QuanTAlib/lib/core/simd/SimdExtensions.md

SimdExtensions Class

Property	Value
Category	Core
Inputs	Source (close)
Parameters	None
Outputs	Single series (SimdExtensions)
Output range	Varies (see docs)
Warmup	1 bar

• SimdExtensions provides high-performance, SIMD-accelerated extension methods for ReadOnlySpan<double>.
• No configurable parameters; computation is stateless per bar.
• Output range: Varies (see docs).
• Requires 1 bar of warmup before first valid output (IsHot = true).
• Validated against TA-Lib, Skender, and Tulip reference implementations where available.

SimdExtensions provides high-performance, SIMD-accelerated extension methods for ReadOnlySpan<double>. It leverages .NET's Vector<T> to achieve 4-8x speedups on supported hardware (AVX2, AVX-512) while automatically falling back to scalar implementations on older hardware.

Key Features

• Hardware Acceleration: Uses CPU vector registers to process multiple elements in parallel.
• Automatic Fallback: Gracefully handles non-SIMD hardware or small arrays.
• Zero-Allocation: Operates directly on spans without creating new arrays.
• Aggressive Inlining: Methods are marked for inlining to minimize call overhead.

Available Methods

Method	Description
ContainsNonFinite()	Checks if span contains any non-finite values (NaN or Infinity).
SumSIMD()	Calculates the sum of elements.
MinSIMD()	Finds the minimum value.
MaxSIMD()	Finds the maximum value.
MinMaxSIMD()	Finds both min and max in a single pass (more efficient than separate calls).
AverageSIMD()	Calculates the arithmetic mean.
VarianceSIMD()	Calculates the sample variance.
StdDevSIMD()	Calculates the sample standard deviation.
DotProduct()	Calculates the dot product of two spans.

Performance

On modern CPUs (e.g., Intel Core i7/i9, AMD Ryzen), these methods typically outperform standard LINQ or scalar loops by a factor of 4 to 8 for large arrays.

Usage

using QuanTAlib;

double[] data = { 1.0, 2.0, 3.0, 4.0, 5.0, ... };
ReadOnlySpan<double> span = data;

// Calculate sum
double sum = span.SumSIMD();

// Calculate min and max in one pass
var (min, max) = span.MinMaxSIMD();

// Calculate standard deviation
double stdDev = span.StdDevSIMD();

// Check for valid data
bool hasInvalid = span.ContainsNonFinite();

// Calculate dot product
double dot = span.DotProduct(otherSpan);