C++ Documentation#
Brief documentation for the cpSIG and cuSIG C++ libraries. We omit details
of the mathematical operations, for which we refer the user to the corresponding python documentation.
- cpSIG
- sig_length
- transform_path
- batch_transform_path
- transform_path_backprop
- batch_transform_path_backprop
- sig_combine
- batch_sig_combine
- sig_combine_backprop
- batch_sig_combine_backprop
- signature
- batch_signature
- sig_backprop
- batch_sig_backprop
- sig_kernel
- batch_sig_kernel
- sig_kernel_backprop
- batch_sig_kernel_backprop
- cuSIG
Citation#
If you found this library useful in your research, please consider citing the paper:
@article{shmelev2025pysiglib,
title={pySigLib-Fast Signature-Based Computations on CPU and GPU},
author={Shmelev, Daniil and Salvi, Cristopher},
journal={arXiv preprint arXiv:2509.10613},
year={2025}
}