Merge pull request #150 from mipt-npm/kotlingrad

Add adapters of scalar functions to MST and vice versa

README.md

@@ -211,7 +211,15 @@ Release artifacts are accessible from bintray with following configuration (see
 
 ```kotlin
 repositories {
+    jcenter()
+    maven("https://clojars.org/repo")
+    maven("https://dl.bintray.com/egor-bogomolov/astminer/")
+    maven("https://dl.bintray.com/hotkeytlt/maven")
+    maven("https://dl.bintray.com/kotlin/kotlin-eap")
+    maven("https://dl.bintray.com/kotlin/kotlinx")
     maven("https://dl.bintray.com/mipt-npm/kscience")
+    maven("https://jitpack.io")
+    mavenCentral()
 }
 
 dependencies {
@@ -228,7 +236,15 @@ Development builds are uploaded to the separate repository:
 
 ```kotlin
 repositories {
+    jcenter()
+    maven("https://clojars.org/repo")
+    maven("https://dl.bintray.com/egor-bogomolov/astminer/")
+    maven("https://dl.bintray.com/hotkeytlt/maven")
+    maven("https://dl.bintray.com/kotlin/kotlin-eap")
+    maven("https://dl.bintray.com/kotlin/kotlinx")
     maven("https://dl.bintray.com/mipt-npm/dev")
+    maven("https://jitpack.io")
+    mavenCentral()
 }
 ```
 

build.gradle.kts

@@ -1,3 +1,5 @@
+import ru.mipt.npm.gradle.KSciencePublishPlugin
+
 plugins {
     id("ru.mipt.npm.project")
 }
@@ -9,9 +11,16 @@ internal val githubProject: String by extra("kmath")
 allprojects {
     repositories {
         jcenter()
+        maven("https://clojars.org/repo")
+        maven("https://dl.bintray.com/egor-bogomolov/astminer/")
+        maven("https://dl.bintray.com/hotkeytlt/maven")
         maven("https://dl.bintray.com/kotlin/kotlin-eap")
         maven("https://dl.bintray.com/kotlin/kotlinx")
-        maven("https://dl.bintray.com/hotkeytlt/maven")
+        maven("https://dl.bintray.com/mipt-npm/dev")
+        maven("https://dl.bintray.com/mipt-npm/kscience")
+        maven("https://jitpack.io")
+        maven("http://logicrunch.research.it.uu.se/maven/")
+        mavenCentral()
     }
 
     group = "kscience.kmath"
@@ -19,7 +28,7 @@ allprojects {
 }
 
 subprojects {
-    if (name.startsWith("kmath")) apply<ru.mipt.npm.gradle.KSciencePublishPlugin>()
+    if (name.startsWith("kmath")) apply<KSciencePublishPlugin>()
 }
 
 readme {

examples/build.gradle.kts

@@ -8,18 +8,25 @@ plugins {
 }
 
 allOpen.annotation("org.openjdk.jmh.annotations.State")
+sourceSets.register("benchmarks")
 
 repositories {
-    maven("https://dl.bintray.com/mipt-npm/kscience")
+    jcenter()
+    maven("https://clojars.org/repo")
+    maven("https://dl.bintray.com/egor-bogomolov/astminer/")
+    maven("https://dl.bintray.com/hotkeytlt/maven")
+    maven("https://dl.bintray.com/kotlin/kotlin-eap")
+    maven("https://dl.bintray.com/kotlin/kotlinx")
     maven("https://dl.bintray.com/mipt-npm/dev")
-    maven("https://dl.bintray.com/kotlin/kotlin-dev/")
+    maven("https://dl.bintray.com/mipt-npm/kscience")
+    maven("https://jitpack.io")
+    maven("http://logicrunch.research.it.uu.se/maven/")
     mavenCentral()
 }
 
-sourceSets.register("benchmarks")
-
 dependencies {
     implementation(project(":kmath-ast"))
+    implementation(project(":kmath-kotlingrad"))
     implementation(project(":kmath-core"))
     implementation(project(":kmath-coroutines"))
     implementation(project(":kmath-commons"))

examples/src/main/kotlin/kscience/kmath/ast/ExpressionsInterpretersBenchmark.kt

@@ -9,7 +9,7 @@ import kscience.kmath.operations.RealField
 import kotlin.random.Random
 import kotlin.system.measureTimeMillis
 
-class ExpressionsInterpretersBenchmark {
+internal class ExpressionsInterpretersBenchmark {
     private val algebra: Field<Double> = RealField
     fun functionalExpression() {
         val expr = algebra.expressionInField {
@@ -47,6 +47,16 @@ class ExpressionsInterpretersBenchmark {
     }
 }
 
+/**
+ * This benchmark compares basically evaluation of simple function with MstExpression interpreter, ASM backend and
+ * core FunctionalExpressions API.
+ *
+ * The expected rating is:
+ *
+ * 1. ASM.
+ * 2. MST.
+ * 3. FE.
+ */
 fun main() {
     val benchmark = ExpressionsInterpretersBenchmark()
 

examples/src/main/kotlin/kscience/kmath/ast/KotlingradSupport.kt

@@ -0,0 +1,24 @@
+package kscience.kmath.ast
+
+import kscience.kmath.asm.compile
+import kscience.kmath.expressions.derivative
+import kscience.kmath.expressions.invoke
+import kscience.kmath.expressions.symbol
+import kscience.kmath.kotlingrad.differentiable
+import kscience.kmath.operations.RealField
+
+/**
+ * In this example, x^2-4*x-44 function is differentiated with Kotlin∇, and the autodiff result is compared with
+ * valid derivative.
+ */
+fun main() {
+    val x by symbol
+
+    val actualDerivative = MstExpression(RealField, "x^2-4*x-44".parseMath())
+        .differentiable()
+        .derivative(x)
+        .compile()
+
+    val expectedDerivative = MstExpression(RealField, "2*x-4".parseMath()).compile()
+    assert(actualDerivative("x" to 123.0) == expectedDerivative("x" to 123.0))
+}

kmath-ast/src/commonMain/kotlin/kscience/kmath/ast/MstAlgebra.kt

@@ -6,14 +6,14 @@ import kscience.kmath.operations.*
  * [Algebra] over [MST] nodes.
  */
 public object MstAlgebra : NumericAlgebra<MST> {
-    override fun number(value: Number): MST = MST.Numeric(value)
+    override fun number(value: Number): MST.Numeric = MST.Numeric(value)
 
-    override fun symbol(value: String): MST = MST.Symbolic(value)
+    override fun symbol(value: String): MST.Symbolic = MST.Symbolic(value)
 
-    override fun unaryOperation(operation: String, arg: MST): MST =
+    override fun unaryOperation(operation: String, arg: MST): MST.Unary =
         MST.Unary(operation, arg)
 
-    override fun binaryOperation(operation: String, left: MST, right: MST): MST =
+    override fun binaryOperation(operation: String, left: MST, right: MST): MST.Binary =
         MST.Binary(operation, left, right)
 }
 
@@ -21,97 +21,100 @@ public object MstAlgebra : NumericAlgebra<MST> {
  * [Space] over [MST] nodes.
  */
 public object MstSpace : Space<MST>, NumericAlgebra<MST> {
-    override val zero: MST = number(0.0)
+    override val zero: MST.Numeric by lazy { number(0.0) }
 
-    override fun number(value: Number): MST = MstAlgebra.number(value)
+    override fun number(value: Number): MST.Numeric = MstAlgebra.number(value)
-    override fun symbol(value: String): MST = MstAlgebra.symbol(value)
+    override fun symbol(value: String): MST.Symbolic = MstAlgebra.symbol(value)
-    override fun add(a: MST, b: MST): MST = binaryOperation(SpaceOperations.PLUS_OPERATION, a, b)
+    override fun add(a: MST, b: MST): MST.Binary = binaryOperation(SpaceOperations.PLUS_OPERATION, a, b)
-    override fun multiply(a: MST, k: Number): MST = binaryOperation(RingOperations.TIMES_OPERATION, a, number(k))
+    override fun multiply(a: MST, k: Number): MST.Binary = binaryOperation(RingOperations.TIMES_OPERATION, a, number(k))
 
-    override fun binaryOperation(operation: String, left: MST, right: MST): MST =
+    override fun binaryOperation(operation: String, left: MST, right: MST): MST.Binary =
         MstAlgebra.binaryOperation(operation, left, right)
 
-    override fun unaryOperation(operation: String, arg: MST): MST = MstAlgebra.unaryOperation(operation, arg)
+    override fun unaryOperation(operation: String, arg: MST): MST.Unary = MstAlgebra.unaryOperation(operation, arg)
 }
 
 /**
  * [Ring] over [MST] nodes.
  */
 public object MstRing : Ring<MST>, NumericAlgebra<MST> {
-    override val zero: MST
+    override val zero: MST.Numeric
         get() = MstSpace.zero
-    override val one: MST = number(1.0)
 
-    override fun number(value: Number): MST = MstSpace.number(value)
+    override val one: MST.Numeric by lazy { number(1.0) }
-    override fun symbol(value: String): MST = MstSpace.symbol(value)
-    override fun add(a: MST, b: MST): MST = MstSpace.add(a, b)
 
-    override fun multiply(a: MST, k: Number): MST = MstSpace.multiply(a, k)
+    override fun number(value: Number): MST.Numeric = MstSpace.number(value)
+    override fun symbol(value: String): MST.Symbolic = MstSpace.symbol(value)
+    override fun add(a: MST, b: MST): MST.Binary = MstSpace.add(a, b)
+    override fun multiply(a: MST, k: Number): MST.Binary = MstSpace.multiply(a, k)
+    override fun multiply(a: MST, b: MST): MST.Binary = binaryOperation(RingOperations.TIMES_OPERATION, a, b)
 
-    override fun multiply(a: MST, b: MST): MST = binaryOperation(RingOperations.TIMES_OPERATION, a, b)
+    override fun binaryOperation(operation: String, left: MST, right: MST): MST.Binary =
-
-    override fun binaryOperation(operation: String, left: MST, right: MST): MST =
         MstSpace.binaryOperation(operation, left, right)
 
-    override fun unaryOperation(operation: String, arg: MST): MST = MstAlgebra.unaryOperation(operation, arg)
+    override fun unaryOperation(operation: String, arg: MST): MST.Unary = MstSpace.unaryOperation(operation, arg)
 }
 
 /**
  * [Field] over [MST] nodes.
  */
 public object MstField : Field<MST> {
-    public override val zero: MST
+    public override val zero: MST.Numeric
         get() = MstRing.zero
 
-    public override val one: MST
+    public override val one: MST.Numeric
         get() = MstRing.one
 
-    public override fun symbol(value: String): MST = MstRing.symbol(value)
+    public override fun symbol(value: String): MST.Symbolic = MstRing.symbol(value)
-    public override fun number(value: Number): MST = MstRing.number(value)
+    public override fun number(value: Number): MST.Numeric = MstRing.number(value)
-    public override fun add(a: MST, b: MST): MST = MstRing.add(a, b)
+    public override fun add(a: MST, b: MST): MST.Binary = MstRing.add(a, b)
-    public override fun multiply(a: MST, k: Number): MST = MstRing.multiply(a, k)
+    public override fun multiply(a: MST, k: Number): MST.Binary = MstRing.multiply(a, k)
-    public override fun multiply(a: MST, b: MST): MST = MstRing.multiply(a, b)
+    public override fun multiply(a: MST, b: MST): MST.Binary = MstRing.multiply(a, b)
-    public override fun divide(a: MST, b: MST): MST = binaryOperation(FieldOperations.DIV_OPERATION, a, b)
+    public override fun divide(a: MST, b: MST): MST.Binary = binaryOperation(FieldOperations.DIV_OPERATION, a, b)
 
-    public override fun binaryOperation(operation: String, left: MST, right: MST): MST =
+    public override fun binaryOperation(operation: String, left: MST, right: MST): MST.Binary =
         MstRing.binaryOperation(operation, left, right)
 
-    override fun unaryOperation(operation: String, arg: MST): MST = MstRing.unaryOperation(operation, arg)
+    override fun unaryOperation(operation: String, arg: MST): MST.Unary = MstRing.unaryOperation(operation, arg)
 }
 
 /**
  * [ExtendedField] over [MST] nodes.
  */
 public object MstExtendedField : ExtendedField<MST> {
-    override val zero: MST
+    override val zero: MST.Numeric
         get() = MstField.zero
 
-    override val one: MST
+    override val one: MST.Numeric
         get() = MstField.one
 
-    override fun symbol(value: String): MST = MstField.symbol(value)
+    override fun symbol(value: String): MST.Symbolic = MstField.symbol(value)
-    override fun sin(arg: MST): MST = unaryOperation(TrigonometricOperations.SIN_OPERATION, arg)
+    override fun number(value: Number): MST.Numeric = MstField.number(value)
-    override fun cos(arg: MST): MST = unaryOperation(TrigonometricOperations.COS_OPERATION, arg)
+    override fun sin(arg: MST): MST.Unary = unaryOperation(TrigonometricOperations.SIN_OPERATION, arg)
-    override fun tan(arg: MST): MST = unaryOperation(TrigonometricOperations.TAN_OPERATION, arg)
+    override fun cos(arg: MST): MST.Unary = unaryOperation(TrigonometricOperations.COS_OPERATION, arg)
-    override fun asin(arg: MST): MST = unaryOperation(TrigonometricOperations.ASIN_OPERATION, arg)
+    override fun tan(arg: MST): MST.Unary = unaryOperation(TrigonometricOperations.TAN_OPERATION, arg)
-    override fun acos(arg: MST): MST = unaryOperation(TrigonometricOperations.ACOS_OPERATION, arg)
+    override fun asin(arg: MST): MST.Unary = unaryOperation(TrigonometricOperations.ASIN_OPERATION, arg)
-    override fun atan(arg: MST): MST = unaryOperation(TrigonometricOperations.ATAN_OPERATION, arg)
+    override fun acos(arg: MST): MST.Unary = unaryOperation(TrigonometricOperations.ACOS_OPERATION, arg)
-    override fun sinh(arg: MST): MST = unaryOperation(HyperbolicOperations.SINH_OPERATION, arg)
+    override fun atan(arg: MST): MST.Unary = unaryOperation(TrigonometricOperations.ATAN_OPERATION, arg)
-    override fun cosh(arg: MST): MST = unaryOperation(HyperbolicOperations.COSH_OPERATION, arg)
+    override fun sinh(arg: MST): MST.Unary = unaryOperation(HyperbolicOperations.SINH_OPERATION, arg)
-    override fun tanh(arg: MST): MST = unaryOperation(HyperbolicOperations.TANH_OPERATION, arg)
+    override fun cosh(arg: MST): MST.Unary = unaryOperation(HyperbolicOperations.COSH_OPERATION, arg)
-    override fun asinh(arg: MST): MST = unaryOperation(HyperbolicOperations.ASINH_OPERATION, arg)
+    override fun tanh(arg: MST): MST.Unary = unaryOperation(HyperbolicOperations.TANH_OPERATION, arg)
-    override fun acosh(arg: MST): MST = unaryOperation(HyperbolicOperations.ACOSH_OPERATION, arg)
+    override fun asinh(arg: MST): MST.Unary = unaryOperation(HyperbolicOperations.ASINH_OPERATION, arg)
-    override fun atanh(arg: MST): MST = unaryOperation(HyperbolicOperations.ATANH_OPERATION, arg)
+    override fun acosh(arg: MST): MST.Unary = unaryOperation(HyperbolicOperations.ACOSH_OPERATION, arg)
-    override fun add(a: MST, b: MST): MST = MstField.add(a, b)
+    override fun atanh(arg: MST): MST.Unary = unaryOperation(HyperbolicOperations.ATANH_OPERATION, arg)
-    override fun multiply(a: MST, k: Number): MST = MstField.multiply(a, k)
+    override fun add(a: MST, b: MST): MST.Binary = MstField.add(a, b)
-    override fun multiply(a: MST, b: MST): MST = MstField.multiply(a, b)
+    override fun multiply(a: MST, k: Number): MST.Binary = MstField.multiply(a, k)
-    override fun divide(a: MST, b: MST): MST = MstField.divide(a, b)
+    override fun multiply(a: MST, b: MST): MST.Binary = MstField.multiply(a, b)
-    override fun power(arg: MST, pow: Number): MST = binaryOperation(PowerOperations.POW_OPERATION, arg, number(pow))
+    override fun divide(a: MST, b: MST): MST.Binary = MstField.divide(a, b)
-    override fun exp(arg: MST): MST = unaryOperation(ExponentialOperations.EXP_OPERATION, arg)
-    override fun ln(arg: MST): MST = unaryOperation(ExponentialOperations.LN_OPERATION, arg)
 
-    override fun binaryOperation(operation: String, left: MST, right: MST): MST =
+    override fun power(arg: MST, pow: Number): MST.Binary =
+        binaryOperation(PowerOperations.POW_OPERATION, arg, number(pow))
+
+    override fun exp(arg: MST): MST.Unary = unaryOperation(ExponentialOperations.EXP_OPERATION, arg)
+    override fun ln(arg: MST): MST.Unary = unaryOperation(ExponentialOperations.LN_OPERATION, arg)
+
+    override fun binaryOperation(operation: String, left: MST, right: MST): MST.Binary =
         MstField.binaryOperation(operation, left, right)
 
-    override fun unaryOperation(operation: String, arg: MST): MST = MstField.unaryOperation(operation, arg)
+    override fun unaryOperation(operation: String, arg: MST): MST.Unary = MstField.unaryOperation(operation, arg)
 }

kmath-ast/src/commonMain/kotlin/kscience/kmath/ast/MstExpression.kt

@@ -13,7 +13,7 @@ import kotlin.contracts.contract
  * @property mst the [MST] node.
  * @author Alexander Nozik
  */
-public class MstExpression<T>(public val algebra: Algebra<T>, public val mst: MST) : Expression<T> {
+public class MstExpression<T, out A : Algebra<T>>(public val algebra: A, public val mst: MST) : Expression<T> {
     private inner class InnerAlgebra(val arguments: Map<Symbol, T>) : NumericAlgebra<T> {
         override fun symbol(value: String): T = arguments[StringSymbol(value)] ?: algebra.symbol(value)
         override fun unaryOperation(operation: String, arg: T): T = algebra.unaryOperation(operation, arg)
@@ -21,8 +21,9 @@ public class MstExpression<T>(public val algebra: Algebra<T>, public val mst: MS
         override fun binaryOperation(operation: String, left: T, right: T): T =
             algebra.binaryOperation(operation, left, right)
 
-        override fun number(value: Number): T = if (algebra is NumericAlgebra)
+        @Suppress("UNCHECKED_CAST")
-            algebra.number(value)
+        override fun number(value: Number): T = if (algebra is NumericAlgebra<*>)
+            (algebra as NumericAlgebra<T>).number(value)
         else
             error("Numeric nodes are not supported by $this")
     }
@@ -38,14 +39,14 @@ public class MstExpression<T>(public val algebra: Algebra<T>, public val mst: MS
 public inline fun <reified T : Any, A : Algebra<T>, E : Algebra<MST>> A.mst(
     mstAlgebra: E,
     block: E.() -> MST,
-): MstExpression<T> = MstExpression(this, mstAlgebra.block())
+): MstExpression<T, A> = MstExpression(this, mstAlgebra.block())
 
 /**
  * Builds [MstExpression] over [Space].
  *
  * @author Alexander Nozik
  */
-public inline fun <reified T : Any> Space<T>.mstInSpace(block: MstSpace.() -> MST): MstExpression<T> {
+public inline fun <reified T : Any, A : Space<T>> A.mstInSpace(block: MstSpace.() -> MST): MstExpression<T, A> {
     contract { callsInPlace(block, InvocationKind.EXACTLY_ONCE) }
     return MstExpression(this, MstSpace.block())
 }
@@ -55,7 +56,7 @@ public inline fun <reified T : Any> Space<T>.mstInSpace(block: MstSpace.() -> MS
  *
  * @author Alexander Nozik
  */
-public inline fun <reified T : Any> Ring<T>.mstInRing(block: MstRing.() -> MST): MstExpression<T> {
+public inline fun <reified T : Any, A : Ring<T>> A.mstInRing(block: MstRing.() -> MST): MstExpression<T, A> {
     contract { callsInPlace(block, InvocationKind.EXACTLY_ONCE) }
     return MstExpression(this, MstRing.block())
 }
@@ -65,7 +66,7 @@ public inline fun <reified T : Any> Ring<T>.mstInRing(block: MstRing.() -> MST):
  *
  * @author Alexander Nozik
  */
-public inline fun <reified T : Any> Field<T>.mstInField(block: MstField.() -> MST): MstExpression<T> {
+public inline fun <reified T : Any, A : Field<T>> A.mstInField(block: MstField.() -> MST): MstExpression<T, A> {
     contract { callsInPlace(block, InvocationKind.EXACTLY_ONCE) }
     return MstExpression(this, MstField.block())
 }
@@ -75,7 +76,7 @@ public inline fun <reified T : Any> Field<T>.mstInField(block: MstField.() -> MS
  *
  * @author Iaroslav Postovalov
  */
-public inline fun <reified T : Any> Field<T>.mstInExtendedField(block: MstExtendedField.() -> MST): MstExpression<T> {
+public inline fun <reified T : Any, A : ExtendedField<T>> A.mstInExtendedField(block: MstExtendedField.() -> MST): MstExpression<T, A> {
     contract { callsInPlace(block, InvocationKind.EXACTLY_ONCE) }
     return MstExpression(this, MstExtendedField.block())
 }
@@ -85,7 +86,7 @@ public inline fun <reified T : Any> Field<T>.mstInExtendedField(block: MstExtend
  *
  * @author Alexander Nozik
  */
-public inline fun <reified T : Any, A : Space<T>> FunctionalExpressionSpace<T, A>.mstInSpace(block: MstSpace.() -> MST): MstExpression<T> {
+public inline fun <reified T : Any, A : Space<T>> FunctionalExpressionSpace<T, A>.mstInSpace(block: MstSpace.() -> MST): MstExpression<T, A> {
     contract { callsInPlace(block, InvocationKind.EXACTLY_ONCE) }
     return algebra.mstInSpace(block)
 }
@@ -95,7 +96,7 @@ public inline fun <reified T : Any, A : Space<T>> FunctionalExpressionSpace<T, A
  *
  * @author Alexander Nozik
  */
-public inline fun <reified T : Any, A : Ring<T>> FunctionalExpressionRing<T, A>.mstInRing(block: MstRing.() -> MST): MstExpression<T> {
+public inline fun <reified T : Any, A : Ring<T>> FunctionalExpressionRing<T, A>.mstInRing(block: MstRing.() -> MST): MstExpression<T, A> {
     contract { callsInPlace(block, InvocationKind.EXACTLY_ONCE) }
     return algebra.mstInRing(block)
 }
@@ -105,7 +106,7 @@ public inline fun <reified T : Any, A : Ring<T>> FunctionalExpressionRing<T, A>.
  *
  * @author Alexander Nozik
  */
-public inline fun <reified T : Any, A : Field<T>> FunctionalExpressionField<T, A>.mstInField(block: MstField.() -> MST): MstExpression<T> {
+public inline fun <reified T : Any, A : Field<T>> FunctionalExpressionField<T, A>.mstInField(block: MstField.() -> MST): MstExpression<T, A> {
     contract { callsInPlace(block, InvocationKind.EXACTLY_ONCE) }
     return algebra.mstInField(block)
 }
@@ -117,7 +118,7 @@ public inline fun <reified T : Any, A : Field<T>> FunctionalExpressionField<T, A
  */
 public inline fun <reified T : Any, A : ExtendedField<T>> FunctionalExpressionExtendedField<T, A>.mstInExtendedField(
     block: MstExtendedField.() -> MST,
-): MstExpression<T> {
+): MstExpression<T, A> {
     contract { callsInPlace(block, InvocationKind.EXACTLY_ONCE) }
     return algebra.mstInExtendedField(block)
 }

kmath-ast/src/jvmMain/kotlin/kscience/kmath/asm/asm.kt

@@ -69,4 +69,5 @@ public inline fun <reified T : Any> Algebra<T>.expression(mst: MST): Expression<
  *
  * @author Alexander Nozik.
  */
-public inline fun <reified T : Any> MstExpression<T>.compile(): Expression<T> = mst.compileWith(T::class.java, algebra)
+public inline fun <reified T : Any> MstExpression<T, Algebra<T>>.compile(): Expression<T> =
+    mst.compileWith(T::class.java, algebra)

kmath-commons/src/main/kotlin/kscience/kmath/commons/expressions/DerivativeStructureExpression.kt

@@ -95,10 +95,10 @@ public class DerivativeStructureField(
     public override operator fun Number.plus(b: DerivativeStructure): DerivativeStructure = b + this
     public override operator fun Number.minus(b: DerivativeStructure): DerivativeStructure = b - this
 
-    public companion object : AutoDiffProcessor<Double, DerivativeStructure, DerivativeStructureField> {
+    public companion object :
-        override fun process(function: DerivativeStructureField.() -> DerivativeStructure): DifferentiableExpression<Double> {
+        AutoDiffProcessor<Double, DerivativeStructure, DerivativeStructureField, Expression<Double>> {
-            return DerivativeStructureExpression(function)
+        public override fun process(function: DerivativeStructureField.() -> DerivativeStructure): DifferentiableExpression<Double, Expression<Double>> =
-        }
+            DerivativeStructureExpression(function)
     }
 }
 
@@ -108,7 +108,7 @@ public class DerivativeStructureField(
  */
 public class DerivativeStructureExpression(
     public val function: DerivativeStructureField.() -> DerivativeStructure,
-) : DifferentiableExpression<Double> {
+) : DifferentiableExpression<Double, Expression<Double>> {
     public override operator fun invoke(arguments: Map<Symbol, Double>): Double =
         DerivativeStructureField(0, arguments).function().value
 

kmath-commons/src/main/kotlin/kscience/kmath/commons/optimization/CMOptimizationProblem.kt

@@ -19,9 +19,8 @@ import kotlin.reflect.KClass
 public operator fun PointValuePair.component1(): DoubleArray = point
 public operator fun PointValuePair.component2(): Double = value
 
-public class CMOptimizationProblem(
+public class CMOptimizationProblem(override val symbols: List<Symbol>, ) :
-    override val symbols: List<Symbol>,
+    OptimizationProblem<Double>, SymbolIndexer, OptimizationFeature {
-) : OptimizationProblem<Double>, SymbolIndexer, OptimizationFeature {
     private val optimizationData: HashMap<KClass<out OptimizationData>, OptimizationData> = HashMap()
     private var optimizatorBuilder: (() -> MultivariateOptimizer)? = null
     public var convergenceChecker: ConvergenceChecker<PointValuePair> = SimpleValueChecker(DEFAULT_RELATIVE_TOLERANCE,
@@ -49,7 +48,7 @@ public class CMOptimizationProblem(
         addOptimizationData(objectiveFunction)
     }
 
-    public override fun diffExpression(expression: DifferentiableExpression<Double>): Unit {
+    public override fun diffExpression(expression: DifferentiableExpression<Double, Expression<Double>>) {
         expression(expression)
         val gradientFunction = ObjectiveFunctionGradient {
             val args = it.toMap()

kmath-commons/src/main/kotlin/kscience/kmath/commons/optimization/cmFit.kt

@@ -12,7 +12,6 @@ import kscience.kmath.structures.asBuffer
 import org.apache.commons.math3.analysis.differentiation.DerivativeStructure
 import org.apache.commons.math3.optim.nonlinear.scalar.GoalType
 
-
 /**
  * Generate a chi squared expression from given x-y-sigma data and inline model. Provides automatic differentiation
  */
@@ -21,7 +20,7 @@ public fun Fitting.chiSquared(
     y: Buffer<Double>,
     yErr: Buffer<Double>,
     model: DerivativeStructureField.(x: DerivativeStructure) -> DerivativeStructure,
-): DifferentiableExpression<Double> = chiSquared(DerivativeStructureField, x, y, yErr, model)
+): DifferentiableExpression<Double, Expression<Double>> = chiSquared(DerivativeStructureField, x, y, yErr, model)
 
 /**
  * Generate a chi squared expression from given x-y-sigma data and inline model. Provides automatic differentiation
@@ -31,7 +30,7 @@ public fun Fitting.chiSquared(
     y: Iterable<Double>,
     yErr: Iterable<Double>,
     model: DerivativeStructureField.(x: DerivativeStructure) -> DerivativeStructure,
-): DifferentiableExpression<Double> = chiSquared(
+): DifferentiableExpression<Double, Expression<Double>> = chiSquared(
     DerivativeStructureField,
     x.toList().asBuffer(),
     y.toList().asBuffer(),
@@ -39,7 +38,6 @@ public fun Fitting.chiSquared(
     model
 )
 
-
 /**
  * Optimize expression without derivatives
  */
@@ -48,16 +46,15 @@ public fun Expression<Double>.optimize(
     configuration: CMOptimizationProblem.() -> Unit,
 ): OptimizationResult<Double> = optimizeWith(CMOptimizationProblem, symbols = symbols, configuration)
 
-
 /**
  * Optimize differentiable expression
  */
-public fun DifferentiableExpression<Double>.optimize(
+public fun DifferentiableExpression<Double, Expression<Double>>.optimize(
     vararg symbols: Symbol,
     configuration: CMOptimizationProblem.() -> Unit,
 ): OptimizationResult<Double> = optimizeWith(CMOptimizationProblem, symbols = symbols, configuration)
 
-public fun DifferentiableExpression<Double>.minimize(
+public fun DifferentiableExpression<Double, Expression<Double>>.minimize(
     vararg startPoint: Pair<Symbol, Double>,
     configuration: CMOptimizationProblem.() -> Unit = {},
 ): OptimizationResult<Double> {

kmath-commons/src/test/kotlin/kscience/kmath/commons/optimization/OptimizeTest.kt

@@ -47,14 +47,17 @@ internal class OptimizeTest {
         val sigma = 1.0
         val generator = Distribution.normal(0.0, sigma)
         val chain = generator.sample(RandomGenerator.default(112667))
-        val x = (1..100).map { it.toDouble() }
+        val x = (1..100).map(Int::toDouble)
-        val y = x.map { it ->
+
+        val y = x.map {
             it.pow(2) + it + 1 + chain.nextDouble()
         }
-        val yErr = x.map { sigma }
+
-        val chi2 = Fitting.chiSquared(x, y, yErr) { x ->
+        val yErr = List(x.size) { sigma }
+
+        val chi2 = Fitting.chiSquared(x, y, yErr) { x1 ->
             val cWithDefault = bindOrNull(c) ?: one
-            bind(a) * x.pow(2) + bind(b) * x + cWithDefault
+            bind(a) * x1.pow(2) + bind(b) * x1 + cWithDefault
         }
 
         val result = chi2.minimize(a to 1.5, b to 0.9, c to 1.0)

kmath-core/src/commonMain/kotlin/kscience/kmath/expressions/DifferentiableExpression.kt

@@ -1,29 +1,40 @@
 package kscience.kmath.expressions
 
 /**
- * An expression that provides derivatives
+ * Represents expression which structure can be differentiated.
+ *
+ * @param T the type this expression takes as argument and returns.
+ * @param R the type of expression this expression can be differentiated to.
  */
-public interface DifferentiableExpression<T> : Expression<T> {
+public interface DifferentiableExpression<T, out R : Expression<T>> : Expression<T> {
-    public fun derivativeOrNull(symbols: List<Symbol>): Expression<T>?
+    /**
+     * Differentiates this expression by ordered collection of [symbols].
+     *
+     * @param symbols the symbols.
+     * @return the derivative or `null`.
+     */
+    public fun derivativeOrNull(symbols: List<Symbol>): R?
 }
 
-public fun <T> DifferentiableExpression<T>.derivative(symbols: List<Symbol>): Expression<T> =
+public fun <T, R : Expression<T>> DifferentiableExpression<T, R>.derivative(symbols: List<Symbol>): R =
     derivativeOrNull(symbols) ?: error("Derivative by symbols $symbols not provided")
 
-public fun <T> DifferentiableExpression<T>.derivative(vararg symbols: Symbol): Expression<T> =
+public fun <T, R : Expression<T>> DifferentiableExpression<T, R>.derivative(vararg symbols: Symbol): R =
     derivative(symbols.toList())
 
-public fun <T> DifferentiableExpression<T>.derivative(name: String): Expression<T> =
+public fun <T, R : Expression<T>> DifferentiableExpression<T, R>.derivative(name: String): R =
     derivative(StringSymbol(name))
 
 /**
  * A [DifferentiableExpression] that defines only first derivatives
  */
-public abstract class FirstDerivativeExpression<T> : DifferentiableExpression<T> {
+public abstract class FirstDerivativeExpression<T, R : Expression<T>> : DifferentiableExpression<T,R> {
+    /**
+     * Returns first derivative of this expression by given [symbol].
+     */
+    public abstract fun derivativeOrNull(symbol: Symbol): R?
 
-    public abstract fun derivativeOrNull(symbol: Symbol): Expression<T>?
+    public final override fun derivativeOrNull(symbols: List<Symbol>): R? {
-
-    public override fun derivativeOrNull(symbols: List<Symbol>): Expression<T>? {
         val dSymbol = symbols.firstOrNull() ?: return null
         return derivativeOrNull(dSymbol)
     }
@@ -32,6 +43,6 @@ public abstract class FirstDerivativeExpression<T> : DifferentiableExpression<T>
 /**
  * A factory that converts an expression in autodiff variables to a [DifferentiableExpression]
  */
-public interface AutoDiffProcessor<T : Any, I : Any, A : ExpressionAlgebra<T, I>> {
+public fun interface AutoDiffProcessor<T : Any, I : Any, A : ExpressionAlgebra<T, I>, out R : Expression<T>> {
-    public fun process(function: A.() -> I): DifferentiableExpression<T>
+    public fun process(function: A.() -> I): DifferentiableExpression<T, R>
-}
+}

kmath-core/src/commonMain/kotlin/kscience/kmath/expressions/Expression.kt

@@ -22,7 +22,9 @@ public inline class StringSymbol(override val identity: String) : Symbol {
 }
 
 /**
- * An elementary function that could be invoked on a map of arguments
+ * An elementary function that could be invoked on a map of arguments.
+ *
+ * @param T the type this expression takes as argument and returns.
  */
 public fun interface Expression<T> {
     /**

kmath-core/src/commonMain/kotlin/kscience/kmath/expressions/SimpleAutoDiff.kt

@@ -68,7 +68,7 @@ public fun <T : Any, F : Field<T>> F.simpleAutoDiff(
 ): DerivationResult<T> {
     contract { callsInPlace(body, InvocationKind.EXACTLY_ONCE) }
 
-    return SimpleAutoDiffField(this, bindings).derivate(body)
+    return SimpleAutoDiffField(this, bindings).differentiate(body)
 }
 
 public fun <T : Any, F : Field<T>> F.simpleAutoDiff(
@@ -83,12 +83,21 @@ public open class SimpleAutoDiffField<T : Any, F : Field<T>>(
     public val context: F,
     bindings: Map<Symbol, T>,
 ) : Field<AutoDiffValue<T>>, ExpressionAlgebra<T, AutoDiffValue<T>> {
+    public override val zero: AutoDiffValue<T>
+        get() = const(context.zero)
+
+    public override val one: AutoDiffValue<T>
+        get() = const(context.one)
 
     // this stack contains pairs of blocks and values to apply them to
     private var stack: Array<Any?> = arrayOfNulls<Any?>(8)
     private var sp: Int = 0
     private val derivatives: MutableMap<AutoDiffValue<T>, T> = hashMapOf()
 
+    private val bindings: Map<String, AutoDiffVariableWithDerivative<T>> = bindings.entries.associate {
+        it.key.identity to AutoDiffVariableWithDerivative(it.key.identity, it.value, context.zero)
+    }
+
     /**
      * Differentiable variable with value and derivative of differentiation ([simpleAutoDiff]) result
      * with respect to this variable.
@@ -106,11 +115,7 @@ public open class SimpleAutoDiffField<T : Any, F : Field<T>>(
         override fun hashCode(): Int = identity.hashCode()
     }
 
-    private val bindings: Map<String, AutoDiffVariableWithDerivative<T>> = bindings.entries.associate {
+    public override fun bindOrNull(symbol: Symbol): AutoDiffValue<T>? = bindings[symbol.identity]
-        it.key.identity to AutoDiffVariableWithDerivative(it.key.identity, it.value, context.zero)
-    }
-
-    override fun bindOrNull(symbol: Symbol): AutoDiffValue<T>? = bindings[symbol.identity]
 
     private fun getDerivative(variable: AutoDiffValue<T>): T =
         (variable as? AutoDiffVariableWithDerivative)?.d ?: derivatives[variable] ?: context.zero
@@ -119,7 +124,6 @@ public open class SimpleAutoDiffField<T : Any, F : Field<T>>(
         if (variable is AutoDiffVariableWithDerivative) variable.d = value else derivatives[variable] = value
     }
 
-
     @Suppress("UNCHECKED_CAST")
     private fun runBackwardPass() {
         while (sp > 0) {
@@ -129,9 +133,6 @@ public open class SimpleAutoDiffField<T : Any, F : Field<T>>(
         }
     }
 
-    override val zero: AutoDiffValue<T> get() = const(context.zero)
-    override val one: AutoDiffValue<T> get() = const(context.one)
-
     override fun const(value: T): AutoDiffValue<T> = AutoDiffValue(value)
 
     /**
@@ -165,7 +166,7 @@ public open class SimpleAutoDiffField<T : Any, F : Field<T>>(
     }
 
 
-    internal fun derivate(function: SimpleAutoDiffField<T, F>.() -> AutoDiffValue<T>): DerivationResult<T> {
+    internal fun differentiate(function: SimpleAutoDiffField<T, F>.() -> AutoDiffValue<T>): DerivationResult<T> {
         val result = function()
         result.d = context.one // computing derivative w.r.t result
         runBackwardPass()
@@ -174,41 +175,41 @@ public open class SimpleAutoDiffField<T : Any, F : Field<T>>(
 
     // Overloads for Double constants
 
-    override operator fun Number.plus(b: AutoDiffValue<T>): AutoDiffValue<T> =
+    public override operator fun Number.plus(b: AutoDiffValue<T>): AutoDiffValue<T> =
         derive(const { this@plus.toDouble() * one + b.value }) { z ->
             b.d += z.d
         }
 
-    override operator fun AutoDiffValue<T>.plus(b: Number): AutoDiffValue<T> = b.plus(this)
+    public override operator fun AutoDiffValue<T>.plus(b: Number): AutoDiffValue<T> = b.plus(this)
 
-    override operator fun Number.minus(b: AutoDiffValue<T>): AutoDiffValue<T> =
+    public override operator fun Number.minus(b: AutoDiffValue<T>): AutoDiffValue<T> =
         derive(const { this@minus.toDouble() * one - b.value }) { z -> b.d -= z.d }
 
-    override operator fun AutoDiffValue<T>.minus(b: Number): AutoDiffValue<T> =
+    public override operator fun AutoDiffValue<T>.minus(b: Number): AutoDiffValue<T> =
         derive(const { this@minus.value - one * b.toDouble() }) { z -> this@minus.d += z.d }
 
 
     // Basic math (+, -, *, /)
 
-    override fun add(a: AutoDiffValue<T>, b: AutoDiffValue<T>): AutoDiffValue<T> =
+    public override fun add(a: AutoDiffValue<T>, b: AutoDiffValue<T>): AutoDiffValue<T> =
         derive(const { a.value + b.value }) { z ->
             a.d += z.d
             b.d += z.d
         }
 
-    override fun multiply(a: AutoDiffValue<T>, b: AutoDiffValue<T>): AutoDiffValue<T> =
+    public override fun multiply(a: AutoDiffValue<T>, b: AutoDiffValue<T>): AutoDiffValue<T> =
         derive(const { a.value * b.value }) { z ->
             a.d += z.d * b.value
             b.d += z.d * a.value
         }
 
-    override fun divide(a: AutoDiffValue<T>, b: AutoDiffValue<T>): AutoDiffValue<T> =
+    public override fun divide(a: AutoDiffValue<T>, b: AutoDiffValue<T>): AutoDiffValue<T> =
         derive(const { a.value / b.value }) { z ->
             a.d += z.d / b.value
             b.d -= z.d * a.value / (b.value * b.value)
         }
 
-    override fun multiply(a: AutoDiffValue<T>, k: Number): AutoDiffValue<T> =
+    public override fun multiply(a: AutoDiffValue<T>, k: Number): AutoDiffValue<T> =
         derive(const { k.toDouble() * a.value }) { z ->
             a.d += z.d * k.toDouble()
         }
@@ -220,15 +221,15 @@ public open class SimpleAutoDiffField<T : Any, F : Field<T>>(
 public class SimpleAutoDiffExpression<T : Any, F : Field<T>>(
     public val field: F,
     public val function: SimpleAutoDiffField<T, F>.() -> AutoDiffValue<T>,
-) : FirstDerivativeExpression<T>() {
+) : FirstDerivativeExpression<T, Expression<T>>() {
     public override operator fun invoke(arguments: Map<Symbol, T>): T {
         //val bindings = arguments.entries.map { it.key.bind(it.value) }
         return SimpleAutoDiffField(field, arguments).function().value
     }
 
-    override fun derivativeOrNull(symbol: Symbol): Expression<T> = Expression { arguments ->
+    public override fun derivativeOrNull(symbol: Symbol): Expression<T> = Expression { arguments ->
         //val bindings = arguments.entries.map { it.key.bind(it.value) }
-        val derivationResult = SimpleAutoDiffField(field, arguments).derivate(function)
+        val derivationResult = SimpleAutoDiffField(field, arguments).differentiate(function)
         derivationResult.derivative(symbol)
     }
 }
@@ -236,13 +237,10 @@ public class SimpleAutoDiffExpression<T : Any, F : Field<T>>(
 /**
  * Generate [AutoDiffProcessor] for [SimpleAutoDiffExpression]
  */
-public fun <T : Any, F : Field<T>> simpleAutoDiff(field: F): AutoDiffProcessor<T, AutoDiffValue<T>, SimpleAutoDiffField<T, F>> {
+public fun <T : Any, F : Field<T>> simpleAutoDiff(field: F): AutoDiffProcessor<T, AutoDiffValue<T>, SimpleAutoDiffField<T, F>, Expression<T>> =
-    return object : AutoDiffProcessor<T, AutoDiffValue<T>, SimpleAutoDiffField<T, F>> {
+    AutoDiffProcessor { function ->
-        override fun process(function: SimpleAutoDiffField<T, F>.() -> AutoDiffValue<T>): DifferentiableExpression<T> {
+        SimpleAutoDiffExpression(field, function)
-            return SimpleAutoDiffExpression(field, function)
-        }
     }
-}
 
 // Extensions for differentiation of various basic mathematical functions
 
@@ -392,4 +390,4 @@ public class SimpleAutoDiffExtendedField<T : Any, F : ExtendedField<T>>(
 
     public override fun atanh(arg: AutoDiffValue<T>): AutoDiffValue<T> =
         (this as SimpleAutoDiffField<T, F>).atanh(arg)
-}
+}

kmath-kotlingrad/build.gradle.kts

@@ -0,0 +1,9 @@
+plugins {
+    id("ru.mipt.npm.jvm")
+}
+
+dependencies {
+    implementation("com.github.breandan:kaliningraph:0.1.2")
+    implementation("com.github.breandan:kotlingrad:0.3.7")
+    api(project(":kmath-ast"))
+}

kmath-kotlingrad/src/main/kotlin/kscience/kmath/kotlingrad/DifferentiableMstExpression.kt

@@ -0,0 +1,53 @@
+package kscience.kmath.kotlingrad
+
+import edu.umontreal.kotlingrad.experimental.SFun
+import kscience.kmath.ast.MST
+import kscience.kmath.ast.MstAlgebra
+import kscience.kmath.ast.MstExpression
+import kscience.kmath.expressions.DifferentiableExpression
+import kscience.kmath.expressions.Symbol
+import kscience.kmath.operations.NumericAlgebra
+
+/**
+ * Represents wrapper of [MstExpression] implementing [DifferentiableExpression].
+ *
+ * The principle of this API is converting the [mst] to an [SFun], differentiating it with Kotlin∇, then converting
+ * [SFun] back to [MST].
+ *
+ * @param T the type of number.
+ * @param A the [NumericAlgebra] of [T].
+ * @property expr the underlying [MstExpression].
+ */
+public inline class DifferentiableMstExpression<T, A>(public val expr: MstExpression<T, A>) :
+    DifferentiableExpression<T, MstExpression<T, A>> where A : NumericAlgebra<T>, T : Number {
+    public constructor(algebra: A, mst: MST) : this(MstExpression(algebra, mst))
+
+    /**
+     * The [MstExpression.algebra] of [expr].
+     */
+    public val algebra: A
+        get() = expr.algebra
+
+    /**
+     * The [MstExpression.mst] of [expr].
+     */
+    public val mst: MST
+        get() = expr.mst
+
+    public override fun invoke(arguments: Map<Symbol, T>): T = expr(arguments)
+
+    public override fun derivativeOrNull(symbols: List<Symbol>): MstExpression<T, A> = MstExpression(
+        algebra,
+        symbols.map(Symbol::identity)
+            .map(MstAlgebra::symbol)
+            .map { it.toSVar<KMathNumber<T, A>>() }
+            .fold(mst.toSFun(), SFun<KMathNumber<T, A>>::d)
+            .toMst(),
+    )
+}
+
+/**
+ * Wraps this [MstExpression] into [DifferentiableMstExpression].
+ */
+public fun <T : Number, A : NumericAlgebra<T>> MstExpression<T, A>.differentiable(): DifferentiableMstExpression<T, A> =
+    DifferentiableMstExpression(this)

kmath-kotlingrad/src/main/kotlin/kscience/kmath/kotlingrad/KMathNumber.kt

@@ -0,0 +1,18 @@
+package kscience.kmath.kotlingrad
+
+import edu.umontreal.kotlingrad.experimental.RealNumber
+import edu.umontreal.kotlingrad.experimental.SConst
+import kscience.kmath.operations.NumericAlgebra
+
+/**
+ * Implements [RealNumber] by delegating its functionality to [NumericAlgebra].
+ *
+ * @param T the type of number.
+ * @param A the [NumericAlgebra] of [T].
+ * @property algebra the algebra.
+ * @param value the value of this number.
+ */
+public class KMathNumber<T, A>(public val algebra: A, value: T) :
+    RealNumber<KMathNumber<T, A>, T>(value) where T : Number, A : NumericAlgebra<T> {
+    public override fun wrap(number: Number): SConst<KMathNumber<T, A>> = SConst(algebra.number(number))
+}

kmath-kotlingrad/src/main/kotlin/kscience/kmath/kotlingrad/ScalarsAdapters.kt

@@ -0,0 +1,124 @@
+package kscience.kmath.kotlingrad
+
+import edu.umontreal.kotlingrad.experimental.*
+import kscience.kmath.ast.MST
+import kscience.kmath.ast.MstAlgebra
+import kscience.kmath.ast.MstExtendedField
+import kscience.kmath.ast.MstExtendedField.unaryMinus
+import kscience.kmath.operations.*
+
+/**
+ * Maps [SVar] to [MST.Symbolic] directly.
+ *
+ * @receiver the variable.
+ * @return a node.
+ */
+public fun <X : SFun<X>> SVar<X>.toMst(): MST.Symbolic = MstAlgebra.symbol(name)
+
+/**
+ * Maps [SVar] to [MST.Numeric] directly.
+ *
+ * @receiver the constant.
+ * @return a node.
+ */
+public fun <X : SFun<X>> SConst<X>.toMst(): MST.Numeric = MstAlgebra.number(doubleValue)
+
+/**
+ * Maps [SFun] objects to [MST]. Some unsupported operations like [Derivative] are bound and converted then.
+ * [Power] operation is limited to constant right-hand side arguments.
+ *
+ * Detailed mapping is:
+ *
+ * - [SVar] -> [MstExtendedField.symbol];
+ * - [SConst] -> [MstExtendedField.number];
+ * - [Sum] -> [MstExtendedField.add];
+ * - [Prod] -> [MstExtendedField.multiply];
+ * - [Power] -> [MstExtendedField.power] (limited to constant exponents only);
+ * - [Negative] -> [MstExtendedField.unaryMinus];
+ * - [Log] -> [MstExtendedField.ln] (left) / [MstExtendedField.ln] (right);
+ * - [Sine] -> [MstExtendedField.sin];
+ * - [Cosine] -> [MstExtendedField.cos];
+ * - [Tangent] -> [MstExtendedField.tan];
+ * - [DProd] is vector operation, and it is requested to be evaluated;
+ * - [SComposition] is also requested to be evaluated eagerly;
+ * - [VSumAll] is requested to be evaluated;
+ * - [Derivative] is requested to be evaluated.
+ *
+ * @receiver the scalar function.
+ * @return a node.
+ */
+public fun <X : SFun<X>> SFun<X>.toMst(): MST = MstExtendedField {
+    when (this@toMst) {
+        is SVar -> toMst()
+        is SConst -> toMst()
+        is Sum -> left.toMst() + right.toMst()
+        is Prod -> left.toMst() * right.toMst()
+        is Power -> left.toMst() pow ((right as? SConst<*>)?.doubleValue ?: (right() as SConst<*>).doubleValue)
+        is Negative -> -input.toMst()
+        is Log -> ln(left.toMst()) / ln(right.toMst())
+        is Sine -> sin(input.toMst())
+        is Cosine -> cos(input.toMst())
+        is Tangent -> tan(input.toMst())
+        is DProd -> this@toMst().toMst()
+        is SComposition -> this@toMst().toMst()
+        is VSumAll<X, *> -> this@toMst().toMst()
+        is Derivative -> this@toMst().toMst()
+    }
+}
+
+/**
+ * Maps [MST.Numeric] to [SConst] directly.
+ *
+ * @receiver the node.
+ * @return a new constant.
+ */
+public fun <X : SFun<X>> MST.Numeric.toSConst(): SConst<X> = SConst(value)
+
+/**
+ * Maps [MST.Symbolic] to [SVar] directly.
+ *
+ * @receiver the node.
+ * @param proto the prototype instance.
+ * @return a new variable.
+ */
+internal fun <X : SFun<X>> MST.Symbolic.toSVar(): SVar<X> = SVar(value)
+
+/**
+ * Maps [MST] objects to [SFun]. Unsupported operations throw [IllegalStateException].
+ *
+ * Detailed mapping is:
+ *
+ * - [MST.Numeric] -> [SConst];
+ * - [MST.Symbolic] -> [SVar];
+ * - [MST.Unary] -> [Negative], [Sine], [Cosine], [Tangent], [Power], [Log];
+ * - [MST.Binary] -> [Sum], [Prod], [Power].
+ *
+ * @receiver the node.
+ * @param proto the prototype instance.
+ * @return a scalar function.
+ */
+public fun <X : SFun<X>> MST.toSFun(): SFun<X> = when (this) {
+    is MST.Numeric -> toSConst()
+    is MST.Symbolic -> toSVar()
+
+    is MST.Unary -> when (operation) {
+        SpaceOperations.PLUS_OPERATION -> +value.toSFun<X>()
+        SpaceOperations.MINUS_OPERATION -> -value.toSFun<X>()
+        TrigonometricOperations.SIN_OPERATION -> sin(value.toSFun())
+        TrigonometricOperations.COS_OPERATION -> cos(value.toSFun())
+        TrigonometricOperations.TAN_OPERATION -> tan(value.toSFun())
+        PowerOperations.SQRT_OPERATION -> sqrt(value.toSFun())
+        ExponentialOperations.EXP_OPERATION -> exp(value.toSFun())
+        ExponentialOperations.LN_OPERATION -> value.toSFun<X>().ln()
+        else -> error("Unary operation $operation not defined in $this")
+    }
+
+    is MST.Binary -> when (operation) {
+        SpaceOperations.PLUS_OPERATION -> left.toSFun<X>() + right.toSFun()
+        SpaceOperations.MINUS_OPERATION -> left.toSFun<X>() - right.toSFun()
+        RingOperations.TIMES_OPERATION -> left.toSFun<X>() * right.toSFun()
+        FieldOperations.DIV_OPERATION -> left.toSFun<X>() / right.toSFun()
+        PowerOperations.POW_OPERATION -> left.toSFun<X>() pow (right as MST.Numeric).toSConst()
+        else -> error("Binary operation $operation not defined in $this")
+    }
+}

kmath-kotlingrad/src/test/kotlin/kscience/kmath/kotlingrad/AdaptingTests.kt

@@ -0,0 +1,64 @@
+package kscience.kmath.kotlingrad
+
+import edu.umontreal.kotlingrad.experimental.*
+import kscience.kmath.asm.compile
+import kscience.kmath.ast.MstAlgebra
+import kscience.kmath.ast.MstExpression
+import kscience.kmath.ast.parseMath
+import kscience.kmath.expressions.invoke
+import kscience.kmath.operations.RealField
+import kotlin.test.Test
+import kotlin.test.assertEquals
+import kotlin.test.assertTrue
+import kotlin.test.fail
+
+internal class AdaptingTests {
+    @Test
+    fun symbol() {
+        val c1 = MstAlgebra.symbol("x")
+        assertTrue(c1.toSVar<KMathNumber<Double, RealField>>().name == "x")
+        val c2 = "kitten".parseMath().toSFun<KMathNumber<Double, RealField>>()
+        if (c2 is SVar) assertTrue(c2.name == "kitten") else fail()
+    }
+
+    @Test
+    fun number() {
+        val c1 = MstAlgebra.number(12354324)
+        assertTrue(c1.toSConst<DReal>().doubleValue == 12354324.0)
+        val c2 = "0.234".parseMath().toSFun<KMathNumber<Double, RealField>>()
+        if (c2 is SConst) assertTrue(c2.doubleValue == 0.234) else fail()
+        val c3 = "1e-3".parseMath().toSFun<KMathNumber<Double, RealField>>()
+        if (c3 is SConst) assertEquals(0.001, c3.value) else fail()
+    }
+
+    @Test
+    fun simpleFunctionShape() {
+        val linear = "2*x+16".parseMath().toSFun<KMathNumber<Double, RealField>>()
+        if (linear !is Sum) fail()
+        if (linear.left !is Prod) fail()
+        if (linear.right !is SConst) fail()
+    }
+
+    @Test
+    fun simpleFunctionDerivative() {
+        val x = MstAlgebra.symbol("x").toSVar<KMathNumber<Double, RealField>>()
+        val quadratic = "x^2-4*x-44".parseMath().toSFun<KMathNumber<Double, RealField>>()
+        val actualDerivative = MstExpression(RealField, quadratic.d(x).toMst()).compile()
+        val expectedDerivative = MstExpression(RealField, "2*x-4".parseMath()).compile()
+        assertEquals(actualDerivative("x" to 123.0), expectedDerivative("x" to 123.0))
+    }
+
+    @Test
+    fun moreComplexDerivative() {
+        val x = MstAlgebra.symbol("x").toSVar<KMathNumber<Double, RealField>>()
+        val composition = "-sqrt(sin(x^2)-cos(x)^2-16*x)".parseMath().toSFun<KMathNumber<Double, RealField>>()
+        val actualDerivative = MstExpression(RealField, composition.d(x).toMst()).compile()
+
+        val expectedDerivative = MstExpression(
+            RealField,
+            "-(2*x*cos(x^2)+2*sin(x)*cos(x)-16)/(2*sqrt(sin(x^2)-16*x-cos(x)^2))".parseMath()
+        ).compile()
+
+        assertEquals(actualDerivative("x" to 0.1), expectedDerivative("x" to 0.1))
+    }
+}

kmath-stat/build.gradle.kts

@@ -1,4 +1,6 @@
-plugins { id("ru.mipt.npm.mpp") }
+plugins {
+    id("ru.mipt.npm.mpp")
+}
 
 kotlin.sourceSets {
     commonMain {

kmath-stat/src/commonMain/kotlin/kscience/kmath/stat/Fitting.kt

@@ -12,16 +12,18 @@ public object Fitting {
      * Generate a chi squared expression from given x-y-sigma data and inline model. Provides automatic differentiation
      */
     public fun <T : Any, I : Any, A> chiSquared(
-        autoDiff: AutoDiffProcessor<T, I, A>,
+        autoDiff: AutoDiffProcessor<T, I, A, Expression<T>>,
         x: Buffer<T>,
         y: Buffer<T>,
         yErr: Buffer<T>,
         model: A.(I) -> I,
-    ): DifferentiableExpression<T> where A : ExtendedField<I>, A : ExpressionAlgebra<T, I> {
+    ): DifferentiableExpression<T, Expression<T>> where A : ExtendedField<I>, A : ExpressionAlgebra<T, I> {
         require(x.size == y.size) { "X and y buffers should be of the same size" }
         require(y.size == yErr.size) { "Y and yErr buffer should of the same size" }
+
         return autoDiff.process {
             var sum = zero
+
             x.indices.forEach {
                 val xValue = const(x[it])
                 val yValue = const(y[it])
@@ -29,6 +31,7 @@ public object Fitting {
                 val modelValue = model(xValue)
                 sum += ((yValue - modelValue) / yErrValue).pow(2)
             }
+
             sum
         }
     }
@@ -45,6 +48,7 @@ public object Fitting {
     ): Expression<Double> {
         require(x.size == y.size) { "X and y buffers should be of the same size" }
         require(y.size == yErr.size) { "Y and yErr buffer should of the same size" }
+
         return Expression { arguments ->
             x.indices.sumByDouble {
                 val xValue = x[it]
@@ -56,4 +60,4 @@ public object Fitting {
             }
         }
     }
-}
+}

kmath-stat/src/commonMain/kotlin/kscience/kmath/stat/OptimizationProblem.kt

@@ -27,17 +27,17 @@ public interface OptimizationProblem<T : Any> {
     /**
      * Define the initial guess for the optimization problem
      */
-    public fun initialGuess(map: Map<Symbol, T>): Unit
+    public fun initialGuess(map: Map<Symbol, T>)
 
     /**
      * Set an objective function expression
      */
-    public fun expression(expression: Expression<T>): Unit
+    public fun expression(expression: Expression<T>)
 
     /**
      * Set a differentiable expression as objective function as function and gradient provider
      */
-    public fun diffExpression(expression: DifferentiableExpression<T>): Unit
+    public fun diffExpression(expression: DifferentiableExpression<T, Expression<T>>)
 
     /**
      * Update the problem from previous optimization run
@@ -50,9 +50,8 @@ public interface OptimizationProblem<T : Any> {
     public fun optimize(): OptimizationResult<T>
 }
 
-public interface OptimizationProblemFactory<T : Any, out P : OptimizationProblem<T>> {
+public fun interface OptimizationProblemFactory<T : Any, out P : OptimizationProblem<T>> {
     public fun build(symbols: List<Symbol>): P
-
 }
 
 public operator fun <T : Any, P : OptimizationProblem<T>> OptimizationProblemFactory<T, P>.invoke(
@@ -60,7 +59,6 @@ public operator fun <T : Any, P : OptimizationProblem<T>> OptimizationProblemFac
     block: P.() -> Unit,
 ): P = build(symbols).apply(block)
 
-
 /**
  * Optimize expression without derivatives using specific [OptimizationProblemFactory]
  */
@@ -78,7 +76,7 @@ public fun <T : Any, F : OptimizationProblem<T>> Expression<T>.optimizeWith(
 /**
  * Optimize differentiable expression using specific [OptimizationProblemFactory]
  */
-public fun <T : Any, F : OptimizationProblem<T>>  DifferentiableExpression<T>.optimizeWith(
+public fun <T : Any, F : OptimizationProblem<T>>  DifferentiableExpression<T, Expression<T>>.optimizeWith(
     factory: OptimizationProblemFactory<T, F>,
     vararg symbols: Symbol,
     configuration: F.() -> Unit,
@@ -88,4 +86,3 @@ public fun <T : Any, F : OptimizationProblem<T>>  DifferentiableExpression<T>.op
     problem.diffExpression(this)
     return problem.optimize()
 }
-

kmath-viktor/build.gradle.kts

@@ -1,4 +1,6 @@
-plugins { id("ru.mipt.npm.jvm") }
+plugins {
+    id("ru.mipt.npm.jvm")
+}
 
 description = "Binding for https://github.com/JetBrains-Research/viktor"
 

settings.gradle.kts

@@ -1,13 +1,11 @@
 pluginManagement {
     repositories {
-        mavenLocal()
-        jcenter()
         gradlePluginPortal()
+        jcenter()
         maven("https://dl.bintray.com/kotlin/kotlin-eap")
         maven("https://dl.bintray.com/mipt-npm/kscience")
         maven("https://dl.bintray.com/mipt-npm/dev")
         maven("https://dl.bintray.com/kotlin/kotlinx")
-        maven("https://dl.bintray.com/kotlin/kotlin-dev/")
     }
 
     val toolsVersion = "0.6.4-dev-1.4.20-M2"
@@ -41,5 +39,6 @@ include(
     ":kmath-geometry",
     ":kmath-ast",
     ":kmath-ejml",
+    ":kmath-kotlingrad",
     ":examples"
 )