Source code for pysiglib.linear_sig

# Copyright 2026 Daniil Shmelev
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
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#    http://www.apache.org/licenses/LICENSE-2.0
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# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
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from typing import Union

import numpy as np
import torch

from .param_checks import check_type, check_non_neg, check_n_jobs
from .error_codes import err_msg
from .dtypes import CPSIG_LINEAR_SIG, CUSIG_LINEAR_SIG_CUDA
from .sig_length import sig_length
from .data_handlers import SigInputHandler, SigOutputHandler


[docs] def linear_sig( displacement : Union[np.ndarray, torch.tensor], dimension : int, degree : int, *, scalar_term : bool = False, n_jobs : int = 1 ) -> Union[np.ndarray, torch.tensor]: """ Computes the truncated signature of a single linear segment defined by a displacement vector. Given a displacement vector :math:`v \\in \\mathbb{R}^d`, this computes the signature of the linear path from :math:`0` to :math:`v`, .. math:: S(v) = \\left(1, v, \\frac{v^{\\otimes 2}}{2!}, \\ldots, \\frac{v^{\\otimes N}}{N!}\\right). :param displacement: The displacement vector or batch of displacement vectors. For a single displacement, this must be of shape ``(dimension,)``. For a batch, this must be of shape ``(batch_size, dimension)``. :type displacement: numpy.ndarray | torch.tensor :param dimension: Dimension of the underlying space, :math:`d`. :type dimension: int :param degree: Truncation level of the signature, :math:`N`. :type degree: int :param scalar_term: If True, the output includes the leading constant 1 at index 0 (the empty-word term). If False (default), this leading element is stripped from the output. :type scalar_term: bool :param n_jobs: Number of threads to run in parallel. If n_jobs = 1, the computation is run serially. If set to -1, all available threads are used. For n_jobs below -1, (max_threads + 1 + n_jobs) threads are used. For example if n_jobs = -2, all threads but one are used. :type n_jobs: int :return: Truncated signature of the linear segment, or a batch of truncated signatures. :rtype: numpy.ndarray | torch.tensor Example: --------- .. code-block:: python import pysiglib import numpy as np dimension = 5 degree = 3 displacement = np.random.uniform(size=(dimension,)) lsig = pysiglib.linear_sig(displacement, dimension, degree) # Batch version batch_size = 32 displacements = np.random.uniform(size=(batch_size, dimension)) lsigs = pysiglib.linear_sig(displacements, dimension, degree, n_jobs=-1) """ check_type(dimension, "dimension", int) check_non_neg(dimension, "dimension") check_type(degree, "degree", int) check_non_neg(degree, "degree") check_n_jobs(n_jobs) sig_len = sig_length(dimension, degree, scalar_term=scalar_term) data = SigInputHandler(displacement, dimension, "displacement") result = SigOutputHandler(data, sig_len) if data.batch_size == 0: return result.data if data.device == "cpu": err_code = CPSIG_LINEAR_SIG[data.dtype]( data.data_ptr, result.data_ptr, data.batch_size, dimension, degree, scalar_term, n_jobs) else: err_code = CUSIG_LINEAR_SIG_CUDA[data.dtype]( data.data_ptr, result.data_ptr, data.batch_size, dimension, degree, scalar_term) if err_code: raise Exception("Error in pysiglib.linear_sig: " + err_msg(err_code)) return result.data