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  1. VectorFFT VectorFFT Public

    VectorFFT is a vectorized, pure C FFT library optimized for x86 processors (AVX-512, AVX2, SSE2) with zero external dependencies. It implements mixed-radix algorithms for common sizes and Bluestein…

    C 4

  2. BOCPD BOCPD Public

    Ultra-fast Bayesian Online Change Point Detection in C. Hand-tuned AVX2 assembly delivers 3 million observations/sec: that's 33x faster than naive and 4,100x faster than Python. Sub-microsecond lat…

    C

  3. Singular-Spectrum-Analysis Singular-Spectrum-Analysis Public

    FFT-accelerated Singular Spectrum Analysis in C. SSA at the speed of FFT. Decompose time series into trend, seasonality & noise. O(N log N) Hankel matvec.

    C

  4. VectorGEMM VectorGEMM Public

    Safety-hardened GEMM (matrix multiply) implementation achieving 169.8 GFLOPS on Intel i9-14900. Built for embedded systems and safety-critical applications where reliability matters as much as spee…

    C

  5. Savitzky-Golay-Filter Savitzky-Golay-Filter Public

    Microcontroller friendly, efficient Savitzky-Golay Implementation with Gram Polynomials and Memoization

    C++ 21 3

  6. SQR-UKF-main SQR-UKF-main Public

    C