forked from kscience/kmath
Merge branch 'dev' of https://github.com/mipt-npm/kmath into dev-pk
This commit is contained in:
commit
b6f59907a4
@ -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"
|
|
||||||
}
|
|
||||||
}
|
|
@ -1,11 +1,11 @@
|
|||||||
val kmathVersion by extra("0.1.2")
|
val kmathVersion by extra("0.1.3-dev-1")
|
||||||
|
|
||||||
allprojects {
|
allprojects {
|
||||||
repositories {
|
repositories {
|
||||||
jcenter()
|
jcenter()
|
||||||
maven("https://kotlin.bintray.com/kotlinx")
|
maven("https://kotlin.bintray.com/kotlinx")
|
||||||
}
|
}
|
||||||
|
|
||||||
group = "scientifik"
|
group = "scientifik"
|
||||||
version = kmathVersion
|
version = kmathVersion
|
||||||
}
|
}
|
||||||
|
@ -9,17 +9,12 @@ structures. In `kmath` performance depends on which particular context was used
|
|||||||
|
|
||||||
Let us consider following contexts:
|
Let us consider following contexts:
|
||||||
```kotlin
|
```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.
|
// automatically build context most suited for given type.
|
||||||
val autoField = NDField.auto(intArrayOf(dim, dim), RealField)
|
val autoField = NDField.auto(RealField, dim, dim)
|
||||||
|
// specialized nd-field for Double. It works as generic Double field as well
|
||||||
//A field implementing lazy computations. All elements are computed on-demand
|
val specializedField = NDField.real(dim, dim)
|
||||||
val lazyField = NDField.lazy(intArrayOf(dim, dim), RealField)
|
|
||||||
|
|
||||||
//A generic boxing field. It should be used for objects, not primitives.
|
//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:
|
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:
|
The code to run this looks like:
|
||||||
```kotlin
|
```kotlin
|
||||||
specializedField.run {
|
specializedField.run {
|
||||||
var res = one
|
var res: NDBuffer<Double> = one
|
||||||
repeat(n) {
|
repeat(n) {
|
||||||
res += 1.0
|
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
|
The boxing field produced by
|
||||||
```kotlin
|
```kotlin
|
||||||
genericField.run {
|
genericField.run {
|
||||||
var res = one
|
var res: NDBuffer<Double> = one
|
||||||
repeat(n) {
|
repeat(n) {
|
||||||
res += 1.0
|
res += 1.0
|
||||||
}
|
}
|
||||||
|
67
examples/build.gradle.kts
Normal file
67
examples/build.gradle.kts
Normal file
@ -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"
|
||||||
|
}
|
||||||
|
}
|
@ -7,7 +7,7 @@ import java.nio.IntBuffer
|
|||||||
|
|
||||||
|
|
||||||
@State(Scope.Benchmark)
|
@State(Scope.Benchmark)
|
||||||
open class ArrayBenchmark {
|
class ArrayBenchmark {
|
||||||
|
|
||||||
@Benchmark
|
@Benchmark
|
||||||
fun benchmarkArrayRead() {
|
fun benchmarkArrayRead() {
|
||||||
@ -32,10 +32,10 @@ open class ArrayBenchmark {
|
|||||||
res += nativeBuffer.get(size - i)
|
res += nativeBuffer.get(size - i)
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
companion object {
|
companion object {
|
||||||
val size = 1000
|
val size = 1000
|
||||||
|
|
||||||
val array = IntArray(size) { it }
|
val array = IntArray(size) { it }
|
||||||
val arrayBuffer = IntBuffer.wrap(array)
|
val arrayBuffer = IntBuffer.wrap(array)
|
||||||
val nativeBuffer = IntBuffer.allocate(size).also {
|
val nativeBuffer = IntBuffer.allocate(size).also {
|
@ -7,7 +7,7 @@ import scientifik.kmath.operations.Complex
|
|||||||
import scientifik.kmath.operations.complex
|
import scientifik.kmath.operations.complex
|
||||||
|
|
||||||
@State(Scope.Benchmark)
|
@State(Scope.Benchmark)
|
||||||
open class BufferBenchmark {
|
class BufferBenchmark {
|
||||||
|
|
||||||
@Benchmark
|
@Benchmark
|
||||||
fun genericDoubleBufferReadWrite() {
|
fun genericDoubleBufferReadWrite() {
|
@ -1,9 +1,12 @@
|
|||||||
package scientifik.kmath.structures
|
package scientifik.kmath.structures
|
||||||
|
|
||||||
import org.openjdk.jmh.annotations.Benchmark
|
import org.openjdk.jmh.annotations.Benchmark
|
||||||
|
import org.openjdk.jmh.annotations.Scope
|
||||||
|
import org.openjdk.jmh.annotations.State
|
||||||
import scientifik.kmath.operations.RealField
|
import scientifik.kmath.operations.RealField
|
||||||
|
|
||||||
open class NDFieldBenchmark {
|
@State(Scope.Benchmark)
|
||||||
|
class NDFieldBenchmark {
|
||||||
|
|
||||||
@Benchmark
|
@Benchmark
|
||||||
fun autoFieldAdd() {
|
fun autoFieldAdd() {
|
||||||
@ -50,6 +53,6 @@ open class NDFieldBenchmark {
|
|||||||
|
|
||||||
val bufferedField = NDField.auto(RealField, dim, dim)
|
val bufferedField = NDField.auto(RealField, dim, dim)
|
||||||
val specializedField = NDField.real(dim, dim)
|
val specializedField = NDField.real(dim, dim)
|
||||||
val genericField = NDField.buffered(intArrayOf(dim, dim), RealField)
|
val genericField = NDField.buffered(RealField, dim, dim)
|
||||||
}
|
}
|
||||||
}
|
}
|
@ -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")
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
@ -1,6 +1,9 @@
|
|||||||
package scientifik.kmath.linear
|
package scientifik.kmath.linear
|
||||||
|
|
||||||
import koma.matrix.ejml.EJMLMatrixFactory
|
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.operations.RealField
|
||||||
import scientifik.kmath.structures.Matrix
|
import scientifik.kmath.structures.Matrix
|
||||||
import kotlin.contracts.ExperimentalContracts
|
import kotlin.contracts.ExperimentalContracts
|
@ -1,6 +1,8 @@
|
|||||||
package scientifik.kmath.linear
|
package scientifik.kmath.linear
|
||||||
|
|
||||||
import koma.matrix.ejml.EJMLMatrixFactory
|
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.operations.RealField
|
||||||
import scientifik.kmath.structures.Matrix
|
import scientifik.kmath.structures.Matrix
|
||||||
import kotlin.random.Random
|
import kotlin.random.Random
|
@ -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())
|
||||||
|
}
|
||||||
|
}
|
@ -13,7 +13,7 @@ fun main(args: Array<String>) {
|
|||||||
// specialized nd-field for Double. It works as generic Double field as well
|
// specialized nd-field for Double. It works as generic Double field as well
|
||||||
val specializedField = NDField.real(dim, dim)
|
val specializedField = NDField.real(dim, dim)
|
||||||
//A generic boxing field. It should be used for objects, not primitives.
|
//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 {
|
val autoTime = measureTimeMillis {
|
@ -8,6 +8,7 @@ description = "Commons math binding for kmath"
|
|||||||
dependencies {
|
dependencies {
|
||||||
api(project(":kmath-core"))
|
api(project(":kmath-core"))
|
||||||
api(project(":kmath-coroutines"))
|
api(project(":kmath-coroutines"))
|
||||||
|
api(project(":kmath-prob"))
|
||||||
api("org.apache.commons:commons-math3:3.6.1")
|
api("org.apache.commons:commons-math3:3.6.1")
|
||||||
testImplementation("org.jetbrains.kotlin:kotlin-test")
|
testImplementation("org.jetbrains.kotlin:kotlin-test")
|
||||||
testImplementation("org.jetbrains.kotlin:kotlin-test-junit")
|
testImplementation("org.jetbrains.kotlin:kotlin-test-junit")
|
||||||
|
@ -1,6 +1,8 @@
|
|||||||
package scientifik.kmath.expressions
|
package scientifik.kmath.commons.expressions
|
||||||
|
|
||||||
import org.apache.commons.math3.analysis.differentiation.DerivativeStructure
|
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.ExtendedField
|
||||||
import scientifik.kmath.operations.Field
|
import scientifik.kmath.operations.Field
|
||||||
import kotlin.properties.ReadOnlyProperty
|
import kotlin.properties.ReadOnlyProperty
|
||||||
@ -81,8 +83,12 @@ class DerivativeStructureField(
|
|||||||
/**
|
/**
|
||||||
* A constructs that creates a derivative structure with required order on-demand
|
* A constructs that creates a derivative structure with required order on-demand
|
||||||
*/
|
*/
|
||||||
class DiffExpression(val function: DerivativeStructureField.() -> DerivativeStructure) : Expression<Double> {
|
class DiffExpression(val function: DerivativeStructureField.() -> DerivativeStructure) :
|
||||||
override fun invoke(arguments: Map<String, Double>): Double = DerivativeStructureField(0, arguments)
|
Expression<Double> {
|
||||||
|
override fun invoke(arguments: Map<String, Double>): Double = DerivativeStructureField(
|
||||||
|
0,
|
||||||
|
arguments
|
||||||
|
)
|
||||||
.run(function).value
|
.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])
|
* A context for [DiffExpression] (not to be confused with [DerivativeStructure])
|
||||||
*/
|
*/
|
||||||
object DiffExpressionContext : ExpressionContext<Double>, Field<DiffExpression> {
|
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 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 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) }
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
@ -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.*
|
||||||
import org.apache.commons.math3.linear.RealMatrix
|
import org.apache.commons.math3.linear.RealMatrix
|
||||||
import org.apache.commons.math3.linear.RealVector
|
import org.apache.commons.math3.linear.RealVector
|
||||||
|
import scientifik.kmath.linear.*
|
||||||
import scientifik.kmath.structures.Matrix
|
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 rowNum: Int get() = origin.rowDimension
|
||||||
override val colNum: Int get() = origin.columnDimension
|
override val colNum: Int get() = origin.columnDimension
|
||||||
|
|
||||||
@ -70,10 +72,14 @@ object CMMatrixContext : MatrixContext<Double> {
|
|||||||
override fun multiply(a: Matrix<Double>, k: Number) =
|
override fun multiply(a: Matrix<Double>, k: Number) =
|
||||||
CMMatrix(a.toCM().origin.scalarMultiply(k.toDouble()))
|
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.plus(other: CMMatrix): CMMatrix =
|
||||||
operator fun CMMatrix.minus(other: CMMatrix): CMMatrix = CMMatrix(this.origin.subtract(other.origin))
|
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))
|
@ -1,6 +1,7 @@
|
|||||||
package scientifik.kmath.linear
|
package scientifik.kmath.commons.linear
|
||||||
|
|
||||||
import org.apache.commons.math3.linear.*
|
import org.apache.commons.math3.linear.*
|
||||||
|
import scientifik.kmath.linear.Point
|
||||||
import scientifik.kmath.structures.Matrix
|
import scientifik.kmath.structures.Matrix
|
||||||
|
|
||||||
enum class CMDecomposition {
|
enum class CMDecomposition {
|
@ -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()
|
@ -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)
|
||||||
|
}
|
@ -1,4 +1,4 @@
|
|||||||
package scientifik.kmath.transform
|
package scientifik.kmath.commons.transform
|
||||||
|
|
||||||
import kotlinx.coroutines.FlowPreview
|
import kotlinx.coroutines.FlowPreview
|
||||||
import kotlinx.coroutines.flow.Flow
|
import kotlinx.coroutines.flow.Flow
|
@ -1,6 +1,9 @@
|
|||||||
package scientifik.kmath.expressions
|
package scientifik.kmath.commons.expressions
|
||||||
|
|
||||||
import org.junit.Test
|
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
|
import kotlin.test.assertEquals
|
||||||
|
|
||||||
inline fun <R> diff(order: Int, vararg parameters: Pair<String, Double>, block: DerivativeStructureField.() -> R) =
|
inline fun <R> diff(order: Int, vararg parameters: Pair<String, Double>, block: DerivativeStructureField.() -> R) =
|
@ -131,4 +131,7 @@ operator fun ComplexNDElement.plus(arg: Double) =
|
|||||||
operator fun ComplexNDElement.minus(arg: Double) =
|
operator fun ComplexNDElement.minus(arg: Double) =
|
||||||
map { it - arg }
|
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)
|
@ -1,9 +1,9 @@
|
|||||||
package scientifik.kmath.structures
|
package scientifik.kmath.structures
|
||||||
|
|
||||||
|
import scientifik.kmath.operations.Complex
|
||||||
import scientifik.kmath.operations.Field
|
import scientifik.kmath.operations.Field
|
||||||
import scientifik.kmath.operations.Ring
|
import scientifik.kmath.operations.Ring
|
||||||
import scientifik.kmath.operations.Space
|
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]
|
* 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) }
|
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
|
//TODO move to extensions after KEEP-176
|
||||||
operator fun N.plus(arg: T) = map(this) { value -> add(arg, value) }
|
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 N.minus(arg: T) = map(this) { value -> add(arg, -value) }
|
||||||
|
|
||||||
operator fun T.plus(arg: N) = map(arg) { value -> add(this@plus, 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
|
//TODO move to extensions after KEEP-176
|
||||||
operator fun N.times(arg: T) = map(this) { value -> multiply(arg, value) }
|
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) }
|
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
|
//TODO move to extensions after KEEP-176
|
||||||
operator fun N.div(arg: T) = map(this) { value -> divide(arg, value) }
|
operator fun N.div(arg: T) = map(this) { value -> divide(arg, value) }
|
||||||
|
|
||||||
operator fun T.div(arg: N) = map(arg) { divide(it, this@div) }
|
operator fun T.div(arg: N) = map(arg) { divide(it, this@div) }
|
||||||
|
|
||||||
companion object {
|
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
|
* Create a nd-field with boxing generic buffer
|
||||||
*/
|
*/
|
||||||
fun <T : Any, F : Field<T>> buffered(
|
fun <T : Any, F : Field<T>> buffered(
|
||||||
shape: IntArray,
|
|
||||||
field: F,
|
field: F,
|
||||||
|
vararg shape: Int,
|
||||||
bufferFactory: BufferFactory<T> = Buffer.Companion::boxing
|
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.
|
* 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> =
|
inline fun <reified T : Any, F : Field<T>> auto(field: F, vararg shape: Int): BufferedNDField<T, F> =
|
||||||
when {
|
when {
|
||||||
T::class == Double::class -> real(*shape) as BufferedNDField<T, F>
|
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)
|
else -> BoxingNDField(shape, field, Buffer.Companion::auto)
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@ -18,6 +18,7 @@ package scientifik.kmath.chains
|
|||||||
|
|
||||||
import kotlinx.atomicfu.atomic
|
import kotlinx.atomicfu.atomic
|
||||||
import kotlinx.coroutines.FlowPreview
|
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
|
* 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
|
* 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
|
* Chain as a coroutine flow. The flow emit affects chain state and vice versa
|
||||||
*/
|
*/
|
||||||
@FlowPreview
|
@FlowPreview
|
||||||
val <R> Chain<R>.flow
|
val <R> Chain<R>.flow: Flow<R>
|
||||||
get() = kotlinx.coroutines.flow.flow { while (true) emit(next()) }
|
get() = kotlinx.coroutines.flow.flow { while (true) emit(next()) }
|
||||||
|
|
||||||
fun <T> Iterator<T>.asChain(): Chain<T> = SimpleChain { next() }
|
fun <T> Iterator<T>.asChain(): Chain<T> = SimpleChain { next() }
|
||||||
fun <T> Sequence<T>.asChain(): Chain<T> = iterator().asChain()
|
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
|
* 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
|
* 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> {
|
fun <T, R> Chain<T>.map(func: (T) -> R): Chain<R> {
|
||||||
val parent = this;
|
val parent = this;
|
||||||
return object : Chain<R> {
|
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 {
|
override suspend fun next(): R {
|
||||||
return func(parent.next())
|
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> {
|
class SimpleChain<out R>(private val gen: suspend () -> R) : Chain<R> {
|
||||||
private val atomicValue = atomic<R?>(null)
|
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) }
|
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)
|
constructor(seed: R, gen: suspend (R) -> R) : this({ seed }, gen)
|
||||||
|
|
||||||
private val atomicValue = atomic<R?>(null)
|
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 {
|
override suspend fun next(): R {
|
||||||
val newValue = gen(value)
|
val newValue = gen(peek())
|
||||||
atomicValue.lazySet(newValue)
|
atomicValue.lazySet(newValue)
|
||||||
return value
|
return peek()
|
||||||
}
|
}
|
||||||
|
|
||||||
override fun fork(): Chain<R> {
|
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)
|
constructor(state: S, seed: R, gen: suspend S.(R) -> R) : this(state, { seed }, gen)
|
||||||
|
|
||||||
private val atomicValue = atomic<R?>(null)
|
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 {
|
override suspend fun next(): R {
|
||||||
val newValue = gen(state, value)
|
val newValue = gen(state, peek())
|
||||||
atomicValue.lazySet(newValue)
|
atomicValue.lazySet(newValue)
|
||||||
return value
|
return peek()
|
||||||
}
|
}
|
||||||
|
|
||||||
override fun fork(): Chain<R> {
|
override fun fork(): Chain<R> {
|
||||||
@ -137,10 +137,10 @@ class StatefulChain<S, out R>(
|
|||||||
/**
|
/**
|
||||||
* A chain that repeats the same value
|
* A chain that repeats the same value
|
||||||
*/
|
*/
|
||||||
class ConstantChain<out T>(override val value: T) : Chain<T> {
|
class ConstantChain<out T>(val value: T) : Chain<T> {
|
||||||
override suspend fun next(): T {
|
override fun peek(): T? = value
|
||||||
return value
|
|
||||||
}
|
override suspend fun next(): T = value
|
||||||
|
|
||||||
override fun fork(): Chain<T> {
|
override fun fork(): Chain<T> {
|
||||||
return this
|
return this
|
||||||
|
@ -1,4 +1,4 @@
|
|||||||
package scientifik.kmath
|
package scientifik.kmath.coroutines
|
||||||
|
|
||||||
import kotlinx.coroutines.*
|
import kotlinx.coroutines.*
|
||||||
import kotlinx.coroutines.channels.produce
|
import kotlinx.coroutines.channels.produce
|
||||||
@ -42,13 +42,14 @@ fun <T, R> Flow<T>.async(
|
|||||||
}
|
}
|
||||||
|
|
||||||
@FlowPreview
|
@FlowPreview
|
||||||
fun <T, R> AsyncFlow<T>.map(action: (T) -> R) = AsyncFlow(deferredFlow.map { input ->
|
fun <T, R> AsyncFlow<T>.map(action: (T) -> R) =
|
||||||
//TODO add function composition
|
AsyncFlow(deferredFlow.map { input ->
|
||||||
LazyDeferred(input.dispatcher) {
|
//TODO add function composition
|
||||||
input.start(this)
|
LazyDeferred(input.dispatcher) {
|
||||||
action(input.await())
|
input.start(this)
|
||||||
}
|
action(input.await())
|
||||||
})
|
}
|
||||||
|
})
|
||||||
|
|
||||||
@ExperimentalCoroutinesApi
|
@ExperimentalCoroutinesApi
|
||||||
@FlowPreview
|
@FlowPreview
|
@ -22,7 +22,7 @@ fun <T> Flow<Buffer<out T>>.spread(): Flow<T> = flatMapConcat { it.asFlow() }
|
|||||||
* Collect incoming flow into fixed size chunks
|
* Collect incoming flow into fixed size chunks
|
||||||
*/
|
*/
|
||||||
@FlowPreview
|
@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" }
|
require(bufferSize > 0) { "Resulting chunk size must be more than zero" }
|
||||||
val list = ArrayList<T>(bufferSize)
|
val list = ArrayList<T>(bufferSize)
|
||||||
var counter = 0
|
var counter = 0
|
||||||
@ -46,7 +46,7 @@ fun <T> Flow<T>.chunked(bufferSize: Int, bufferFactory: BufferFactory<T>) = flow
|
|||||||
* Specialized flow chunker for real buffer
|
* Specialized flow chunker for real buffer
|
||||||
*/
|
*/
|
||||||
@FlowPreview
|
@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" }
|
require(bufferSize > 0) { "Resulting chunk size must be more than zero" }
|
||||||
val array = DoubleArray(bufferSize)
|
val array = DoubleArray(bufferSize)
|
||||||
var counter = 0
|
var counter = 0
|
||||||
|
@ -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> {
|
fun <T, R> Chain<T>.map(func: suspend (T) -> R): Chain<R> {
|
||||||
val parent = this;
|
val parent = this;
|
||||||
return object : Chain<R> {
|
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 {
|
override suspend fun next(): R {
|
||||||
return func(parent.next())
|
return func(parent.next())
|
||||||
|
@ -1,7 +1,7 @@
|
|||||||
package scientifik.kmath.structures
|
package scientifik.kmath.structures
|
||||||
|
|
||||||
import kotlinx.coroutines.*
|
import kotlinx.coroutines.*
|
||||||
import scientifik.kmath.Math
|
import scientifik.kmath.coroutines.Math
|
||||||
|
|
||||||
class LazyNDStructure<T>(
|
class LazyNDStructure<T>(
|
||||||
val scope: CoroutineScope,
|
val scope: CoroutineScope,
|
||||||
|
@ -4,9 +4,9 @@ import kotlinx.coroutines.*
|
|||||||
import kotlinx.coroutines.flow.asFlow
|
import kotlinx.coroutines.flow.asFlow
|
||||||
import kotlinx.coroutines.flow.collect
|
import kotlinx.coroutines.flow.collect
|
||||||
import org.junit.Test
|
import org.junit.Test
|
||||||
import scientifik.kmath.async
|
import scientifik.kmath.coroutines.async
|
||||||
import scientifik.kmath.collect
|
import scientifik.kmath.coroutines.collect
|
||||||
import scientifik.kmath.map
|
import scientifik.kmath.coroutines.map
|
||||||
import java.util.concurrent.Executors
|
import java.util.concurrent.Executors
|
||||||
|
|
||||||
|
|
||||||
|
@ -6,13 +6,14 @@ plugins {
|
|||||||
kotlin.sourceSets {
|
kotlin.sourceSets {
|
||||||
commonMain {
|
commonMain {
|
||||||
dependencies {
|
dependencies {
|
||||||
api(project(":kmath-core"))
|
|
||||||
api(project(":kmath-coroutines"))
|
api(project(":kmath-coroutines"))
|
||||||
compileOnly("org.jetbrains.kotlinx:atomicfu-common:${Versions.atomicfuVersion}")
|
compileOnly("org.jetbrains.kotlinx:atomicfu-common:${Versions.atomicfuVersion}")
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
jvmMain {
|
jvmMain {
|
||||||
dependencies {
|
dependencies {
|
||||||
|
// https://mvnrepository.com/artifact/org.apache.commons/commons-rng-simple
|
||||||
|
//api("org.apache.commons:commons-rng-sampling:1.2")
|
||||||
compileOnly("org.jetbrains.kotlinx:atomicfu:${Versions.atomicfuVersion}")
|
compileOnly("org.jetbrains.kotlinx:atomicfu:${Versions.atomicfuVersion}")
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
@ -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
|
||||||
|
}
|
@ -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)
|
||||||
|
}
|
@ -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
|
||||||
|
}
|
@ -3,6 +3,7 @@ pluginManagement {
|
|||||||
jcenter()
|
jcenter()
|
||||||
gradlePluginPortal()
|
gradlePluginPortal()
|
||||||
maven("https://dl.bintray.com/kotlin/kotlin-eap")
|
maven("https://dl.bintray.com/kotlin/kotlin-eap")
|
||||||
|
maven("https://dl.bintray.com/orangy/maven")
|
||||||
}
|
}
|
||||||
resolutionStrategy {
|
resolutionStrategy {
|
||||||
eachPlugin {
|
eachPlugin {
|
||||||
@ -28,5 +29,5 @@ include(
|
|||||||
":kmath-commons",
|
":kmath-commons",
|
||||||
":kmath-koma",
|
":kmath-koma",
|
||||||
":kmath-prob",
|
":kmath-prob",
|
||||||
":benchmarks"
|
":examples"
|
||||||
)
|
)
|
||||||
|
Loading…
Reference in New Issue
Block a user