Merge branch 'master' into ejeny_branch_

.github/workflows/build.yml

@@ -19,6 +19,6 @@ jobs:
       - name: Gradle Wrapper Validation
         uses: gradle/wrapper-validation-action@v1.0.4
       - name: Gradle Build
-        uses: gradle/gradle-build-action@v2.3.2
+        uses: gradle/gradle-build-action@v2.4.2
         with:
           arguments: test jvmTest

.github/workflows/pages.yml

@@ -22,7 +22,7 @@ jobs:
           key: ${{ runner.os }}-gradle-${{ hashFiles('*.gradle.kts') }}
           restore-keys: |
             ${{ runner.os }}-gradle-
-      - uses: gradle/gradle-build-action@v2.1.5
+      - uses: gradle/gradle-build-action@v2.4.2
         with:
           arguments: dokkaHtmlMultiModule --no-parallel
       - uses: JamesIves/github-pages-deploy-action@v4.3.0

.github/workflows/publish.yml

@@ -28,7 +28,7 @@ jobs:
             ${{ runner.os }}-gradle-
       - name: Publish Windows Artifacts
         if: matrix.os == 'windows-latest'
-        uses: gradle/gradle-build-action@v2.4.0
+        uses: gradle/gradle-build-action@v2.4.2
         with:
           arguments: |
             publishAllPublicationsToSpaceRepository
@@ -37,7 +37,7 @@ jobs:
             -Ppublishing.space.token=${{ secrets.SPACE_APP_SECRET }}
       - name: Publish Mac Artifacts
         if: matrix.os == 'macOS-latest'
-        uses: gradle/gradle-build-action@v2.4.0
+        uses: gradle/gradle-build-action@v2.4.2
         with:
           arguments: |
             publishMacosX64PublicationToSpaceRepository

.gitignore

@@ -4,6 +4,7 @@ out/
 
 .idea/
 .vscode/
+.fleet/
 
 
 # Avoid ignoring Gradle wrapper jar file (.jar files are usually ignored)

.space.kts

@@ -1,3 +1,48 @@
+import kotlin.io.path.readText
+
+val projectName = "kmath"
+
 job("Build") {
-    gradlew("openjdk:11", "build")
+    //Perform only jvm tests
+    gradlew("spc.registry.jetbrains.space/p/sci/containers/kotlin-ci:1.0.3", "test", "jvmTest")
+}
+
+job("Publish") {
+    startOn {
+        gitPush { enabled = false }
+    }
+    container("spc.registry.jetbrains.space/p/sci/containers/kotlin-ci:1.0.3") {
+        env["SPACE_USER"] = "{{ project:space_user }}"
+        env["SPACE_TOKEN"] = "{{ project:space_token }}"
+        kotlinScript { api ->
+
+            val spaceUser = System.getenv("SPACE_USER")
+            val spaceToken = System.getenv("SPACE_TOKEN")
+
+            // write the version to the build directory
+            api.gradlew("version")
+
+            //read the version from build file
+            val version = java.nio.file.Path.of("build/project-version.txt").readText()
+
+            val revisionSuffix = if (version.endsWith("SNAPSHOT")) {
+                "-" + api.gitRevision().take(7)
+            } else {
+                ""
+            }
+
+            api.space().projects.automation.deployments.start(
+                project = api.projectIdentifier(),
+                targetIdentifier = TargetIdentifier.Key(projectName),
+                version = version+revisionSuffix,
+                // automatically update deployment status based on the status of a job
+                syncWithAutomationJob = true
+            )
+            api.gradlew(
+                "publishAllPublicationsToSpaceRepository",
+                "-Ppublishing.space.user=\"$spaceUser\"",
+                "-Ppublishing.space.token=\"$spaceToken\"",
+            )
+        }
+    }
 }

CHANGELOG.md

@@ -14,7 +14,7 @@
 
 ### Security
 
-## 0.3.1-dev-RC - 2023-04-09
+## 0.3.1 - 2023-04-09
 
 ### Added
 - Wasm support for `memory`, `core`, `complex` and `functions` modules.

README.md

@@ -2,7 +2,7 @@
 [![DOI](https://zenodo.org/badge/129486382.svg)](https://zenodo.org/badge/latestdoi/129486382)
 ![Gradle build](https://github.com/SciProgCentre/kmath/workflows/Gradle%20build/badge.svg)
 [![Maven Central](https://img.shields.io/maven-central/v/space.kscience/kmath-core.svg?label=Maven%20Central)](https://search.maven.org/search?q=g:%22space.kscience%22)
-[![Space](https://img.shields.io/badge/dynamic/xml?color=orange&label=Space&query=//metadata/versioning/latest&url=https%3A%2F%2Fmaven.pkg.jetbrains.space%2Fmipt-npm%2Fp%2Fsci%2Fmaven%2Fspace%2Fkscience%2Fkmath-core%2Fmaven-metadata.xml)](https://maven.pkg.jetbrains.space/mipt-npm/p/sci/maven/space/kscience/)
+[![Space](https://img.shields.io/badge/dynamic/xml?color=orange&label=Space&query=//metadata/versioning/latest&url=https%3A%2F%2Fmaven.pkg.jetbrains.space%2Fmipt-npm%2Fp%2Fsci%2Fmaven%2Fspace%2Fkscience%2Fkmath-core%2Fmaven-metadata.xml)](https://maven.pkg.jetbrains.space/spc/p/sci/maven/space/kscience/)
 
 # KMath
 
@@ -297,5 +297,4 @@ Gradle `6.0+` is required for multiplatform artifacts.
 
 The project requires a lot of additional work. The most important thing we need is a feedback about what features are
 required the most. Feel free to create feature requests. We are also welcome to code contributions, especially in issues
-marked with
+marked with [waiting for a hero](https://github.com/SciProgCentre/kmath/labels/waiting%20for%20a%20hero) label.
-[waiting for a hero](https://github.com/mipt-npm/kmath/labels/waiting%20for%20a%20hero) label.

benchmarks/build.gradle.kts

@@ -29,6 +29,9 @@ kotlin {
         all {
             languageSettings {
                 progressiveMode = true
+                optIn("kotlin.contracts.ExperimentalContracts")
+                optIn("kotlin.ExperimentalUnsignedTypes")
+                optIn("space.kscience.kmath.UnstableKMathAPI")
             }
         }
 
@@ -153,7 +156,7 @@ kotlin.sourceSets.all {
     with(languageSettings) {
         optIn("kotlin.contracts.ExperimentalContracts")
         optIn("kotlin.ExperimentalUnsignedTypes")
-        optIn("space.kscience.kmath.misc.UnstableKMathAPI")
+        optIn("space.kscience.kmath.UnstableKMathAPI")
     }
 }
 

build.gradle.kts

@@ -15,7 +15,7 @@ allprojects {
     }
 
     group = "space.kscience"
-    version = "0.3.1-dev-RC"
+    version = "0.3.1"
 }
 
 subprojects {
@@ -75,6 +75,6 @@ ksciencePublish {
     sonatype()
 }
 
-apiValidation.nonPublicMarkers.add("space.kscience.kmath.misc.UnstableKMathAPI")
+apiValidation.nonPublicMarkers.add("space.kscience.kmath.UnstableKMathAPI")
 
 val multikVersion by extra("0.2.0")

buildSrc/build.gradle.kts

@@ -3,8 +3,6 @@ plugins {
     `version-catalog`
 }
 
-java.targetCompatibility = JavaVersion.VERSION_11
-
 repositories {
     mavenLocal()
     maven("https://repo.kotlin.link")
@@ -26,6 +24,11 @@ dependencies {
     implementation("com.fasterxml.jackson.module:jackson-module-kotlin:2.14.+")
 }
 
-kotlin.sourceSets.all {
+kotlin{
-    languageSettings.optIn("kotlin.OptIn")
+    jvmToolchain{
+        languageVersion.set(JavaLanguageVersion.of(11))
+    }
+    sourceSets.all {
+        languageSettings.optIn("kotlin.OptIn")
+    }
 }

buildSrc/settings.gradle.kts

@@ -2,6 +2,7 @@
  * Copyright 2018-2021 KMath contributors.
  * Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
  */
+rootProject.name = "kmath"
 
 enableFeaturePreview("TYPESAFE_PROJECT_ACCESSORS")
 

buildSrc/src/main/kotlin/space/kscience/kmath/benchmarks/addBenchmarkProperties.kt

@@ -5,9 +5,9 @@
 
 package space.kscience.kmath.benchmarks
 
-import kotlinx.benchmark.gradle.BenchmarksExtension
 import com.fasterxml.jackson.module.kotlin.jacksonObjectMapper
 import com.fasterxml.jackson.module.kotlin.readValue
+import kotlinx.benchmark.gradle.BenchmarksExtension
 import org.gradle.api.Project
 import space.kscience.gradle.KScienceReadmeExtension
 import java.time.LocalDateTime
@@ -16,6 +16,7 @@ import java.time.format.DateTimeFormatter
 import java.time.format.DateTimeFormatterBuilder
 import java.time.format.SignStyle
 import java.time.temporal.ChronoField.*
+import java.util.*
 
 private val ISO_DATE_TIME: DateTimeFormatter = DateTimeFormatterBuilder().run {
     parseCaseInsensitive()
@@ -52,7 +53,7 @@ fun Project.addBenchmarkProperties() {
     rootProject.subprojects.forEach { p ->
         p.extensions.findByType(KScienceReadmeExtension::class.java)?.run {
             benchmarksProject.extensions.findByType(BenchmarksExtension::class.java)?.configurations?.forEach { cfg ->
-                property("benchmark${cfg.name.capitalize()}") {
+                property("benchmark${cfg.name.replaceFirstChar { if (it.isLowerCase()) it.titlecase(Locale.getDefault()) else it.toString() }}") {
                     val launches = benchmarksProject.buildDir.resolve("reports/benchmarks/${cfg.name}")
 
                     val resDirectory = launches.listFiles()?.maxByOrNull {

examples/build.gradle.kts

@@ -58,10 +58,10 @@ dependencies {
 kotlin {
     jvmToolchain(11)
     sourceSets.all {
-        with(languageSettings) {
+        languageSettings {
             optIn("kotlin.contracts.ExperimentalContracts")
             optIn("kotlin.ExperimentalUnsignedTypes")
-            optIn("space.kscience.kmath.misc.UnstableKMathAPI")
+            optIn("space.kscience.kmath.UnstableKMathAPI")
         }
     }
 }

examples/src/main/kotlin/space/kscience/kmath/expressions/autodiff.kt

@@ -0,0 +1,91 @@
+/*
+ * Copyright 2018-2023 KMath contributors.
+ * Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
+ */
+
+package space.kscience.kmath.expressions
+
+import space.kscience.kmath.UnstableKMathAPI
+// Only kmath-core is needed.
+
+// Let's declare some variables
+val x by symbol
+val y by symbol
+val z by symbol
+
+@OptIn(UnstableKMathAPI::class)
+fun main() {
+    // Let's define some random expression.
+    val someExpression = Double.autodiff.differentiate {
+        // We bind variables `x` and `y` to the builder scope,
+        val x = bindSymbol(x)
+        val y = bindSymbol(y)
+
+        // Then we use the bindings to define expression `xy + x + y - 1`
+        x * y + x + y - 1
+    }
+
+    // Then we can evaluate it at any point ((-1, -1) in the case):
+    println(someExpression(x to -1.0, y to -1.0))
+    // >>> -2.0
+
+    // We can also construct its partial derivatives:
+    val dxExpression = someExpression.derivative(x) // ∂/∂x. Must be `y+1`
+    val dyExpression = someExpression.derivative(y) // ∂/∂y. Must be `x+1`
+    val dxdxExpression = someExpression.derivative(x, x) // ∂^2/∂x^2. Must be `0`
+
+    // We can evaluate them as well
+    println(dxExpression(x to 57.0, y to 6.0))
+    // >>> 7.0
+    println(dyExpression(x to -1.0, y to 179.0))
+    // >>> 0.0
+    println(dxdxExpression(x to 239.0, y to 30.0))
+    // >>> 0.0
+
+    // You can also provide extra arguments that obviously won't affect the result:
+    println(dxExpression(x to 57.0, y to 6.0, z to 42.0))
+    // >>> 7.0
+    println(dyExpression(x to -1.0, y to 179.0, z to 0.0))
+    // >>> 0.0
+    println(dxdxExpression(x to 239.0, y to 30.0, z to 100_000.0))
+    // >>> 0.0
+
+    // But in case you forgot to specify bound symbol's value, exception is thrown:
+    println( runCatching { someExpression(z to 4.0) } )
+    // >>> Failure(java.lang.IllegalStateException: Symbol 'x' is not supported in ...)
+
+    // The reason is that the expression is evaluated lazily,
+    // and each `bindSymbol` operation actually substitutes the provided symbol with the corresponding value.
+
+    // For example, let there be an expression
+    val simpleExpression = Double.autodiff.differentiate {
+        val x = bindSymbol(x)
+        x pow 2
+    }
+    // When you evaluate it via
+    simpleExpression(x to 1.0, y to 57.0, z to 179.0)
+    // lambda above has the context of map `{x: 1.0, y: 57.0, z: 179.0}`.
+    // When x is bound, you can think of it as substitution `x -> 1.0`.
+    // Other values are unused which does not make any problem to us.
+    // But in the case the corresponding value is not provided,
+    // we cannot bind the variable. Thus, exception is thrown.
+
+    // There is also a function `bindSymbolOrNull` that fixes the problem:
+    val fixedExpression = Double.autodiff.differentiate {
+        val x = bindSymbolOrNull(x) ?: const(8.0)
+        x pow -2
+    }
+    println(fixedExpression())
+    // >>> 0.015625
+    // It works!
+
+    // The expression provides a bunch of operations:
+    // 1. Constant bindings (via `const` and `number`).
+    // 2. Variable bindings (via `bindVariable`, `bindVariableOrNull`).
+    // 3. Arithmetic operations (via `+`, `-`, `*`, and `-`).
+    // 4. Exponentiation (via `pow` or `power`).
+    // 5. `exp` and `ln`.
+    // 6. Trigonometrical functions (`sin`, `cos`, `tan`, `cot`).
+    // 7. Inverse trigonometrical functions (`asin`, `acos`, `atan`, `acot`).
+    // 8. Hyperbolic functions and inverse hyperbolic functions.
+}

gradle/wrapper/gradle-wrapper.properties

@@ -1,5 +1,5 @@
 distributionBase=GRADLE_USER_HOME
 distributionPath=wrapper/dists
-distributionUrl=https\://services.gradle.org/distributions/gradle-7.6-bin.zip
+distributionUrl=https\://services.gradle.org/distributions/gradle-8.1.1-bin.zip
 zipStoreBase=GRADLE_USER_HOME
 zipStorePath=wrapper/dists

kmath-ast/build.gradle.kts

@@ -46,7 +46,7 @@ kotlin {
     sourceSets {
         filter { it.name.contains("test", true) }
             .map(org.jetbrains.kotlin.gradle.plugin.KotlinSourceSet::languageSettings)
-            .forEach { it.optIn("space.kscience.kmath.misc.UnstableKMathAPI") }
+            .forEach { it.optIn("space.kscience.kmath.UnstableKMathAPI") }
     }
 }
 

kmath-ast/src/jsTest/kotlin/space/kscience/kmath/ast/utils.kt

@@ -3,8 +3,11 @@
  * Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
  */
 
+@file:OptIn(UnstableKMathAPI::class)
+
 package space.kscience.kmath.ast
 
+import space.kscience.kmath.UnstableKMathAPI
 import space.kscience.kmath.expressions.Expression
 import space.kscience.kmath.expressions.MST
 import space.kscience.kmath.expressions.Symbol

kmath-ast/src/jsTest/kotlin/space/kscience/kmath/wasm/TestWasmSpecific.kt

@@ -5,6 +5,7 @@
 
 package space.kscience.kmath.wasm
 
+import space.kscience.kmath.UnstableKMathAPI
 import space.kscience.kmath.expressions.MstExtendedField
 import space.kscience.kmath.expressions.MstRing
 import space.kscience.kmath.expressions.invoke
@@ -15,6 +16,7 @@ import space.kscience.kmath.operations.invoke
 import kotlin.test.Test
 import kotlin.test.assertEquals
 
+@OptIn(UnstableKMathAPI::class)
 internal class TestWasmSpecific {
     @Test
     fun int() {

kmath-ast/src/jvmTest/kotlin/space/kscience/kmath/ast/utils.kt

@@ -5,6 +5,7 @@
 
 package space.kscience.kmath.ast
 
+import space.kscience.kmath.UnstableKMathAPI
 import space.kscience.kmath.expressions.Expression
 import space.kscience.kmath.expressions.MST
 import space.kscience.kmath.expressions.Symbol
@@ -30,6 +31,7 @@ private object GenericAsmCompilerTestContext : CompilerTestContext {
         asmCompile(algebra as Algebra<Double>, arguments)
 }
 
+@OptIn(UnstableKMathAPI::class)
 private object PrimitiveAsmCompilerTestContext : CompilerTestContext {
     override fun MST.compileToExpression(algebra: IntRing): Expression<Int> = asmCompileToExpression(algebra)
     override fun MST.compile(algebra: IntRing, arguments: Map<Symbol, Int>): Int = asmCompile(algebra, arguments)

kmath-core/build.gradle.kts

@@ -10,9 +10,8 @@ kscience{
         browser {
             testTask {
                 useKarma {
-                    this.webpackConfig.experiments.add("topLevelAwait")
+                    webpackConfig.experiments.add("topLevelAwait")
                     useChromeHeadless()
-                    useConfigDirectory(project.projectDir.resolve("karma.config.d").resolve("wasm"))
                 }
             }
         }
@@ -33,15 +32,6 @@ kscience{
     }
 }
 
-kotlin.sourceSets {
-    filter { it.name.contains("test", true) }
-        .map(org.jetbrains.kotlin.gradle.plugin.KotlinSourceSet::languageSettings)
-        .forEach {
-            it.optIn("space.kscience.kmath.misc.PerformancePitfall")
-            it.optIn("space.kscience.kmath.misc.UnstableKMathAPI")
-        }
-}
-
 readme {
     description = "Core classes, algebra definitions, basic linear algebra"
     maturity = space.kscience.gradle.Maturity.DEVELOPMENT

kmath-core/src/commonMain/kotlin/space/kscience/kmath/misc/collections.kt

@@ -9,7 +9,7 @@ package space.kscience.kmath.misc
  * The same as [zipWithNext], but includes link between last and first element
  */
 public inline fun <T, R> List<T>.zipWithNextCircular(transform: (a: T, b: T) -> R): List<R> {
-    if (isEmpty()) return emptyList()
+    if (size < 2) return emptyList()
     return indices.map { i ->
         if (i == size - 1) {
             transform(last(), first())
@@ -19,4 +19,4 @@ public inline fun <T, R> List<T>.zipWithNextCircular(transform: (a: T, b: T) ->
     }
 }
 
-public fun <T> List<T>.zipWithNextCircular(): List<Pair<T,T>> = zipWithNextCircular { l, r -> l to r  }
+public fun <T> List<T>.zipWithNextCircular(): List<Pair<T, T>> = zipWithNextCircular { l, r -> l to r }

kmath-core/src/commonMain/kotlin/space/kscience/kmath/structures/bufferPrimitiveAccess.kt

@@ -5,7 +5,6 @@ import space.kscience.kmath.UnstableKMathAPI
 /**
  * Non-boxing access to primitive [Double]
  */
-
 @UnstableKMathAPI
 public fun Buffer<Double>.getDouble(index: Int): Double = if (this is BufferView) {
     val originIndex = originIndex(index)

kmath-jafama/build.gradle.kts

@@ -20,8 +20,4 @@ readme {
     feature("jafama-double", "src/main/kotlin/space/kscience/kmath/jafama/") {
         "Double ExtendedField implementations based on Jafama"
     }
-}
+}
-
-kotlin.sourceSets.all {
-    languageSettings.optIn("space.kscience.kmath.misc.UnstableKMathAPI")
-}

kmath-jupyter/build.gradle.kts

@@ -14,10 +14,6 @@ readme {
     maturity = space.kscience.gradle.Maturity.PROTOTYPE
 }
 
-kotlin.sourceSets.all {
-    languageSettings.optIn("space.kscience.kmath.misc.UnstableKMathAPI")
-}
-
 tasks.processJupyterApiResources {
     libraryProducers = listOf("space.kscience.kmath.jupyter.KMathJupyter")
 }

kmath-kotlingrad/build.gradle.kts

@@ -5,7 +5,7 @@ plugins {
 kotlin.sourceSets
     .filter { it.name.contains("test", true) }
     .map(org.jetbrains.kotlin.gradle.plugin.KotlinSourceSet::languageSettings)
-    .forEach { it.optIn("space.kscience.kmath.misc.UnstableKMathAPI") }
+    .forEach { it.optIn("space.kscience.kmath.UnstableKMathAPI") }
 
 description = "Kotlin∇ integration module"
 

kmath-kotlingrad/src/test/kotlin/space/kscience/kmath/kotlingrad/AdaptingTests.kt

@@ -6,6 +6,7 @@
 package space.kscience.kmath.kotlingrad
 
 import ai.hypergraph.kotlingrad.api.*
+import space.kscience.kmath.UnstableKMathAPI
 import space.kscience.kmath.asm.compileToExpression
 import space.kscience.kmath.ast.parseMath
 import space.kscience.kmath.expressions.MstNumericAlgebra
@@ -17,6 +18,7 @@ import kotlin.test.assertEquals
 import kotlin.test.assertTrue
 import kotlin.test.fail
 
+@OptIn(UnstableKMathAPI::class)
 internal class AdaptingTests {
     @Test
     fun symbol() {

kmath-memory/api/kmath-memory.api

@@ -1,3 +1,14 @@
+public abstract interface annotation class space/kscience/kmath/PerformancePitfall : java/lang/annotation/Annotation {
+	public abstract fun message ()Ljava/lang/String;
+}
+
+public abstract interface annotation class space/kscience/kmath/UnsafeKMathAPI : java/lang/annotation/Annotation {
+	public abstract fun message ()Ljava/lang/String;
+}
+
+public abstract interface annotation class space/kscience/kmath/UnstableKMathAPI : java/lang/annotation/Annotation {
+}
+
 public final class space/kscience/kmath/memory/ByteBufferMemory : space/kscience/kmath/memory/Memory {
 	public fun <init> (Ljava/nio/ByteBuffer;II)V
 	public synthetic fun <init> (Ljava/nio/ByteBuffer;IIILkotlin/jvm/internal/DefaultConstructorMarker;)V
@@ -36,7 +47,8 @@ public final class space/kscience/kmath/memory/MemoryKt {
 	public static final fun write (Lspace/kscience/kmath/memory/Memory;Lkotlin/jvm/functions/Function1;)V
 }
 
-public abstract interface class space/kscience/kmath/memory/MemoryReader {
+public abstract interface class space/kscience/kmath/memory/MemoryReader : java/lang/AutoCloseable {
+	public abstract fun close ()V
 	public abstract fun getMemory ()Lspace/kscience/kmath/memory/Memory;
 	public abstract fun readByte (I)B
 	public abstract fun readDouble (I)D
@@ -44,7 +56,6 @@ public abstract interface class space/kscience/kmath/memory/MemoryReader {
 	public abstract fun readInt (I)I
 	public abstract fun readLong (I)J
 	public abstract fun readShort (I)S
-	public abstract fun release ()V
 }
 
 public abstract interface class space/kscience/kmath/memory/MemorySpec {
@@ -59,9 +70,9 @@ public final class space/kscience/kmath/memory/MemorySpecKt {
 	public static final fun writeArray (Lspace/kscience/kmath/memory/MemoryWriter;Lspace/kscience/kmath/memory/MemorySpec;I[Ljava/lang/Object;)V
 }
 
-public abstract interface class space/kscience/kmath/memory/MemoryWriter {
+public abstract interface class space/kscience/kmath/memory/MemoryWriter : java/lang/AutoCloseable {
+	public abstract fun close ()V
 	public abstract fun getMemory ()Lspace/kscience/kmath/memory/Memory;
-	public abstract fun release ()V
 	public abstract fun writeByte (IB)V
 	public abstract fun writeDouble (ID)V
 	public abstract fun writeFloat (IF)V

kmath-memory/build.gradle.kts

@@ -10,9 +10,8 @@ kscience {
         browser {
             testTask {
                 useKarma {
-                    this.webpackConfig.experiments.add("topLevelAwait")
+                    webpackConfig.experiments.add("topLevelAwait")
                     useChromeHeadless()
-                    useConfigDirectory(project.projectDir.resolve("karma.config.d").resolve("wasm"))
                 }
             }
         }

kmath-optimization/build.gradle.kts

@@ -9,9 +9,6 @@ kscience{
 }
 
 kotlin.sourceSets {
-    all {
-        languageSettings.optIn("space.kscience.kmath.misc.UnstableKMathAPI")
-    }
 
     commonMain {
         dependencies {

kmath-stat/src/commonMain/kotlin/space/kscience/kmath/distributions/NormalDistribution.kt

@@ -6,6 +6,7 @@
 package space.kscience.kmath.distributions
 
 import space.kscience.kmath.chains.Chain
+import space.kscience.kmath.operations.DoubleField.pow
 import space.kscience.kmath.random.RandomGenerator
 import space.kscience.kmath.samplers.GaussianSampler
 import space.kscience.kmath.samplers.InternalErf
@@ -34,8 +35,23 @@ public class NormalDistribution(public val sampler: GaussianSampler) : Distribut
         }
     }
 
-    private companion object {
+    public companion object {
         private val SQRT2 = sqrt(2.0)
+
+        /**
+         * Zelen & Severo approximation for the standard normal CDF.
+         * The error upper boundary by 7.5 * 10e-8.
+         */
+        public fun zSNormalCDF(x: Double): Double {
+            val t = 1 / (1 + 0.2316419 * abs(x))
+            val sum = 0.319381530 * t -
+                    0.356563782 * t.pow(2) +
+                    1.781477937 * t.pow(3) -
+                    1.821255978 * t.pow(4) +
+                    1.330274429 * t.pow(5)
+            val temp = sum * exp(-abs(x).pow(2) / 2) / (2 * PI).pow(0.5)
+            return if (x >= 0) 1 - temp else temp
+        }
     }
 }
 

kmath-stat/src/commonMain/kotlin/space/kscience/kmath/series/SeriesAlgebra.kt

@@ -191,7 +191,7 @@ public open class SeriesAlgebra<T, out A : Ring<T>, out BA : BufferAlgebra<T, A>
         crossinline operation: A.(left: T, right: T) -> T,
     ): Series<T> {
         val newRange = offsetIndices.intersect(other.offsetIndices)
-        return seriesByOffset(startOffset = newRange.first, size = newRange.last - newRange.first) { offset ->
+        return seriesByOffset(startOffset = newRange.first, size = newRange.last + 1 - newRange.first) { offset ->
             elementAlgebra.operation(
                 getByOffset(offset),
                 other.getByOffset(offset)
@@ -199,12 +199,25 @@ public open class SeriesAlgebra<T, out A : Ring<T>, out BA : BufferAlgebra<T, A>
         }
     }
 
+    /**
+     * Zip buffer with itself, but shifted
+     * */
+    public inline fun Buffer<T>.zipWithShift(
+        shift: Int = 1,
+        crossinline operation: A.(left: T, right: T) -> T
+    ): Buffer<T> {
+        val shifted = this.moveBy(shift)
+        return zip(shifted, operation)
+    }
+
     override fun Buffer<T>.unaryMinus(): Buffer<T> = map { -it }
 
     override fun add(left: Buffer<T>, right: Buffer<T>): Series<T> = left.zip(right) { l, r -> l + r }
 
     override fun multiply(left: Buffer<T>, right: Buffer<T>): Buffer<T> = left.zip(right) { l, r -> l * r }
 
+    public fun Buffer<T>.difference(shift: Int=1): Buffer<T> = this.zipWithShift(shift) {l, r -> r - l}
+
     public companion object
 }
 

kmath-stat/src/commonMain/kotlin/space/kscience/kmath/series/VarianceRatioTest.kt

@@ -0,0 +1,82 @@
+/*
+ * Copyright 2018-2023 KMath contributors.
+ * Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
+ */
+
+package space.kscience.kmath.series
+
+import space.kscience.kmath.distributions.NormalDistribution
+import space.kscience.kmath.operations.DoubleField.pow
+import space.kscience.kmath.operations.fold
+import kotlin.math.absoluteValue
+
+
+/**
+ * Container class for Variance Ratio Test result:
+ * ratio itself, corresponding Z-score, also it's p-value
+ */
+public data class VarianceRatioTestResult(
+    val varianceRatio: Double = 1.0,
+    val zScore: Double = 0.0,
+    val pValue: Double = 0.5,
+)
+
+
+/**
+ * Calculates the Z-statistic and the p-value for the Lo and MacKinlay's Variance Ratio test (1987)
+ * under Homoscedastic or Heteroscedstic assumptions
+ * with two-sided p-value test
+ * 	https://ssrn.com/abstract=346975
+ *
+ * 	@author https://github.com/mrFendel
+ */
+public fun SeriesAlgebra<Double, *, *, *>.varianceRatioTest(
+    series: Series<Double>,
+    shift: Int,
+    homoscedastic: Boolean = true,
+): VarianceRatioTestResult {
+
+    require(shift > 1) { "Shift must be greater than one" }
+    require(shift < series.size) { "Shift must be smaller than sample size" }
+    val sum = { x: Double, y: Double -> x + y }
+
+
+    val mean = series.fold(0.0, sum) / series.size
+    val demeanedSquares = series.map { (it - mean).pow(2) }
+    val variance = demeanedSquares.fold(0.0, sum)
+    if (variance == 0.0) return VarianceRatioTestResult()
+
+
+    var seriesAgg = series
+    for (i in 1..<shift) {
+        seriesAgg = seriesAgg.zip(series.moveTo(i)) { v1, v2 -> v1 + v2 }
+    }
+
+    val demeanedSquaresAgg = seriesAgg.map { (it - shift * mean).pow(2) }
+    val varianceAgg = demeanedSquaresAgg.fold(0.0, sum)
+
+    val varianceRatio =
+        varianceAgg * (series.size.toDouble() - 1) / variance / (series.size.toDouble() - shift.toDouble() + 1) / (1 - shift.toDouble() / series.size.toDouble()) / shift.toDouble()
+
+
+    // calculating asymptotic variance
+    val phi = if (homoscedastic) {  // under homoscedastic null hypothesis
+        2 * (2 * shift - 1.0) * (shift - 1.0) / (3 * shift * series.size)
+    } else { // under heteroscedastic null hypothesis
+        var accumulator = 0.0
+        for (j in 1..<shift) {
+            val temp = demeanedSquares
+            val delta = series.size * temp.zipWithShift(j) { v1, v2 -> v1 * v2 }.fold(0.0, sum) / variance.pow(2)
+            accumulator += delta * 4 * (shift - j).toDouble().pow(2) / shift.toDouble().pow(2)
+        }
+        accumulator
+    }
+
+    val zScore = (varianceRatio - 1) / phi.pow(0.5)
+    val pValue = 2 * (1 - NormalDistribution.zSNormalCDF(zScore.absoluteValue))
+    return VarianceRatioTestResult(varianceRatio, zScore, pValue)
+}
+
+
+
+

kmath-stat/src/commonTest/kotlin/space/kscience/kmath/series/TestVarianceRatioTest.kt

@@ -0,0 +1,72 @@
+/*
+ * Copyright 2018-2023 KMath contributors.
+ * Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
+ */
+
+package space.kscience.kmath.series
+
+import space.kscience.kmath.operations.algebra
+import space.kscience.kmath.operations.bufferAlgebra
+import kotlin.math.PI
+import kotlin.test.Test
+import kotlin.test.assertEquals
+
+class TestVarianceRatioTest {
+
+    @Test
+    fun monotonicData() {
+        with(Double.algebra.bufferAlgebra.seriesAlgebra()) {
+            val monotonicData = series(10) { it * 1.0 }
+            val resultHomo = varianceRatioTest(monotonicData, 2, homoscedastic = true)
+            assertEquals(1.818181, resultHomo.varianceRatio, 1e-6)
+            // homoscedastic zScore
+            assertEquals(2.587318, resultHomo.zScore, 1e-6)
+            assertEquals(.0096, resultHomo.pValue, 1e-4)
+            val resultHetero = varianceRatioTest(monotonicData, 2, homoscedastic = false)
+            // heteroscedastic zScore
+            assertEquals(0.819424, resultHetero.zScore, 1e-6)
+            assertEquals(.4125, resultHetero.pValue, 1e-4)
+        }
+    }
+
+    @Test
+    fun volatileData() {
+        with(Double.algebra.bufferAlgebra.seriesAlgebra()) {
+            val volatileData = series(10) { sin(PI * it + PI/2) + 1.0}
+            val resultHomo = varianceRatioTest(volatileData, 2)
+            assertEquals(0.0, resultHomo.varianceRatio, 1e-6)
+            // homoscedastic zScore
+            assertEquals(-3.162277, resultHomo.zScore, 1e-6)
+            assertEquals(.0015, resultHomo.pValue, 1e-4)
+            val resultHetero = varianceRatioTest(volatileData, 2, homoscedastic = false)
+            // heteroscedastic zScore
+            assertEquals(-1.0540925, resultHetero.zScore, 1e-6)
+            assertEquals(.2918, resultHetero.pValue, 1e-4)
+        }
+    }
+
+    @Test
+    fun negativeData() {
+        with(Double.algebra.bufferAlgebra.seriesAlgebra()) {
+            val negativeData = series(10) { sin(it * 1.2)}
+            val resultHomo = varianceRatioTest(negativeData, 3)
+            assertEquals(1.240031, resultHomo.varianceRatio, 1e-6)
+            // homoscedastic zScore
+            assertEquals(0.509183, resultHomo.zScore, 1e-6)
+            val resultHetero = varianceRatioTest(negativeData, 3, homoscedastic = false)
+            // heteroscedastic zScore
+            assertEquals(0.209202, resultHetero.zScore, 1e-6)
+        }
+    }
+
+    @Test
+    fun zeroVolatility() {
+        with(Double.algebra.bufferAlgebra.seriesAlgebra()) {
+            val zeroVolData = series(10) { 0.0 }
+            val result = varianceRatioTest(zeroVolData, 4)
+            assertEquals(1.0, result.varianceRatio, 1e-6)
+            assertEquals(0.0, result.zScore, 1e-6)
+            assertEquals(0.5, result.pValue, 1e-4)
+        }
+    }
+}

kmath-tensors/build.gradle.kts

@@ -14,13 +14,6 @@ kscience{
 }
 
 kotlin.sourceSets {
-    all {
-        languageSettings.optIn("space.kscience.kmath.misc.UnstableKMathAPI")
-    }
-
-    filter { it.name.contains("test", true) }
-        .map(org.jetbrains.kotlin.gradle.plugin.KotlinSourceSet::languageSettings)
-        .forEach { it.optIn("space.kscience.kmath.misc.PerformancePitfall") }
 
     commonMain {
         dependencies {

kmath-viktor/api/kmath-viktor.api

@@ -29,7 +29,7 @@ public class space/kscience/kmath/viktor/ViktorFieldND : space/kscience/kmath/vi
 	public synthetic fun getOne ()Ljava/lang/Object;
 	public synthetic fun getOne ()Lspace/kscience/kmath/nd/StructureND;
 	public fun getOne ()Lspace/kscience/kmath/viktor/ViktorStructureND;
-	public fun getShape ()[I
+	public fun getShape-IIYLAfE ()[I
 	public synthetic fun getZero ()Ljava/lang/Object;
 	public synthetic fun getZero ()Lspace/kscience/kmath/nd/StructureND;
 	public fun getZero ()Lspace/kscience/kmath/viktor/ViktorStructureND;
@@ -85,8 +85,8 @@ public class space/kscience/kmath/viktor/ViktorFieldOpsND : space/kscience/kmath
 	public fun sin (Lspace/kscience/kmath/nd/StructureND;)Lspace/kscience/kmath/viktor/ViktorStructureND;
 	public synthetic fun sinh (Ljava/lang/Object;)Ljava/lang/Object;
 	public fun sinh (Lspace/kscience/kmath/nd/StructureND;)Lspace/kscience/kmath/viktor/ViktorStructureND;
-	public synthetic fun structureND ([ILkotlin/jvm/functions/Function2;)Lspace/kscience/kmath/nd/StructureND;
+	public synthetic fun structureND-qL90JFI ([ILkotlin/jvm/functions/Function2;)Lspace/kscience/kmath/nd/StructureND;
-	public fun structureND ([ILkotlin/jvm/functions/Function2;)Lspace/kscience/kmath/viktor/ViktorStructureND;
+	public fun structureND-qL90JFI ([ILkotlin/jvm/functions/Function2;)Lspace/kscience/kmath/viktor/ViktorStructureND;
 	public synthetic fun tan (Ljava/lang/Object;)Ljava/lang/Object;
 	public fun tan (Lspace/kscience/kmath/nd/StructureND;)Lspace/kscience/kmath/viktor/ViktorStructureND;
 	public synthetic fun times (Ljava/lang/Object;Ljava/lang/Number;)Ljava/lang/Object;
@@ -112,7 +112,7 @@ public final class space/kscience/kmath/viktor/ViktorStructureND : space/kscienc
 	public fun get ([I)Ljava/lang/Double;
 	public synthetic fun get ([I)Ljava/lang/Object;
 	public final fun getF64Buffer ()Lorg/jetbrains/bio/viktor/F64Array;
-	public fun getShape ()[I
+	public fun getShape-IIYLAfE ()[I
 	public fun set ([ID)V
 	public synthetic fun set ([ILjava/lang/Object;)V
 }

test-utils/README.md

@@ -0,0 +1,4 @@
+# Module test-utils
+
+
+

test-utils/api/test-utils.api

@@ -0,0 +1,32 @@
+public final class space/kscience/kmath/testutils/AssertsKt {
+	public static final fun assertBufferEquals (Lspace/kscience/kmath/structures/Buffer;Lspace/kscience/kmath/structures/Buffer;D)V
+	public static synthetic fun assertBufferEquals$default (Lspace/kscience/kmath/structures/Buffer;Lspace/kscience/kmath/structures/Buffer;DILjava/lang/Object;)V
+}
+
+public final class space/kscience/kmath/testutils/BufferEqualityKt {
+	public static final fun contentEquals-2c9zdjM ([D[D)Z
+	public static final fun contentEqualsArray ([D[D)Z
+	public static final fun contentEqualsBuffer ([D[D)Z
+}
+
+public final class space/kscience/kmath/testutils/FieldVerifier : space/kscience/kmath/testutils/RingVerifier {
+	public fun <init> (Lspace/kscience/kmath/operations/Field;Ljava/lang/Object;Ljava/lang/Object;Ljava/lang/Object;Ljava/lang/Number;)V
+	public fun verify ()V
+}
+
+public class space/kscience/kmath/testutils/RingVerifier : space/kscience/kmath/testutils/SpaceVerifier {
+	public fun <init> (Lspace/kscience/kmath/operations/Ring;Ljava/lang/Object;Ljava/lang/Object;Ljava/lang/Object;Ljava/lang/Number;)V
+	public fun verify ()V
+}
+
+public class space/kscience/kmath/testutils/SpaceVerifier : space/kscience/kmath/testutils/AlgebraicVerifier {
+	public fun <init> (Lspace/kscience/kmath/operations/Ring;Ljava/lang/Object;Ljava/lang/Object;Ljava/lang/Object;Ljava/lang/Number;)V
+	public final fun getA ()Ljava/lang/Object;
+	public synthetic fun getAlgebra ()Lspace/kscience/kmath/operations/Algebra;
+	public fun getAlgebra ()Lspace/kscience/kmath/operations/Ring;
+	public final fun getB ()Ljava/lang/Object;
+	public final fun getC ()Ljava/lang/Object;
+	public final fun getX ()Ljava/lang/Number;
+	public fun verify ()V
+}
+