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:
@@ -38,6 +38,19 @@ Optimiz-rs provides blazingly fast, production-ready implementations of advanced
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algorithms/grid_search
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algorithms/point_processes
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.. toctree::
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:maxdepth: 2
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:caption: v1.1 Numerical Primitives
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algorithms/matrix_riccati
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algorithms/nonsync_covariance
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algorithms/wavelet
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algorithms/risk_measures
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algorithms/graph_spectral
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algorithms/topology
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algorithms/volterra
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algorithms/signatures
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.. toctree::
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:maxdepth: 2
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:caption: API Reference
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