61 lines
2.9 KiB
Markdown
61 lines
2.9 KiB
Markdown
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# Changelog
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All notable changes to **optimiz-rs** are documented in this file. The format
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follows [Keep a Changelog](https://keepachangelog.com/en/1.1.0/) and the project
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adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
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## [1.1.0] - 2026-05-12
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### Added — purely additive, no existing API changes
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- `optimal_control::matrix_riccati` — RK4 backward solver for the
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matrix Riccati differential equation
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`dA/dt = -2 A M A + Q`, plus terminal-condition variants for the
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associated affine and constant components.
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- `timeseries_utils::nonsync_covariance` — Hayashi--Yoshida estimator
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for asynchronous covariance, with parallel matrix variant.
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- `timeseries_utils::wavelet` — discrete and maximum-overlap wavelet
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transforms (Haar, Daubechies orders 2--10) with periodic boundaries.
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- `risk_measures` — empirical and parametric Value-at-Risk and
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Conditional Value-at-Risk estimators, plus a projected sub-gradient
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solver for convex CVaR minimisation over the unit simplex.
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- `graph::laplacian` — combinatorial, symmetric-normalised and
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random-walk graph Laplacians.
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- `graph::spectral_clustering` — spectral clustering via Jacobi
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diagonalisation and Lloyd's algorithm with k-means++ initialisation.
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- `topology::persistent_homology` — Vietoris--Rips persistent homology
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by the standard `Z/2` matrix-reduction algorithm.
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- `topology::bottleneck` — bottleneck distance between persistence
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diagrams via Hopcroft--Karp matching with binary search.
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- `volterra::fractional_riccati` — Adams predictor--corrector solver
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for Caputo fractional ODEs (Diethelm--Ford--Freed 2002).
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- `volterra::markovian_lift` — multi-exponential approximation of
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convolution kernels by non-negative least squares on a geometric
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grid.
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- `volterra::volterra_solver` — generic second-kind Volterra integral
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equation solver via product-trapezoidal quadrature.
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- `volterra::fourier_inversion` — direct trapezoidal Fourier inversion
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of a characteristic function on a uniform frequency grid.
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- `signatures::path_signature` — truncated tensor signature of a
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piecewise-linear path with truncated tensor exponential.
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- `signatures::log_signature` — truncated tensor logarithm of a
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signature.
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- `signatures::random_signature` — Cuchiero--Schmocker--Teichmann
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random reservoir projection of the signature.
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- `signatures::signature_kernel` — Salvi--Cass--Lyons signature kernel
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via the Goursat finite-difference scheme.
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- `signatures::utils` — shuffle product and Chen-identity-driven
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signature concatenation.
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### Changed
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- Bumped crate version from `1.0.1` to `1.1.0`. All previously stable
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symbols remain untouched and binary-compatible at the Python ABI
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level (`abi3-py38`).
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### Notes
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This release is **CPU-only and additive**. No Python bindings were added
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in `1.1.0`; the new modules are exposed via the Rust API only and will
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be wrapped behind the `python-bindings` feature in a follow-up release.
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