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Merge remote-tracking branch 'spc/dev' into dev

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This commit is contained in:
Alexander Nozik 2024-12-24 10:44:42 +03:00
commit a6fcfdebd1
19 changed files with 89 additions and 24 deletions
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0
.space/CODEOWNERS
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4
examples/src/main/kotlin/space/kscience/kmath/fit/chiSquared.kt
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@ -9,6 +9,7 @@ import kotlinx.html.br
import kotlinx.html.h3
import space.kscience.kmath.commons.optimization.CMOptimizer
import space.kscience.kmath.distributions.NormalDistribution
import space.kscience.kmath.expressions.DifferentiableExpression
import space.kscience.kmath.expressions.autodiff
import space.kscience.kmath.expressions.symbol
import space.kscience.kmath.operations.asIterable
@ -19,6 +20,7 @@ import space.kscience.kmath.real.DoubleVector
import space.kscience.kmath.real.map
import space.kscience.kmath.real.step
import space.kscience.kmath.stat.chiSquaredExpression
import space.kscience.kmath.structures.Float64
import space.kscience.plotly.*
import space.kscience.plotly.models.ScatterMode
import space.kscience.plotly.models.TraceValues
@ -64,7 +66,7 @@ suspend fun main() {
val yErr = y.map { sqrt(it) }//RealVector.same(x.size, sigma)
// compute differentiable chi^2 sum for given model ax^2 + bx + c
val chi2 = Double.autodiff.chiSquaredExpression(x, y, yErr) { arg ->
val chi2: DifferentiableExpression<Float64> = Double.autodiff.chiSquaredExpression(x, y, yErr) { arg ->
//bind variables to autodiff context
val a = bindSymbol(a)
val b = bindSymbol(b)

6
kmath-ast/src/jsMain/kotlin/space/kscience/kmath/wasm/internal/WasmBuilder.kt
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@ -7,9 +7,13 @@ package space.kscience.kmath.wasm.internal
import space.kscience.kmath.UnstableKMathAPI
import space.kscience.kmath.ast.TypedMst
import space.kscience.kmath.expressions.*
import space.kscience.kmath.expressions.DoubleExpression
import space.kscience.kmath.expressions.Expression
import space.kscience.kmath.expressions.IntExpression
import space.kscience.kmath.expressions.Symbol
import space.kscience.kmath.internal.binaryen.*
import space.kscience.kmath.internal.webassembly.Instance
import space.kscience.kmath.named.SimpleSymbolIndexer
import space.kscience.kmath.operations.*
import space.kscience.kmath.structures.Float64
import space.kscience.kmath.internal.binaryen.Module as BinaryenModule

1
kmath-ast/src/jsMain/kotlin/space/kscience/kmath/wasm/wasm.kt
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@ -11,6 +11,7 @@ import space.kscience.kmath.UnstableKMathAPI
import space.kscience.kmath.ast.TypedMst
import space.kscience.kmath.ast.evaluateConstants
import space.kscience.kmath.expressions.*
import space.kscience.kmath.named.SimpleSymbolIndexer
import space.kscience.kmath.operations.Float64Field
import space.kscience.kmath.operations.Int32Ring
import space.kscience.kmath.structures.Float64

1
kmath-ast/src/jvmMain/kotlin/space/kscience/kmath/asm/asm.kt
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@ -12,6 +12,7 @@ import space.kscience.kmath.asm.internal.*
import space.kscience.kmath.ast.TypedMst
import space.kscience.kmath.ast.evaluateConstants
import space.kscience.kmath.expressions.*
import space.kscience.kmath.named.SimpleSymbolIndexer
import space.kscience.kmath.operations.Algebra
import space.kscience.kmath.operations.Float64Field
import space.kscience.kmath.operations.Int32Ring

2
kmath-ast/src/jvmMain/kotlin/space/kscience/kmath/asm/internal/PrimitiveAsmBuilder.kt
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@ -14,6 +14,8 @@ import org.objectweb.asm.commons.InstructionAdapter
import space.kscience.kmath.UnstableKMathAPI
import space.kscience.kmath.ast.TypedMst
import space.kscience.kmath.expressions.*
import space.kscience.kmath.named.SimpleSymbolIndexer
import space.kscience.kmath.named.SymbolIndexer
import space.kscience.kmath.operations.*
import space.kscience.kmath.structures.Float64
import java.lang.invoke.MethodHandles

4
kmath-commons/src/jvmMain/kotlin/space/kscience/kmath/commons/optimization/CMOptimizer.kt
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@ -18,9 +18,9 @@ import space.kscience.attributes.AttributesBuilder
import space.kscience.attributes.SetAttribute
import space.kscience.kmath.UnstableKMathAPI
import space.kscience.kmath.expressions.Symbol
import space.kscience.kmath.expressions.SymbolIndexer
import space.kscience.kmath.expressions.derivative
import space.kscience.kmath.expressions.withSymbols
import space.kscience.kmath.named.SymbolIndexer
import space.kscience.kmath.named.withSymbols
import space.kscience.kmath.optimization.*
import space.kscience.kmath.structures.Float64
import kotlin.collections.set

2
kmath-core/src/commonMain/kotlin/space/kscience/kmath/domains/Domain1D.kt
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@ -23,7 +23,7 @@ public abstract class Domain1D<T : Comparable<T>>(public val range: ClosedRange<
@UnstableKMathAPI
public class DoubleDomain1D(
@Suppress("CanBeParameter") public val doubleRange: ClosedFloatingPointRange<Float64>,
public val doubleRange: ClosedFloatingPointRange<Float64>,
) : Domain1D<Float64>(doubleRange), Float64Domain {
override fun getLowerBound(num: Int): Double {
require(num == 0)

1
kmath-core/src/commonMain/kotlin/space/kscience/kmath/expressions/DSAlgebra.kt
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@ -7,6 +7,7 @@ package space.kscience.kmath.expressions
import space.kscience.attributes.SafeType
import space.kscience.kmath.UnstableKMathAPI
import space.kscience.kmath.named.SymbolIndexer
import space.kscience.kmath.operations.*
import space.kscience.kmath.structures.Buffer
import space.kscience.kmath.structures.MutableBuffer

2
kmath-core/src/commonMain/kotlin/space/kscience/kmath/expressions/DSCompiler.kt
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@ -126,7 +126,7 @@ public class DSCompiler<T, out A : Algebra<T>> internal constructor(
* If all orders are set to 0, then the 0<sup>th</sup> order derivative is returned, which is the value of the
* function.
*
* The indices of derivatives are between 0 and [size] &minus; 1. Their specific order is fixed for a given compiler, but
* The indices of derivatives are between 0 and [getSize] &minus; 1. Their specific order is fixed for a given compiler, but
* otherwise not publicly specified. There are however some simple cases which have guaranteed indices:
*
* * the index of 0<sup>th</sup> order derivative is always 0

1
kmath-core/src/commonMain/kotlin/space/kscience/kmath/expressions/Expression.kt
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@ -9,6 +9,7 @@ import space.kscience.attributes.SafeType
import space.kscience.attributes.WithType
import space.kscience.attributes.safeTypeOf
import space.kscience.kmath.UnstableKMathAPI
import space.kscience.kmath.named.SymbolIndexer
import space.kscience.kmath.operations.Algebra
import space.kscience.kmath.operations.DoubleField
import space.kscience.kmath.operations.IntRing

22
kmath-core/src/commonMain/kotlin/space/kscience/kmath/named/NamedBuffer.kt Normal file
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@ -0,0 +1,22 @@
/*
* Copyright 2018-2024 KMath contributors.
* Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
*/
@file:OptIn(UnstableKMathAPI::class)
package space.kscience.kmath.named
import space.kscience.kmath.UnstableKMathAPI
import space.kscience.kmath.expressions.Symbol
import space.kscience.kmath.structures.Buffer
import space.kscience.kmath.structures.MutableBuffer
public class NamedBuffer<T>(public val values: Buffer<T>, public val indexer: SymbolIndexer): Buffer<T> by values{
public operator fun get(symbol: Symbol): T = values[indexer.indexOf(symbol)]
}
public class NamedMutableBuffer<T>(public val values: MutableBuffer<T>, public val indexer: SymbolIndexer): MutableBuffer<T> by values{
public operator fun get(symbol: Symbol): T = values[indexer.indexOf(symbol)]
public operator fun set(symbol: Symbol, value: T) { values[indexer.indexOf(symbol)] = value }
}

12
kmath-core/src/commonMain/kotlin/space/kscience/kmath/expressions/NamedMatrix.kt → kmath-core/src/commonMain/kotlin/space/kscience/kmath/named/NamedMatrix.kt
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@ -5,14 +5,24 @@
@file:OptIn(UnstableKMathAPI::class)
package space.kscience.kmath.expressions
package space.kscience.kmath.named
import space.kscience.kmath.PerformancePitfall
import space.kscience.kmath.UnstableKMathAPI
import space.kscience.kmath.expressions.Symbol
import space.kscience.kmath.linear.Matrix
import space.kscience.kmath.structures.getOrNull
/**
* A square matrix that could be accessed via column and row names.
*
* Multiple symbols could in theory reference the same columns or rows. Some columns could be not references at all.
*/
public class NamedMatrix<T>(public val values: Matrix<T>, public val indexer: SymbolIndexer) : Matrix<T> by values {
init {
require(values.rows.size == values.columns.size) { "Only square matrices could be named" }
}
public operator fun get(i: Symbol, j: Symbol): T = get(indexer.indexOf(i), indexer.indexOf(j))
public companion object {

6
kmath-core/src/commonMain/kotlin/space/kscience/kmath/expressions/SymbolIndexer.kt → kmath-core/src/commonMain/kotlin/space/kscience/kmath/named/SymbolIndexer.kt
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@ -3,9 +3,10 @@
* Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
*/
package space.kscience.kmath.expressions
package space.kscience.kmath.named
import space.kscience.kmath.UnstableKMathAPI
import space.kscience.kmath.expressions.Symbol
import space.kscience.kmath.linear.Point
import space.kscience.kmath.nd.Structure2D
import space.kscience.kmath.structures.BufferFactory
@ -69,6 +70,9 @@ public interface SymbolIndexer {
public fun Map<Symbol, Double>.toDoubleArray(): DoubleArray = DoubleArray(symbols.size) { getValue(symbols[it]) }
}
@UnstableKMathAPI
public val SymbolIndexer.size: Int get() = symbols.size
@UnstableKMathAPI
@JvmInline
public value class SimpleSymbolIndexer(override val symbols: List<Symbol>) : SymbolIndexer

2
kmath-optimization/src/commonMain/kotlin/space/kscience/kmath/optimization/OptimizationProblem.kt
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@ -6,9 +6,9 @@
package space.kscience.kmath.optimization
import space.kscience.attributes.*
import space.kscience.kmath.expressions.NamedMatrix
import space.kscience.kmath.expressions.Symbol
import space.kscience.kmath.misc.Loggable
import space.kscience.kmath.named.NamedMatrix
public interface OptimizationAttribute<T> : Attribute<T>

8
kmath-optimization/src/commonMain/kotlin/space/kscience/kmath/optimization/QowOptimizer.kt
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@ -6,9 +6,15 @@
package space.kscience.kmath.optimization
import space.kscience.kmath.UnstableKMathAPI
import space.kscience.kmath.expressions.*
import space.kscience.kmath.expressions.DifferentiableExpression
import space.kscience.kmath.expressions.Symbol
import space.kscience.kmath.expressions.derivative
import space.kscience.kmath.expressions.withDefaultArgs
import space.kscience.kmath.linear.*
import space.kscience.kmath.misc.log
import space.kscience.kmath.named.NamedMatrix
import space.kscience.kmath.named.SymbolIndexer
import space.kscience.kmath.named.named
import space.kscience.kmath.operations.Float64Field
import space.kscience.kmath.operations.Float64L2Norm
import space.kscience.kmath.operations.algebra

12
kmath-stat/src/commonMain/kotlin/space/kscience/kmath/distributions/MultivariateNormalDistribution.kt Normal file
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@ -0,0 +1,12 @@
/*
* Copyright 2018-2024 KMath contributors.
* Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
*/
package space.kscience.kmath.distributions
public interface MultivariateNormalDistribution: NamedDistribution<Double> {
public companion object{
}
}

8
kmath-stat/src/commonMain/kotlin/space/kscience/kmath/stat/Mean.kt
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@ -6,9 +6,7 @@
package space.kscience.kmath.stat
import space.kscience.kmath.operations.*
import space.kscience.kmath.structures.Buffer
import space.kscience.kmath.structures.Float64
import space.kscience.kmath.structures.indices
import space.kscience.kmath.structures.*
/**
* Arithmetic mean
@ -44,8 +42,8 @@ public class Mean<T>(
public companion object {
public fun evaluate(buffer: Buffer<Float64>): Double = Float64Field.mean.evaluateBlocking(buffer)
public fun evaluate(buffer: Buffer<Int>): Int = Int32Ring.mean.evaluateBlocking(buffer)
public fun evaluate(buffer: Buffer<Long>): Long = Int64Ring.mean.evaluateBlocking(buffer)
public fun evaluate(buffer: Buffer<Int32>): Int = Int32Ring.mean.evaluateBlocking(buffer)
public fun evaluate(buffer: Buffer<Int64>): Long = Int64Ring.mean.evaluateBlocking(buffer)
}
}

19
kmath-stat/src/jvmTest/kotlin/space/kscience/kmath/stat/StatisticTest.kt
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@ -9,6 +9,7 @@ import kotlinx.coroutines.flow.first
import kotlinx.coroutines.flow.last
import kotlinx.coroutines.flow.take
import kotlinx.coroutines.runBlocking
import kotlinx.coroutines.test.runTest
import space.kscience.kmath.operations.Float64Field
import space.kscience.kmath.random.RandomGenerator
import space.kscience.kmath.random.chain
@ -27,21 +28,21 @@ internal class StatisticTest {
val chunked = data.chunked(1000)
@Test
fun singleBlockingMean() {
fun singleBlockingMean() = runTest {
val first = chunked.first()
val res = Float64Field.mean(first)
assertEquals(0.5, res, 1e-1)
}
@Test
fun singleSuspendMean() = runTest {
val first = runBlocking { chunked.first() }
val res = Float64Field.mean(first)
assertEquals(0.5, res, 1e-1)
}
@Test
fun singleSuspendMean() = runBlocking {
val first = runBlocking { chunked.first() }
val res = Float64Field.mean(first)
assertEquals(0.5, res, 1e-1)
}
@Test
fun parallelMean() = runBlocking {
fun parallelMean() = runTest {
val average = Float64Field.mean
.flow(chunked) //create a flow from evaluated results
.take(100) // Take 100 data chunks from the source and accumulate them