cvx_analytics::signatures

Function update_signature_incremental

Source 
pub fn update_signature_incremental(
    existing: &mut PathSignatureResult,
    last_point: &[f32],
    new_point: &[f32],
) -> Result<(), SignatureError>
Expand description

Incrementally update a signature when a new point is appended.

Uses Chen’s Identity: S(α * β) = S(α) ⊗ S(β) where β is the single-segment path from the last point to the new point.

Cost: O(K²) for depth 2 (vs O(N × K²) for full recomputation).

§Arguments

  • existing - The current signature (will be modified in-place).
  • last_point - The last point of the existing trajectory.
  • new_point - The new point being appended.