diff --git a/lib/core/simd/SimdExtensions.cs b/lib/core/simd/SimdExtensions.cs
index 088a214c..fe74a931 100644
--- a/lib/core/simd/SimdExtensions.cs
+++ b/lib/core/simd/SimdExtensions.cs
@@ -383,7 +383,7 @@ public static class SimdExtensions
///
/// Calculates the dot product of two spans using SIMD intrinsics.
- /// Supports AVX512, AVX2, SSE2, and NEON.
+ /// Supports AVX512, AVX2, and NEON (ARM64).
///
[MethodImpl(MethodImplOptions.AggressiveInlining)]
public static double DotProduct(this ReadOnlySpan a, ReadOnlySpan b)
@@ -410,26 +410,25 @@ public static class SimdExtensions
if (Avx2.IsSupported)
return DotProductAvx2(a, b);
- if (Sse2.IsSupported)
- return DotProductSse2(a, b);
-
if (AdvSimd.Arm64.IsSupported)
return DotProductNeon(a, b);
- double s = 0;
+ double s1 = 0, s2 = 0, s3 = 0, s4 = 0;
ref double ar = ref MemoryMarshal.GetReference(a);
ref double br = ref MemoryMarshal.GetReference(b);
int i = 0;
- // Unroll scalar loop
+ // Unroll scalar loop with 4 accumulators to break dependency chains
for (; i <= len - 4; i += 4)
{
- s += Unsafe.Add(ref ar, i) * Unsafe.Add(ref br, i);
- s += Unsafe.Add(ref ar, i + 1) * Unsafe.Add(ref br, i + 1);
- s += Unsafe.Add(ref ar, i + 2) * Unsafe.Add(ref br, i + 2);
- s += Unsafe.Add(ref ar, i + 3) * Unsafe.Add(ref br, i + 3);
+ s1 += Unsafe.Add(ref ar, i) * Unsafe.Add(ref br, i);
+ s2 += Unsafe.Add(ref ar, i + 1) * Unsafe.Add(ref br, i + 1);
+ s3 += Unsafe.Add(ref ar, i + 2) * Unsafe.Add(ref br, i + 2);
+ s4 += Unsafe.Add(ref ar, i + 3) * Unsafe.Add(ref br, i + 3);
}
+ double s = s1 + s2 + s3 + s4;
+
for (; i < len; i++)
{
s += Unsafe.Add(ref ar, i) * Unsafe.Add(ref br, i);
@@ -647,58 +646,4 @@ public static class SimdExtensions
return sum;
}
- [MethodImpl(MethodImplOptions.AggressiveInlining)]
- private static double DotProductSse2(ReadOnlySpan a, ReadOnlySpan b)
- {
- int len = a.Length;
- int i = 0;
- Vector128 vSum = Vector128.Zero;
- Vector128 vSum2 = Vector128.Zero;
-
- ref double aRef = ref MemoryMarshal.GetReference(a);
- ref double bRef = ref MemoryMarshal.GetReference(b);
-
- // Process 4 doubles at a time using 2 accumulators
- for (; i <= len - 4; i += 4)
- {
- var va1 = Vector128.LoadUnsafe(ref Unsafe.Add(ref aRef, i));
- var vb1 = Vector128.LoadUnsafe(ref Unsafe.Add(ref bRef, i));
- var va2 = Vector128.LoadUnsafe(ref Unsafe.Add(ref aRef, i + 2));
- var vb2 = Vector128.LoadUnsafe(ref Unsafe.Add(ref bRef, i + 2));
-
- if (Fma.IsSupported)
- {
- vSum = Fma.MultiplyAdd(va1, vb1, vSum);
- vSum2 = Fma.MultiplyAdd(va2, vb2, vSum2);
- }
- else
- {
- vSum = Sse2.Add(vSum, Sse2.Multiply(va1, vb1));
- vSum2 = Sse2.Add(vSum2, Sse2.Multiply(va2, vb2));
- }
- }
-
- // Process remaining 2 doubles if available
- if (i <= len - 2)
- {
- var va = Vector128.LoadUnsafe(ref Unsafe.Add(ref aRef, i));
- var vb = Vector128.LoadUnsafe(ref Unsafe.Add(ref bRef, i));
-
- vSum = Fma.IsSupported
- ? Fma.MultiplyAdd(va, vb, vSum)
- : Sse2.Add(vSum, Sse2.Multiply(va, vb));
- i += 2;
- }
-
- vSum = Sse2.Add(vSum, vSum2);
- double sum = vSum.GetElement(0) + vSum.GetElement(1);
-
- // Scalar remainder (0-1 elements)
- for (; i < len; i++)
- {
- sum += Unsafe.Add(ref aRef, i) * Unsafe.Add(ref bRef, i);
- }
-
- return sum;
- }
}
diff --git a/lib/trends/hma/Hma.cs b/lib/trends/hma/Hma.cs
index ebb4bcc4..8edf38f8 100644
--- a/lib/trends/hma/Hma.cs
+++ b/lib/trends/hma/Hma.cs
@@ -2,6 +2,8 @@ using System;
using System.Runtime.CompilerServices;
using System.Runtime.InteropServices;
using System.Runtime.Intrinsics;
+using System.Runtime.Intrinsics.Arm;
+using System.Runtime.Intrinsics.X86;
namespace QuanTAlib;
@@ -163,24 +165,43 @@ public sealed class Hma : ITValuePublisher
int len = halfWma.Length;
int i = 0;
- if (Vector256.IsHardwareAccelerated && len >= Vector256.Count)
+ ref double halfRef = ref MemoryMarshal.GetReference(halfWma);
+ ref double fullRef = ref MemoryMarshal.GetReference(fullWma);
+ ref double outRef = ref MemoryMarshal.GetReference(output);
+
+ if (Avx512F.IsSupported && len >= Vector512.Count)
+ {
+ var vTwo = Vector512.Create(2.0);
+ for (; i <= len - Vector512.Count; i += Vector512.Count)
+ {
+ var vHalf = Vector512.LoadUnsafe(ref Unsafe.Add(ref halfRef, i));
+ var vFull = Vector512.LoadUnsafe(ref Unsafe.Add(ref fullRef, i));
+ var vResult = Avx512F.Subtract(Avx512F.Multiply(vHalf, vTwo), vFull);
+ Vector512.StoreUnsafe(vResult, ref Unsafe.Add(ref outRef, i));
+ }
+ }
+ else if (Avx2.IsSupported && len >= Vector256.Count)
{
var vTwo = Vector256.Create(2.0);
- ref double halfRef = ref MemoryMarshal.GetReference(halfWma);
- ref double fullRef = ref MemoryMarshal.GetReference(fullWma);
- ref double outRef = ref MemoryMarshal.GetReference(output);
-
for (; i <= len - Vector256.Count; i += Vector256.Count)
{
var vHalf = Vector256.LoadUnsafe(ref Unsafe.Add(ref halfRef, i));
var vFull = Vector256.LoadUnsafe(ref Unsafe.Add(ref fullRef, i));
-
- // vResult = 2 * half - full
- var vResult = (vHalf * vTwo) - vFull;
-
+ var vResult = Avx.Subtract(Avx.Multiply(vHalf, vTwo), vFull);
Vector256.StoreUnsafe(vResult, ref Unsafe.Add(ref outRef, i));
}
}
+ else if (AdvSimd.Arm64.IsSupported && len >= Vector128.Count)
+ {
+ var vTwo = Vector128.Create(2.0);
+ for (; i <= len - Vector128.Count; i += Vector128.Count)
+ {
+ var vHalf = Vector128.LoadUnsafe(ref Unsafe.Add(ref halfRef, i));
+ var vFull = Vector128.LoadUnsafe(ref Unsafe.Add(ref fullRef, i));
+ var vResult = AdvSimd.Arm64.Subtract(AdvSimd.Arm64.Multiply(vHalf, vTwo), vFull);
+ Vector128.StoreUnsafe(vResult, ref Unsafe.Add(ref outRef, i));
+ }
+ }
for (; i < len; i++)
{
diff --git a/lib/trends/sma/Sma.cs b/lib/trends/sma/Sma.cs
index e442de07..86113934 100644
--- a/lib/trends/sma/Sma.cs
+++ b/lib/trends/sma/Sma.cs
@@ -3,6 +3,7 @@ using System.Numerics;
using System.Runtime.CompilerServices;
using System.Runtime.InteropServices;
using System.Runtime.Intrinsics;
+using System.Runtime.Intrinsics.Arm;
using System.Runtime.Intrinsics.X86;
namespace QuanTAlib;
@@ -223,12 +224,27 @@ public sealed class Sma : ITValuePublisher
if (len == 0) return;
// Try SIMD path for large, clean datasets
- // Requirements: AVX2 support, large enough dataset, no NaN values
+ // Requirements: SIMD support, large enough dataset, no NaN values
const int SimdThreshold = 256;
- if (Avx2.IsSupported && len >= SimdThreshold && !source.ContainsNonFinite())
+ if (len >= SimdThreshold && !source.ContainsNonFinite())
{
- CalculateSimdCore(source, output, period);
- return;
+ if (Avx512F.IsSupported)
+ {
+ CalculateAvx512Core(source, output, period);
+ return;
+ }
+
+ if (Avx2.IsSupported)
+ {
+ CalculateAvx2Core(source, output, period);
+ return;
+ }
+
+ if (AdvSimd.Arm64.IsSupported)
+ {
+ CalculateNeonCore(source, output, period);
+ return;
+ }
}
// Scalar path with NaN handling
@@ -297,7 +313,79 @@ public sealed class Sma : ITValuePublisher
}
[MethodImpl(MethodImplOptions.AggressiveOptimization)]
- private static void CalculateSimdCore(ReadOnlySpan source, Span output, int period)
+ private static void CalculateAvx512Core(ReadOnlySpan source, Span output, int period)
+ {
+ int len = source.Length;
+ const int VectorWidth = 8;
+
+ ref double srcRef = ref MemoryMarshal.GetReference(source);
+ ref double outRef = ref MemoryMarshal.GetReference(output);
+
+ double invPeriod = 1.0 / period;
+
+ int warmupEnd = Math.Min(period, len);
+ double sum = 0;
+ for (int i = 0; i < warmupEnd; i++)
+ {
+ sum += Unsafe.Add(ref srcRef, i);
+ Unsafe.Add(ref outRef, i) = sum / (i + 1);
+ }
+
+ if (len <= period)
+ return;
+
+ var vInvPeriod = Vector512.Create(invPeriod);
+ int simdEnd = period + ((len - period) / VectorWidth) * VectorWidth;
+ int tickCount = 0;
+
+ for (int i = period; i < simdEnd; i += VectorWidth)
+ {
+ var vNew = Vector512.LoadUnsafe(ref Unsafe.Add(ref srcRef, i));
+ var vOld = Vector512.LoadUnsafe(ref Unsafe.Add(ref srcRef, i - period));
+
+ var vDelta = Avx512F.Subtract(vNew, vOld);
+
+ // Prefix sum of Delta
+ var vShift1 = Vector512.Create(0.0, vDelta.GetElement(0), vDelta.GetElement(1), vDelta.GetElement(2), vDelta.GetElement(3), vDelta.GetElement(4), vDelta.GetElement(5), vDelta.GetElement(6));
+ var vP1 = Avx512F.Add(vDelta, vShift1);
+
+ var vShift2 = Vector512.Create(0.0, 0.0, vP1.GetElement(0), vP1.GetElement(1), vP1.GetElement(2), vP1.GetElement(3), vP1.GetElement(4), vP1.GetElement(5));
+ var vP2 = Avx512F.Add(vP1, vShift2);
+
+ var vShift4 = Vector512.Create(0.0, 0.0, 0.0, 0.0, vP2.GetElement(0), vP2.GetElement(1), vP2.GetElement(2), vP2.GetElement(3));
+ var vP4 = Avx512F.Add(vP2, vShift4);
+
+ var vSumPrev = Vector512.Create(sum);
+ var vSums = Avx512F.Add(vSumPrev, vP4);
+
+ var vResult = Avx512F.Multiply(vSums, vInvPeriod);
+ Vector512.StoreUnsafe(vResult, ref Unsafe.Add(ref outRef, i));
+
+ sum = vSums.GetElement(7);
+
+ tickCount += VectorWidth;
+ if (tickCount >= ResyncInterval)
+ {
+ tickCount = 0;
+ int lastIdx = i + VectorWidth - 1;
+ double recalcSum = 0;
+ for (int k = 0; k < period; k++)
+ {
+ recalcSum += Unsafe.Add(ref srcRef, lastIdx - k);
+ }
+ sum = recalcSum;
+ }
+ }
+
+ for (int i = simdEnd; i < len; i++)
+ {
+ sum = sum - Unsafe.Add(ref srcRef, i - period) + Unsafe.Add(ref srcRef, i);
+ Unsafe.Add(ref outRef, i) = sum * invPeriod;
+ }
+ }
+
+ [MethodImpl(MethodImplOptions.AggressiveOptimization)]
+ private static void CalculateAvx2Core(ReadOnlySpan source, Span output, int period)
{
int len = source.Length;
const int VectorWidth = 4;
@@ -367,6 +455,73 @@ public sealed class Sma : ITValuePublisher
}
}
+ [MethodImpl(MethodImplOptions.AggressiveOptimization)]
+ private static void CalculateNeonCore(ReadOnlySpan source, Span output, int period)
+ {
+ int len = source.Length;
+ const int VectorWidth = 2;
+
+ ref double srcRef = ref MemoryMarshal.GetReference(source);
+ ref double outRef = ref MemoryMarshal.GetReference(output);
+
+ double invPeriod = 1.0 / period;
+
+ int warmupEnd = Math.Min(period, len);
+ double sum = 0;
+ for (int i = 0; i < warmupEnd; i++)
+ {
+ sum += Unsafe.Add(ref srcRef, i);
+ Unsafe.Add(ref outRef, i) = sum / (i + 1);
+ }
+
+ if (len <= period)
+ return;
+
+ var vInvPeriod = Vector128.Create(invPeriod);
+ int simdEnd = period + ((len - period) / VectorWidth) * VectorWidth;
+ int tickCount = 0;
+
+ for (int i = period; i < simdEnd; i += VectorWidth)
+ {
+ var vNew = Vector128.LoadUnsafe(ref Unsafe.Add(ref srcRef, i));
+ var vOld = Vector128.LoadUnsafe(ref Unsafe.Add(ref srcRef, i - period));
+
+ var vDelta = AdvSimd.Arm64.Subtract(vNew, vOld);
+
+ // Prefix sum of Delta: [d0, d0+d1]
+ double d0 = vDelta.GetElement(0);
+ double d1 = vDelta.GetElement(1);
+ double ps0 = sum + d0;
+ double ps1 = ps0 + d1;
+
+ var vSums = Vector128.Create(ps0, ps1);
+
+ var vResult = AdvSimd.Arm64.Multiply(vSums, vInvPeriod);
+ Vector128.StoreUnsafe(vResult, ref Unsafe.Add(ref outRef, i));
+
+ sum = ps1;
+
+ tickCount += VectorWidth;
+ if (tickCount >= ResyncInterval)
+ {
+ tickCount = 0;
+ int lastIdx = i + VectorWidth - 1;
+ double recalcSum = 0;
+ for (int k = 0; k < period; k++)
+ {
+ recalcSum += Unsafe.Add(ref srcRef, lastIdx - k);
+ }
+ sum = recalcSum;
+ }
+ }
+
+ for (int i = simdEnd; i < len; i++)
+ {
+ sum = sum - Unsafe.Add(ref srcRef, i - period) + Unsafe.Add(ref srcRef, i);
+ Unsafe.Add(ref outRef, i) = sum * invPeriod;
+ }
+ }
+
///
/// Resets the SMA state.
///
diff --git a/lib/trends/wma/Wma.cs b/lib/trends/wma/Wma.cs
index c5b14e8d..395567ff 100644
--- a/lib/trends/wma/Wma.cs
+++ b/lib/trends/wma/Wma.cs
@@ -3,6 +3,7 @@ using System.Numerics;
using System.Runtime.CompilerServices;
using System.Runtime.InteropServices;
using System.Runtime.Intrinsics;
+using System.Runtime.Intrinsics.Arm;
using System.Runtime.Intrinsics.X86;
namespace QuanTAlib;
@@ -213,12 +214,24 @@ public sealed class Wma : ITValuePublisher
if (len == 0) return;
const int SimdThreshold = 256;
+ if (Avx512F.IsSupported && len >= SimdThreshold && !source.ContainsNonFinite())
+ {
+ CalculateAvx512Core(source, output, period);
+ return;
+ }
+
if (Avx2.IsSupported && len >= SimdThreshold && !source.ContainsNonFinite())
{
CalculateSimdCore(source, output, period);
return;
}
+ if (AdvSimd.Arm64.IsSupported && len >= SimdThreshold && !source.ContainsNonFinite())
+ {
+ CalculateNeonCore(source, output, period);
+ return;
+ }
+
CalculateScalarCore(source, output, period);
}
@@ -295,6 +308,121 @@ public sealed class Wma : ITValuePublisher
}
}
+ [MethodImpl(MethodImplOptions.AggressiveOptimization)]
+ private static void CalculateAvx512Core(ReadOnlySpan source, Span output, int period)
+ {
+ int len = source.Length;
+ const int VectorWidth = 8;
+
+ ref double srcRef = ref MemoryMarshal.GetReference(source);
+ ref double outRef = ref MemoryMarshal.GetReference(output);
+
+ double divisor = (double)period * (period + 1) * 0.5;
+ double invDivisor = 1.0 / divisor;
+
+ int warmupEnd = Math.Min(period, len);
+ double sum = 0;
+ double wsum = 0;
+ for (int i = 0; i < warmupEnd; i++)
+ {
+ double val = Unsafe.Add(ref srcRef, i);
+ sum += val;
+ wsum += (i + 1) * val;
+ double currentDivisor = (double)(i + 1) * (i + 2) * 0.5;
+ Unsafe.Add(ref outRef, i) = wsum / currentDivisor;
+ }
+
+ if (len <= period)
+ return;
+
+ var vInvDivisor = Vector512.Create(invDivisor);
+ var vPeriod = Vector512.Create((double)period);
+ int simdEnd = period + ((len - period) / VectorWidth) * VectorWidth;
+
+ var vSumState = Vector512.Create(sum);
+ var vWsumState = Vector512.Create(wsum);
+
+ int idx = period;
+ while (idx < simdEnd)
+ {
+ int nextSync = Math.Min(simdEnd, idx + ResyncInterval);
+
+ for (; idx < nextSync; idx += VectorWidth)
+ {
+ var vNew = Vector512.LoadUnsafe(ref Unsafe.Add(ref srcRef, idx));
+ var vOld = Vector512.LoadUnsafe(ref Unsafe.Add(ref srcRef, idx - period));
+
+ var vDeltaS = Avx512F.Subtract(vNew, vOld);
+
+ // Prefix sum of DeltaS
+ var vShiftS1 = Vector512.Create(0.0, vDeltaS.GetElement(0), vDeltaS.GetElement(1), vDeltaS.GetElement(2), vDeltaS.GetElement(3), vDeltaS.GetElement(4), vDeltaS.GetElement(5), vDeltaS.GetElement(6));
+ var vPS1 = Avx512F.Add(vDeltaS, vShiftS1);
+
+ var vShiftS2 = Vector512.Create(0.0, 0.0, vPS1.GetElement(0), vPS1.GetElement(1), vPS1.GetElement(2), vPS1.GetElement(3), vPS1.GetElement(4), vPS1.GetElement(5));
+ var vPS2 = Avx512F.Add(vPS1, vShiftS2);
+
+ var vShiftS4 = Vector512.Create(0.0, 0.0, 0.0, 0.0, vPS2.GetElement(0), vPS2.GetElement(1), vPS2.GetElement(2), vPS2.GetElement(3));
+ var vPS4 = Avx512F.Add(vPS2, vShiftS4);
+
+ var vSums = Avx512F.Add(vSumState, vPS4);
+
+ // Calculate Wsum update
+ var vSumsShifted = Avx512F.Subtract(vSums, vDeltaS);
+ var vU = Avx512F.FusedMultiplySubtract(vPeriod, vNew, vSumsShifted);
+
+ // Prefix sum of vU
+ var vShiftW1 = Vector512.Create(0.0, vU.GetElement(0), vU.GetElement(1), vU.GetElement(2), vU.GetElement(3), vU.GetElement(4), vU.GetElement(5), vU.GetElement(6));
+ var vPW1 = Avx512F.Add(vU, vShiftW1);
+
+ var vShiftW2 = Vector512.Create(0.0, 0.0, vPW1.GetElement(0), vPW1.GetElement(1), vPW1.GetElement(2), vPW1.GetElement(3), vPW1.GetElement(4), vPW1.GetElement(5));
+ var vPW2 = Avx512F.Add(vPW1, vShiftW2);
+
+ var vShiftW4 = Vector512.Create(0.0, 0.0, 0.0, 0.0, vPW2.GetElement(0), vPW2.GetElement(1), vPW2.GetElement(2), vPW2.GetElement(3));
+ var vPW4 = Avx512F.Add(vPW2, vShiftW4);
+
+ var vWsums = Avx512F.Add(vWsumState, vPW4);
+
+ var vResult = Avx512F.Multiply(vWsums, vInvDivisor);
+ Vector512.StoreUnsafe(vResult, ref Unsafe.Add(ref outRef, idx));
+
+ // Update state for next iteration
+ vSumState = Vector512.Create(vSums.GetElement(7));
+ vWsumState = Vector512.Create(vWsums.GetElement(7));
+ }
+
+ if (idx < len)
+ {
+ int lastIdx = idx - 1;
+ double recalcSum = 0;
+ double recalcWsum = 0;
+ for (int k = 0; k < period; k++)
+ {
+ double val = Unsafe.Add(ref srcRef, lastIdx - k);
+ recalcSum += val;
+ recalcWsum += (period - k) * val;
+ }
+ sum = recalcSum;
+ wsum = recalcWsum;
+
+ vSumState = Vector512.Create(sum);
+ vWsumState = Vector512.Create(wsum);
+ }
+ }
+
+ sum = vSumState.GetElement(0);
+ wsum = vWsumState.GetElement(0);
+
+ for (; idx < len; idx++)
+ {
+ double val = Unsafe.Add(ref srcRef, idx);
+ double oldSum = sum;
+ double oldest = Unsafe.Add(ref srcRef, idx - period);
+ sum = sum - oldest + val;
+ wsum = wsum - oldSum + (period * val);
+ Unsafe.Add(ref outRef, idx) = wsum * invDivisor;
+ }
+ }
+
[MethodImpl(MethodImplOptions.AggressiveOptimization)]
private static void CalculateSimdCore(ReadOnlySpan source, Span output, int period)
{
@@ -475,6 +603,154 @@ public sealed class Wma : ITValuePublisher
}
}
+ [MethodImpl(MethodImplOptions.AggressiveOptimization)]
+ private static void CalculateNeonCore(ReadOnlySpan source, Span output, int period)
+ {
+ int len = source.Length;
+ const int VectorWidth = 2;
+
+ ref double srcRef = ref MemoryMarshal.GetReference(source);
+ ref double outRef = ref MemoryMarshal.GetReference(output);
+
+ double divisor = (double)period * (period + 1) * 0.5;
+ double invDivisor = 1.0 / divisor;
+
+ int warmupEnd = Math.Min(period, len);
+ double sum = 0;
+ double wsum = 0;
+ for (int i = 0; i < warmupEnd; i++)
+ {
+ double val = Unsafe.Add(ref srcRef, i);
+ sum += val;
+ wsum += (i + 1) * val;
+ double currentDivisor = (double)(i + 1) * (i + 2) * 0.5;
+ Unsafe.Add(ref outRef, i) = wsum / currentDivisor;
+ }
+
+ if (len <= period)
+ return;
+
+ var vInvDivisor = Vector128.Create(invDivisor);
+ int simdEnd = period + ((len - period) / VectorWidth) * VectorWidth;
+
+ double sumState = sum;
+ double wsumState = wsum;
+
+ int idx = period;
+ while (idx < simdEnd)
+ {
+ int nextSync = Math.Min(simdEnd, idx + ResyncInterval);
+
+ // Unrolled loop: process 4 elements (2 vectors) at a time
+ int unrolledSync = nextSync - (2 * VectorWidth);
+ for (; idx <= unrolledSync; idx += 2 * VectorWidth)
+ {
+ var vNew1 = Vector128.LoadUnsafe(ref Unsafe.Add(ref srcRef, idx));
+ var vOld1 = Vector128.LoadUnsafe(ref Unsafe.Add(ref srcRef, idx - period));
+ var vNew2 = Vector128.LoadUnsafe(ref Unsafe.Add(ref srcRef, idx + VectorWidth));
+ var vOld2 = Vector128.LoadUnsafe(ref Unsafe.Add(ref srcRef, idx + VectorWidth - period));
+
+ var vDeltaS1 = AdvSimd.Arm64.Subtract(vNew1, vOld1);
+ var vDeltaS2 = AdvSimd.Arm64.Subtract(vNew2, vOld2);
+
+ // Prefix sum for first vector: [d0, d0+d1]
+ double d1_0 = vDeltaS1.GetElement(0);
+ double d1_1 = vDeltaS1.GetElement(1);
+ double ps1_0 = sumState + d1_0;
+ double ps1_1 = ps1_0 + d1_1;
+
+ // Prefix sum for second vector
+ double d2_0 = vDeltaS2.GetElement(0);
+ double d2_1 = vDeltaS2.GetElement(1);
+ double ps2_0 = ps1_1 + d2_0;
+ double ps2_1 = ps2_0 + d2_1;
+
+ // Calculate Wsum update: W_new = W_old - S_prev + n*new
+ // For element i: u_i = period * new_i - S_(i-1)
+ double u1_0 = period * vNew1.GetElement(0) - sumState;
+ double u1_1 = period * vNew1.GetElement(1) - ps1_0;
+ double u2_0 = period * vNew2.GetElement(0) - ps1_1;
+ double u2_1 = period * vNew2.GetElement(1) - ps2_0;
+
+ // Prefix sum of U values
+ double pw1_0 = wsumState + u1_0;
+ double pw1_1 = pw1_0 + u1_1;
+ double pw2_0 = pw1_1 + u2_0;
+ double pw2_1 = pw2_0 + u2_1;
+
+ var vWsums1 = Vector128.Create(pw1_0, pw1_1);
+ var vWsums2 = Vector128.Create(pw2_0, pw2_1);
+
+ var vResult1 = AdvSimd.Arm64.Multiply(vWsums1, vInvDivisor);
+ var vResult2 = AdvSimd.Arm64.Multiply(vWsums2, vInvDivisor);
+
+ Vector128.StoreUnsafe(vResult1, ref Unsafe.Add(ref outRef, idx));
+ Vector128.StoreUnsafe(vResult2, ref Unsafe.Add(ref outRef, idx + VectorWidth));
+
+ sumState = ps2_1;
+ wsumState = pw2_1;
+ }
+
+ // Process remaining pairs
+ for (; idx < nextSync; idx += VectorWidth)
+ {
+ var vNew = Vector128.LoadUnsafe(ref Unsafe.Add(ref srcRef, idx));
+ var vOld = Vector128.LoadUnsafe(ref Unsafe.Add(ref srcRef, idx - period));
+
+ var vDeltaS = AdvSimd.Arm64.Subtract(vNew, vOld);
+
+ double d0 = vDeltaS.GetElement(0);
+ double d1 = vDeltaS.GetElement(1);
+ double ps0 = sumState + d0;
+ double ps1 = ps0 + d1;
+
+ double u0 = period * vNew.GetElement(0) - sumState;
+ double u1 = period * vNew.GetElement(1) - ps0;
+
+ double pw0 = wsumState + u0;
+ double pw1 = pw0 + u1;
+
+ var vWsums = Vector128.Create(pw0, pw1);
+ var vResult = AdvSimd.Arm64.Multiply(vWsums, vInvDivisor);
+
+ Vector128.StoreUnsafe(vResult, ref Unsafe.Add(ref outRef, idx));
+
+ sumState = ps1;
+ wsumState = pw1;
+ }
+
+ // Resync to prevent floating-point drift
+ if (idx < len)
+ {
+ int lastIdx = idx - 1;
+ double recalcSum = 0;
+ double recalcWsum = 0;
+ for (int k = 0; k < period; k++)
+ {
+ double val = Unsafe.Add(ref srcRef, lastIdx - k);
+ recalcSum += val;
+ recalcWsum += (period - k) * val;
+ }
+ sumState = recalcSum;
+ wsumState = recalcWsum;
+ }
+ }
+
+ sum = sumState;
+ wsum = wsumState;
+
+ // Scalar tail
+ for (; idx < len; idx++)
+ {
+ double val = Unsafe.Add(ref srcRef, idx);
+ double oldSum = sum;
+ double oldest = Unsafe.Add(ref srcRef, idx - period);
+ sum = sum - oldest + val;
+ wsum = wsum - oldSum + (period * val);
+ Unsafe.Add(ref outRef, idx) = wsum * invDivisor;
+ }
+ }
+
public void Reset()
{
_buffer.Clear();
diff --git a/lib/trends/wma/Wma.md b/lib/trends/wma/Wma.md
index e180cca0..6e5e8a4c 100644
--- a/lib/trends/wma/Wma.md
+++ b/lib/trends/wma/Wma.md
@@ -211,6 +211,7 @@ The implementation uses:
* **Scalar state save/restore** for O(1) bar correction
* **Pinned memory** in RingBuffer for cache-friendly access
* **CollectionsMarshal.SetCount** for zero-allocation batch processing
+* **SIMD Acceleration** (AVX512/AVX2) for high-performance batch processing
## Interpretation Details