From bd3046ab3b94903fa9a081fd70c591d15b3d3558 Mon Sep 17 00:00:00 2001 From: Jeffrey Sarnoff Date: Thu, 21 Mar 2024 01:15:33 -0400 Subject: [PATCH] using SIMD, maybe VectorizationBase --- Project.toml | 4 ++++ src/RollingFunctions.jl | 5 +++++ 2 files changed, 9 insertions(+) diff --git a/Project.toml b/Project.toml index 6dd99c16..d2c7a4c7 100644 --- 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 index 35d58b6e..90b0c1c4 100644 --- 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,