forked from kscience/kmath
ValueAndErrorField
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@ -19,6 +19,7 @@
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- Complex power
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- Complex power
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- Separate methods for UInt, Int and Number powers. NaN safety.
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- Separate methods for UInt, Int and Number powers. NaN safety.
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- Tensorflow prototype
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- Tensorflow prototype
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- `ValueAndErrorField`
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### Changed
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### Changed
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- Exponential operations merged with hyperbolic functions
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- Exponential operations merged with hyperbolic functions
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@ -50,6 +51,7 @@
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- Tensor algebra takes read-only structures as input and inherits AlgebraND
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- Tensor algebra takes read-only structures as input and inherits AlgebraND
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- `UnivariateDistribution` renamed to `Distribution1D`
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- `UnivariateDistribution` renamed to `Distribution1D`
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- Rework of histograms.
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- Rework of histograms.
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- `UnivariateFunction` -> `Function1D`, `MultivariateFunction` -> `FunctionND`
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### Deprecated
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### Deprecated
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- Specialized `DoubleBufferAlgebra`
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- Specialized `DoubleBufferAlgebra`
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@ -13,7 +13,7 @@ import kotlin.math.pow
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fun main() {
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fun main() {
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//Define a function
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//Define a function
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val function: UnivariateFunction<Double> = { x -> 3 * x.pow(2) + 2 * x + 1 }
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val function: Function1D<Double> = { x -> 3 * x.pow(2) + 2 * x + 1 }
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//get the result of the integration
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//get the result of the integration
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val result = DoubleField.gaussIntegrator.integrate(0.0..10.0, function = function)
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val result = DoubleField.gaussIntegrator.integrate(0.0..10.0, function = function)
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@ -18,7 +18,7 @@ import space.kscience.plotly.scatter
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@OptIn(UnstablePlotlyAPI::class)
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@OptIn(UnstablePlotlyAPI::class)
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fun main() {
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fun main() {
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val function: UnivariateFunction<Double> = { x ->
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val function: Function1D<Double> = { x ->
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if (x in 30.0..50.0) {
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if (x in 30.0..50.0) {
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1.0
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1.0
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} else {
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} else {
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@ -5,7 +5,6 @@
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package space.kscience.kmath.operations
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package space.kscience.kmath.operations
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import space.kscience.kmath.misc.UnstableKMathAPI
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import space.kscience.kmath.structures.Buffer
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import space.kscience.kmath.structures.Buffer
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import space.kscience.kmath.structures.BufferFactory
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import space.kscience.kmath.structures.BufferFactory
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import space.kscience.kmath.structures.DoubleBuffer
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import space.kscience.kmath.structures.DoubleBuffer
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@ -53,7 +52,7 @@ public interface BufferAlgebra<T, out A : Algebra<T>> : Algebra<Buffer<T>> {
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*/
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*/
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private inline fun <T, A : Algebra<T>> BufferAlgebra<T, A>.mapInline(
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private inline fun <T, A : Algebra<T>> BufferAlgebra<T, A>.mapInline(
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buffer: Buffer<T>,
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buffer: Buffer<T>,
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crossinline block: A.(T) -> T
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crossinline block: A.(T) -> T,
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): Buffer<T> = bufferFactory(buffer.size) { elementAlgebra.block(buffer[it]) }
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): Buffer<T> = bufferFactory(buffer.size) { elementAlgebra.block(buffer[it]) }
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/**
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/**
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@ -61,7 +60,7 @@ private inline fun <T, A : Algebra<T>> BufferAlgebra<T, A>.mapInline(
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*/
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*/
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private inline fun <T, A : Algebra<T>> BufferAlgebra<T, A>.mapIndexedInline(
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private inline fun <T, A : Algebra<T>> BufferAlgebra<T, A>.mapIndexedInline(
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buffer: Buffer<T>,
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buffer: Buffer<T>,
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crossinline block: A.(index: Int, arg: T) -> T
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crossinline block: A.(index: Int, arg: T) -> T,
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): Buffer<T> = bufferFactory(buffer.size) { elementAlgebra.block(it, buffer[it]) }
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): Buffer<T> = bufferFactory(buffer.size) { elementAlgebra.block(it, buffer[it]) }
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/**
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/**
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@ -70,7 +69,7 @@ private inline fun <T, A : Algebra<T>> BufferAlgebra<T, A>.mapIndexedInline(
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private inline fun <T, A : Algebra<T>> BufferAlgebra<T, A>.zipInline(
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private inline fun <T, A : Algebra<T>> BufferAlgebra<T, A>.zipInline(
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l: Buffer<T>,
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l: Buffer<T>,
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r: Buffer<T>,
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r: Buffer<T>,
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crossinline block: A.(l: T, r: T) -> T
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crossinline block: A.(l: T, r: T) -> T,
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): Buffer<T> {
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): Buffer<T> {
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require(l.size == r.size) { "Incompatible buffer sizes. left: ${l.size}, right: ${r.size}" }
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require(l.size == r.size) { "Incompatible buffer sizes. left: ${l.size}, right: ${r.size}" }
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return bufferFactory(l.size) { elementAlgebra.block(l[it], r[it]) }
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return bufferFactory(l.size) { elementAlgebra.block(l[it], r[it]) }
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@ -127,13 +126,13 @@ public fun <T, A : ExponentialOperations<T>> BufferAlgebra<T, A>.atanh(arg: Buff
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mapInline(arg) { atanh(it) }
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mapInline(arg) { atanh(it) }
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public fun <T, A : PowerOperations<T>> BufferAlgebra<T, A>.pow(arg: Buffer<T>, pow: Number): Buffer<T> =
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public fun <T, A : PowerOperations<T>> BufferAlgebra<T, A>.pow(arg: Buffer<T>, pow: Number): Buffer<T> =
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mapInline(arg) {it.pow(pow) }
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mapInline(arg) { it.pow(pow) }
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public open class BufferRingOps<T, A: Ring<T>>(
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public open class BufferRingOps<T, A : Ring<T>>(
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override val elementAlgebra: A,
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override val elementAlgebra: A,
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override val bufferFactory: BufferFactory<T>,
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override val bufferFactory: BufferFactory<T>,
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) : BufferAlgebra<T, A>, RingOps<Buffer<T>>{
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) : BufferAlgebra<T, A>, RingOps<Buffer<T>> {
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override fun add(left: Buffer<T>, right: Buffer<T>): Buffer<T> = zipInline(left, right) { l, r -> l + r }
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override fun add(left: Buffer<T>, right: Buffer<T>): Buffer<T> = zipInline(left, right) { l, r -> l + r }
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override fun multiply(left: Buffer<T>, right: Buffer<T>): Buffer<T> = zipInline(left, right) { l, r -> l * r }
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override fun multiply(left: Buffer<T>, right: Buffer<T>): Buffer<T> = zipInline(left, right) { l, r -> l * r }
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@ -152,10 +151,11 @@ public val ShortRing.bufferAlgebra: BufferRingOps<Short, ShortRing>
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public open class BufferFieldOps<T, A : Field<T>>(
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public open class BufferFieldOps<T, A : Field<T>>(
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elementAlgebra: A,
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elementAlgebra: A,
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bufferFactory: BufferFactory<T>,
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bufferFactory: BufferFactory<T>,
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) : BufferRingOps<T, A>(elementAlgebra, bufferFactory), BufferAlgebra<T, A>, FieldOps<Buffer<T>>, ScaleOperations<Buffer<T>> {
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) : BufferRingOps<T, A>(elementAlgebra, bufferFactory), BufferAlgebra<T, A>, FieldOps<Buffer<T>>,
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ScaleOperations<Buffer<T>> {
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override fun add(left: Buffer<T>, right: Buffer<T>): Buffer<T> = zipInline(left, right) { l, r -> l + r }
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// override fun add(left: Buffer<T>, right: Buffer<T>): Buffer<T> = zipInline(left, right) { l, r -> l + r }
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override fun multiply(left: Buffer<T>, right: Buffer<T>): Buffer<T> = zipInline(left, right) { l, r -> l * r }
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// override fun multiply(left: Buffer<T>, right: Buffer<T>): Buffer<T> = zipInline(left, right) { l, r -> l * r }
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override fun divide(left: Buffer<T>, right: Buffer<T>): Buffer<T> = zipInline(left, right) { l, r -> l / r }
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override fun divide(left: Buffer<T>, right: Buffer<T>): Buffer<T> = zipInline(left, right) { l, r -> l / r }
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override fun scale(a: Buffer<T>, value: Double): Buffer<T> = a.map { scale(it, value) }
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override fun scale(a: Buffer<T>, value: Double): Buffer<T> = a.map { scale(it, value) }
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@ -168,7 +168,7 @@ public open class BufferFieldOps<T, A : Field<T>>(
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public class BufferField<T, A : Field<T>>(
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public class BufferField<T, A : Field<T>>(
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elementAlgebra: A,
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elementAlgebra: A,
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bufferFactory: BufferFactory<T>,
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bufferFactory: BufferFactory<T>,
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override val size: Int
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override val size: Int,
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) : BufferFieldOps<T, A>(elementAlgebra, bufferFactory), Field<Buffer<T>>, WithSize {
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) : BufferFieldOps<T, A>(elementAlgebra, bufferFactory), Field<Buffer<T>>, WithSize {
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override val zero: Buffer<T> = bufferFactory(size) { elementAlgebra.zero }
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override val zero: Buffer<T> = bufferFactory(size) { elementAlgebra.zero }
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@ -7,6 +7,6 @@ package space.kscience.kmath.functions
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import space.kscience.kmath.structures.Buffer
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import space.kscience.kmath.structures.Buffer
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public typealias UnivariateFunction<T> = (T) -> T
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public typealias Function1D<T> = (T) -> T
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public typealias MultivariateFunction<T> = (Buffer<T>) -> T
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public typealias FunctionND<T> = (Buffer<T>) -> T
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@ -0,0 +1,56 @@
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/*
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* Copyright 2018-2021 KMath contributors.
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* Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
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*/
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package space.kscience.kmath.stat
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import space.kscience.kmath.operations.Field
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import kotlin.math.pow
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import kotlin.math.sqrt
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/**
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* A combination of a random [value] and its [dispersion].
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*
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* [dispersion] must be positive.
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*/
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public data class ValueAndError(val value: Double, val dispersion: Double) {
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init {
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require(dispersion >= 0) { "Dispersion must be non-negative" }
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}
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val error: Double get() = sqrt(dispersion)
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}
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/**
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* An algebra for double value + its error combination. The multiplication assumes linear error propagation
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*/
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public object ValueAndErrorField : Field<ValueAndError> {
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override val zero: ValueAndError = ValueAndError(0.0, 0.0)
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override val one: ValueAndError = ValueAndError(1.0, 0.0)
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override fun add(left: ValueAndError, right: ValueAndError): ValueAndError =
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ValueAndError(left.value + right.value, left.dispersion + right.dispersion)
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override fun ValueAndError.unaryMinus(): ValueAndError =
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ValueAndError(-value, dispersion)
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//TODO study performance impact of pow(2). On JVM it does not exist: https://stackoverflow.com/questions/29144275/xx-vs-math-powx-2-java-performance
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override fun multiply(left: ValueAndError, right: ValueAndError): ValueAndError {
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val value = left.value * right.value
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val dispersion = (left.dispersion / left.value.pow(2) + right.dispersion / right.value.pow(2)) * value.pow(2)
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return ValueAndError(value, dispersion)
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}
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override fun divide(left: ValueAndError, right: ValueAndError): ValueAndError {
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val value = left.value / right.value
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val dispersion = (left.dispersion / left.value.pow(2) + right.dispersion / right.value.pow(2)) * value.pow(2)
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return ValueAndError(value, dispersion)
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}
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override fun scale(a: ValueAndError, value: Double): ValueAndError =
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ValueAndError(a.value * value, a.dispersion * value.pow(2))
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}
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