forked from kscience/kmath
Implemented #131
This commit is contained in:
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712df04170
@ -16,13 +16,14 @@
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- ND4J support module submitting `NDStructure` and `NDAlgebra` over `INDArray`.
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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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- Coroutine-deterministic Monte-Carlo scope with a random number generator.
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- Some minor utilities to `kmath-for-real`.
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- Some minor utilities to `kmath-for-real`.
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- Generic operation result parameter to `MatrixContext`
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### Changed
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### Changed
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- Package changed from `scientifik` to `kscience.kmath`.
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- Package changed from `scientifik` to `kscience.kmath`.
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- Gradle version: 6.6 -> 6.7
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- Gradle version: 6.6 -> 6.7.1
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- Minor exceptions refactor (throwing `IllegalArgumentException` by argument checks instead of `IllegalStateException`)
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- Minor exceptions refactor (throwing `IllegalArgumentException` by argument checks instead of `IllegalStateException`)
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- `Polynomial` secondary constructor made function.
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- `Polynomial` secondary constructor made function.
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- Kotlin version: 1.3.72 -> 1.4.20-M1
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- Kotlin version: 1.3.72 -> 1.4.20
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- `kmath-ast` doesn't depend on heavy `kotlin-reflect` library.
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- `kmath-ast` doesn't depend on heavy `kotlin-reflect` library.
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- Full autodiff refactoring based on `Symbol`
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- Full autodiff refactoring based on `Symbol`
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- `kmath-prob` renamed to `kmath-stat`
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- `kmath-prob` renamed to `kmath-stat`
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@ -30,6 +31,7 @@
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- Use `Point<Double>` instead of specialized type in `kmath-for-real`
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- Use `Point<Double>` instead of specialized type in `kmath-for-real`
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- Optimized dot product for buffer matrices moved to `kmath-for-real`
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- Optimized dot product for buffer matrices moved to `kmath-for-real`
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- EjmlMatrix context is an object
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- EjmlMatrix context is an object
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- Matrix LUP `inverse` renamed to `inverseWithLUP`
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### Deprecated
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### Deprecated
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@ -37,6 +39,7 @@
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- `kmath-koma` module because it doesn't support Kotlin 1.4.
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- `kmath-koma` module because it doesn't support Kotlin 1.4.
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- Support of `legacy` JS backend (we will support only IR)
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- Support of `legacy` JS backend (we will support only IR)
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- `toGrid` method.
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- `toGrid` method.
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- Public visibility of `BufferAccessor2D`
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### Fixed
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### Fixed
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- `symbol` method in `MstExtendedField` (https://github.com/mipt-npm/kmath/pull/140)
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- `symbol` method in `MstExtendedField` (https://github.com/mipt-npm/kmath/pull/140)
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@ -29,7 +29,7 @@ class LinearAlgebraBenchmark {
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@Benchmark
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@Benchmark
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fun kmathLUPInversion() {
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fun kmathLUPInversion() {
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MatrixContext.real.inverse(matrix)
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MatrixContext.real.inverseWithLUP(matrix)
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}
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}
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@Benchmark
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@Benchmark
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@ -5,8 +5,7 @@ import kscience.kmath.structures.Matrix
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import kscience.kmath.structures.NDStructure
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import kscience.kmath.structures.NDStructure
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import org.apache.commons.math3.linear.*
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import org.apache.commons.math3.linear.*
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public class CMMatrix(public val origin: RealMatrix, features: Set<MatrixFeature>? = null) :
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public class CMMatrix(public val origin: RealMatrix, features: Set<MatrixFeature>? = null) : FeaturedMatrix<Double> {
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FeaturedMatrix<Double> {
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public override val rowNum: Int get() = origin.rowDimension
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public override val rowNum: Int get() = origin.rowDimension
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public override val colNum: Int get() = origin.columnDimension
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public override val colNum: Int get() = origin.columnDimension
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@ -55,7 +54,7 @@ public fun Point<Double>.toCM(): CMVector = if (this is CMVector) this else {
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public fun RealVector.toPoint(): CMVector = CMVector(this)
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public fun RealVector.toPoint(): CMVector = CMVector(this)
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public object CMMatrixContext : MatrixContext<Double> {
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public object CMMatrixContext : MatrixContext<Double, CMMatrix> {
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public override fun produce(rows: Int, columns: Int, initializer: (i: Int, j: Int) -> Double): CMMatrix {
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public override fun produce(rows: Int, columns: Int, initializer: (i: Int, j: Int) -> Double): CMMatrix {
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val array = Array(rows) { i -> DoubleArray(columns) { j -> initializer(i, j) } }
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val array = Array(rows) { i -> DoubleArray(columns) { j -> initializer(i, j) } }
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return CMMatrix(Array2DRowRealMatrix(array))
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return CMMatrix(Array2DRowRealMatrix(array))
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@ -79,7 +78,7 @@ public object CMMatrixContext : MatrixContext<Double> {
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public override fun multiply(a: Matrix<Double>, k: Number): CMMatrix =
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public override fun multiply(a: Matrix<Double>, k: Number): CMMatrix =
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CMMatrix(a.toCM().origin.scalarMultiply(k.toDouble()))
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CMMatrix(a.toCM().origin.scalarMultiply(k.toDouble()))
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public override operator fun Matrix<Double>.times(value: Double): Matrix<Double> =
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public override operator fun Matrix<Double>.times(value: Double): CMMatrix =
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produce(rowNum, colNum) { i, j -> get(i, j) * value }
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produce(rowNum, colNum) { i, j -> get(i, j) * value }
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}
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}
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@ -10,7 +10,7 @@ import kscience.kmath.structures.*
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public class BufferMatrixContext<T : Any, R : Ring<T>>(
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public class BufferMatrixContext<T : Any, R : Ring<T>>(
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public override val elementContext: R,
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public override val elementContext: R,
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private val bufferFactory: BufferFactory<T>,
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private val bufferFactory: BufferFactory<T>,
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) : GenericMatrixContext<T, R> {
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) : GenericMatrixContext<T, R, BufferMatrix<T>> {
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public override fun produce(rows: Int, columns: Int, initializer: (i: Int, j: Int) -> T): BufferMatrix<T> {
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public override fun produce(rows: Int, columns: Int, initializer: (i: Int, j: Int) -> T): BufferMatrix<T> {
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val buffer = bufferFactory(rows * columns) { offset -> initializer(offset / columns, offset % columns) }
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val buffer = bufferFactory(rows * columns) { offset -> initializer(offset / columns, offset % columns) }
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return BufferMatrix(rows, columns, buffer)
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return BufferMatrix(rows, columns, buffer)
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@ -22,7 +22,7 @@ public class BufferMatrixContext<T : Any, R : Ring<T>>(
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}
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}
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@Suppress("OVERRIDE_BY_INLINE")
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@Suppress("OVERRIDE_BY_INLINE")
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public object RealMatrixContext : GenericMatrixContext<Double, RealField> {
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public object RealMatrixContext : GenericMatrixContext<Double, RealField, BufferMatrix<Double>> {
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public override val elementContext: RealField
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public override val elementContext: RealField
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get() = RealField
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get() = RealField
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@ -57,7 +57,7 @@ public inline fun <reified T : Any> Matrix<*>.getFeature(): T? =
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/**
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/**
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* Diagonal matrix of ones. The matrix is virtual no actual matrix is created
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* Diagonal matrix of ones. The matrix is virtual no actual matrix is created
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*/
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*/
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public fun <T : Any, R : Ring<T>> GenericMatrixContext<T, R>.one(rows: Int, columns: Int): FeaturedMatrix<T> =
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public fun <T : Any, R : Ring<T>> GenericMatrixContext<T, R, *>.one(rows: Int, columns: Int): FeaturedMatrix<T> =
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VirtualMatrix(rows, columns, DiagonalFeature) { i, j ->
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VirtualMatrix(rows, columns, DiagonalFeature) { i, j ->
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if (i == j) elementContext.one else elementContext.zero
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if (i == j) elementContext.one else elementContext.zero
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}
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}
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@ -66,7 +66,7 @@ public fun <T : Any, R : Ring<T>> GenericMatrixContext<T, R>.one(rows: Int, colu
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/**
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/**
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* A virtual matrix of zeroes
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* A virtual matrix of zeroes
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*/
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*/
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public fun <T : Any, R : Ring<T>> GenericMatrixContext<T, R>.zero(rows: Int, columns: Int): FeaturedMatrix<T> =
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public fun <T : Any, R : Ring<T>> GenericMatrixContext<T, R, *>.zero(rows: Int, columns: Int): FeaturedMatrix<T> =
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VirtualMatrix(rows, columns) { _, _ -> elementContext.zero }
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VirtualMatrix(rows, columns) { _, _ -> elementContext.zero }
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public class TransposedFeature<T : Any>(public val original: Matrix<T>) : MatrixFeature
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public class TransposedFeature<T : Any>(public val original: Matrix<T>) : MatrixFeature
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@ -1,25 +1,18 @@
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package kscience.kmath.linear
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package kscience.kmath.linear
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import kscience.kmath.operations.Field
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import kscience.kmath.operations.*
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import kscience.kmath.operations.RealField
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import kscience.kmath.structures.*
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import kscience.kmath.operations.Ring
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import kscience.kmath.operations.invoke
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import kscience.kmath.structures.BufferAccessor2D
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import kscience.kmath.structures.Matrix
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import kscience.kmath.structures.Structure2D
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import kotlin.reflect.KClass
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/**
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/**
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* Common implementation of [LUPDecompositionFeature]
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* Common implementation of [LUPDecompositionFeature]
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*/
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*/
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public class LUPDecomposition<T : Any>(
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public class LUPDecomposition<T : Any>(
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public val context: GenericMatrixContext<T, out Field<T>>,
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public val context: MatrixContext<T, FeaturedMatrix<T>>,
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public val elementContext: Field<T>,
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public val lu: Structure2D<T>,
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public val lu: Structure2D<T>,
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public val pivot: IntArray,
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public val pivot: IntArray,
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private val even: Boolean
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private val even: Boolean,
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) : LUPDecompositionFeature<T>, DeterminantFeature<T> {
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) : LUPDecompositionFeature<T>, DeterminantFeature<T> {
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public val elementContext: Field<T>
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get() = context.elementContext
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/**
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/**
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* Returns the matrix L of the decomposition.
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* Returns the matrix L of the decomposition.
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@ -64,23 +57,25 @@ public class LUPDecomposition<T : Any>(
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}
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}
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public fun <T : Comparable<T>, F : Field<T>> GenericMatrixContext<T, F>.abs(value: T): T =
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@PublishedApi
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internal fun <T : Comparable<T>, F : Field<T>> GenericMatrixContext<T, F, *>.abs(value: T): T =
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if (value > elementContext.zero) value else elementContext { -value }
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if (value > elementContext.zero) value else elementContext { -value }
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/**
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/**
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* Create a lup decomposition of generic matrix
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* Create a lup decomposition of generic matrix.
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*/
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*/
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public inline fun <T : Comparable<T>, F : Field<T>> GenericMatrixContext<T, F>.lup(
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public fun <T : Comparable<T>> MatrixContext<T, FeaturedMatrix<T>>.lup(
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type: KClass<T>,
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factory: MutableBufferFactory<T>,
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elementContext: Field<T>,
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matrix: Matrix<T>,
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matrix: Matrix<T>,
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checkSingular: (T) -> Boolean
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checkSingular: (T) -> Boolean,
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): LUPDecomposition<T> {
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): LUPDecomposition<T> {
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require(matrix.rowNum == matrix.colNum) { "LU decomposition supports only square matrices" }
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require(matrix.rowNum == matrix.colNum) { "LU decomposition supports only square matrices" }
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val m = matrix.colNum
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val m = matrix.colNum
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val pivot = IntArray(matrix.rowNum)
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val pivot = IntArray(matrix.rowNum)
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//TODO just waits for KEEP-176
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//TODO just waits for KEEP-176
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BufferAccessor2D(type, matrix.rowNum, matrix.colNum).run {
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BufferAccessor2D(matrix.rowNum, matrix.colNum, factory).run {
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elementContext {
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elementContext {
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val lu = create(matrix)
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val lu = create(matrix)
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@ -112,14 +107,14 @@ public inline fun <T : Comparable<T>, F : Field<T>> GenericMatrixContext<T, F>.l
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luRow[col] = sum
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luRow[col] = sum
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// maintain best permutation choice
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// maintain best permutation choice
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if (this@lup.abs(sum) > largest) {
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if (abs(sum) > largest) {
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largest = this@lup.abs(sum)
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largest = abs(sum)
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max = row
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max = row
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}
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}
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}
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}
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// Singularity check
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// Singularity check
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check(!checkSingular(this@lup.abs(lu[max, col]))) { "The matrix is singular" }
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check(!checkSingular(abs(lu[max, col]))) { "The matrix is singular" }
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// Pivot if necessary
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// Pivot if necessary
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if (max != col) {
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if (max != col) {
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@ -143,23 +138,23 @@ public inline fun <T : Comparable<T>, F : Field<T>> GenericMatrixContext<T, F>.l
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for (row in col + 1 until m) lu[row, col] /= luDiag
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for (row in col + 1 until m) lu[row, col] /= luDiag
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}
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}
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return LUPDecomposition(this@lup, lu.collect(), pivot, even)
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return LUPDecomposition(this@lup, elementContext, lu.collect(), pivot, even)
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}
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}
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}
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}
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}
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}
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public inline fun <reified T : Comparable<T>, F : Field<T>> GenericMatrixContext<T, F>.lup(
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public inline fun <reified T : Comparable<T>, F : Field<T>> GenericMatrixContext<T, F, FeaturedMatrix<T>>.lup(
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matrix: Matrix<T>,
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matrix: Matrix<T>,
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checkSingular: (T) -> Boolean
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noinline checkSingular: (T) -> Boolean,
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): LUPDecomposition<T> = lup(T::class, matrix, checkSingular)
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): LUPDecomposition<T> = lup(MutableBuffer.Companion::auto, elementContext, matrix, checkSingular)
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public fun GenericMatrixContext<Double, RealField>.lup(matrix: Matrix<Double>): LUPDecomposition<Double> =
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public fun MatrixContext<Double, FeaturedMatrix<Double>>.lup(matrix: Matrix<Double>): LUPDecomposition<Double> =
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lup(Double::class, matrix) { it < 1e-11 }
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lup(Buffer.Companion::real, RealField, matrix) { it < 1e-11 }
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public fun <T : Any> LUPDecomposition<T>.solve(type: KClass<T>, matrix: Matrix<T>): Matrix<T> {
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public fun <T : Any> LUPDecomposition<T>.solveWithLUP(factory: MutableBufferFactory<T>, matrix: Matrix<T>): FeaturedMatrix<T> {
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require(matrix.rowNum == pivot.size) { "Matrix dimension mismatch. Expected ${pivot.size}, but got ${matrix.colNum}" }
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require(matrix.rowNum == pivot.size) { "Matrix dimension mismatch. Expected ${pivot.size}, but got ${matrix.colNum}" }
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BufferAccessor2D(type, matrix.rowNum, matrix.colNum).run {
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BufferAccessor2D(matrix.rowNum, matrix.colNum, factory).run {
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elementContext {
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elementContext {
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// Apply permutations to b
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// Apply permutations to b
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val bp = create { _, _ -> zero }
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val bp = create { _, _ -> zero }
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@ -201,27 +196,34 @@ public fun <T : Any> LUPDecomposition<T>.solve(type: KClass<T>, matrix: Matrix<T
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}
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}
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}
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}
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public inline fun <reified T : Any> LUPDecomposition<T>.solve(matrix: Matrix<T>): Matrix<T> = solve(T::class, matrix)
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public inline fun <reified T : Any> LUPDecomposition<T>.solveWithLUP(matrix: Matrix<T>): Matrix<T> =
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solveWithLUP(MutableBuffer.Companion::auto, matrix)
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/**
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/**
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* Solve a linear equation **a*x = b**
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* Solve a linear equation **a*x = b** using LUP decomposition
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*/
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*/
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public inline fun <reified T : Comparable<T>, F : Field<T>> GenericMatrixContext<T, F>.solve(
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public inline fun <reified T : Comparable<T>, F : Field<T>> GenericMatrixContext<T, F, FeaturedMatrix<T>>.solveWithLUP(
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a: Matrix<T>,
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a: Matrix<T>,
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b: Matrix<T>,
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b: Matrix<T>,
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checkSingular: (T) -> Boolean
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noinline bufferFactory: MutableBufferFactory<T> = MutableBuffer.Companion::auto,
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): Matrix<T> {
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noinline checkSingular: (T) -> Boolean,
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): FeaturedMatrix<T> {
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// Use existing decomposition if it is provided by matrix
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// Use existing decomposition if it is provided by matrix
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val decomposition = a.getFeature() ?: lup(T::class, a, checkSingular)
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val decomposition = a.getFeature() ?: lup(bufferFactory, elementContext, a, checkSingular)
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return decomposition.solve(T::class, b)
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return decomposition.solveWithLUP(bufferFactory, b)
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}
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}
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public fun RealMatrixContext.solve(a: Matrix<Double>, b: Matrix<Double>): Matrix<Double> = solve(a, b) { it < 1e-11 }
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public fun RealMatrixContext.solveWithLUP(a: Matrix<Double>, b: Matrix<Double>): FeaturedMatrix<Double> =
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solveWithLUP(a, b) { it < 1e-11 }
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public inline fun <reified T : Comparable<T>, F : Field<T>> GenericMatrixContext<T, F>.inverse(
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public inline fun <reified T : Comparable<T>, F : Field<T>> GenericMatrixContext<T, F, FeaturedMatrix<T>>.inverseWithLUP(
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matrix: Matrix<T>,
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matrix: Matrix<T>,
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checkSingular: (T) -> Boolean
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noinline bufferFactory: MutableBufferFactory<T> = MutableBuffer.Companion::auto,
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): Matrix<T> = solve(matrix, one(matrix.rowNum, matrix.colNum), checkSingular)
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noinline checkSingular: (T) -> Boolean,
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): FeaturedMatrix<T> = solveWithLUP(matrix, one(matrix.rowNum, matrix.colNum), bufferFactory, checkSingular)
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public fun RealMatrixContext.inverse(matrix: Matrix<Double>): Matrix<Double> =
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/**
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solve(matrix, one(matrix.rowNum, matrix.colNum)) { it < 1e-11 }
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* Inverses a square matrix using LUP decomposition. Non square matrix will throw a error.
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*/
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public fun RealMatrixContext.inverseWithLUP(matrix: Matrix<Double>): FeaturedMatrix<Double> =
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solveWithLUP(matrix, one(matrix.rowNum, matrix.colNum), Buffer.Companion::real) { it < 1e-11 }
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@ -12,15 +12,16 @@ import kscience.kmath.structures.asSequence
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/**
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/**
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* Basic operations on matrices. Operates on [Matrix]
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* Basic operations on matrices. Operates on [Matrix]
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*/
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*/
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public interface MatrixContext<T : Any> : SpaceOperations<Matrix<T>> {
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public interface MatrixContext<T : Any, out M : Matrix<T>> : SpaceOperations<Matrix<T>> {
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/**
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/**
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* Produce a matrix with this context and given dimensions
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* Produce a matrix with this context and given dimensions
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*/
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*/
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public fun produce(rows: Int, columns: Int, initializer: (i: Int, j: Int) -> T): Matrix<T>
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public fun produce(rows: Int, columns: Int, initializer: (i: Int, j: Int) -> T): M
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public override fun binaryOperation(operation: String, left: Matrix<T>, right: Matrix<T>): Matrix<T> = when (operation) {
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@Suppress("UNCHECKED_CAST")
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public override fun binaryOperation(operation: String, left: Matrix<T>, right: Matrix<T>): M = when (operation) {
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"dot" -> left dot right
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"dot" -> left dot right
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else -> super.binaryOperation(operation, left, right)
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else -> super.binaryOperation(operation, left, right) as M
|
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}
|
}
|
||||||
|
|
||||||
/**
|
/**
|
||||||
@ -30,7 +31,7 @@ public interface MatrixContext<T : Any> : SpaceOperations<Matrix<T>> {
|
|||||||
* @param other the multiplier.
|
* @param other the multiplier.
|
||||||
* @return the dot product.
|
* @return the dot product.
|
||||||
*/
|
*/
|
||||||
public infix fun Matrix<T>.dot(other: Matrix<T>): Matrix<T>
|
public infix fun Matrix<T>.dot(other: Matrix<T>): M
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* Computes the dot product of this matrix and a vector.
|
* Computes the dot product of this matrix and a vector.
|
||||||
@ -48,7 +49,7 @@ public interface MatrixContext<T : Any> : SpaceOperations<Matrix<T>> {
|
|||||||
* @param value the multiplier.
|
* @param value the multiplier.
|
||||||
* @receiver the product.
|
* @receiver the product.
|
||||||
*/
|
*/
|
||||||
public operator fun Matrix<T>.times(value: T): Matrix<T>
|
public operator fun Matrix<T>.times(value: T): M
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* Multiplies an element by a matrix of it.
|
* Multiplies an element by a matrix of it.
|
||||||
@ -57,7 +58,7 @@ public interface MatrixContext<T : Any> : SpaceOperations<Matrix<T>> {
|
|||||||
* @param value the multiplier.
|
* @param value the multiplier.
|
||||||
* @receiver the product.
|
* @receiver the product.
|
||||||
*/
|
*/
|
||||||
public operator fun T.times(m: Matrix<T>): Matrix<T> = m * this
|
public operator fun T.times(m: Matrix<T>): M = m * this
|
||||||
|
|
||||||
public companion object {
|
public companion object {
|
||||||
/**
|
/**
|
||||||
@ -70,18 +71,18 @@ public interface MatrixContext<T : Any> : SpaceOperations<Matrix<T>> {
|
|||||||
*/
|
*/
|
||||||
public fun <T : Any, R : Ring<T>> buffered(
|
public fun <T : Any, R : Ring<T>> buffered(
|
||||||
ring: R,
|
ring: R,
|
||||||
bufferFactory: BufferFactory<T> = Buffer.Companion::boxing
|
bufferFactory: BufferFactory<T> = Buffer.Companion::boxing,
|
||||||
): GenericMatrixContext<T, R> = BufferMatrixContext(ring, bufferFactory)
|
): GenericMatrixContext<T, R, BufferMatrix<T>> = BufferMatrixContext(ring, bufferFactory)
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* Automatic buffered matrix, unboxed if it is possible
|
* Automatic buffered matrix, unboxed if it is possible
|
||||||
*/
|
*/
|
||||||
public inline fun <reified T : Any, R : Ring<T>> auto(ring: R): GenericMatrixContext<T, R> =
|
public inline fun <reified T : Any, R : Ring<T>> auto(ring: R): GenericMatrixContext<T, R, BufferMatrix<T>> =
|
||||||
buffered(ring, Buffer.Companion::auto)
|
buffered(ring, Buffer.Companion::auto)
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
public interface GenericMatrixContext<T : Any, R : Ring<T>> : MatrixContext<T> {
|
public interface GenericMatrixContext<T : Any, R : Ring<T>, out M : Matrix<T>> : MatrixContext<T, M> {
|
||||||
/**
|
/**
|
||||||
* The ring context for matrix elements
|
* The ring context for matrix elements
|
||||||
*/
|
*/
|
||||||
@ -92,7 +93,7 @@ public interface GenericMatrixContext<T : Any, R : Ring<T>> : MatrixContext<T> {
|
|||||||
*/
|
*/
|
||||||
public fun point(size: Int, initializer: (Int) -> T): Point<T>
|
public fun point(size: Int, initializer: (Int) -> T): Point<T>
|
||||||
|
|
||||||
public override infix fun Matrix<T>.dot(other: Matrix<T>): Matrix<T> {
|
public override infix fun Matrix<T>.dot(other: Matrix<T>): M {
|
||||||
//TODO add typed error
|
//TODO add typed error
|
||||||
require(colNum == other.rowNum) { "Matrix dot operation dimension mismatch: ($rowNum, $colNum) x (${other.rowNum}, ${other.colNum})" }
|
require(colNum == other.rowNum) { "Matrix dot operation dimension mismatch: ($rowNum, $colNum) x (${other.rowNum}, ${other.colNum})" }
|
||||||
|
|
||||||
@ -113,10 +114,10 @@ public interface GenericMatrixContext<T : Any, R : Ring<T>> : MatrixContext<T> {
|
|||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
public override operator fun Matrix<T>.unaryMinus(): Matrix<T> =
|
public override operator fun Matrix<T>.unaryMinus(): M =
|
||||||
produce(rowNum, colNum) { i, j -> elementContext { -get(i, j) } }
|
produce(rowNum, colNum) { i, j -> elementContext { -get(i, j) } }
|
||||||
|
|
||||||
public override fun add(a: Matrix<T>, b: Matrix<T>): Matrix<T> {
|
public override fun add(a: Matrix<T>, b: Matrix<T>): M {
|
||||||
require(a.rowNum == b.rowNum && a.colNum == b.colNum) {
|
require(a.rowNum == b.rowNum && a.colNum == b.colNum) {
|
||||||
"Matrix operation dimension mismatch. [${a.rowNum},${a.colNum}] + [${b.rowNum},${b.colNum}]"
|
"Matrix operation dimension mismatch. [${a.rowNum},${a.colNum}] + [${b.rowNum},${b.colNum}]"
|
||||||
}
|
}
|
||||||
@ -124,7 +125,7 @@ public interface GenericMatrixContext<T : Any, R : Ring<T>> : MatrixContext<T> {
|
|||||||
return produce(a.rowNum, a.colNum) { i, j -> elementContext { a[i, j] + b[i, j] } }
|
return produce(a.rowNum, a.colNum) { i, j -> elementContext { a[i, j] + b[i, j] } }
|
||||||
}
|
}
|
||||||
|
|
||||||
public override operator fun Matrix<T>.minus(b: Matrix<T>): Matrix<T> {
|
public override operator fun Matrix<T>.minus(b: Matrix<T>): M {
|
||||||
require(rowNum == b.rowNum && colNum == b.colNum) {
|
require(rowNum == b.rowNum && colNum == b.colNum) {
|
||||||
"Matrix operation dimension mismatch. [$rowNum,$colNum] - [${b.rowNum},${b.colNum}]"
|
"Matrix operation dimension mismatch. [$rowNum,$colNum] - [${b.rowNum},${b.colNum}]"
|
||||||
}
|
}
|
||||||
@ -132,11 +133,11 @@ public interface GenericMatrixContext<T : Any, R : Ring<T>> : MatrixContext<T> {
|
|||||||
return produce(rowNum, colNum) { i, j -> elementContext { get(i, j) + b[i, j] } }
|
return produce(rowNum, colNum) { i, j -> elementContext { get(i, j) + b[i, j] } }
|
||||||
}
|
}
|
||||||
|
|
||||||
public override fun multiply(a: Matrix<T>, k: Number): Matrix<T> =
|
public override fun multiply(a: Matrix<T>, k: Number): M =
|
||||||
produce(a.rowNum, a.colNum) { i, j -> elementContext { a[i, j] * k } }
|
produce(a.rowNum, a.colNum) { i, j -> elementContext { a[i, j] * k } }
|
||||||
|
|
||||||
public operator fun Number.times(matrix: FeaturedMatrix<T>): Matrix<T> = matrix * this
|
public operator fun Number.times(matrix: FeaturedMatrix<T>): M = multiply(matrix, this)
|
||||||
|
|
||||||
public override operator fun Matrix<T>.times(value: T): Matrix<T> =
|
public override operator fun Matrix<T>.times(value: T): M =
|
||||||
produce(rowNum, colNum) { i, j -> elementContext { get(i, j) * value } }
|
produce(rowNum, colNum) { i, j -> elementContext { get(i, j) * value } }
|
||||||
}
|
}
|
||||||
|
@ -38,6 +38,11 @@ public fun <T> Space<T>.average(data: Iterable<T>): T = sum(data) / data.count()
|
|||||||
*/
|
*/
|
||||||
public fun <T> Space<T>.average(data: Sequence<T>): T = sum(data) / data.count()
|
public fun <T> Space<T>.average(data: Sequence<T>): T = sum(data) / data.count()
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Absolute of the comparable [value]
|
||||||
|
*/
|
||||||
|
public fun <T : Comparable<T>> Space<T>.abs(value: T): T = if (value > zero) value else -value
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* Returns the sum of all elements in the iterable in provided space.
|
* Returns the sum of all elements in the iterable in provided space.
|
||||||
*
|
*
|
||||||
|
@ -1,25 +1,31 @@
|
|||||||
package kscience.kmath.structures
|
package kscience.kmath.structures
|
||||||
|
|
||||||
import kotlin.reflect.KClass
|
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* A context that allows to operate on a [MutableBuffer] as on 2d array
|
* A context that allows to operate on a [MutableBuffer] as on 2d array
|
||||||
*/
|
*/
|
||||||
public class BufferAccessor2D<T : Any>(public val type: KClass<T>, public val rowNum: Int, public val colNum: Int) {
|
internal class BufferAccessor2D<T : Any>(
|
||||||
|
public val rowNum: Int,
|
||||||
|
public val colNum: Int,
|
||||||
|
val factory: MutableBufferFactory<T>,
|
||||||
|
) {
|
||||||
public operator fun Buffer<T>.get(i: Int, j: Int): T = get(i + colNum * j)
|
public operator fun Buffer<T>.get(i: Int, j: Int): T = get(i + colNum * j)
|
||||||
|
|
||||||
public operator fun MutableBuffer<T>.set(i: Int, j: Int, value: T) {
|
public operator fun MutableBuffer<T>.set(i: Int, j: Int, value: T) {
|
||||||
set(i + colNum * j, value)
|
set(i + colNum * j, value)
|
||||||
}
|
}
|
||||||
|
|
||||||
public inline fun create(init: (i: Int, j: Int) -> T): MutableBuffer<T> =
|
public inline fun create(crossinline init: (i: Int, j: Int) -> T): MutableBuffer<T> =
|
||||||
MutableBuffer.auto(type, rowNum * colNum) { offset -> init(offset / colNum, offset % colNum) }
|
factory(rowNum * colNum) { offset -> init(offset / colNum, offset % colNum) }
|
||||||
|
|
||||||
public fun create(mat: Structure2D<T>): MutableBuffer<T> = create { i, j -> mat[i, j] }
|
public fun create(mat: Structure2D<T>): MutableBuffer<T> = create { i, j -> mat[i, j] }
|
||||||
|
|
||||||
//TODO optimize wrapper
|
//TODO optimize wrapper
|
||||||
public fun MutableBuffer<T>.collect(): Structure2D<T> =
|
public fun MutableBuffer<T>.collect(): Structure2D<T> = NDStructure.build(
|
||||||
NDStructure.auto(type, rowNum, colNum) { (i, j) -> get(i, j) }.as2D()
|
DefaultStrides(intArrayOf(rowNum, colNum)),
|
||||||
|
factory
|
||||||
|
) { (i, j) ->
|
||||||
|
get(i, j)
|
||||||
|
}.as2D()
|
||||||
|
|
||||||
public inner class Row(public val buffer: MutableBuffer<T>, public val rowIndex: Int) : MutableBuffer<T> {
|
public inner class Row(public val buffer: MutableBuffer<T>, public val rowIndex: Int) : MutableBuffer<T> {
|
||||||
override val size: Int get() = colNum
|
override val size: Int get() = colNum
|
||||||
@ -30,7 +36,7 @@ public class BufferAccessor2D<T : Any>(public val type: KClass<T>, public val ro
|
|||||||
buffer[rowIndex, index] = value
|
buffer[rowIndex, index] = value
|
||||||
}
|
}
|
||||||
|
|
||||||
override fun copy(): MutableBuffer<T> = MutableBuffer.auto(type, colNum) { get(it) }
|
override fun copy(): MutableBuffer<T> = factory(colNum) { get(it) }
|
||||||
override operator fun iterator(): Iterator<T> = (0 until colNum).map(::get).iterator()
|
override operator fun iterator(): Iterator<T> = (0 until colNum).map(::get).iterator()
|
||||||
|
|
||||||
}
|
}
|
||||||
|
@ -9,7 +9,7 @@ class RealLUSolverTest {
|
|||||||
@Test
|
@Test
|
||||||
fun testInvertOne() {
|
fun testInvertOne() {
|
||||||
val matrix = MatrixContext.real.one(2, 2)
|
val matrix = MatrixContext.real.one(2, 2)
|
||||||
val inverted = MatrixContext.real.inverse(matrix)
|
val inverted = MatrixContext.real.inverseWithLUP(matrix)
|
||||||
assertEquals(matrix, inverted)
|
assertEquals(matrix, inverted)
|
||||||
}
|
}
|
||||||
|
|
||||||
@ -37,7 +37,7 @@ class RealLUSolverTest {
|
|||||||
1.0, 3.0
|
1.0, 3.0
|
||||||
)
|
)
|
||||||
|
|
||||||
val inverted = MatrixContext.real.inverse(matrix)
|
val inverted = MatrixContext.real.inverseWithLUP(matrix)
|
||||||
|
|
||||||
val expected = Matrix.square(
|
val expected = Matrix.square(
|
||||||
0.375, -0.125,
|
0.375, -0.125,
|
||||||
|
@ -42,7 +42,7 @@ public interface DMatrix<T, R : Dimension, C : Dimension> : Structure2D<T> {
|
|||||||
* An inline wrapper for a Matrix
|
* An inline wrapper for a Matrix
|
||||||
*/
|
*/
|
||||||
public inline class DMatrixWrapper<T, R : Dimension, C : Dimension>(
|
public inline class DMatrixWrapper<T, R : Dimension, C : Dimension>(
|
||||||
public val structure: Structure2D<T>
|
private val structure: Structure2D<T>
|
||||||
) : DMatrix<T, R, C> {
|
) : DMatrix<T, R, C> {
|
||||||
override val shape: IntArray get() = structure.shape
|
override val shape: IntArray get() = structure.shape
|
||||||
override operator fun get(i: Int, j: Int): T = structure[i, j]
|
override operator fun get(i: Int, j: Int): T = structure[i, j]
|
||||||
@ -81,7 +81,7 @@ public inline class DPointWrapper<T, D : Dimension>(public val point: Point<T>)
|
|||||||
/**
|
/**
|
||||||
* Basic operations on dimension-safe matrices. Operates on [Matrix]
|
* Basic operations on dimension-safe matrices. Operates on [Matrix]
|
||||||
*/
|
*/
|
||||||
public inline class DMatrixContext<T : Any, Ri : Ring<T>>(public val context: GenericMatrixContext<T, Ri>) {
|
public inline class DMatrixContext<T : Any, Ri : Ring<T>>(public val context: GenericMatrixContext<T, Ri, Matrix<T>>) {
|
||||||
public inline fun <reified R : Dimension, reified C : Dimension> Matrix<T>.coerce(): DMatrix<T, R, C> {
|
public inline fun <reified R : Dimension, reified C : Dimension> Matrix<T>.coerce(): DMatrix<T, R, C> {
|
||||||
require(rowNum == Dimension.dim<R>().toInt()) {
|
require(rowNum == Dimension.dim<R>().toInt()) {
|
||||||
"Row number mismatch: expected ${Dimension.dim<R>()} but found $rowNum"
|
"Row number mismatch: expected ${Dimension.dim<R>()} but found $rowNum"
|
||||||
|
@ -1,11 +1,9 @@
|
|||||||
package kscience.kmath.ejml
|
package kscience.kmath.ejml
|
||||||
|
|
||||||
import org.ejml.simple.SimpleMatrix
|
|
||||||
import kscience.kmath.linear.MatrixContext
|
import kscience.kmath.linear.MatrixContext
|
||||||
import kscience.kmath.linear.Point
|
import kscience.kmath.linear.Point
|
||||||
import kscience.kmath.operations.Space
|
|
||||||
import kscience.kmath.operations.invoke
|
|
||||||
import kscience.kmath.structures.Matrix
|
import kscience.kmath.structures.Matrix
|
||||||
|
import org.ejml.simple.SimpleMatrix
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* Converts this matrix to EJML one.
|
* Converts this matrix to EJML one.
|
||||||
@ -18,7 +16,7 @@ public fun Matrix<Double>.toEjml(): EjmlMatrix =
|
|||||||
*
|
*
|
||||||
* @author Iaroslav Postovalov
|
* @author Iaroslav Postovalov
|
||||||
*/
|
*/
|
||||||
public object EjmlMatrixContext : MatrixContext<Double> {
|
public object EjmlMatrixContext : MatrixContext<Double, EjmlMatrix> {
|
||||||
|
|
||||||
/**
|
/**
|
||||||
* Converts this vector to EJML one.
|
* Converts this vector to EJML one.
|
||||||
|
@ -1,12 +1,16 @@
|
|||||||
package kscience.kmath.real
|
package kscience.kmath.real
|
||||||
|
|
||||||
|
import kscience.kmath.linear.FeaturedMatrix
|
||||||
import kscience.kmath.linear.MatrixContext
|
import kscience.kmath.linear.MatrixContext
|
||||||
import kscience.kmath.linear.RealMatrixContext.elementContext
|
import kscience.kmath.linear.RealMatrixContext.elementContext
|
||||||
import kscience.kmath.linear.VirtualMatrix
|
import kscience.kmath.linear.VirtualMatrix
|
||||||
|
import kscience.kmath.linear.inverseWithLUP
|
||||||
import kscience.kmath.misc.UnstableKMathAPI
|
import kscience.kmath.misc.UnstableKMathAPI
|
||||||
import kscience.kmath.operations.invoke
|
import kscience.kmath.operations.invoke
|
||||||
import kscience.kmath.operations.sum
|
import kscience.kmath.operations.sum
|
||||||
import kscience.kmath.structures.*
|
import kscience.kmath.structures.Buffer
|
||||||
|
import kscience.kmath.structures.RealBuffer
|
||||||
|
import kscience.kmath.structures.asIterable
|
||||||
import kotlin.math.pow
|
import kotlin.math.pow
|
||||||
|
|
||||||
/*
|
/*
|
||||||
@ -21,7 +25,7 @@ import kotlin.math.pow
|
|||||||
* Functions that help create a real (Double) matrix
|
* Functions that help create a real (Double) matrix
|
||||||
*/
|
*/
|
||||||
|
|
||||||
public typealias RealMatrix = Matrix<Double>
|
public typealias RealMatrix = FeaturedMatrix<Double>
|
||||||
|
|
||||||
public fun realMatrix(rowNum: Int, colNum: Int, initializer: (i: Int, j: Int) -> Double): RealMatrix =
|
public fun realMatrix(rowNum: Int, colNum: Int, initializer: (i: Int, j: Int) -> Double): RealMatrix =
|
||||||
MatrixContext.real.produce(rowNum, colNum, initializer)
|
MatrixContext.real.produce(rowNum, colNum, initializer)
|
||||||
@ -148,6 +152,11 @@ public inline fun RealMatrix.map(transform: (Double) -> Double): RealMatrix =
|
|||||||
transform(get(i, j))
|
transform(get(i, j))
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/**
|
||||||
|
* Inverse a square real matrix using LUP decomposition
|
||||||
|
*/
|
||||||
|
public fun RealMatrix.inverseWithLUP(): RealMatrix = MatrixContext.real.inverseWithLUP(this)
|
||||||
|
|
||||||
//extended operations
|
//extended operations
|
||||||
|
|
||||||
public fun RealMatrix.pow(p: Double): RealMatrix = map { it.pow(p) }
|
public fun RealMatrix.pow(p: Double): RealMatrix = map { it.pow(p) }
|
||||||
|
Loading…
Reference in New Issue
Block a user