optimiz-rs

Files

T

ThotDjehuty d780ed81d7 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.

2026-05-12 10:59:09 +02:00

differential_evolution.md

docs: replace ASCII diagrams with Mermaid visuals + brand CSS

2026-03-06 17:39:03 +01:00

graph_spectral.rst

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

2026-05-12 10:59:09 +02:00

grid_search.md

docs: enhance ReadTheDocs with visualization outputs and GitHub links

2026-02-16 16:42:24 +01:00

hmm.md

docs: replace ASCII diagrams with Mermaid visuals + brand CSS