forked from kscience/kmath
Update integration to use Attributes
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5196322b7a
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@ -13,26 +13,29 @@ import space.kscience.kmath.integration.*
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*/
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public class CMGaussRuleIntegrator(
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private val numpoints: Int,
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private var type: GaussRule = GaussRule.LEGANDRE,
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private var type: GaussRule = GaussRule.LEGENDRE,
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) : UnivariateIntegrator<Double> {
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override fun process(integrand: UnivariateIntegrand<Double>): UnivariateIntegrand<Double> {
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val range = integrand.getFeature<IntegrationRange>()?.range
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val range = integrand[IntegrationRange]
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?: error("Integration range is not provided")
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val integrator: GaussIntegrator = getIntegrator(range)
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//TODO check performance
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val res: Double = integrator.integrate(integrand.function)
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return integrand + IntegrandValue(res) + IntegrandCallsPerformed(integrand.calls + numpoints)
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return integrand.modify {
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IntegrandValue(res)
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IntegrandCallsPerformed(integrand.calls + numpoints)
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}
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}
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private fun getIntegrator(range: ClosedRange<Double>): GaussIntegrator {
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return when (type) {
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GaussRule.LEGANDRE -> factory.legendre(
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GaussRule.LEGENDRE -> factory.legendre(
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numpoints,
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range.start,
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range.endInclusive
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)
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GaussRule.LEGANDREHP -> factory.legendreHighPrecision(
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GaussRule.LEGENDREHP -> factory.legendreHighPrecision(
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numpoints,
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range.start,
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range.endInclusive
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@ -65,7 +68,7 @@ public class CMGaussRuleIntegrator(
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}
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public enum class GaussRule {
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UNIFORM, LEGANDRE, LEGANDREHP
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UNIFORM, LEGENDRE, LEGENDREHP
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}
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public companion object {
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@ -74,10 +77,10 @@ public class CMGaussRuleIntegrator(
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public fun integrate(
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range: ClosedRange<Double>,
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numPoints: Int = 100,
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type: GaussRule = GaussRule.LEGANDRE,
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type: GaussRule = GaussRule.LEGENDRE,
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function: (Double) -> Double,
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): Double = CMGaussRuleIntegrator(numPoints, type).process(
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UnivariateIntegrand(function, IntegrationRange(range))
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UnivariateIntegrand({IntegrationRange(range)},function)
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).value
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}
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}
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@ -9,13 +9,14 @@ import org.apache.commons.math3.analysis.integration.IterativeLegendreGaussInteg
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import org.apache.commons.math3.analysis.integration.SimpsonIntegrator
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import space.kscience.kmath.UnstableKMathAPI
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import space.kscience.kmath.integration.*
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import org.apache.commons.math3.analysis.integration.UnivariateIntegrator as CMUnivariateIntegrator
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/**
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* Integration wrapper for Common-maths UnivariateIntegrator
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*/
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public class CMIntegrator(
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private val defaultMaxCalls: Int = 200,
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public val integratorBuilder: (Integrand) -> org.apache.commons.math3.analysis.integration.UnivariateIntegrator,
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public val integratorBuilder: (Integrand<Double>) -> CMUnivariateIntegrator,
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) : UnivariateIntegrator<Double> {
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override fun process(integrand: UnivariateIntegrand<Double>): UnivariateIntegrand<Double> {
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@ -25,12 +26,13 @@ public class CMIntegrator(
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val range = integrand[IntegrationRange] ?: error("Integration range is not provided")
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val res = integrator.integrate(remainingCalls, integrand.function, range.start, range.endInclusive)
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return integrand +
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IntegrandValue(res) +
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IntegrandAbsoluteAccuracy(integrator.absoluteAccuracy) +
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IntegrandRelativeAccuracy(integrator.relativeAccuracy) +
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return integrand.modify {
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value(res)
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IntegrandAbsoluteAccuracy(integrator.absoluteAccuracy)
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IntegrandRelativeAccuracy(integrator.relativeAccuracy)
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IntegrandCallsPerformed(integrator.evaluations + integrand.calls)
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}
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}
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public companion object {
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@ -5,13 +5,17 @@
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package space.kscience.kmath.integration
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import space.kscience.attributes.*
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import kotlin.reflect.typeOf
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import space.kscience.attributes.Attribute
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import space.kscience.attributes.AttributeContainer
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import space.kscience.attributes.AttributesBuilder
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import space.kscience.attributes.SafeType
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public interface IntegrandAttribute<T> : Attribute<T>
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public interface Integrand<T> : AttributeContainer {
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public val type: SafeType<T>
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public fun modify(block: AttributesBuilder.() -> Unit): Integrand<T>
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public fun <A : Any> withAttribute(attribute: Attribute<A>, value: A): Integrand<T>
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@ -21,19 +25,21 @@ public interface Integrand<T> : AttributeContainer {
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public operator fun <T> Integrand<*>.get(attribute: Attribute<T>): T? = attributes[attribute]
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public class IntegrandValue<T>(type: SafeType<T>) : PolymorphicAttribute<T>(type), IntegrandAttribute<T>
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public sealed class IntegrandValue<T> private constructor(): IntegrandAttribute<T>{
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public companion object: IntegrandValue<Any?>(){
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@Suppress("UNCHECKED_CAST")
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public fun <T> forType(): IntegrandValue<T> = this as IntegrandValue<T>
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}
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}
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public inline val <reified T : Any> Integrand<T>.Value: IntegrandValue<T> get() = IntegrandValue(safeTypeOf())
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public fun <T> AttributesBuilder.value(value: T){
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val type: SafeType<T> = typeOf<T>()
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IntegrandValue(type).invoke(value)
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public fun <T> AttributesBuilder.value(value: T) {
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IntegrandValue.forType<T>().invoke(value)
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}
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/**
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* Value of the integrand if it is present or null
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*/
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public inline val <reified T : Any> Integrand<T>.valueOrNull: T? get() = attributes[Value]
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public inline val <reified T : Any> Integrand<T>.valueOrNull: T? get() = attributes[IntegrandValue.forType<T>()]
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/**
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* Value of the integrand or error
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@ -8,19 +8,20 @@ package space.kscience.kmath.integration
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import space.kscience.attributes.*
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import space.kscience.kmath.linear.Point
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public class MultivariateIntegrand<T> internal constructor(
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public class MultivariateIntegrand<T>(
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override val type: SafeType<T>,
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override val attributes: Attributes,
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public val function: (Point<T>) -> T,
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) : Integrand<T> {
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override fun modify(block: AttributesBuilder.() -> Unit): MultivariateIntegrand<T> =
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MultivariateIntegrand(attributes.modify(block), function)
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MultivariateIntegrand(type, attributes.modify(block), function)
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override fun <A : Any> withAttribute(attribute: Attribute<A>, value: A): MultivariateIntegrand<T> =
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MultivariateIntegrand(attributes.withAttribute(attribute, value), function)
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MultivariateIntegrand(type, attributes.withAttribute(attribute, value), function)
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}
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public fun <T : Any> MultivariateIntegrand(
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public inline fun <reified T : Any> MultivariateIntegrand(
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attributeBuilder: AttributesBuilder.() -> Unit,
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function: (Point<T>) -> T,
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): MultivariateIntegrand<T> = MultivariateIntegrand(Attributes(attributeBuilder), function)
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noinline function: (Point<T>) -> T,
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): MultivariateIntegrand<T> = MultivariateIntegrand(safeTypeOf<T>(), Attributes(attributeBuilder), function)
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@ -10,22 +10,23 @@ import space.kscience.kmath.UnstableKMathAPI
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import space.kscience.kmath.structures.Buffer
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import space.kscience.kmath.structures.Float64Buffer
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public class UnivariateIntegrand<T> internal constructor(
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public class UnivariateIntegrand<T>(
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override val type: SafeType<T>,
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override val attributes: Attributes,
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public val function: (Double) -> T,
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) : Integrand<T> {
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override fun <A : Any> withAttribute(attribute: Attribute<A>, value: A): UnivariateIntegrand<T> =
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UnivariateIntegrand(attributes.withAttribute(attribute, value), function)
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UnivariateIntegrand(type, attributes.withAttribute(attribute, value), function)
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override fun modify(block: AttributesBuilder.() -> Unit): UnivariateIntegrand<T> =
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UnivariateIntegrand(attributes.modify(block), function)
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UnivariateIntegrand(type, attributes.modify(block), function)
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}
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public fun <T : Any> UnivariateIntegrand(
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public inline fun <reified T : Any> UnivariateIntegrand(
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attributeBuilder: AttributesBuilder.() -> Unit,
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function: (Double) -> T,
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): UnivariateIntegrand<T> = UnivariateIntegrand(Attributes(attributeBuilder), function)
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noinline function: (Double) -> T,
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): UnivariateIntegrand<T> = UnivariateIntegrand(safeTypeOf(), Attributes(attributeBuilder), function)
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public typealias UnivariateIntegrator<T> = Integrator<UnivariateIntegrand<T>>
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@ -60,9 +61,9 @@ public fun AttributesBuilder.integrationNodes(vararg nodes: Double) {
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* The [function] is placed in the end position to allow passing a lambda.
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*/
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@UnstableKMathAPI
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public fun <T : Any> UnivariateIntegrator<T>.integrate(
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public inline fun <reified T : Any> UnivariateIntegrator<T>.integrate(
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attributesBuilder: AttributesBuilder.() -> Unit,
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function: (Double) -> T,
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noinline function: (Double) -> T,
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): UnivariateIntegrand<T> = process(UnivariateIntegrand(attributesBuilder, function))
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/**
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@ -70,14 +71,19 @@ public fun <T : Any> UnivariateIntegrator<T>.integrate(
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* The [function] is placed in the end position to allow passing a lambda.
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*/
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@UnstableKMathAPI
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public fun <T : Any> UnivariateIntegrator<T>.integrate(
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public inline fun <reified T : Any> UnivariateIntegrator<T>.integrate(
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range: ClosedRange<Double>,
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attributeBuilder: AttributesBuilder.() -> Unit = {},
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function: (Double) -> T,
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noinline function: (Double) -> T,
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): UnivariateIntegrand<T> {
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val attributes = Attributes {
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return process(
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UnivariateIntegrand(
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attributeBuilder = {
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IntegrationRange(range)
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attributeBuilder()
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}
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return process(UnivariateIntegrand(attributes, function))
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},
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function = function
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)
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)
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}
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