forked from kscience/kmath
add gradient example
This commit is contained in:
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5a568c4587
commit
e01f90b5e0
@ -9,6 +9,7 @@
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- Exponential operations merged with hyperbolic functions
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- Space is replaced by Group. Space is reserved for vector spaces.
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- VectorSpace is now a vector space
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-
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### Deprecated
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@ -4,15 +4,15 @@ import space.kscience.kmath.real.*
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import space.kscience.kmath.structures.RealBuffer
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fun main() {
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val x0 = Vector(0.0, 0.0, 0.0)
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val sigma = Vector(1.0, 1.0, 1.0)
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val x0 = Point(0.0, 0.0, 0.0)
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val sigma = Point(1.0, 1.0, 1.0)
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val gaussian: (Vector<Double>) -> Double = { x ->
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val gaussian: (Point<Double>) -> Double = { x ->
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require(x.size == x0.size)
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kotlin.math.exp(-((x - x0) / sigma).square().sum())
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}
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fun ((Vector<Double>) -> Double).grad(x: Vector<Double>): Vector<Double> {
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fun ((Point<Double>) -> Double).grad(x: Point<Double>): Point<Double> {
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require(x.size == x0.size)
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return RealBuffer(x.size) { i ->
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val h = sigma[i] / 5
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@ -62,7 +62,7 @@ public class CMMatrix(public val origin: RealMatrix) : Matrix<Double> {
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override fun hashCode(): Int = origin.hashCode()
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}
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public inline class CMVector(public val origin: RealVector) : Vector<Double> {
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public inline class CMVector(public val origin: RealVector) : Point<Double> {
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public override val size: Int get() = origin.dimension
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public override operator fun get(index: Int): Double = origin.getEntry(index)
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@ -94,7 +94,7 @@ public object CMLinearSpace : LinearSpace<Double, RealField> {
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}
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}
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public fun Vector<Double>.toCM(): CMVector = if (this is CMVector) this else {
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public fun Point<Double>.toCM(): CMVector = if (this is CMVector) this else {
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val array = DoubleArray(size) { this[it] }
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ArrayRealVector(array).wrap()
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}
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@ -102,22 +102,22 @@ public object CMLinearSpace : LinearSpace<Double, RealField> {
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internal fun RealMatrix.wrap(): CMMatrix = CMMatrix(this)
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internal fun RealVector.wrap(): CMVector = CMVector(this)
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override fun buildVector(size: Int, initializer: RealField.(Int) -> Double): Vector<Double> =
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override fun buildVector(size: Int, initializer: RealField.(Int) -> Double): Point<Double> =
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ArrayRealVector(DoubleArray(size) { RealField.initializer(it) }).wrap()
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override fun Matrix<Double>.plus(other: Matrix<Double>): CMMatrix =
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toCM().origin.add(other.toCM().origin).wrap()
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override fun Vector<Double>.plus(other: Vector<Double>): CMVector =
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override fun Point<Double>.plus(other: Point<Double>): CMVector =
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toCM().origin.add(other.toCM().origin).wrap()
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override fun Vector<Double>.minus(other: Vector<Double>): CMVector =
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override fun Point<Double>.minus(other: Point<Double>): CMVector =
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toCM().origin.subtract(other.toCM().origin).wrap()
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public override fun Matrix<Double>.dot(other: Matrix<Double>): CMMatrix =
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toCM().origin.multiply(other.toCM().origin).wrap()
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public override fun Matrix<Double>.dot(vector: Vector<Double>): CMVector =
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public override fun Matrix<Double>.dot(vector: Point<Double>): CMVector =
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toCM().origin.preMultiply(vector.toCM().origin).wrap()
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public override operator fun Matrix<Double>.minus(other: Matrix<Double>): CMMatrix =
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@ -129,10 +129,10 @@ public object CMLinearSpace : LinearSpace<Double, RealField> {
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override fun Double.times(m: Matrix<Double>): CMMatrix =
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m * this
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override fun Vector<Double>.times(value: Double): CMVector =
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override fun Point<Double>.times(value: Double): CMVector =
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toCM().origin.mapMultiply(value).wrap()
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override fun Double.times(v: Vector<Double>): CMVector =
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override fun Double.times(v: Point<Double>): CMVector =
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v * this
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}
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@ -474,11 +474,6 @@ public final class space/kscience/kmath/linear/LFeature : space/kscience/kmath/l
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public static final field INSTANCE Lspace/kscience/kmath/linear/LFeature;
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}
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public final class space/kscience/kmath/linear/LinearAlgebraKt {
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public static final fun asMatrix (Lspace/kscience/kmath/structures/Buffer;)Lspace/kscience/kmath/linear/VirtualMatrix;
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public static final fun asVector (Lspace/kscience/kmath/nd/Structure2D;)Lspace/kscience/kmath/structures/Buffer;
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}
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public abstract interface class space/kscience/kmath/linear/LinearSolver {
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public abstract fun inverse (Lspace/kscience/kmath/nd/Structure2D;)Lspace/kscience/kmath/nd/Structure2D;
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public abstract fun solve (Lspace/kscience/kmath/nd/Structure2D;Lspace/kscience/kmath/nd/Structure2D;)Lspace/kscience/kmath/nd/Structure2D;
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@ -489,6 +484,11 @@ public final class space/kscience/kmath/linear/LinearSolver$DefaultImpls {
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public static fun solve (Lspace/kscience/kmath/linear/LinearSolver;Lspace/kscience/kmath/nd/Structure2D;Lspace/kscience/kmath/structures/Buffer;)Lspace/kscience/kmath/structures/Buffer;
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}
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public final class space/kscience/kmath/linear/LinearSolverKt {
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public static final fun asMatrix (Lspace/kscience/kmath/structures/Buffer;)Lspace/kscience/kmath/linear/VirtualMatrix;
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public static final fun asVector (Lspace/kscience/kmath/nd/Structure2D;)Lspace/kscience/kmath/structures/Buffer;
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}
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public abstract interface class space/kscience/kmath/linear/LinearSpace {
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public static final field Companion Lspace/kscience/kmath/linear/LinearSpace$Companion;
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public abstract fun buildMatrix (IILkotlin/jvm/functions/Function3;)Lspace/kscience/kmath/nd/Structure2D;
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@ -22,7 +22,7 @@ public class BufferLinearSpace<T : Any, A : Ring<T>>(
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override fun buildMatrix(rows: Int, columns: Int, initializer: A.(i: Int, j: Int) -> T): Matrix<T> =
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ndRing(rows, columns).produce { (i, j) -> elementAlgebra.initializer(i, j) }.as2D()
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override fun buildVector(size: Int, initializer: A.(Int) -> T): Vector<T> =
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override fun buildVector(size: Int, initializer: A.(Int) -> T): Point<T> =
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bufferFactory(size) { elementAlgebra.initializer(it) }
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override fun Matrix<T>.unaryMinus(): Matrix<T> = ndRing(rowNum, colNum).run {
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@ -62,7 +62,7 @@ public class BufferLinearSpace<T : Any, A : Ring<T>>(
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}
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}
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override fun Matrix<T>.dot(vector: Vector<T>): Vector<T> {
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override fun Matrix<T>.dot(vector: Point<T>): Point<T> {
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require(colNum == vector.size) { "Matrix dot vector operation dimension mismatch: ($rowNum, $colNum) x (${vector.size})" }
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return elementAlgebra {
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val rows = this@dot.rows.map { it.linearize() }
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@ -1,9 +1,6 @@
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package space.kscience.kmath.linear
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import space.kscience.kmath.nd.as1D
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import space.kscience.kmath.structures.Buffer
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public typealias Point<T> = Buffer<T>
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/**
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* A group of methods to resolve equation A dot X = B, where A and B are matrices or vectors
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@ -17,7 +14,7 @@ public interface LinearSolver<T : Any> {
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/**
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* Convert matrix to vector if it is possible
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*/
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public fun <T : Any> Matrix<T>.asVector(): Vector<T> =
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public fun <T : Any> Matrix<T>.asVector(): Point<T> =
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if (this.colNum == 1)
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as1D()
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else
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@ -14,7 +14,10 @@ import kotlin.reflect.KClass
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*/
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public typealias Matrix<T> = Structure2D<T>
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public typealias Vector<T> = Point<T>
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/**
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* Alias or using [Buffer] as a point/vector in a many-dimensional space.
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*/
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public typealias Point<T> = Buffer<T>
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/**
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* Basic operations on matrices and vectors. Operates on [Matrix].
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@ -33,13 +36,13 @@ public interface LinearSpace<T : Any, out A : Ring<T>> {
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/**
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* Produces a point compatible with matrix space (and possibly optimized for it).
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*/
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public fun buildVector(size: Int, initializer: A.(Int) -> T): Vector<T>
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public fun buildVector(size: Int, initializer: A.(Int) -> T): Point<T>
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public operator fun Matrix<T>.unaryMinus(): Matrix<T> = buildMatrix(rowNum, colNum) { i, j ->
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-get(i, j)
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}
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public operator fun Vector<T>.unaryMinus(): Vector<T> = buildVector(size) {
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public operator fun Point<T>.unaryMinus(): Point<T> = buildVector(size) {
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-get(it)
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}
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@ -54,7 +57,7 @@ public interface LinearSpace<T : Any, out A : Ring<T>> {
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/**
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* Vector sum
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*/
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public operator fun Vector<T>.plus(other: Vector<T>): Vector<T> = buildVector(size) {
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public operator fun Point<T>.plus(other: Point<T>): Point<T> = buildVector(size) {
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get(it) + other[it]
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}
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@ -68,7 +71,7 @@ public interface LinearSpace<T : Any, out A : Ring<T>> {
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/**
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* Vector subtraction
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*/
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public operator fun Vector<T>.minus(other: Vector<T>): Vector<T> = buildVector(size) {
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public operator fun Point<T>.minus(other: Point<T>): Point<T> = buildVector(size) {
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get(it) - other[it]
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}
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@ -100,7 +103,7 @@ public interface LinearSpace<T : Any, out A : Ring<T>> {
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* @param vector the multiplier.
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* @return the dot product.
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*/
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public infix fun Matrix<T>.dot(vector: Vector<T>): Vector<T> {
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public infix fun Matrix<T>.dot(vector: Point<T>): Point<T> {
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require(colNum == vector.size) { "Matrix dot vector operation dimension mismatch: ($rowNum, $colNum) x (${vector.size})" }
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return elementAlgebra {
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buildVector(rowNum) { i ->
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@ -139,7 +142,7 @@ public interface LinearSpace<T : Any, out A : Ring<T>> {
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* @param value the multiplier.
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* @receiver the product.
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*/
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public operator fun Vector<T>.times(value: T): Vector<T> =
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public operator fun Point<T>.times(value: T): Point<T> =
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buildVector(size) { i -> get(i) * value }
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/**
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@ -149,7 +152,7 @@ public interface LinearSpace<T : Any, out A : Ring<T>> {
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* @param v the multiplier.
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* @receiver the product.
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*/
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public operator fun T.times(v: Vector<T>): Vector<T> = v * this
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public operator fun T.times(v: Point<T>): Point<T> = v * this
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/**
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* Gets a feature from the matrix. This function may return some additional features to
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@ -24,7 +24,7 @@ public fun <T : Any, A : Ring<T>> LinearSpace<T, A>.matrix(rows: Int, columns: I
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MatrixBuilder(this, rows, columns)
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@UnstableKMathAPI
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public fun <T : Any> LinearSpace<T, Ring<T>>.vector(vararg elements: T): Vector<T> {
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public fun <T : Any> LinearSpace<T, Ring<T>>.vector(vararg elements: T): Point<T> {
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return buildVector(elements.size) { elements[it] }
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}
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@ -1,86 +0,0 @@
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package space.kscience.kmath.linear
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//public object RealLinearSpace:
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//public object RealLinearSpace : LinearSpace<Double, RealField>, ScaleOperations<Matrix<Double>> {
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//
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// override val elementAlgebra: RealField get() = RealField
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//
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// public override fun buildMatrix(
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// rows: Int,
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// columns: Int,
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// initializer: (i: Int, j: Int) -> Double,
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// ): Matrix<Double> {
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// val buffer = RealBuffer(rows * columns) { offset -> initializer(offset / columns, offset % columns) }
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// return BufferMatrix(rows, columns, buffer)
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// }
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//
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// public fun Matrix<Double>.toBufferMatrix(): BufferMatrix<Double> = if (this is BufferMatrix) this else {
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// buildMatrix(rowNum, colNum) { i, j -> get(i, j) }
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// }
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//
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// public fun one(rows: Int, columns: Int): Matrix<Double> = VirtualMatrix(rows, columns) { i, j ->
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// if (i == j) 1.0 else 0.0
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// } + DiagonalFeature
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//
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// override fun Matrix<Double>.unaryMinus(): Matrix<Double> = buildMatrix(rowNum, colNum) { i, j -> -get(i, j) }
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//
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// public override infix fun Matrix<Double>.dot(other: Matrix<Double>): BufferMatrix<Double> {
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// require(colNum == other.rowNum) { "Matrix dot operation dimension mismatch: ($rowNum, $colNum) x (${other.rowNum}, ${other.colNum})" }
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// val bufferMatrix = toBufferMatrix()
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// val otherBufferMatrix = other.toBufferMatrix()
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// return buildMatrix(rowNum, other.colNum) { i, j ->
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// var res = 0.0
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// for (l in 0 until colNum) {
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// res += bufferMatrix[i, l] * otherBufferMatrix[l, j]
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// }
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// res
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// }
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// }
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//
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// public override infix fun Matrix<Double>.dot(vector: Point<Double>): Point<Double> {
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// require(colNum == vector.size) { "Matrix dot vector operation dimension mismatch: ($rowNum, $colNum) x (${vector.size})" }
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// val bufferMatrix = toBufferMatrix()
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// return RealBuffer(rowNum) { i ->
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// var res = 0.0
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// for (j in 0 until colNum) {
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// res += bufferMatrix[i, j] * vector[j]
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// }
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// res
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// }
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// }
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//
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// override fun add(a: Matrix<Double>, b: Matrix<Double>): BufferMatrix<Double> {
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// require(a.rowNum == b.rowNum) { "Row number mismatch in matrix addition. Left side: ${a.rowNum}, right side: ${b.rowNum}" }
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// require(a.colNum == b.colNum) { "Column number mismatch in matrix addition. Left side: ${a.colNum}, right side: ${b.colNum}" }
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// val aBufferMatrix = a.toBufferMatrix()
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// val bBufferMatrix = b.toBufferMatrix()
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// return buildMatrix(a.rowNum, a.colNum) { i, j ->
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// aBufferMatrix[i, j] + bBufferMatrix[i, j]
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// }
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// }
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//
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// override fun scale(a: Matrix<Double>, value: Double): BufferMatrix<Double> {
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// val bufferMatrix = a.toBufferMatrix()
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// return buildMatrix(a.rowNum, a.colNum) { i, j -> bufferMatrix[i, j] * value }
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// }
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//
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// override fun Matrix<Double>.times(value: Double): BufferMatrix<Double> = scale(this, value)
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//
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////
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//// override fun multiply(a: Matrix<Double>, k: Number): BufferMatrix<Double> {
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//// val aBufferMatrix = a.toBufferMatrix()
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//// return produce(a.rowNum, a.colNum) { i, j -> aBufferMatrix[i, j] * k.toDouble() }
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//// }
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////
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//// override fun divide(a: Matrix<Double>, k: Number): BufferMatrix<Double> {
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//// val aBufferMatrix = a.toBufferMatrix()
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//// return produce(a.rowNum, a.colNum) { i, j -> aBufferMatrix[i, j] / k.toDouble() }
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//// }
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//}
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///**
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// * Partially optimized real-valued matrix
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// */
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//public val LinearSpace.Companion.real: RealLinearSpace get() = RealLinearSpace
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@ -27,7 +27,7 @@ public object EjmlLinearSpace : LinearSpace<Double, RealField> {
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/**
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* Converts this vector to EJML one.
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*/
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public fun Vector<Double>.toEjml(): EjmlVector = when (this) {
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public fun Point<Double>.toEjml(): EjmlVector = when (this) {
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is EjmlVector -> this
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else -> EjmlVector(SimpleMatrix(size, 1).also {
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(0 until it.numRows()).forEach { row -> it[row, 0] = get(row) }
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@ -41,7 +41,7 @@ public object EjmlLinearSpace : LinearSpace<Double, RealField> {
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}
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})
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override fun buildVector(size: Int, initializer: RealField.(Int) -> Double): Vector<Double> =
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override fun buildVector(size: Int, initializer: RealField.(Int) -> Double): Point<Double> =
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EjmlVector(SimpleMatrix(size, 1).also {
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(0 until it.numRows()).forEach { row -> it[row, 0] = RealField.initializer(row) }
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})
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@ -54,7 +54,7 @@ public object EjmlLinearSpace : LinearSpace<Double, RealField> {
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public override fun Matrix<Double>.dot(other: Matrix<Double>): EjmlMatrix =
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EjmlMatrix(toEjml().origin.mult(other.toEjml().origin))
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public override fun Matrix<Double>.dot(vector: Vector<Double>): EjmlVector =
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public override fun Matrix<Double>.dot(vector: Point<Double>): EjmlVector =
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EjmlVector(toEjml().origin.mult(vector.toEjml().origin))
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public override operator fun Matrix<Double>.minus(other: Matrix<Double>): EjmlMatrix =
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@ -63,25 +63,25 @@ public object EjmlLinearSpace : LinearSpace<Double, RealField> {
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public override operator fun Matrix<Double>.times(value: Double): EjmlMatrix =
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toEjml().origin.scale(value).wrapMatrix()
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override fun Vector<Double>.unaryMinus(): EjmlVector =
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override fun Point<Double>.unaryMinus(): EjmlVector =
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toEjml().origin.negative().wrapVector()
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override fun Matrix<Double>.plus(other: Matrix<Double>): EjmlMatrix =
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(toEjml().origin + other.toEjml().origin).wrapMatrix()
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override fun Vector<Double>.plus(other: Vector<Double>): EjmlVector =
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override fun Point<Double>.plus(other: Point<Double>): EjmlVector =
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(toEjml().origin + other.toEjml().origin).wrapVector()
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override fun Vector<Double>.minus(other: Vector<Double>): EjmlVector =
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override fun Point<Double>.minus(other: Point<Double>): EjmlVector =
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(toEjml().origin - other.toEjml().origin).wrapVector()
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override fun Double.times(m: Matrix<Double>): EjmlMatrix =
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m.toEjml().origin.scale(this).wrapMatrix()
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override fun Vector<Double>.times(value: Double): EjmlVector =
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override fun Point<Double>.times(value: Double): EjmlVector =
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toEjml().origin.scale(value).wrapVector()
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override fun Double.times(v: Vector<Double>): EjmlVector =
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override fun Double.times(v: Point<Double>): EjmlVector =
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v.toEjml().origin.scale(this).wrapVector()
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}
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