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kmath/docs/expressions.md

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Expressions

Experimental: this API is in early stage and could change any time

Expressions is an experimental feature which allows to construct lazily or immediately calculated parametric mathematical expressions.

The potential use-cases for it (so far) are following:

  • Lazy evaluation (in general simple lambda is better, but there are some border cases)

  • Automatic differentiation in single-dimension and in multiple dimensions

  • Generation of mathematical syntax trees with subsequent code generation for other languages

  • Maybe symbolic computations (needs additional research)

The workhorse of this API is Expression interface which exposes single operator fun invoke(arguments: Map<String, T>): T method. ExpressionContext is used to generate expressions and introduce variables.

Currently there are two implementations:

  • Generic ExpressionField in kmath-core which allows construction of custom lazy expressions

  • Auto-differentiation expression in kmath-commons module allows to use full power of DerivativeStructure from commons-math. TODO: add example