using SIMD, maybe VectorizationBase

JeffreySarnoff · Mar 21, 2024 · bd3046a · bd3046a
1 parent b23e797
commit bd3046a
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diff --git a/Project.toml b/Project.toml
@@ -9,8 +9,10 @@ version = "v0.9.0"
 
 [deps]
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
+SIMD = "fdea26ae-647d-5447-a871-4b548cad5224"
 Static = "aedffcd0-7271-4cad-89d0-dc628f76c6d3"
 FastBroadcast = "7034ab61-46d4-4ed7-9d0f-46aef9175898"
+VectorizationBase = "3d5dd08c-fd9d-11e8-17fa-ed2836048c2f"
 KahanSummation = "8e2b3108-d4c1-50be-a7a2-16352aec75c3"
 StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"
 AccurateArithmetic = "22286c92-06ac-501d-9306-4abd417d9753"
@@ -25,8 +27,10 @@ test = ["Test"]
 
 [compat]
 LinearAlgebra = "1.10"
+SIMD = "3.4.6 - 5"
 Static = "0.8.10 - 0.12"
 FastBroadcast = "0.2.8 - 0.5"
+VectorizationBase = "0.21 - 0.30"
 KahanSummation = "0.3 - 0.5"
 StatsBase = "0.34 - 0.50"
 AccurateArithmetic = "0.3.8 - 0.5"

diff --git a/src/RollingFunctions.jl b/src/RollingFunctions.jl
@@ -26,6 +26,11 @@ export rolling,
 
 using LinearAlgebra: normalize
 
+using SIMD
+import VectorizationBase as Vectorize
+const VVec = Vectorize.Vec
+const VVecUnroll = Vectorize.VecUnroll
+
 using Statistics: mean, median, std, var, cor, cov
 using StatsBase:  kurtosis, mad, sem, skewness, variation,
                   AbstractWeights, Weights,