Branched sig functions

int branched_sig_cuda_f(const float *path, float *out, uint64_t batch_size, uint64_t dimension, uint64_t length, uint64_t max_nodes, bool time_aug = false, bool lead_lag = false, float end_time = 1.f, bool planar = false, bool scalar_term = true) noexcept

int branched_sig_cuda_d(const double *path, double *out, uint64_t batch_size, uint64_t dimension, uint64_t length, uint64_t max_nodes, bool time_aug = false, bool lead_lag = false, double end_time = 1., bool planar = false, bool scalar_term = true) noexcept

int branched_sig_combine_cuda_f(const float *bsig1, const float *bsig2, float *out, uint64_t batch_size, uint64_t dimension, uint64_t max_nodes, bool planar = false, bool scalar_term = true) noexcept

int branched_sig_combine_cuda_d(const double *bsig1, const double *bsig2, double *out, uint64_t batch_size, uint64_t dimension, uint64_t max_nodes, bool planar = false, bool scalar_term = true) noexcept

int branched_sig_combine_backprop_cuda_f(const float *bsig1, const float *bsig2, const float *derivs, float *out1, float *out2, uint64_t batch_size, uint64_t dimension, uint64_t max_nodes, bool planar = false, bool scalar_term = true) noexcept

int branched_sig_combine_backprop_cuda_d(const double *bsig1, const double *bsig2, const double *derivs, double *out1, double *out2, uint64_t batch_size, uint64_t dimension, uint64_t max_nodes, bool planar = false, bool scalar_term = true) noexcept

int branched_sig_backprop_cuda_f(const float *path, float *out, const float *bsig_derivs, const float *bsig, uint64_t batch_size, uint64_t dimension, uint64_t length, uint64_t max_nodes, bool time_aug = false, bool lead_lag = false, float end_time = 1.f, bool planar = false, bool scalar_term = true) noexcept

int branched_sig_backprop_cuda_d(const double *path, double *out, const double *bsig_derivs, const double *bsig, uint64_t batch_size, uint64_t dimension, uint64_t length, uint64_t max_nodes, bool time_aug = false, bool lead_lag = false, double end_time = 1., bool planar = false, bool scalar_term = true) noexcept

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}
}