Releases: Quantco/tabmat
Releases · Quantco/tabmat
quantcore.matrix 2.0.3
2.0.3 - 2021-07-15
Bug fix:
- In
SplitMatrix.sandwich
, when a col subset was specified, incorrect output was produced if the components of the indices array were not sorted.SplitMatrix.__init__
now checks for sorted indices and maintains sorted index lists when combining matrices.
Other changes:
SplitMatrix.__init__
now filters out any empty matrices.StandardizedMatrix.sandwich
passesrows=None
andcols=None
onwards to the underlying matrix instead of replacing them with full arrays of indices. This should improve performance slightly.SplitMatrix.__repr__
now includes the type of the underlying matrix objects in the string output.
quantcore.matrix 2.0.2
Bug fix:
- Sparse matrices now accept 64-bit indices on Windows.
quantcore.matrix 2.0.1
2.0.1 - 2021-06-20
Bug fix:
- Split matrices now also work on Windows.
quantcore.matrix 2.0.0
2.0.0 - 2021-06-17
Breaking changes:
We renamed several public functions to make them private. These include functions in quantcore.matrix.benchmark
that are unlikely to be used outside of this package as well as
quantcore.matrix.dense_matrix._matvec_helper
quantcore.matrix.sparse_matrix._matvec_helper
quantcore.matrix.split_matrix._prepare_out_array
Other changes:
- We removed the dependency on
sparse_dot_mkl
. We now usescipy.sparse.csr_matvec
instead ofsparse_dot_mkl.dot_product_mkl
on all platforms, because the former suffered from poor performance, especially on narrow problems. This also means that we removed the functionquantcore.matrix.sparse_matrix._dot_product_maybe_mkl
. - We updated the pre-commit hooks and made sure the code is line with the new hooks.
quantcore.matrix 1.0.6
Windows releases 🚀
quantcore.matrix 1.0.5
Fix Windows CI upload.
quantcore.matrix 1.0.3
Bug fixes:
- Added a check that matrices are two-dimensional in the
SplitMatrix.__init__
- Replace
np.int
withnp.int64
where appropriate due to NumPy deprecation ofnp.int
.
quantcore.matrix 1.0.2
- Added Python 3.9 support.
- Use
scipy.sparse
dot product when MKL isn't available.
quantcore.matrix 1.0.1
Bug fixes:
- Handling for nulls when setting up a
CategoricalMatrix
- Fixes to make several functions work with both row and col restrictions and out
Other changes:
- Added various tests and documentation improvements
quantcore.matrix 1.0.0
Breaking change:
- Rename
dot
tomatvec
. Ourdot
function supports matrix-vector multiplication for every subclass, but only supports matrix-matrix multiplication for some. We therefore rename it tomatvec
in line with other libraries.
Bug fix:
- Fix a bug in
matvec
for categorical components when the number of categories exceeds the number of rows.