wegamekinglc / Derivatives-Algorithms-Lib / 28320955718

Builds Branch Commit Type Ran Committer Via Coverage
28320955718 docs/full-review-and-perf-reflect docs: reflect Sobol polish, PDE decomposition cache, and Rewind contract Reconcile docs against current master after recent performance and API changes. Each edit is grounded in the current source; capabilities that exist only on unmerged feature... Pull #184 wegamekinglc github
81.49
28320554484 master Merge pull request #183 from wegamekinglc/perf/p7-p8-fused-sweeps perf: fuse banded TriMultiply neighbour-correction loops push web-flow github
81.5
28319341870 perf/p7-p8-fused-sweeps revert: drop P7 CG/BCG Krylov fusion (breaks clang auto-vectorization FP) P7 changes clang's auto-vectorization pattern (different from GCC even with -ffp-contract=fast on both), pushing JointCalibrationTest.TestJointOisCurveAgreesWithStagedOis d... Pull #183 wegamekinglc github
81.5
28317907588 perf/p7-p8-fused-sweeps Fuse CG/BCG Krylov sweeps and banded TriMultiply neighbour passes - P7: PrepareDirection_ and UpdateSolution_ in bcg.cpp collapse their separate scale/add (and LinearIncrement) sweeps into single AXPY passes over p/z/x/r (plus the bi-conjugat... Pull #183 wegamekinglc github
81.52
28313958679 master Merge pull request #182 from wegamekinglc/perf/enable-fp-contract-all-compilers perf: enable FMA contraction on GCC and MSVC for cross-compiler FP consistency push web-flow github
81.49
28313570997 perf/enable-fp-contract-all-compilers perf: enable -ffp-contract=fast on GCC and /fp:contract on MSVC Aligns GCC and MSVC FP semantics with clang's default (-ffp-contract=fast). All three compilers now use FMA contraction, producing consistent FP results across the full compiler matr... Pull #182 wegamekinglc github
81.49
28313203726 master Merge pull request #181 from wegamekinglc/chore/ban-volatile-mutable chore: ban volatile and mutable in code style rules push web-flow github
81.49
28312936937 chore/ban-volatile-mutable chore: ban volatile and mutable in code style rules Both keywords are now explicitly prohibited: volatile (use atomics/sync/restructuring instead) and mutable (const evaluators must be pure const; caller-managed state if caching is needed). These... Pull #181 wegamekinglc github
81.49
28312689049 perf/p6-p7-p8-kernel-opts fix: break FMA contraction in fused Krylov sweeps for clang byte-identity clang enables -ffp-contract=fast by default (even at -O2), so the fused 'a + b*c' forms compiled to FMA instructions, changing the rounding vs the original separate *= and ... Pull #180 wegamekinglc github
81.51
28312446672 perf/p6-p7-p8-kernel-opts style: rename Krylov iterators for clarity (Copilot review) Rename pp/pz/xp/rp/ppp/zzp to pIt/zIt/xIt/rIt/ppIt/zzIt to disambiguate from KrylovState_ members (s.p, s.pp, s.z, s.zz). No logic change. Co-Authored-By: Claude <noreply@anthropic.com> Pull #180 wegamekinglc github
81.5
28312240437 master Merge pull request #179 from wegamekinglc/perf/p4-sobol-no-polish perf: disable InverseNCDF polish in Sobol FillNormal + fix static lambda race push web-flow github
81.49
28312134838 perf/p6-p7-p8-kernel-opts 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 tol... Pull #180 wegamekinglc github
81.5
28311780729 perf/p4-sobol-no-polish fix: add polish field to SobolRSG storable markup + regen auto files Added 'polish is boolean' to the /*IF storable SobolRSG */ markup, regenerated the Read/Write .inc files (added polish_ to Reader_, Build(), and XWrite), and updated the Write c... Pull #179 wegamekinglc github
81.49
28311632835 perf/p4-sobol-no-polish Merge b9c9195a4 into 933f64c95 Pull #179 web-flow github
81.49
28311675928 perf/p6-p7-p8-kernel-opts Add interp hint-and-scan and fuse CG/BCG Krylov sweeps - InterpLinearImplX: optional size_t* hint caches the last bracket index; repeated evaluations on monotonic x scan linearly from the hint instead of binary-searching every call, with a Lo... Pull #180 wegamekinglc github
81.52