wegamekinglc / Derivatives-Algorithms-Lib / 28312134838

82%

master: 81%

Build Type

Pull #180

github

Committed by wegamekinglc

Commit Message

Revert P6 interp hint-and-scan

The hint-and-scan path in InterpLinearImplX diverges from LowerBound at
knot boundaries under clang-19/adept, causing numerical drift that
exceeds JointCalibrationTest.TestJointOisCurveAgreesWithStagedOis's
1e-5 tolerance on CI. The bracket-index logic relies on subtle FP tie
comparisons (x[idx] == xv) whose exact-tie behavior is not stable
across compilers and AAD backends.

Restored InterpLinearImplX to the original LowerBound-based lookup
and removed the mutable size_t lastIndex_ members from Interp1Linear_
and Cubic1_. The interpolators are pure const again, no mutable state.

P7 (CG/BCG fused sweeps in bcg.cpp) is byte-identical and has no
mutable state, so it stays. dal-cpp/dal/math/matrix/bcg.cpp is the
only remaining change vs master.

dal_cpp_tests: 771/771 pass, incl. the joint-calibration test.

Co-Authored-By: Claude <noreply@anthropic.com>

Pull Request Pull Request #180: perf: fuse kernel sweeps (interp hint + CG/BCG + banded TriMultiply)

Coverage Stats

11 of 11 new or added lines in 1 file covered. (100.0%)

1 existing line in 1 file now uncovered.

6358 of 7801 relevant lines covered (81.5%)

3221934.17 hits per line