Merge branch 'dev' of https://github.com/mipt-npm/kmath into dev-pk

This commit is contained in:
Peter Klimai 2019-06-08 16:53:14 +03:00
commit b6f59907a4
36 changed files with 394 additions and 115 deletions

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@ -1,39 +0,0 @@
plugins {
id "java"
id "me.champeau.gradle.jmh" version "0.4.8"
id 'org.jetbrains.kotlin.jvm'
}
repositories {
maven { url 'https://dl.bintray.com/kotlin/kotlin-eap' }
maven{ url "http://dl.bintray.com/kyonifer/maven"}
mavenCentral()
}
dependencies {
implementation project(":kmath-core")
implementation project(":kmath-coroutines")
implementation project(":kmath-commons")
implementation project(":kmath-koma")
implementation group: "com.kyonifer", name:"koma-core-ejml", version: "0.12"
implementation "org.jetbrains.kotlinx:kotlinx-io-jvm:0.1.5"
//compile "org.jetbrains.kotlin:kotlin-stdlib-jdk8"
//jmh project(':kmath-core')
}
jmh {
warmupIterations = 1
}
jmhClasses.dependsOn(compileKotlin)
compileKotlin {
kotlinOptions {
jvmTarget = "1.8"
}
}
compileTestKotlin {
kotlinOptions {
jvmTarget = "1.8"
}
}

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@ -1,11 +1,11 @@
val kmathVersion by extra("0.1.2")
val kmathVersion by extra("0.1.3-dev-1")
allprojects {
repositories {
jcenter()
maven("https://kotlin.bintray.com/kotlinx")
}
group = "scientifik"
version = kmathVersion
}

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@ -9,17 +9,12 @@ structures. In `kmath` performance depends on which particular context was used
Let us consider following contexts:
```kotlin
// specialized nd-field for Double. It works as generic Double field as well
val specializedField = NDField.real(intArrayOf(dim, dim))
// automatically build context most suited for given type.
val autoField = NDField.auto(intArrayOf(dim, dim), RealField)
//A field implementing lazy computations. All elements are computed on-demand
val lazyField = NDField.lazy(intArrayOf(dim, dim), RealField)
val autoField = NDField.auto(RealField, dim, dim)
// specialized nd-field for Double. It works as generic Double field as well
val specializedField = NDField.real(dim, dim)
//A generic boxing field. It should be used for objects, not primitives.
val genericField = NDField.buffered(intArrayOf(dim, dim), RealField)
val genericField = NDField.buffered(RealField, dim, dim)
```
Now let us perform several tests and see which implementation is best suited for each case:
@ -32,7 +27,7 @@ to it `n = 1000` times.
The code to run this looks like:
```kotlin
specializedField.run {
var res = one
var res: NDBuffer<Double> = one
repeat(n) {
res += 1.0
}
@ -93,7 +88,7 @@ In this case it completes in about `4x-5x` time due to boxing.
The boxing field produced by
```kotlin
genericField.run {
var res = one
var res: NDBuffer<Double> = one
repeat(n) {
res += 1.0
}

67
examples/build.gradle.kts Normal file
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@ -0,0 +1,67 @@
import org.jetbrains.gradle.benchmarks.JvmBenchmarkTarget
import org.jetbrains.kotlin.allopen.gradle.AllOpenExtension
import org.jetbrains.kotlin.gradle.tasks.KotlinCompile
plugins {
java
kotlin("jvm")
kotlin("plugin.allopen") version "1.3.31"
id("org.jetbrains.gradle.benchmarks.plugin") version "0.1.7-dev-24"
}
configure<AllOpenExtension> {
annotation("org.openjdk.jmh.annotations.State")
}
repositories {
maven("https://dl.bintray.com/kotlin/kotlin-eap")
maven("http://dl.bintray.com/kyonifer/maven")
maven("https://dl.bintray.com/orangy/maven")
mavenCentral()
}
sourceSets {
register("benchmarks")
}
dependencies {
implementation(project(":kmath-core"))
implementation(project(":kmath-coroutines"))
implementation(project(":kmath-commons"))
implementation(project(":kmath-koma"))
implementation("com.kyonifer:koma-core-ejml:0.12")
implementation("org.jetbrains.kotlinx:kotlinx-io-jvm:0.1.5")
implementation("org.jetbrains.gradle.benchmarks:runtime:0.1.7-dev-24")
"benchmarksCompile"(sourceSets.main.get().compileClasspath)
}
// Configure benchmark
benchmark {
// Setup configurations
targets {
// This one matches sourceSet name above
register("benchmarks") {
this as JvmBenchmarkTarget
jmhVersion = "1.21"
}
}
configurations {
register("fast") {
warmups = 5 // number of warmup iterations
iterations = 3 // number of iterations
iterationTime = 500 // time in seconds per iteration
iterationTimeUnit = "ms" // time unity for iterationTime, default is seconds
}
}
}
tasks.withType<KotlinCompile> {
kotlinOptions {
jvmTarget = "1.8"
}
}

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@ -7,7 +7,7 @@ import java.nio.IntBuffer
@State(Scope.Benchmark)
open class ArrayBenchmark {
class ArrayBenchmark {
@Benchmark
fun benchmarkArrayRead() {
@ -32,10 +32,10 @@ open class ArrayBenchmark {
res += nativeBuffer.get(size - i)
}
}
companion object {
val size = 1000
val array = IntArray(size) { it }
val arrayBuffer = IntBuffer.wrap(array)
val nativeBuffer = IntBuffer.allocate(size).also {

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@ -7,7 +7,7 @@ import scientifik.kmath.operations.Complex
import scientifik.kmath.operations.complex
@State(Scope.Benchmark)
open class BufferBenchmark {
class BufferBenchmark {
@Benchmark
fun genericDoubleBufferReadWrite() {

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@ -1,9 +1,12 @@
package scientifik.kmath.structures
import org.openjdk.jmh.annotations.Benchmark
import org.openjdk.jmh.annotations.Scope
import org.openjdk.jmh.annotations.State
import scientifik.kmath.operations.RealField
open class NDFieldBenchmark {
@State(Scope.Benchmark)
class NDFieldBenchmark {
@Benchmark
fun autoFieldAdd() {
@ -50,6 +53,6 @@ open class NDFieldBenchmark {
val bufferedField = NDField.auto(RealField, dim, dim)
val specializedField = NDField.real(dim, dim)
val genericField = NDField.buffered(intArrayOf(dim, dim), RealField)
val genericField = NDField.buffered(RealField, dim, dim)
}
}

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@ -0,0 +1,31 @@
package scientifik.kmath.commons.prob
import kotlinx.coroutines.runBlocking
import scientifik.kmath.chains.Chain
import scientifik.kmath.chains.StatefulChain
import scientifik.kmath.prob.Distribution
import scientifik.kmath.prob.RandomGenerator
data class AveragingChainState(var num: Int = 0, var value: Double = 0.0)
fun Chain<Double>.mean(): Chain<Double> = StatefulChain(AveragingChainState(), 0.0) {
val next = this@mean.next()
num++
value += next
return@StatefulChain value / num
}
fun main() {
val normal = Distribution.normal()
val chain = normal.sample(RandomGenerator.default).mean()
runBlocking {
repeat(10001) { counter ->
val mean = chain.next()
if(counter % 1000 ==0){
println("[$counter] Average value is $mean")
}
}
}
}

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@ -1,6 +1,9 @@
package scientifik.kmath.linear
import koma.matrix.ejml.EJMLMatrixFactory
import scientifik.kmath.commons.linear.CMMatrixContext
import scientifik.kmath.commons.linear.inverse
import scientifik.kmath.commons.linear.toCM
import scientifik.kmath.operations.RealField
import scientifik.kmath.structures.Matrix
import kotlin.contracts.ExperimentalContracts

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@ -1,6 +1,8 @@
package scientifik.kmath.linear
import koma.matrix.ejml.EJMLMatrixFactory
import scientifik.kmath.commons.linear.CMMatrixContext
import scientifik.kmath.commons.linear.toCM
import scientifik.kmath.operations.RealField
import scientifik.kmath.structures.Matrix
import kotlin.random.Random

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@ -0,0 +1,10 @@
package scientifik.kmath.operations
import scientifik.kmath.structures.NDElement
import scientifik.kmath.structures.complex
fun main() {
val element = NDElement.complex(2, 2) { index: IntArray ->
Complex(index[0].toDouble() - index[1].toDouble(), index[0].toDouble() + index[1].toDouble())
}
}

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@ -13,7 +13,7 @@ fun main(args: Array<String>) {
// specialized nd-field for Double. It works as generic Double field as well
val specializedField = NDField.real(dim, dim)
//A generic boxing field. It should be used for objects, not primitives.
val genericField = NDField.buffered(intArrayOf(dim, dim), RealField)
val genericField = NDField.buffered(RealField, dim, dim)
val autoTime = measureTimeMillis {

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@ -8,6 +8,7 @@ description = "Commons math binding for kmath"
dependencies {
api(project(":kmath-core"))
api(project(":kmath-coroutines"))
api(project(":kmath-prob"))
api("org.apache.commons:commons-math3:3.6.1")
testImplementation("org.jetbrains.kotlin:kotlin-test")
testImplementation("org.jetbrains.kotlin:kotlin-test-junit")

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@ -1,6 +1,8 @@
package scientifik.kmath.expressions
package scientifik.kmath.commons.expressions
import org.apache.commons.math3.analysis.differentiation.DerivativeStructure
import scientifik.kmath.expressions.Expression
import scientifik.kmath.expressions.ExpressionContext
import scientifik.kmath.operations.ExtendedField
import scientifik.kmath.operations.Field
import kotlin.properties.ReadOnlyProperty
@ -81,8 +83,12 @@ class DerivativeStructureField(
/**
* A constructs that creates a derivative structure with required order on-demand
*/
class DiffExpression(val function: DerivativeStructureField.() -> DerivativeStructure) : Expression<Double> {
override fun invoke(arguments: Map<String, Double>): Double = DerivativeStructureField(0, arguments)
class DiffExpression(val function: DerivativeStructureField.() -> DerivativeStructure) :
Expression<Double> {
override fun invoke(arguments: Map<String, Double>): Double = DerivativeStructureField(
0,
arguments
)
.run(function).value
/**
@ -109,21 +115,27 @@ fun DiffExpression.derivative(name: String) = derivative(name to 1)
* A context for [DiffExpression] (not to be confused with [DerivativeStructure])
*/
object DiffExpressionContext : ExpressionContext<Double>, Field<DiffExpression> {
override fun variable(name: String, default: Double?) = DiffExpression { variable(name, default?.const()) }
override fun variable(name: String, default: Double?) =
DiffExpression { variable(name, default?.const()) }
override fun const(value: Double): DiffExpression = DiffExpression { value.const() }
override fun const(value: Double): DiffExpression =
DiffExpression { value.const() }
override fun add(a: DiffExpression, b: DiffExpression) = DiffExpression { a.function(this) + b.function(this) }
override fun add(a: DiffExpression, b: DiffExpression) =
DiffExpression { a.function(this) + b.function(this) }
override val zero = DiffExpression { 0.0.const() }
override fun multiply(a: DiffExpression, k: Number) = DiffExpression { a.function(this) * k }
override fun multiply(a: DiffExpression, k: Number) =
DiffExpression { a.function(this) * k }
override val one = DiffExpression { 1.0.const() }
override fun multiply(a: DiffExpression, b: DiffExpression) = DiffExpression { a.function(this) * b.function(this) }
override fun multiply(a: DiffExpression, b: DiffExpression) =
DiffExpression { a.function(this) * b.function(this) }
override fun divide(a: DiffExpression, b: DiffExpression) = DiffExpression { a.function(this) / b.function(this) }
override fun divide(a: DiffExpression, b: DiffExpression) =
DiffExpression { a.function(this) / b.function(this) }
}

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@ -1,11 +1,13 @@
package scientifik.kmath.linear
package scientifik.kmath.commons.linear
import org.apache.commons.math3.linear.*
import org.apache.commons.math3.linear.RealMatrix
import org.apache.commons.math3.linear.RealVector
import scientifik.kmath.linear.*
import scientifik.kmath.structures.Matrix
class CMMatrix(val origin: RealMatrix, features: Set<MatrixFeature>? = null) : FeaturedMatrix<Double> {
class CMMatrix(val origin: RealMatrix, features: Set<MatrixFeature>? = null) :
FeaturedMatrix<Double> {
override val rowNum: Int get() = origin.rowDimension
override val colNum: Int get() = origin.columnDimension
@ -70,10 +72,14 @@ object CMMatrixContext : MatrixContext<Double> {
override fun multiply(a: Matrix<Double>, k: Number) =
CMMatrix(a.toCM().origin.scalarMultiply(k.toDouble()))
override fun Matrix<Double>.times(value: Double): Matrix<Double> = produce(rowNum,colNum){i,j-> get(i,j)*value}
override fun Matrix<Double>.times(value: Double): Matrix<Double> =
produce(rowNum, colNum) { i, j -> get(i, j) * value }
}
operator fun CMMatrix.plus(other: CMMatrix): CMMatrix = CMMatrix(this.origin.add(other.origin))
operator fun CMMatrix.minus(other: CMMatrix): CMMatrix = CMMatrix(this.origin.subtract(other.origin))
operator fun CMMatrix.plus(other: CMMatrix): CMMatrix =
CMMatrix(this.origin.add(other.origin))
operator fun CMMatrix.minus(other: CMMatrix): CMMatrix =
CMMatrix(this.origin.subtract(other.origin))
infix fun CMMatrix.dot(other: CMMatrix): CMMatrix = CMMatrix(this.origin.multiply(other.origin))
infix fun CMMatrix.dot(other: CMMatrix): CMMatrix =
CMMatrix(this.origin.multiply(other.origin))

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@ -1,6 +1,7 @@
package scientifik.kmath.linear
package scientifik.kmath.commons.linear
import org.apache.commons.math3.linear.*
import scientifik.kmath.linear.Point
import scientifik.kmath.structures.Matrix
enum class CMDecomposition {

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@ -0,0 +1,28 @@
package scientifik.kmath.commons.prob
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 {
override fun nextDouble(): Double = generator.nextDouble()
override fun nextInt(): Int = generator.nextInt()
override fun nextLong(): Long = generator.nextLong()
override fun nextBlock(size: Int): ByteArray = ByteArray(size).apply { generator.nextBytes(this) }
}
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()

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@ -0,0 +1,82 @@
package scientifik.kmath.commons.prob
import org.apache.commons.math3.distribution.*
import scientifik.kmath.prob.Distribution
import scientifik.kmath.prob.RandomChain
import scientifik.kmath.prob.RandomGenerator
import scientifik.kmath.prob.UnivariateDistribution
import org.apache.commons.math3.random.RandomGenerator as CMRandom
class CMRealDistributionWrapper(val builder: (CMRandom?) -> RealDistribution) : UnivariateDistribution<Double> {
private val defaultDistribution by lazy { builder(null) }
override fun probability(arg: Double): Double = defaultDistribution.probability(arg)
override fun cumulative(arg: Double): Double = defaultDistribution.cumulativeProbability(arg)
override fun sample(generator: RandomGenerator): RandomChain<Double> {
val distribution = builder(generator.asCMGenerator())
return RandomChain(generator) { distribution.sample() }
}
}
class CMIntDistributionWrapper(val builder: (CMRandom?) -> IntegerDistribution) : UnivariateDistribution<Int> {
private val defaultDistribution by lazy { builder(null) }
override fun probability(arg: Int): Double = defaultDistribution.probability(arg)
override fun cumulative(arg: Int): Double = defaultDistribution.cumulativeProbability(arg)
override fun sample(generator: RandomGenerator): RandomChain<Int> {
val distribution = builder(generator.asCMGenerator())
return RandomChain(generator) { distribution.sample() }
}
}
fun Distribution.Companion.normal(mean: Double = 0.0, sigma: Double = 1.0): UnivariateDistribution<Double> =
CMRealDistributionWrapper { generator -> NormalDistribution(generator, mean, sigma) }
fun Distribution.Companion.poisson(mean: Double): UnivariateDistribution<Int> = CMIntDistributionWrapper { generator ->
PoissonDistribution(
generator,
mean,
PoissonDistribution.DEFAULT_EPSILON,
PoissonDistribution.DEFAULT_MAX_ITERATIONS
)
}
fun Distribution.Companion.binomial(trials: Int, p: Double): UnivariateDistribution<Int> =
CMIntDistributionWrapper { generator ->
BinomialDistribution(generator, trials, p)
}
fun Distribution.Companion.student(degreesOfFreedom: Double): UnivariateDistribution<Double> =
CMRealDistributionWrapper { generator ->
TDistribution(generator, degreesOfFreedom, TDistribution.DEFAULT_INVERSE_ABSOLUTE_ACCURACY)
}
fun Distribution.Companion.chi2(degreesOfFreedom: Double): UnivariateDistribution<Double> =
CMRealDistributionWrapper { generator ->
ChiSquaredDistribution(generator, degreesOfFreedom)
}
fun Distribution.Companion.fisher(
numeratorDegreesOfFreedom: Double,
denominatorDegreesOfFreedom: Double
): UnivariateDistribution<Double> =
CMRealDistributionWrapper { generator ->
FDistribution(generator, numeratorDegreesOfFreedom, denominatorDegreesOfFreedom)
}
fun Distribution.Companion.exponential(mean: Double): UnivariateDistribution<Double> =
CMRealDistributionWrapper { generator ->
ExponentialDistribution(generator, mean)
}
fun Distribution.Companion.uniform(a: Double, b: Double): UnivariateDistribution<Double> =
CMRealDistributionWrapper { generator ->
UniformRealDistribution(generator, a, b)
}

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@ -1,4 +1,4 @@
package scientifik.kmath.transform
package scientifik.kmath.commons.transform
import kotlinx.coroutines.FlowPreview
import kotlinx.coroutines.flow.Flow

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@ -1,6 +1,9 @@
package scientifik.kmath.expressions
package scientifik.kmath.commons.expressions
import org.junit.Test
import scientifik.kmath.commons.expressions.DerivativeStructureField
import scientifik.kmath.commons.expressions.DiffExpression
import scientifik.kmath.commons.expressions.derivative
import kotlin.test.assertEquals
inline fun <R> diff(order: Int, vararg parameters: Pair<String, Double>, block: DerivativeStructureField.() -> R) =

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@ -131,4 +131,7 @@ operator fun ComplexNDElement.plus(arg: Double) =
operator fun ComplexNDElement.minus(arg: Double) =
map { it - arg }
fun NDField.Companion.complex(vararg shape: Int) = ComplexNDField(shape)
fun NDField.Companion.complex(vararg shape: Int): ComplexNDField = ComplexNDField(shape)
fun NDElement.Companion.complex(vararg shape: Int, initializer: ComplexField.(IntArray) -> Complex): ComplexNDElement =
NDField.complex(*shape).produce(initializer)

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@ -1,9 +1,9 @@
package scientifik.kmath.structures
import scientifik.kmath.operations.Complex
import scientifik.kmath.operations.Field
import scientifik.kmath.operations.Ring
import scientifik.kmath.operations.Space
import kotlin.jvm.JvmName
/**
@ -57,6 +57,8 @@ interface NDAlgebra<T, C, N : NDStructure<T>> {
* element-by-element invoke a function working on [T] on a [NDStructure]
*/
operator fun Function1<T, T>.invoke(structure: N) = map(structure) { value -> this@invoke(value) }
companion object
}
/**
@ -75,6 +77,7 @@ interface NDSpace<T, S : Space<T>, N : NDStructure<T>> : Space<N>, NDAlgebra<T,
//TODO move to extensions after KEEP-176
operator fun N.plus(arg: T) = map(this) { value -> add(arg, value) }
operator fun N.minus(arg: T) = map(this) { value -> add(arg, -value) }
operator fun T.plus(arg: N) = map(arg) { value -> add(this@plus, value) }
@ -93,6 +96,7 @@ interface NDRing<T, R : Ring<T>, N : NDStructure<T>> : Ring<N>, NDSpace<T, R, N>
//TODO move to extensions after KEEP-176
operator fun N.times(arg: T) = map(this) { value -> multiply(arg, value) }
operator fun T.times(arg: N) = map(arg) { value -> multiply(this@times, value) }
}
@ -113,6 +117,7 @@ interface NDField<T, F : Field<T>, N : NDStructure<T>> : Field<N>, NDRing<T, F,
//TODO move to extensions after KEEP-176
operator fun N.div(arg: T) = map(this) { value -> divide(arg, value) }
operator fun T.div(arg: N) = map(arg) { divide(it, this@div) }
companion object {
@ -128,11 +133,10 @@ interface NDField<T, F : Field<T>, N : NDStructure<T>> : Field<N>, NDRing<T, F,
* Create a nd-field with boxing generic buffer
*/
fun <T : Any, F : Field<T>> buffered(
shape: IntArray,
field: F,
vararg shape: Int,
bufferFactory: BufferFactory<T> = Buffer.Companion::boxing
) =
BoxingNDField(shape, field, bufferFactory)
) = BoxingNDField(shape, field, bufferFactory)
/**
* Create a most suitable implementation for nd-field using reified class.
@ -141,6 +145,7 @@ interface NDField<T, F : Field<T>, N : NDStructure<T>> : Field<N>, NDRing<T, F,
inline fun <reified T : Any, F : Field<T>> auto(field: F, vararg shape: Int): BufferedNDField<T, F> =
when {
T::class == Double::class -> real(*shape) as BufferedNDField<T, F>
T::class == Complex::class -> complex(*shape) as BufferedNDField<T, F>
else -> BoxingNDField(shape, field, Buffer.Companion::auto)
}
}

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@ -18,6 +18,7 @@ package scientifik.kmath.chains
import kotlinx.atomicfu.atomic
import kotlinx.coroutines.FlowPreview
import kotlinx.coroutines.flow.Flow
/**
@ -28,7 +29,7 @@ interface Chain<out R> {
/**
* Last cached value of the chain. Returns null if [next] was not called
*/
val value: R?
fun peek(): R?
/**
* Generate next value, changing state if needed
@ -46,13 +47,12 @@ interface Chain<out R> {
* Chain as a coroutine flow. The flow emit affects chain state and vice versa
*/
@FlowPreview
val <R> Chain<R>.flow
val <R> Chain<R>.flow: Flow<R>
get() = kotlinx.coroutines.flow.flow { while (true) emit(next()) }
fun <T> Iterator<T>.asChain(): Chain<T> = SimpleChain { next() }
fun <T> Sequence<T>.asChain(): Chain<T> = iterator().asChain()
/**
* Map the chain result using suspended transformation. Initial chain result can no longer be safely consumed
* since mapped chain consumes tokens. Accepts regular transformation function
@ -60,7 +60,7 @@ fun <T> Sequence<T>.asChain(): Chain<T> = iterator().asChain()
fun <T, R> Chain<T>.map(func: (T) -> R): Chain<R> {
val parent = this;
return object : Chain<R> {
override val value: R? get() = parent.value?.let(func)
override fun peek(): R? = parent.peek()?.let(func)
override suspend fun next(): R {
return func(parent.next())
@ -77,7 +77,7 @@ fun <T, R> Chain<T>.map(func: (T) -> R): Chain<R> {
*/
class SimpleChain<out R>(private val gen: suspend () -> R) : Chain<R> {
private val atomicValue = atomic<R?>(null)
override val value: R? get() = atomicValue.value
override fun peek(): R? = atomicValue.value
override suspend fun next(): R = gen().also { atomicValue.lazySet(it) }
@ -95,16 +95,16 @@ class MarkovChain<out R : Any>(private val seed: () -> R, private val gen: suspe
constructor(seed: R, gen: suspend (R) -> R) : this({ seed }, gen)
private val atomicValue = atomic<R?>(null)
override val value: R get() = atomicValue.value ?: seed()
override fun peek(): R = atomicValue.value ?: seed()
override suspend fun next(): R {
val newValue = gen(value)
val newValue = gen(peek())
atomicValue.lazySet(newValue)
return value
return peek()
}
override fun fork(): Chain<R> {
return MarkovChain(value, gen)
return MarkovChain(peek(), gen)
}
}
@ -121,12 +121,12 @@ class StatefulChain<S, out R>(
constructor(state: S, seed: R, gen: suspend S.(R) -> R) : this(state, { seed }, gen)
private val atomicValue = atomic<R?>(null)
override val value: R get() = atomicValue.value ?: seed(state)
override fun peek(): R = atomicValue.value ?: seed(state)
override suspend fun next(): R {
val newValue = gen(state, value)
val newValue = gen(state, peek())
atomicValue.lazySet(newValue)
return value
return peek()
}
override fun fork(): Chain<R> {
@ -137,10 +137,10 @@ class StatefulChain<S, out R>(
/**
* A chain that repeats the same value
*/
class ConstantChain<out T>(override val value: T) : Chain<T> {
override suspend fun next(): T {
return value
}
class ConstantChain<out T>(val value: T) : Chain<T> {
override fun peek(): T? = value
override suspend fun next(): T = value
override fun fork(): Chain<T> {
return this

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@ -1,4 +1,4 @@
package scientifik.kmath
package scientifik.kmath.coroutines
import kotlinx.coroutines.*
import kotlinx.coroutines.channels.produce
@ -42,13 +42,14 @@ fun <T, R> Flow<T>.async(
}
@FlowPreview
fun <T, R> AsyncFlow<T>.map(action: (T) -> R) = AsyncFlow(deferredFlow.map { input ->
//TODO add function composition
LazyDeferred(input.dispatcher) {
input.start(this)
action(input.await())
}
})
fun <T, R> AsyncFlow<T>.map(action: (T) -> R) =
AsyncFlow(deferredFlow.map { input ->
//TODO add function composition
LazyDeferred(input.dispatcher) {
input.start(this)
action(input.await())
}
})
@ExperimentalCoroutinesApi
@FlowPreview

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@ -22,7 +22,7 @@ fun <T> Flow<Buffer<out T>>.spread(): Flow<T> = flatMapConcat { it.asFlow() }
* Collect incoming flow into fixed size chunks
*/
@FlowPreview
fun <T> Flow<T>.chunked(bufferSize: Int, bufferFactory: BufferFactory<T>) = flow {
fun <T> Flow<T>.chunked(bufferSize: Int, bufferFactory: BufferFactory<T>): Flow<Buffer<T>> = flow {
require(bufferSize > 0) { "Resulting chunk size must be more than zero" }
val list = ArrayList<T>(bufferSize)
var counter = 0
@ -46,7 +46,7 @@ fun <T> Flow<T>.chunked(bufferSize: Int, bufferFactory: BufferFactory<T>) = flow
* Specialized flow chunker for real buffer
*/
@FlowPreview
fun Flow<Double>.chunked(bufferSize: Int) = flow {
fun Flow<Double>.chunked(bufferSize: Int): Flow<DoubleBuffer> = flow {
require(bufferSize > 0) { "Resulting chunk size must be more than zero" }
val array = DoubleArray(bufferSize)
var counter = 0

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@ -27,7 +27,7 @@ fun <R> Chain<R>.asSequence(): Sequence<R> = object : Sequence<R> {
fun <T, R> Chain<T>.map(func: suspend (T) -> R): Chain<R> {
val parent = this;
return object : Chain<R> {
override val value: R? get() = runBlocking { parent.value?.let { func(it) } }
override fun peek(): R? = runBlocking { parent.peek()?.let { func(it) } }
override suspend fun next(): R {
return func(parent.next())

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@ -1,7 +1,7 @@
package scientifik.kmath.structures
import kotlinx.coroutines.*
import scientifik.kmath.Math
import scientifik.kmath.coroutines.Math
class LazyNDStructure<T>(
val scope: CoroutineScope,

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@ -4,9 +4,9 @@ import kotlinx.coroutines.*
import kotlinx.coroutines.flow.asFlow
import kotlinx.coroutines.flow.collect
import org.junit.Test
import scientifik.kmath.async
import scientifik.kmath.collect
import scientifik.kmath.map
import scientifik.kmath.coroutines.async
import scientifik.kmath.coroutines.collect
import scientifik.kmath.coroutines.map
import java.util.concurrent.Executors

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@ -6,13 +6,14 @@ plugins {
kotlin.sourceSets {
commonMain {
dependencies {
api(project(":kmath-core"))
api(project(":kmath-coroutines"))
compileOnly("org.jetbrains.kotlinx:atomicfu-common:${Versions.atomicfuVersion}")
}
}
jvmMain {
dependencies {
// https://mvnrepository.com/artifact/org.apache.commons/commons-rng-simple
//api("org.apache.commons:commons-rng-sampling:1.2")
compileOnly("org.jetbrains.kotlinx:atomicfu:${Versions.atomicfuVersion}")
}
}

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@ -0,0 +1,33 @@
package scientifik.kmath.prob
import scientifik.kmath.chains.Chain
/**
* A distribution of typed objects
*/
interface Distribution<T : Any> {
/**
* A probability value for given argument [arg].
* For continuous distributions returns PDF
*/
fun probability(arg: T): Double
/**
* Create a chain of samples from this distribution.
* The chain is not guaranteed to be stateless.
*/
fun sample(generator: RandomGenerator): RandomChain<T>
//TODO add sample bunch generator
/**
* An empty companion. Distribution factories should be written as its extensions
*/
companion object
}
interface UnivariateDistribution<T : Comparable<T>> : Distribution<T> {
/**
* Cumulative distribution for ordered parameter
*/
fun cumulative(arg: T): Double
}

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@ -0,0 +1,17 @@
package scientifik.kmath.prob
import kotlinx.atomicfu.atomic
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)
override fun peek(): R? = atomicValue.value
override suspend fun next(): R = generator.gen().also { atomicValue.lazySet(it) }
override fun fork(): Chain<R> = RandomChain(generator, gen)
}

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@ -0,0 +1,13 @@
package scientifik.kmath.prob
/**
* A basic generator
*/
interface RandomGenerator {
fun nextDouble(): Double
fun nextInt(): Int
fun nextLong(): Long
fun nextBlock(size: Int): ByteArray
companion object
}

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@ -3,6 +3,7 @@ pluginManagement {
jcenter()
gradlePluginPortal()
maven("https://dl.bintray.com/kotlin/kotlin-eap")
maven("https://dl.bintray.com/orangy/maven")
}
resolutionStrategy {
eachPlugin {
@ -28,5 +29,5 @@ include(
":kmath-commons",
":kmath-koma",
":kmath-prob",
":benchmarks"
":examples"
)