kmath
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Kotlin mathematics extensions library
Implrmented in https://github.com/mipt-npm/kmath/tree/refactor/tensor-prefix, but requires breaking changes so moved to 0.4
Implement a [Sampler](https://github.com/mipt-npm/kmath/blob/d56b4148bef72f6cffe39e7426e47c5bdbed6240/kmath-prob/src/commonMain/kotlin/scientifik/kmath/prob/Distribution.kt#L8-L10) with [Metropolis-Hastings algorithm](https://en.wikipedia.org/wiki/Metropolis%E2%80%93Hastings_algorithm). We need to discuss the API, but I think that the sampler should take a [Distribution] or two distributions (for prior and likelihood) as...
Some performance tuning to include sparse matrices. - [ ] Add iteration over non-zero elements in `Matrix` interface like `fun forEachNonZero(consumer: (Int,Int,T)->Unit`. - [ ] Add sparse matrix implementation.
The idea is to have an intermediate module with a number of top-level extensions, which create a numpy-like experience and are specialized for work with `Double`. Need a name for...
implement commons-math implementation of http://commons.apache.org/proper/commons-math/apidocs/org/apache/commons/math4/linear/SingularValueDecomposition.html for java backend Look into implementation for Koma backend
As referenced in https://github.com/mipt-npm/KEEP-math/blob/master/use-cases/kiselyov.md
- [ ] Create method for serialization ndarray object. - [ ] Description standard of serialization for reading from another language