HPCSeries Core Documentation

Version: 0.7.0

HPCSeries Core is a high-performance statistical computing library with SIMD vectorization, OpenMP parallelization, and adaptive auto-tuning. Built with Fortran, C, and C++ for maximum performance, with zero-copy Python bindings via Cython.

Key Features

  • SIMD-Accelerated Operations: Automatic vectorization using AVX2/AVX-512/SSE2

  • OpenMP Parallelization: Multi-threaded operations for large datasets

  • Zero-Copy Integration: Direct NumPy array access without data copying

  • Adaptive Auto-Tuning: Automatic calibration for optimal performance

  • Robust Statistics: MAD-based outlier detection and robust z-scores

  • Rolling Operations: Fast sliding window computations

  • Anomaly Detection: Statistical and robust anomaly detection methods

Performance

  • 2-10x faster than NumPy for common operations

  • 50-100x faster than Pandas for rolling operations

  • Sub-microsecond latency for small arrays

  • Scales to billions of elements

Quick Start

Installation:

pip install hpcs

Basic usage:

import hpcs
import numpy as np

# Create sample data
x = np.random.randn(1000000)

# SIMD-accelerated reductions
hpcs.sum(x)      # 2-5x faster than np.sum
hpcs.mean(x)     # 2-5x faster than np.mean
hpcs.std(x)      # 2-5x faster than np.std

# Rolling operations
hpcs.rolling_mean(x, window=50)    # 50-100x faster than pandas
hpcs.rolling_median(x, window=100) # 100x faster than pandas

# Robust statistics and anomaly detection
hpcs.median(x)
hpcs.mad(x)
anomalies = hpcs.detect_anomalies(x, threshold=3.0)

Documentation Contents

Development

Indices and tables