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Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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Namespaces | |
| namespace | detail |
Classes | |
| class | BetaCalculator |
| Stateful wrapper around computeBetaBatch / computeGammaBatch. More... | |
| struct | SimdGammaCompute |
| Internal factory helper for constructing LorentzFactor objects from pre-computed gamma scalars (friend of LorentzFactor). More... | |
Enumerations | |
| enum class | SimdLevel : std::uint8_t { SCALAR = 0 , SSE42 = 1 , AVX2 = 2 , AVX512F = 3 } |
| Ordered enumeration of SIMD capability tiers. More... | |
Functions | |
| std::vector< srfm::momentum::BetaVelocity > | computeBetaBatch (const std::vector< double > &velocities, double &running_max) noexcept |
| std::vector< srfm::momentum::LorentzFactor > | computeGammaBatch (const std::vector< srfm::momentum::BetaVelocity > &betas) noexcept |
| Compute γ_i = 1/√(1 − β_i²) for every element. | |
| SimdLevel | detect_simd_level () noexcept |
| bool | has_avx512f () noexcept |
| Returns true when AVX-512F is available on this CPU/OS. | |
| bool | has_avx2 () noexcept |
| Returns true when AVX2 is available on this CPU/OS. | |
| bool | has_sse42 () noexcept |
| Returns true when SSE 4.2 is available on this CPU/OS. | |
| const char * | simd_level_name (SimdLevel level) noexcept |
| Human-readable name for a SimdLevel value. | |
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strong |
Ordered enumeration of SIMD capability tiers.
Compare with < / <= to check "at least this level":
Definition at line 59 of file cpu_features.hpp.
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noexcept |
Definition at line 84 of file simd_dispatch.cpp.
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noexcept |
Compute γ_i = 1/√(1 − β_i²) for every element.
Inputs are clamped to [0, BETA_MAX_SAFE) before the sqrt to prevent NaN. SIMD kernel processes 8 (AVX-512) or 4 (AVX2) elements per cycle.
| betas | Validated BetaVelocity values from computeBetaBatch(). |
This function never panics.
Definition at line 119 of file simd_dispatch.cpp.
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inlinenoexcept |
Definition at line 153 of file cpu_features.hpp.
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inlinenoexcept |
Returns true when AVX2 is available on this CPU/OS.
Definition at line 194 of file cpu_features.hpp.
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inlinenoexcept |
Returns true when AVX-512F is available on this CPU/OS.
Definition at line 189 of file cpu_features.hpp.
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inlinenoexcept |
Returns true when SSE 4.2 is available on this CPU/OS.
Definition at line 199 of file cpu_features.hpp.
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inlinenoexcept |
Human-readable name for a SimdLevel value.
Definition at line 204 of file cpu_features.hpp.