Software and reproducible research projects.
These are small scientific Python packages that I maintain as research software. The emphasis is on focused numerical methods, tested examples, documentation, and clear scope boundaries.
cholrot is a focused package for rank-one Cholesky updates, downdates, modified-factor products, and solves.
It may be useful in numerical experiments where a positive-definite matrix changes by a rank-one term and recomputing or materializing every intermediate matrix is unnecessary. The package is intentionally narrow: it does not replace LAPACK or dense Cholesky factorization, but provides routines for rank-one modification workflows.
Implementation: Python API with C++/pybind11 kernels and pure Python fallbacks.
Project page · GitHub · PyPI · Documentation
lattice-dsp is a research-oriented package for experiments with stability-aware recursive signal processing: IIR lattice filters, reflection/PARCOR coefficient parameterizations, adaptive recursive filtering, AR diagnostics, and finite-dimensional MIMO/model-reduction examples.
The scalar filtering pieces are the most direct practical APIs. The MIMO, Schur/Pick, and model-reduction pieces are best read as tested experimental diagnostics rather than production solvers.
Implementation: Python API with C++/pybind11 kernels and optional OpenMP batch processing.
Project page · GitHub · PyPI · Documentation
robustcov is a Python/C++ toolkit for robust covariance and scatter estimation, anomaly diagnostics, SPD geometry, and contamination-resistant ML reference geometry.
It is designed for contaminated, heavy-tailed, small-sample, and high-dimensional data. Fitted robust location, covariance, precision, support, and similarity geometry can be reused for anomaly screening, monitoring, kernels, Gaussian-process input metrics, retrieval, and robust SHAP/LIME background references.
Implementation: Python API with C++/pybind11 kernels, optional OpenMP acceleration, cross-platform wheels, and reproducible release evidence.
v0.2.0 · Python 3.12–3.14 · Apache-2.0
Project page · GitHub · PyPI · Documentation