Source code for pysiglib.log_sig_join

# Copyright 2026 Daniil Shmelev
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#    http://www.apache.org/licenses/LICENSE-2.0
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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_LOG_SIG_JOIN, CUSIG_LOG_SIG_JOIN_CUDA
from .sig_length import log_sig_length
from .data_handlers import SigInputHandler, SigOutputHandler


[docs] def log_sig_join( log_sig : Union[np.ndarray, torch.tensor], displacement : Union[np.ndarray, torch.tensor], dimension : int, degree : int, *, n_jobs : int = 1 ) -> Union[np.ndarray, torch.tensor]: """ Extends a truncated log-signature by a single displacement vector using the Baker-Campbell-Hausdorff (BCH) formula. This is the log-signature analogue of ``sig_join``. Given a log-signature :math:`L(x)` and a displacement :math:`v`, this computes .. math:: L(x * v) = \\text{BCH}(L(x), v), where :math:`v` is embedded as a degree-1 element of the free Lie algebra. .. note:: ``log_sig`` is expected in the Lyndon bracket basis (``method=2`` output). You must call ``pysiglib.prepare_log_sig(dimension, degree, method=2)`` before using this function. This precomputes the Lyndon basis and BCH coefficients needed internally. :param log_sig: The existing truncated log-signature, of shape ``(..., log_sig_length)``. :type log_sig: numpy.ndarray | torch.tensor :param displacement: The displacement vector, of shape ``(..., dimension)``. Leading batch dimensions must match those of ``log_sig``. :type displacement: numpy.ndarray | torch.tensor :param dimension: Dimension of the underlying space, :math:`d`. :type dimension: int :param degree: Truncation level of the log-signature, :math:`N`. :type degree: int :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: Extended log-signature, :math:`L(x * v)`. :rtype: numpy.ndarray | torch.tensor Example: --------- .. code-block:: python import pysiglib import numpy as np dimension = 5 degree = 3 pysiglib.prepare_log_sig(dimension, degree, method=2) path = np.random.uniform(size=(100, dimension)) ls = pysiglib.log_sig(path, degree, method=2) displacement = np.random.uniform(size=(dimension,)) extended_ls = pysiglib.log_sig_join(ls, displacement, dimension, degree) """ 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) ls_len = log_sig_length(dimension, degree) logsig_data = SigInputHandler(log_sig, ls_len, "log_sig") disp_data = SigInputHandler(displacement, dimension, "displacement") if logsig_data.type_ != disp_data.type_: raise ValueError("log_sig and displacement must both be numpy arrays or both torch tensors") if logsig_data.dtype != disp_data.dtype: raise ValueError("log_sig and displacement must have the same dtype") if logsig_data.batch_shape != disp_data.batch_shape: raise ValueError("log_sig and displacement must have the same batch shape") if logsig_data.device != disp_data.device: raise ValueError("log_sig and displacement must be on the same device") result = SigOutputHandler(logsig_data, ls_len) if logsig_data.batch_size == 0: return result.data if logsig_data.device == "cpu": err_code = CPSIG_LOG_SIG_JOIN[logsig_data.dtype]( logsig_data.data_ptr, disp_data.data_ptr, result.data_ptr, logsig_data.batch_size, dimension, degree, n_jobs) else: err_code = CUSIG_LOG_SIG_JOIN_CUDA[logsig_data.dtype]( logsig_data.data_ptr, disp_data.data_ptr, result.data_ptr, logsig_data.batch_size, dimension, degree) if err_code: raise Exception("Error in pysiglib.log_sig_join: " + err_msg(err_code)) return result.data