Merge pull request #402 from mipt-npm/commandertvis/diff

Copy `DerivativeStructure` from Commons Math to multiplatform

README.md

@@ -44,7 +44,7 @@ module definitions below. The module stability could have the following levels:
 * **PROTOTYPE**. On this level there are no compatibility guarantees. All methods and classes form those modules could
   break any moment. You can still use it, but be sure to fix the specific version.
 * **EXPERIMENTAL**. The general API is decided, but some changes could be made. Volatile API is marked
-  with `@UnstableKmathAPI` or other stability warning annotations.
+  with `@UnstableKMathAPI` or other stability warning annotations.
 * **DEVELOPMENT**. API breaking generally follows semantic versioning ideology. There could be changes in minor
   versions, but not in patch versions. API is protected
   with [binary-compatibility-validator](https://github.com/Kotlin/binary-compatibility-validator) tool.

docs/templates/README-TEMPLATE.md

@@ -44,7 +44,7 @@ module definitions below. The module stability could have the following levels:
 * **PROTOTYPE**. On this level there are no compatibility guarantees. All methods and classes form those modules could
   break any moment. You can still use it, but be sure to fix the specific version.
 * **EXPERIMENTAL**. The general API is decided, but some changes could be made. Volatile API is marked
-  with `@UnstableKmathAPI` or other stability warning annotations.
+  with `@UnstableKMathAPI` or other stability warning annotations.
 * **DEVELOPMENT**. API breaking generally follows semantic versioning ideology. There could be changes in minor
   versions, but not in patch versions. API is protected
   with [binary-compatibility-validator](https://github.com/Kotlin/binary-compatibility-validator) tool.

kmath-core/src/commonMain/kotlin/space/kscience/kmath/expressions/DSAlgebra.kt

@@ -0,0 +1,458 @@
+/*
+ * Copyright 2018-2021 KMath contributors.
+ * Use of this source code is governed by the Apache 2.0 license that can be found in the LICENSE file.
+ */
+
+package space.kscience.kmath.expressions
+
+import space.kscience.kmath.misc.UnstableKMathAPI
+import space.kscience.kmath.operations.*
+import space.kscience.kmath.structures.Buffer
+import space.kscience.kmath.structures.MutableBuffer
+import space.kscience.kmath.structures.MutableBufferFactory
+import space.kscience.kmath.structures.asBuffer
+import kotlin.math.max
+import kotlin.math.min
+
+/**
+ * Class representing both the value and the differentials of a function.
+ *
+ * This class is the workhorse of the differentiation package.
+ *
+ * This class is an implementation of the extension to Rall's numbers described in Dan Kalman's paper
+ * [Doubly Recursive Multivariate Automatic Differentiation](http://www1.american.edu/cas/mathstat/People/kalman/pdffiles/mmgautodiff.pdf),
+ * Mathematics Magazine, vol. 75, no. 3, June 2002. Rall's numbers are an extension to the real numbers used
+ * throughout mathematical expressions; they hold the derivative together with the value of a function. Dan Kalman's
+ * derivative structures hold all partial derivatives up to any specified order, with respect to any number of free
+ * parameters. Rall's numbers therefore can be seen as derivative structures for order one derivative and one free
+ * parameter, and real numbers can be seen as derivative structures with zero order derivative and no free parameters.
+ *
+ * Derived from
+ * [Commons Math's `DerivativeStructure`](https://github.com/apache/commons-math/blob/924f6c357465b39beb50e3c916d5eb6662194175/commons-math-legacy/src/main/java/org/apache/commons/math4/legacy/analysis/differentiation/DerivativeStructure.java).
+ */
+@UnstableKMathAPI
+public interface DS<T, A : Ring<T>> {
+    public val derivativeAlgebra: DSAlgebra<T, A>
+    public val data: Buffer<T>
+}
+
+/**
+ * Get a partial derivative.
+ *
+ * @param orders derivation orders with respect to each variable (if all orders are 0, the value is returned).
+ * @return partial derivative.
+ * @see value
+ */
+@UnstableKMathAPI
+private fun <T, A : Ring<T>> DS<T, A>.getPartialDerivative(vararg orders: Int): T =
+    data[derivativeAlgebra.compiler.getPartialDerivativeIndex(*orders)]
+
+/**
+ * Provide a partial derivative with given symbols. On symbol could me mentioned multiple times
+ */
+@UnstableKMathAPI
+public fun <T, A : Ring<T>> DS<T, A>.derivative(symbols: List<Symbol>): T {
+    require(symbols.size <= derivativeAlgebra.order) { "The order of derivative ${symbols.size} exceeds computed order ${derivativeAlgebra.order}" }
+    val ordersCount: Map<String, Int> = symbols.map { it.identity }.groupBy { it }.mapValues { it.value.size }
+    return getPartialDerivative(*symbols.map { ordersCount[it] ?: 0 }.toIntArray())
+}
+
+/**
+ * Provide a partial derivative with given symbols. On symbol could me mentioned multiple times
+ */
+@UnstableKMathAPI
+public fun <T, A : Ring<T>> DS<T, A>.derivative(vararg symbols: Symbol): T {
+    require(symbols.size <= derivativeAlgebra.order) { "The order of derivative ${symbols.size} exceeds computed order ${derivativeAlgebra.order}" }
+    val ordersCount: Map<String, Int> = symbols.map { it.identity }.groupBy { it }.mapValues { it.value.size }
+    return getPartialDerivative(*symbols.map { ordersCount[it] ?: 0 }.toIntArray())
+}
+
+/**
+ * The value part of the derivative structure.
+ *
+ * @see getPartialDerivative
+ */
+@UnstableKMathAPI
+public val <T, A : Ring<T>> DS<T, A>.value: T get() = data[0]
+
+@UnstableKMathAPI
+public abstract class DSAlgebra<T, A : Ring<T>>(
+    public val algebra: A,
+    public val bufferFactory: MutableBufferFactory<T>,
+    public val order: Int,
+    bindings: Map<Symbol, T>,
+) : ExpressionAlgebra<T, DS<T, A>>, SymbolIndexer {
+
+    /**
+     * Get the compiler for number of free parameters and order.
+     *
+     * @return cached rules set.
+     */
+    @PublishedApi
+    internal val compiler: DSCompiler<T, A> by lazy {
+        // get the cached compilers
+        val cache: Array<Array<DSCompiler<T, A>?>>? = null
+
+        // we need to create more compilers
+        val maxParameters: Int = max(numberOfVariables, cache?.size ?: 0)
+        val maxOrder: Int = max(order, if (cache == null) 0 else cache[0].size)
+        val newCache: Array<Array<DSCompiler<T, A>?>> = Array(maxParameters + 1) { arrayOfNulls(maxOrder + 1) }
+
+        if (cache != null) {
+            // preserve the already created compilers
+            for (i in cache.indices) {
+                cache[i].copyInto(newCache[i], endIndex = cache[i].size)
+            }
+        }
+
+        // create the array in increasing diagonal order
+        for (diag in 0..numberOfVariables + order) {
+            for (o in max(0, diag - numberOfVariables)..min(order, diag)) {
+                val p: Int = diag - o
+                if (newCache[p][o] == null) {
+                    val valueCompiler: DSCompiler<T, A>? = if (p == 0) null else newCache[p - 1][o]!!
+                    val derivativeCompiler: DSCompiler<T, A>? = if (o == 0) null else newCache[p][o - 1]!!
+
+                    newCache[p][o] = DSCompiler(
+                        algebra,
+                        bufferFactory,
+                        p,
+                        o,
+                        valueCompiler,
+                        derivativeCompiler,
+                    )
+                }
+            }
+        }
+
+        return@lazy newCache[numberOfVariables][order]!!
+    }
+
+    private val variables: Map<Symbol, DSSymbol> by lazy {
+        bindings.entries.mapIndexed { index, (key, value) ->
+            key to DSSymbol(
+                index,
+                key,
+                value,
+            )
+        }.toMap()
+    }
+    override val symbols: List<Symbol> = bindings.map { it.key }
+
+    public val numberOfVariables: Int get() = symbols.size
+
+
+    private fun bufferForVariable(index: Int, value: T): Buffer<T> {
+        val buffer = bufferFactory(compiler.size) { algebra.zero }
+        buffer[0] = value
+        if (compiler.order > 0) {
+            // the derivative of the variable with respect to itself is 1.
+
+            val indexOfDerivative = compiler.getPartialDerivativeIndex(*IntArray(numberOfVariables).apply {
+                set(index, 1)
+            })
+
+            buffer[indexOfDerivative] = algebra.one
+        }
+        return buffer
+    }
+
+    @UnstableKMathAPI
+    private inner class DSImpl(
+        override val data: Buffer<T>,
+    ) : DS<T, A> {
+        override val derivativeAlgebra: DSAlgebra<T, A> get() = this@DSAlgebra
+    }
+
+    protected fun DS(data: Buffer<T>): DS<T, A> = DSImpl(data)
+
+
+    /**
+     * Build an instance representing a variable.
+     *
+     * Instances built using this constructor are considered to be the free variables with respect to which
+     * differentials are computed. As such, their differential with respect to themselves is +1.
+     */
+    public fun variable(
+        index: Int,
+        value: T,
+    ): DS<T, A> {
+        require(index < compiler.freeParameters) { "number is too large: $index >= ${compiler.freeParameters}" }
+        return DS(bufferForVariable(index, value))
+    }
+
+    /**
+     * Build an instance from all its derivatives.
+     *
+     * @param derivatives derivatives sorted according to [DSCompiler.getPartialDerivativeIndex].
+     */
+    public fun ofDerivatives(
+        vararg derivatives: T,
+    ): DS<T, A> {
+        require(derivatives.size == compiler.size) { "dimension mismatch: ${derivatives.size} and ${compiler.size}" }
+        val data = derivatives.asBuffer()
+
+        return DS(data)
+    }
+
+    /**
+     * A class implementing both [DS] and [Symbol].
+     */
+    @UnstableKMathAPI
+    public inner class DSSymbol internal constructor(
+        index: Int,
+        symbol: Symbol,
+        value: T,
+    ) : Symbol by symbol, DS<T, A> {
+        override val derivativeAlgebra: DSAlgebra<T, A> get() = this@DSAlgebra
+        override val data: Buffer<T> = bufferForVariable(index, value)
+    }
+
+    public override fun const(value: T): DS<T, A> {
+        val buffer = bufferFactory(compiler.size) { algebra.zero }
+        buffer[0] = value
+
+        return DS(buffer)
+    }
+
+    override fun bindSymbolOrNull(value: String): DSSymbol? = variables[StringSymbol(value)]
+
+    override fun bindSymbol(value: String): DSSymbol =
+        bindSymbolOrNull(value) ?: error("Symbol '$value' is not supported in $this")
+
+    public fun bindSymbolOrNull(symbol: Symbol): DSSymbol? = variables[symbol.identity]
+
+    public fun bindSymbol(symbol: Symbol): DSSymbol =
+        bindSymbolOrNull(symbol.identity) ?: error("Symbol '${symbol}' is not supported in $this")
+
+    public fun DS<T, A>.derivative(symbols: List<Symbol>): T {
+        require(symbols.size <= order) { "The order of derivative ${symbols.size} exceeds computed order $order" }
+        val ordersCount = symbols.groupBy { it }.mapValues { it.value.size }
+        return getPartialDerivative(*variables.keys.map { ordersCount[it] ?: 0 }.toIntArray())
+    }
+
+    public fun DS<T, A>.derivative(vararg symbols: Symbol): T = derivative(symbols.toList())
+
+}
+
+
+/**
+ * A ring over [DS].
+ *
+ * @property order The derivation order.
+ * @param bindings The map of bindings values. All bindings are considered free parameters.
+ */
+@UnstableKMathAPI
+public open class DSRing<T, A>(
+    algebra: A,
+    bufferFactory: MutableBufferFactory<T>,
+    order: Int,
+    bindings: Map<Symbol, T>,
+) : DSAlgebra<T, A>(algebra, bufferFactory, order, bindings),
+    Ring<DS<T, A>>, ScaleOperations<DS<T, A>>,
+    NumericAlgebra<DS<T, A>>,
+    NumbersAddOps<DS<T, A>> where A : Ring<T>, A : NumericAlgebra<T>, A : ScaleOperations<T> {
+
+    override fun bindSymbolOrNull(value: String): DSSymbol? =
+        super<DSAlgebra>.bindSymbolOrNull(value)
+
+    override fun DS<T, A>.unaryMinus(): DS<T, A> = mapData { -it }
+
+    /**
+     * Create a copy of given [Buffer] and modify it according to [block]
+     */
+    protected inline fun DS<T, A>.transformDataBuffer(block: A.(MutableBuffer<T>) -> Unit): DS<T, A> {
+        require(derivativeAlgebra == this@DSRing) { "All derivative operations should be done in the same algebra" }
+        val newData = bufferFactory(compiler.size) { data[it] }
+        algebra.block(newData)
+        return DS(newData)
+    }
+
+    protected fun DS<T, A>.mapData(block: A.(T) -> T): DS<T, A> {
+        require(derivativeAlgebra == this@DSRing) { "All derivative operations should be done in the same algebra" }
+        val newData: Buffer<T> = data.map(bufferFactory) {
+            algebra.block(it)
+        }
+        return DS(newData)
+    }
+
+    protected fun DS<T, A>.mapDataIndexed(block: (Int, T) -> T): DS<T, A> {
+        require(derivativeAlgebra == this@DSRing) { "All derivative operations should be done in the same algebra" }
+        val newData: Buffer<T> = data.mapIndexed(bufferFactory, block)
+        return DS(newData)
+    }
+
+    override val zero: DS<T, A> by lazy {
+        const(algebra.zero)
+    }
+
+    override val one: DS<T, A> by lazy {
+        const(algebra.one)
+    }
+
+    override fun number(value: Number): DS<T, A> = const(algebra.number(value))
+
+    override fun add(left: DS<T, A>, right: DS<T, A>): DS<T, A> = left.transformDataBuffer { result ->
+        require(right.derivativeAlgebra == this@DSRing) { "All derivative operations should be done in the same algebra" }
+        compiler.add(left.data, 0, right.data, 0, result, 0)
+    }
+
+    override fun scale(a: DS<T, A>, value: Double): DS<T, A> = a.mapData {
+        it.times(value)
+    }
+
+    override fun multiply(
+        left: DS<T, A>,
+        right: DS<T, A>,
+    ): DS<T, A> = left.transformDataBuffer { result ->
+        compiler.multiply(left.data, 0, right.data, 0, result, 0)
+    }
+//
+//    override fun DS<T, A>.minus(arg: DS): DS<T, A> = transformDataBuffer { result ->
+//        subtract(data, 0, arg.data, 0, result, 0)
+//    }
+
+    override operator fun DS<T, A>.plus(other: Number): DS<T, A> = transformDataBuffer {
+        it[0] += number(other)
+    }
+
+//
+//    override operator fun DS<T, A>.minus(other: Number): DS<T, A> =
+//        this + (-other.toDouble())
+
+    override operator fun Number.plus(other: DS<T, A>): DS<T, A> = other + this
+    override operator fun Number.minus(other: DS<T, A>): DS<T, A> = other - this
+}
+
+@UnstableKMathAPI
+public class DerivativeStructureRingExpression<T, A>(
+    public val algebra: A,
+    public val bufferFactory: MutableBufferFactory<T>,
+    public val function: DSRing<T, A>.() -> DS<T, A>,
+) : DifferentiableExpression<T> where A : Ring<T>, A : ScaleOperations<T>, A : NumericAlgebra<T> {
+    override operator fun invoke(arguments: Map<Symbol, T>): T =
+        DSRing(algebra, bufferFactory, 0, arguments).function().value
+
+    override fun derivativeOrNull(symbols: List<Symbol>): Expression<T> = Expression { arguments ->
+        with(
+            DSRing(
+                algebra,
+                bufferFactory,
+                symbols.size,
+                arguments
+            )
+        ) { function().derivative(symbols) }
+    }
+}
+
+/**
+ * A field over commons-math [DerivativeStructure].
+ *
+ * @property order The derivation order.
+ * @param bindings The map of bindings values. All bindings are considered free parameters.
+ */
+@UnstableKMathAPI
+public class DSField<T, A : ExtendedField<T>>(
+    algebra: A,
+    bufferFactory: MutableBufferFactory<T>,
+    order: Int,
+    bindings: Map<Symbol, T>,
+) : DSRing<T, A>(algebra, bufferFactory, order, bindings), ExtendedField<DS<T, A>> {
+    override fun number(value: Number): DS<T, A> = const(algebra.number(value))
+
+    override fun divide(left: DS<T, A>, right: DS<T, A>): DS<T, A> = left.transformDataBuffer { result ->
+        compiler.divide(left.data, 0, right.data, 0, result, 0)
+    }
+
+    override fun sin(arg: DS<T, A>): DS<T, A> = arg.transformDataBuffer { result ->
+        compiler.sin(arg.data, 0, result, 0)
+    }
+
+    override fun cos(arg: DS<T, A>): DS<T, A> = arg.transformDataBuffer { result ->
+        compiler.cos(arg.data, 0, result, 0)
+    }
+
+    override fun tan(arg: DS<T, A>): DS<T, A> = arg.transformDataBuffer { result ->
+        compiler.tan(arg.data, 0, result, 0)
+    }
+
+    override fun asin(arg: DS<T, A>): DS<T, A> = arg.transformDataBuffer { result ->
+        compiler.asin(arg.data, 0, result, 0)
+    }
+
+    override fun acos(arg: DS<T, A>): DS<T, A> = arg.transformDataBuffer { result ->
+        compiler.acos(arg.data, 0, result, 0)
+    }
+
+    override fun atan(arg: DS<T, A>): DS<T, A> = arg.transformDataBuffer { result ->
+        compiler.atan(arg.data, 0, result, 0)
+    }
+
+    override fun sinh(arg: DS<T, A>): DS<T, A> = arg.transformDataBuffer { result ->
+        compiler.sinh(arg.data, 0, result, 0)
+    }
+
+    override fun cosh(arg: DS<T, A>): DS<T, A> = arg.transformDataBuffer { result ->
+        compiler.cosh(arg.data, 0, result, 0)
+    }
+
+    override fun tanh(arg: DS<T, A>): DS<T, A> = arg.transformDataBuffer { result ->
+        compiler.tanh(arg.data, 0, result, 0)
+    }
+
+    override fun asinh(arg: DS<T, A>): DS<T, A> = arg.transformDataBuffer { result ->
+        compiler.asinh(arg.data, 0, result, 0)
+    }
+
+    override fun acosh(arg: DS<T, A>): DS<T, A> = arg.transformDataBuffer { result ->
+        compiler.acosh(arg.data, 0, result, 0)
+    }
+
+    override fun atanh(arg: DS<T, A>): DS<T, A> = arg.transformDataBuffer { result ->
+        compiler.atanh(arg.data, 0, result, 0)
+    }
+
+    override fun power(arg: DS<T, A>, pow: Number): DS<T, A> = when (pow) {
+        is Int -> arg.transformDataBuffer { result ->
+            compiler.pow(arg.data, 0, pow, result, 0)
+        }
+        else -> arg.transformDataBuffer { result ->
+            compiler.pow(arg.data, 0, pow.toDouble(), result, 0)
+        }
+    }
+
+    override fun sqrt(arg: DS<T, A>): DS<T, A> = arg.transformDataBuffer { result ->
+        compiler.sqrt(arg.data, 0, result, 0)
+    }
+
+    public fun power(arg: DS<T, A>, pow: DS<T, A>): DS<T, A> = arg.transformDataBuffer { result ->
+        compiler.pow(arg.data, 0, pow.data, 0, result, 0)
+    }
+
+    override fun exp(arg: DS<T, A>): DS<T, A> = arg.transformDataBuffer { result ->
+        compiler.exp(arg.data, 0, result, 0)
+    }
+
+    override fun ln(arg: DS<T, A>): DS<T, A> = arg.transformDataBuffer { result ->
+        compiler.ln(arg.data, 0, result, 0)
+    }
+}
+
+@UnstableKMathAPI
+public class DSFieldExpression<T, A : ExtendedField<T>>(
+    public val algebra: A,
+    public val bufferFactory: MutableBufferFactory<T>,
+    public val function: DSField<T, A>.() -> DS<T, A>,
+) : DifferentiableExpression<T> {
+    override operator fun invoke(arguments: Map<Symbol, T>): T =
+        DSField(algebra, bufferFactory, 0, arguments).function().value
+
+    override fun derivativeOrNull(symbols: List<Symbol>): Expression<T> = Expression { arguments ->
+        DSField(
+            algebra,
+            bufferFactory,
+            symbols.size,
+            arguments,
+        ).run { function().derivative(symbols) }
+    }
+}

kmath-core/src/commonMain/kotlin/space/kscience/kmath/linear/LinearSpace.kt

@@ -188,7 +188,7 @@ public interface LinearSpace<T, out A : Ring<T>> {
          */
         public fun <T : Any, A : Ring<T>> buffered(
             algebra: A,
-            bufferFactory: BufferFactory<T> = Buffer.Companion::boxing,
+            bufferFactory: BufferFactory<T> = BufferFactory(Buffer.Companion::boxing),
         ): LinearSpace<T, A> = BufferedLinearSpace(BufferRingOps(algebra, bufferFactory))
 
         @Deprecated("use DoubleField.linearSpace")

kmath-core/src/commonMain/kotlin/space/kscience/kmath/misc/annotations.kt

@@ -27,5 +27,5 @@ public annotation class UnstableKMathAPI
     RequiresOptIn.Level.WARNING,
 )
 public annotation class PerformancePitfall(
-    val message: String = "Potential performance problem"
+    val message: String = "Potential performance problem",
 )

kmath-core/src/commonMain/kotlin/space/kscience/kmath/nd/BufferND.kt

@@ -69,7 +69,7 @@ public class MutableBufferND<T>(
  * Transform structure to a new structure using provided [MutableBufferFactory] and optimizing if argument is [MutableBufferND]
  */
 public inline fun <T, reified R : Any> MutableStructureND<T>.mapToMutableBuffer(
-    factory: MutableBufferFactory<R> = MutableBuffer.Companion::auto,
+    factory: MutableBufferFactory<R> = MutableBufferFactory(MutableBuffer.Companion::auto),
     crossinline transform: (T) -> R,
 ): MutableBufferND<R> {
     return if (this is MutableBufferND<T>)

kmath-core/src/commonMain/kotlin/space/kscience/kmath/nd/StructureND.kt

@@ -120,7 +120,7 @@ public interface StructureND<out T> : Featured<StructureFeature>, WithShape {
          */
         public fun <T> buffered(
             strides: Strides,
-            bufferFactory: BufferFactory<T> = Buffer.Companion::boxing,
+            bufferFactory: BufferFactory<T> = BufferFactory(Buffer.Companion::boxing),
             initializer: (IntArray) -> T,
         ): BufferND<T> = BufferND(strides, bufferFactory(strides.linearSize) { i -> initializer(strides.index(i)) })
 
@@ -140,7 +140,7 @@ public interface StructureND<out T> : Featured<StructureFeature>, WithShape {
 
         public fun <T> buffered(
             shape: IntArray,
-            bufferFactory: BufferFactory<T> = Buffer.Companion::boxing,
+            bufferFactory: BufferFactory<T> = BufferFactory(Buffer.Companion::boxing),
             initializer: (IntArray) -> T,
         ): BufferND<T> = buffered(DefaultStrides(shape), bufferFactory, initializer)
 

kmath-core/src/commonMain/kotlin/space/kscience/kmath/operations/DoubleBufferOps.kt

@@ -6,12 +6,10 @@
 package space.kscience.kmath.operations
 
 import space.kscience.kmath.linear.Point
-import space.kscience.kmath.misc.UnstableKMathAPI
 import space.kscience.kmath.structures.Buffer
 import space.kscience.kmath.structures.BufferFactory
 import space.kscience.kmath.structures.DoubleBuffer
 import space.kscience.kmath.structures.asBuffer
-
 import kotlin.math.*
 
 /**
@@ -21,7 +19,7 @@ public abstract class DoubleBufferOps : BufferAlgebra<Double, DoubleField>, Exte
     Norm<Buffer<Double>, Double> {
 
     override val elementAlgebra: DoubleField get() = DoubleField
-    override val bufferFactory: BufferFactory<Double> get() = ::DoubleBuffer
+    override val bufferFactory: BufferFactory<Double> get() = BufferFactory(::DoubleBuffer)
 
     override fun Buffer<Double>.map(block: DoubleField.(Double) -> Double): DoubleBuffer =
         mapInline { DoubleField.block(it) }

kmath-core/src/commonMain/kotlin/space/kscience/kmath/operations/bufferOperation.kt

@@ -61,31 +61,39 @@ public inline fun <reified T> Buffer<T>.toTypedArray(): Array<T> = Array(size, :
 /**
  * Create a new buffer from this one with the given mapping function and using [Buffer.Companion.auto] buffer factory.
  */
-public inline fun <T : Any, reified R : Any> Buffer<T>.map(block: (T) -> R): Buffer<R> =
+public inline fun <T, reified R : Any> Buffer<T>.map(block: (T) -> R): Buffer<R> =
     Buffer.auto(size) { block(get(it)) }
 
 /**
  * Create a new buffer from this one with the given mapping function.
  * Provided [bufferFactory] is used to construct the new buffer.
  */
-public inline fun <T : Any, R : Any> Buffer<T>.map(
+public inline fun <T, R> Buffer<T>.map(
     bufferFactory: BufferFactory<R>,
     crossinline block: (T) -> R,
 ): Buffer<R> = bufferFactory(size) { block(get(it)) }
 
 /**
- * Create a new buffer from this one with the given indexed mapping function.
- * Provided [BufferFactory] is used to construct the new buffer.
+ * Create a new buffer from this one with the given mapping (indexed) function.
+ * Provided [bufferFactory] is used to construct the new buffer.
  */
-public inline fun <T : Any, reified R : Any> Buffer<T>.mapIndexed(
-    bufferFactory: BufferFactory<R> = Buffer.Companion::auto,
+public inline fun <T, R> Buffer<T>.mapIndexed(
+    bufferFactory: BufferFactory<R>,
     crossinline block: (index: Int, value: T) -> R,
 ): Buffer<R> = bufferFactory(size) { block(it, get(it)) }
 
+/**
+ * Create a new buffer from this one with the given indexed mapping function.
+ * Provided [BufferFactory] is used to construct the new buffer.
+ */
+public inline fun <T, reified R : Any> Buffer<T>.mapIndexed(
+    crossinline block: (index: Int, value: T) -> R,
+): Buffer<R> = BufferFactory<R>(Buffer.Companion::auto).invoke(size) { block(it, get(it)) }
+
 /**
  * Fold given buffer according to [operation]
  */
-public inline fun <T : Any, R> Buffer<T>.fold(initial: R, operation: (acc: R, T) -> R): R {
+public inline fun <T, R> Buffer<T>.fold(initial: R, operation: (acc: R, T) -> R): R {
     var accumulator = initial
     for (index in this.indices) accumulator = operation(accumulator, get(index))
     return accumulator
@@ -95,9 +103,9 @@ public inline fun <T : Any, R> Buffer<T>.fold(initial: R, operation: (acc: R, T)
  * Zip two buffers using given [transform].
  */
 @UnstableKMathAPI
-public inline fun <T1 : Any, T2 : Any, reified R : Any> Buffer<T1>.zip(
+public inline fun <T1, T2 : Any, reified R : Any> Buffer<T1>.zip(
     other: Buffer<T2>,
-    bufferFactory: BufferFactory<R> = Buffer.Companion::auto,
+    bufferFactory: BufferFactory<R> = BufferFactory(Buffer.Companion::auto),
     crossinline transform: (T1, T2) -> R,
 ): Buffer<R> {
     require(size == other.size) { "Buffer size mismatch in zip: expected $size but found ${other.size}" }

kmath-core/src/commonMain/kotlin/space/kscience/kmath/structures/Buffer.kt

@@ -14,14 +14,18 @@ import kotlin.reflect.KClass
  *
  * @param T the type of buffer.
  */
-public typealias BufferFactory<T> = (Int, (Int) -> T) -> Buffer<T>
+public fun interface BufferFactory<T> {
+    public operator fun invoke(size: Int, builder: (Int) -> T): Buffer<T>
+}
 
 /**
  * Function that produces [MutableBuffer] from its size and function that supplies values.
  *
  * @param T the type of buffer.
  */
-public typealias MutableBufferFactory<T> = (Int, (Int) -> T) -> MutableBuffer<T>
+public fun interface MutableBufferFactory<T>: BufferFactory<T>{
+    override fun invoke(size: Int, builder: (Int) -> T): MutableBuffer<T>
+}
 
 /**
  * A generic read-only random-access structure for both primitives and objects.

kmath-core/src/commonTest/kotlin/space/kscience/kmath/expressions/DerivativeStructureExpressionTest.kt

@@ -0,0 +1,59 @@
+/*
+ * Copyright 2018-2021 KMath contributors.
+ * Use of this source code is governed by the Apache 2.0 license that can be found in the LICENSE file.
+ */
+
+@file:OptIn(UnstableKMathAPI::class)
+
+package space.kscience.kmath.expressions
+
+import space.kscience.kmath.misc.UnstableKMathAPI
+import space.kscience.kmath.operations.DoubleField
+import space.kscience.kmath.structures.DoubleBuffer
+import kotlin.contracts.InvocationKind
+import kotlin.contracts.contract
+import kotlin.test.Test
+import kotlin.test.assertEquals
+import kotlin.test.assertFails
+
+internal inline fun diff(
+    order: Int,
+    vararg parameters: Pair<Symbol, Double>,
+    block: DSField<Double, DoubleField>.() -> Unit,
+) {
+    contract { callsInPlace(block, InvocationKind.EXACTLY_ONCE) }
+    DSField(DoubleField, ::DoubleBuffer, order, mapOf(*parameters)).block()
+}
+
+internal class AutoDiffTest {
+    private val x by symbol
+    private val y by symbol
+
+    @Test
+    fun dsAlgebraTest() {
+        diff(2, x to 1.0, y to 1.0) {
+            val x = bindSymbol(x)//by binding()
+            val y = bindSymbol("y")
+            val z = x * (-sin(x * y) + y) + 2.0
+            println(z.derivative(x))
+            println(z.derivative(y, x))
+            assertEquals(z.derivative(x, y), z.derivative(y, x))
+            // check improper order cause failure
+            assertFails { z.derivative(x, x, y) }
+        }
+    }
+
+    @Test
+    fun dsExpressionTest() {
+        val f = DSFieldExpression(DoubleField, ::DoubleBuffer) {
+            val x by binding
+            val y by binding
+            x.pow(2) + 2 * x * y + y.pow(2) + 1
+        }
+
+        assertEquals(10.0, f(x to 1.0, y to 2.0))
+        assertEquals(6.0, f.derivative(x)(x to 1.0, y to 2.0))
+        assertEquals(2.0, f.derivative(x, x)(x to 1.234, y to -2.0))
+        assertEquals(2.0, f.derivative(x, y)(x to 1.0, y to 2.0))
+    }
+}

kmath-histograms/src/commonMain/kotlin/space/kscience/kmath/histogram/UniformHistogramGroupND.kt

@@ -28,7 +28,7 @@ public class UniformHistogramGroupND<V : Any, A : Field<V>>(
     private val lower: Buffer<Double>,
     private val upper: Buffer<Double>,
     private val binNums: IntArray = IntArray(lower.size) { 20 },
-    private val bufferFactory: BufferFactory<V> = Buffer.Companion::boxing,
+    private val bufferFactory: BufferFactory<V> = BufferFactory(Buffer.Companion::boxing),
 ) : HistogramGroupND<Double, HyperSquareDomain, V> {
 
     init {
@@ -114,7 +114,7 @@ public class UniformHistogramGroupND<V : Any, A : Field<V>>(
 public fun <V : Any, A : Field<V>> Histogram.Companion.uniformNDFromRanges(
     valueAlgebraND: FieldOpsND<V, A>,
     vararg ranges: ClosedFloatingPointRange<Double>,
-    bufferFactory: BufferFactory<V> = Buffer.Companion::boxing,
+    bufferFactory: BufferFactory<V> = BufferFactory(Buffer.Companion::boxing),
 ): UniformHistogramGroupND<V, A> = UniformHistogramGroupND(
     valueAlgebraND,
     ranges.map(ClosedFloatingPointRange<Double>::start).asBuffer(),
@@ -140,7 +140,7 @@ public fun Histogram.Companion.uniformDoubleNDFromRanges(
 public fun <V : Any, A : Field<V>> Histogram.Companion.uniformNDFromRanges(
     valueAlgebraND: FieldOpsND<V, A>,
     vararg ranges: Pair<ClosedFloatingPointRange<Double>, Int>,
-    bufferFactory: BufferFactory<V> = Buffer.Companion::boxing,
+    bufferFactory: BufferFactory<V> = BufferFactory(Buffer.Companion::boxing),
 ): UniformHistogramGroupND<V, A> = UniformHistogramGroupND(
     valueAlgebraND,
     ListBuffer(

kmath-multik/src/main/kotlin/space/kscience/kmath/multik/MultikDoubleAlgebra.kt

@@ -6,6 +6,7 @@
 package space.kscience.kmath.multik
 
 import org.jetbrains.kotlinx.multik.ndarray.data.DataType
+import space.kscience.kmath.misc.PerformancePitfall
 import space.kscience.kmath.nd.StructureND
 import space.kscience.kmath.operations.DoubleField
 import space.kscience.kmath.operations.ExponentialOperations
@@ -22,10 +23,13 @@ public object MultikDoubleAlgebra : MultikDivisionTensorAlgebra<Double, DoubleFi
 
     override fun tan(arg: StructureND<Double>): MultikTensor<Double> = sin(arg) / cos(arg)
 
+    @PerformancePitfall
     override fun asin(arg: StructureND<Double>): MultikTensor<Double>  = arg.map { asin(it) }
 
+    @PerformancePitfall
     override fun acos(arg: StructureND<Double>): MultikTensor<Double> = arg.map { acos(it) }
 
+    @PerformancePitfall
     override fun atan(arg: StructureND<Double>): MultikTensor<Double> = arg.map { atan(it) }
 
     override fun exp(arg: StructureND<Double>): MultikTensor<Double> = multikMath.mathEx.exp(arg.asMultik().array).wrap()
@@ -42,10 +46,13 @@ public object MultikDoubleAlgebra : MultikDivisionTensorAlgebra<Double, DoubleFi
         return (expPlus - expMinus) / (expPlus + expMinus)
     }
 
+    @PerformancePitfall
     override fun asinh(arg: StructureND<Double>): MultikTensor<Double> = arg.map { asinh(it) }
 
+    @PerformancePitfall
     override fun acosh(arg: StructureND<Double>): MultikTensor<Double> = arg.map { acosh(it) }
 
+    @PerformancePitfall
     override fun atanh(arg: StructureND<Double>): MultikTensor<Double> = arg.map { atanh(it) }
 }
 

kmath-stat/src/commonMain/kotlin/space/kscience/kmath/internal/InternalUtils.kt

@@ -48,7 +48,8 @@ internal object InternalUtils {
                 cache.copyInto(
                     logFactorials,
                     BEGIN_LOG_FACTORIALS,
-                    BEGIN_LOG_FACTORIALS, endCopy
+                    BEGIN_LOG_FACTORIALS,
+                    endCopy,
                 )
             } else
             // All values to be computed

kmath-stat/src/commonMain/kotlin/space/kscience/kmath/stat/Sampler.kt

@@ -35,7 +35,7 @@ public fun interface Sampler<out T : Any> {
 public fun <T : Any> Sampler<T>.sampleBuffer(
     generator: RandomGenerator,
     size: Int,
-    bufferFactory: BufferFactory<T> = Buffer.Companion::boxing,
+    bufferFactory: BufferFactory<T> = BufferFactory(Buffer.Companion::boxing),
 ): Chain<Buffer<T>> {
     require(size > 1)
     //creating temporary storage once