Implemented fork for default random generator

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

@@ -4,7 +4,9 @@ import org.apache.commons.math3.random.JDKRandomGenerator
 import scientifik.kmath.prob.RandomGenerator
 import org.apache.commons.math3.random.RandomGenerator as CMRandom
 
-inline class CMRandomGeneratorWrapper(val generator: CMRandom) : RandomGenerator {
+class CMRandomGeneratorWrapper(seed: Long?, val builder: (Long?) -> CMRandom) : RandomGenerator {
+    val generator = builder(seed)
+
     override fun nextDouble(): Double = generator.nextDouble()
 
     override fun nextInt(): Int = generator.nextInt()
@@ -13,20 +15,12 @@ inline class CMRandomGeneratorWrapper(val generator: CMRandom) : RandomGenerator
 
     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.
-    }
+    override fun fork(): RandomGenerator = CMRandomGeneratorWrapper(nextLong(), builder)
 }
 
-fun CMRandom.asKmathGenerator(): RandomGenerator = CMRandomGeneratorWrapper(this)
-
 fun RandomGenerator.asCMGenerator(): CMRandom =
     (this as? CMRandomGeneratorWrapper)?.generator ?: TODO("Implement reverse CM wrapper")
 
-val RandomGenerator.Companion.default: RandomGenerator by lazy { JDKRandomGenerator().asKmathGenerator() }
 
-fun RandomGenerator.Companion.jdk(seed: Int? = null): RandomGenerator = if (seed == null) {
-    JDKRandomGenerator()
-} else {
-    JDKRandomGenerator(seed)
-}.asKmathGenerator()
+fun RandomGenerator.Companion.jdk(seed: Long? = null): RandomGenerator =
+    CMRandomGeneratorWrapper(seed) { JDKRandomGenerator() }

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

@@ -5,7 +5,6 @@ import scientifik.kmath.chains.Chain
 
 /**
  * A possibly stateful chain producing random values.
- * TODO make random chain properly fork generator
  */
 class RandomChain<out R>(val generator: RandomGenerator, private val gen: suspend RandomGenerator.() -> R) : Chain<R> {
     private val atomicValue = atomic<R?>(null)
@@ -14,3 +13,8 @@ class RandomChain<out R>(val generator: RandomGenerator, private val gen: suspen
 
     override fun fork(): Chain<R> = RandomChain(generator.fork(), gen)
 }
+
+/**
+ * Create a chain of doubles from generator after forking it so the chain is not affected by operations on generator
+ */
+fun RandomGenerator.doubles(): Chain<Double> = RandomChain(fork()) { nextDouble() }

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

@@ -1,5 +1,7 @@
 package scientifik.kmath.prob
 
+import kotlin.random.Random
+
 /**
  * A basic generator
  */
@@ -10,9 +12,30 @@ interface RandomGenerator {
     fun nextBlock(size: Int): ByteArray
 
     /**
-     * Fork the current state of generator
+     * Create a new generator which is independent from current generator (operations on new generator do not affect this one
+     * and vise versa). The statistical properties of new generator should be the same as for this one.
+     * For pseudo-random generator, the fork is keeping the same sequence of numbers for given call order for each run.
+     *
+     * The thread safety of this operation is not guaranteed since it could affect the state of the generator.
      */
     fun fork(): RandomGenerator
 
-    companion object
+    companion object {
+        val default by lazy { DefaultGenerator(Random.nextLong()) }
+    }
+}
+
+class DefaultGenerator(seed: Long?) : RandomGenerator {
+    private val random = seed?.let { Random(it) } ?: Random
+
+    override fun nextDouble(): Double = random.nextDouble()
+
+    override fun nextInt(): Int = random.nextInt()
+
+    override fun nextLong(): Long = random.nextLong()
+
+    override fun nextBlock(size: Int): ByteArray = random.nextBytes(size)
+
+    override fun fork(): RandomGenerator = DefaultGenerator(nextLong())
+
 }

kmath-prob/src/jvmMain/kotlin/scientifik/kmath/prob/CountingRandomWrapper.kt

@@ -1,20 +0,0 @@
-package scientifik.kmath.prob
-
-import kotlinx.atomicfu.atomic
-import kotlin.random.Random
-
-class CountingRandomWrapper(val seed: Long) : RandomGenerator {
-    private val counter = atomic(0)
-    private val random = Random(seed)
-
-    override fun nextDouble(): Double = random.nextDouble()
-
-    override fun nextInt(): Int = random.nextInt()
-
-    override fun nextLong(): Long = random.nextLong()
-
-    override fun nextBlock(size: Int): ByteArray = random.nextBytes(size)
-
-    override fun fork(): RandomGenerator = CountingRandomWrapper(seed + counter.addAndGet(10))
-
-}

kmath-prob/src/jvmMain/kotlin/scientifik/kmath/prob/MCScope.kt

@@ -8,7 +8,7 @@ import kotlin.coroutines.coroutineContext
 /**
  * A scope for a monte-carlo simulation or multi-coroutine random number generation
  */
-class MCScope(val coroutineContext: CoroutineContext, val random: RandomGenerator)
+class MCScope(override val coroutineContext: CoroutineContext, val random: RandomGenerator): CoroutineScope
 
 /**
  * Launches a supervised Monte-Carlo scope

kmath-prob/src/jvmTest/kotlin/scientifik/kmath/prob/MCScopeTest.kt

@@ -11,7 +11,7 @@ data class RandomResult(val branch: String, val order: Int, val value: Int)
 typealias ATest = suspend CoroutineScope.() -> Set<RandomResult>
 
 class MCScopeTest {
-    val test: ATest = {
+    val simpleTest: ATest = {
         mc(1111) {
             val res = Collections.synchronizedSet(HashSet<RandomResult>())
 
@@ -39,7 +39,7 @@ class MCScopeTest {
         }
     }
 
-    val test2: ATest = {
+    val testWithJoin: ATest = {
         mc(1111) {
             val res = Collections.synchronizedSet(HashSet<RandomResult>())
 
@@ -48,14 +48,11 @@ class MCScopeTest {
                     delay(10)
                     res.add(RandomResult("first", it, random.nextInt()))
                 }
-                launch {
-                    "empty fork"
-                }
             }
             launch {
                 repeat(10) {
                     delay(10)
-                    if(it == 4) job.join()
+                    if (it == 4) job.join()
                     res.add(RandomResult("second", it, random.nextInt()))
                 }
             }
@@ -65,19 +62,24 @@ class MCScopeTest {
     }
 
 
-    @Test
-    fun testParallel() {
+    fun compareResult(test: ATest) {
         val res1 = runBlocking(Dispatchers.Default) { test() }
         val res2 = runBlocking(newSingleThreadContext("test")) { test() }
-        assertEquals(res1.find { it.branch=="first" && it.order==7 }?.value, res2.find { it.branch=="first" && it.order==7 }?.value)
+        assertEquals(
+            res1.find { it.branch == "first" && it.order == 7 }?.value,
+            res2.find { it.branch == "first" && it.order == 7 }?.value
+        )
         assertEquals(res1, res2)
     }
 
+    @Test
+    fun testParallel() {
+        compareResult(simpleTest)
+    }
+
 
     @Test
     fun testConditionalJoin() {
-        val res1 = runBlocking(Dispatchers.Default) { test2() }
-        val res2 = runBlocking(newSingleThreadContext("test")) { test2() }
-        assertEquals(res1, res2)
+        compareResult(testWithJoin)
     }
 }