableKMathAPI
|
import space.kscience.kmath.misc.UnstableKMathAPI
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import kotlin.jvm.JvmInline
|
import kotlin.jvm.JvmInline
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import kotlin.reflect.KClass
|
import kotlin.reflect.KClass
|
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|
|
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public class UnivariateIntegrand<T : Any> internal constructor(
|
public class UnivariateIntegrand<T : Any> internal constructor(
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private val features: Map<KClass<*>, IntegrandFeature>,
|
private val features: Map<KClass<*>, IntegrandFeature>,
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public val function: UnivariateFunction<T>,
|
public val function: (Double) -> T,
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) : Integrand {
|
) : Integrand {
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|
|
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@Suppress("UNCHECKED_CAST")
|
@Suppress("UNCHECKED_CAST")
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@ -27,7 +26,7 @@ public class UnivariateIntegrand<T : Any> internal constructor(
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|
|
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@Suppress("FunctionName")
|
@Suppress("FunctionName")
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public fun <T : Any> UnivariateIntegrand(
|
public fun <T : Any> UnivariateIntegrand(
|
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function: (T) -> T,
|
function: (Double) -> T,
|
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vararg features: IntegrandFeature,
|
vararg features: IntegrandFeature,
|
||||||
): UnivariateIntegrand<T> = UnivariateIntegrand(features.associateBy { it::class }, function)
|
): UnivariateIntegrand<T> = UnivariateIntegrand(features.associateBy { it::class }, function)
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|
|
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|
@ -5,15 +5,18 @@
|
|||||||
|
|
||||||
package space.kscience.kmath.integration
|
package space.kscience.kmath.integration
|
||||||
|
|
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|
import space.kscience.kmath.misc.UnstableKMathAPI
|
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|
import space.kscience.kmath.operations.DoubleField
|
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import kotlin.math.PI
|
import kotlin.math.PI
|
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import kotlin.math.sin
|
import kotlin.math.sin
|
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import kotlin.test.Test
|
import kotlin.test.Test
|
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import kotlin.test.assertEquals
|
import kotlin.test.assertEquals
|
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|
|
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|
@OptIn(UnstableKMathAPI::class)
|
||||||
class GaussIntegralTest {
|
class GaussIntegralTest {
|
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@Test
|
@Test
|
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fun gaussSin() {
|
fun gaussSin() {
|
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val res = GaussIntegrator.legendre(0.0..2 * PI) { x ->
|
val res = DoubleField.integrate(0.0..2 * PI) { x ->
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sin(x)
|
sin(x)
|
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}
|
}
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assertEquals(0.0, res.value!!, 1e-4)
|
assertEquals(0.0, res.value!!, 1e-4)
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@ -21,7 +24,7 @@ class GaussIntegralTest {
|
|||||||
|
|
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@Test
|
@Test
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fun gaussUniform() {
|
fun gaussUniform() {
|
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val res = GaussIntegrator.legendre(0.0..100.0,300) { x ->
|
val res = DoubleField.integrate(0.0..100.0,300) { x ->
|
||||||
if(x in 30.0..50.0){
|
if(x in 30.0..50.0){
|
||||||
1.0
|
1.0
|
||||||
} else {
|
} else {
|
||||||
|
Loading…
Reference in New Issue
Block a user