Random generator forks

README.md

@@ -1,6 +1,7 @@
 Bintray: [ ![Download](https://api.bintray.com/packages/mipt-npm/scientifik/kmath-core/images/download.svg) ](https://bintray.com/mipt-npm/scientifik/kmath-core/_latestVersion)
 
 # KMath
+Could be pronounced as `key-math`.
 The Kotlin MATHematics library is intended as a Kotlin-based analog to Python's `numpy` library. In contrast to `numpy` and `scipy` it is modular and has a lightweight core.
 
 ## Features

kmath-commons/src/main/kotlin/scientifik/kmath/commons/expressions/DiffExpression.kt

@@ -83,13 +83,12 @@ class DerivativeStructureField(
 /**
  * A constructs that creates a derivative structure with required order on-demand
  */
-class DiffExpression(val function: DerivativeStructureField.() -> DerivativeStructure) :
-    Expression<Double> {
+class DiffExpression(val function: DerivativeStructureField.() -> DerivativeStructure) : Expression<Double> {
+
     override fun invoke(arguments: Map<String, Double>): Double = DerivativeStructureField(
         0,
         arguments
-    )
-        .run(function).value
+    ).run(function).value
 
     /**
      * Get the derivative expression with given orders

kmath-commons/src/main/kotlin/scientifik/kmath/commons/prob/CMRandomGeneratorWrapper.kt

@@ -12,6 +12,10 @@ inline class CMRandomGeneratorWrapper(val generator: CMRandom) : RandomGenerator
     override fun nextLong(): Long = generator.nextLong()
 
     override fun nextBlock(size: Int): ByteArray = ByteArray(size).apply { generator.nextBytes(this) }
+
+    override fun fork(): RandomGenerator {
+        TODO("not implemented") //To change body of created functions use File | Settings | File Templates.
+    }
 }
 
 fun CMRandom.asKmathGenerator(): RandomGenerator = CMRandomGeneratorWrapper(this)

kmath-commons/src/test/kotlin/scientifik/kmath/commons/expressions/AutoDiffTest.kt

@@ -1,9 +1,7 @@
 package scientifik.kmath.commons.expressions
 
 import org.junit.Test
-import scientifik.kmath.commons.expressions.DerivativeStructureField
-import scientifik.kmath.commons.expressions.DiffExpression
-import scientifik.kmath.commons.expressions.derivative
+import scientifik.kmath.expressions.invoke
 import kotlin.test.assertEquals
 
 inline fun <R> diff(order: Int, vararg parameters: Pair<String, Double>, block: DerivativeStructureField.() -> R) =

kmath-core/src/commonMain/kotlin/scientifik/kmath/linear/BufferMatrix.kt

@@ -24,6 +24,7 @@ class BufferMatrixContext<T : Any, R : Ring<T>>(
     }
 }
 
+@Suppress("OVERRIDE_BY_INLINE")
 object RealMatrixContext : GenericMatrixContext<Double, RealField> {
 
     override val elementContext = RealField

kmath-prob/src/commonMain/kotlin/scientifik/kmath/prob/Distribution.kt

@@ -1,11 +1,17 @@
 package scientifik.kmath.prob
 
 import scientifik.kmath.chains.Chain
+import scientifik.kmath.chains.map
+import kotlin.jvm.JvmName
+
+interface Sampler<T : Any> {
+    fun sample(generator: RandomGenerator): RandomChain<T>
+}
 
 /**
  * A distribution of typed objects
  */
-interface Distribution<T : Any> {
+interface Distribution<T : Any> : Sampler<T> {
     /**
      * A probability value for given argument [arg].
      * For continuous distributions returns PDF
@@ -16,8 +22,7 @@ interface Distribution<T : Any> {
      * Create a chain of samples from this distribution.
      * The chain is not guaranteed to be stateless.
      */
-    fun sample(generator: RandomGenerator): RandomChain<T>
-    //TODO add sample bunch generator
+    override fun sample(generator: RandomGenerator): RandomChain<T>
 
     /**
      * An empty companion. Distribution factories should be written as its extensions
@@ -31,3 +36,33 @@ interface UnivariateDistribution<T : Comparable<T>> : Distribution<T> {
      */
     fun cumulative(arg: T): Double
 }
+
+/**
+ * Compute probability integral in an interval
+ */
+fun <T : Comparable<T>> UnivariateDistribution<T>.integral(from: T, to: T): Double {
+    require(to > from)
+    return cumulative(to) - cumulative(from)
+}
+
+
+/**
+ * Sample a bunch of values
+ */
+fun <T : Any> Sampler<T>.sampleBunch(generator: RandomGenerator, size: Int): Chain<List<T>> {
+    require(size > 1)
+    return sample(generator).map{chain ->
+        List(size){chain.next()}
+    }
+}
+
+/**
+ * Generate a bunch of samples from real distributions
+ */
+@JvmName("realSampleBunch")
+fun Sampler<Double>.sampleBunch(generator: RandomGenerator, size: Int): Chain<DoubleArray> {
+    require(size > 1)
+    return sample(generator).map{chain ->
+        DoubleArray(size){chain.next()}
+    }
+}

kmath-prob/src/commonMain/kotlin/scientifik/kmath/prob/RandomChain.kt

@@ -9,9 +9,8 @@ import scientifik.kmath.chains.Chain
  */
 class RandomChain<out R>(val generator: RandomGenerator, private val gen: suspend RandomGenerator.() -> R) : Chain<R> {
     private val atomicValue = atomic<R?>(null)
-    override fun peek(): R? = atomicValue.value
 
     override suspend fun next(): R = generator.gen().also { atomicValue.lazySet(it) }
 
-    override fun fork(): Chain<R> = RandomChain(generator, gen)
+    override fun fork(): Chain<R> = RandomChain(generator.fork(), gen)
 }

kmath-prob/src/commonMain/kotlin/scientifik/kmath/prob/RandomGenerator.kt

@@ -9,5 +9,10 @@ interface RandomGenerator {
     fun nextLong(): Long
     fun nextBlock(size: Int): ByteArray
 
+    /**
+     * Fork the current state of generator
+     */
+    fun fork(): RandomGenerator
+
     companion object
 }