forked from kscience/kmath
Implementation for #65
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@ -14,6 +14,7 @@
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- Chi squared optimization for array-like data in CM
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- `Fitting` utility object in prob/stat
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- ND4J support module submitting `NDStructure` and `NDAlgebra` over `INDArray`.
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- Coroutine-deterministic Monte-Carlo scope with a random number generator.
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### Changed
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- Package changed from `scientifik` to `kscience.kmath`.
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@ -0,0 +1,58 @@
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package kscience.kmath.stat
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import kotlinx.coroutines.*
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import kotlin.coroutines.CoroutineContext
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import kotlin.coroutines.EmptyCoroutineContext
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import kotlin.coroutines.coroutineContext
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/**
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* A scope for a Monte-Carlo computations or multi-coroutine random number generation.
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* The scope preserves the order of random generator calls as long as all concurrency calls is done via [launch] and [async]
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* functions.
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*/
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public class MCScope(
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public val coroutineContext: CoroutineContext,
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public val random: RandomGenerator,
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)
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/**
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* Launches a supervised Monte-Carlo scope
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*/
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public suspend inline fun <T> mcScope(generator: RandomGenerator, block: MCScope.() -> T): T =
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MCScope(coroutineContext, generator).block()
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/**
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* Launch mc scope with a given seed
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*/
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public suspend inline fun <T> mcScope(seed: Long, block: MCScope.() -> T): T =
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mcScope(RandomGenerator.default(seed), block)
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/**
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* Specialized launch for [MCScope]. Behaves the same way as regular [CoroutineScope.launch], but also stores the generator fork.
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* The method itself is not thread safe.
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*/
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public inline fun MCScope.launch(
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context: CoroutineContext = EmptyCoroutineContext,
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start: CoroutineStart = CoroutineStart.DEFAULT,
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crossinline block: suspend MCScope.() -> Unit,
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): Job {
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val newRandom = random.fork()
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return CoroutineScope(coroutineContext).launch(context, start) {
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MCScope(coroutineContext, newRandom).block()
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}
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}
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/**
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* Specialized async for [MCScope]. Behaves the same way as regular [CoroutineScope.async], but also stores the generator fork.
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* The method itself is not thread safe.
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*/
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public inline fun <T> MCScope.async(
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context: CoroutineContext = EmptyCoroutineContext,
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start: CoroutineStart = CoroutineStart.DEFAULT,
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crossinline block: suspend MCScope.() -> T,
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): Deferred<T> {
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val newRandom = random.fork()
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return CoroutineScope(coroutineContext).async(context, start) {
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MCScope(coroutineContext, newRandom).block()
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}
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}
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