Function compute_log_signature

Source
pub fn compute_log_signature(
    trajectory: &[(i64, &[f32])],
    config: &SignatureConfig,
) -> Result<PathSignatureResult, SignatureError>
Expand description

Compute the log-signature (compact alternative via antisymmetric part).

For depth 2, the log-signature extracts the antisymmetric part of the level-2 signature: L^{i,j} = (S^{i,j} - S^{j,i}) / 2. This removes redundant symmetric components.

Dimension at depth 2: K + K(K-1)/2 (vs K + K² for full signature).