gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-25 05:48:06 +00:00
Code Issues Packages Projects Releases Wiki Activity

code reviews

Browse Source
This commit is contained in:
Miha Kralj
2026-01-18 22:23:50 -08:00
parent 86fe32a682
commit 4673f48a70
40 changed files with 1155 additions and 309 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/numerics/logtrans/Logtrans.cs
+3 -31
View File
@@ -2,9 +2,6 @@
// Transforms values using natural logarithm (base e)
using System.Runtime.CompilerServices;
using System.Numerics;
using System.Runtime.Intrinsics;
using System.Runtime.Intrinsics.X86;
namespace QuanTAlib;
@@ -102,7 +99,8 @@ public sealed class Logtrans : AbstractBase
}
/// <summary>
/// Calculates natural logarithm over a span of values using SIMD when available.
/// Calculates natural logarithm over a span of values.
/// Note: Math.Log has no SIMD intrinsic; uses scalar path with last-valid substitution.
/// </summary>
public static void Calculate(ReadOnlySpan<double> source, Span<double> output)
{
@@ -112,34 +110,8 @@ public sealed class Logtrans : AbstractBase
throw new ArgumentException("Output length must be >= source length", nameof(output));
double lastValid = 0.0;
int i = 0;
// SIMD path for AVX2 (process 4 doubles at a time)
if (Avx2.IsSupported && source.Length >= Vector256<double>.Count)
{
int vectorLength = source.Length - (source.Length % Vector256<double>.Count);
for (; i < vectorLength; i += Vector256<double>.Count)
{
// Process scalar for proper last-valid handling (Logtrans has no SIMD intrinsic)
for (int j = 0; j < Vector256<double>.Count; j++)
{
double val = source[i + j];
if (double.IsFinite(val) && val > 0)
{
lastValid = Math.Log(val);
output[i + j] = lastValid;
}
else
{
output[i + j] = lastValid;
}
}
}
}
// Scalar fallback for remaining elements
for (; i < source.Length; i++)
for (int i = 0; i < source.Length; i++)
{
double val = source[i];
if (double.IsFinite(val) && val > 0)