release(v1.1.0): additive CPU-only generic numerical primitives

Adds 9 new top-level / sub-modules to the Rust API only (no Python
bindings yet), with at least one analytic unit test per module.

New Rust modules:
- optimal_control::matrix_riccati  (RK4 backward solver)
- timeseries_utils::nonsync_covariance  (Hayashi-Yoshida)
- timeseries_utils::wavelet  (Haar / Daubechies DWT and MODWT)
- risk_measures  (VaR, CVaR, projected sub-gradient CVaR minimisation)
- graph::laplacian + graph::spectral_clustering  (Jacobi + k-means++)
- topology  (Vietoris-Rips persistent homology, bottleneck distance)
- volterra  (Caputo Adams, Markovian lift, second-kind Volterra,
             Fourier inversion of characteristic functions)
- signatures  (truncated tensor signature, log-sig, random reservoir,
               Salvi-Cass-Lyons signature kernel, shuffle product)

All previously stable APIs untouched; abi3-py38 ABI preserved.
New module tests: 29/29 passing. Pre-existing 5 unrelated failures
unchanged.
This commit is contained in:
ThotDjehuty
2026-05-12 10:59:09 +02:00
parent e67b0f8376
commit d780ed81d7
39 changed files with 4044 additions and 3 deletions
+13
View File
@@ -38,6 +38,19 @@ Optimiz-rs provides blazingly fast, production-ready implementations of advanced
algorithms/grid_search
algorithms/point_processes
.. toctree::
:maxdepth: 2
:caption: v1.1 Numerical Primitives
algorithms/matrix_riccati
algorithms/nonsync_covariance
algorithms/wavelet
algorithms/risk_measures
algorithms/graph_spectral
algorithms/topology
algorithms/volterra
algorithms/signatures
.. toctree::
:maxdepth: 2
:caption: API Reference