fastrace: Rust kernel for the factor-probit share transform

Fused, rayon-parallel implementation of the min-wins factor race (the thurstone/raceutil shared-survival-field pass). Log-domain throughout (log_ndtr via libm::erfc with asymptotic tail), x-tiled for cache, parallel over factor nodes.

Measured (Apple M4, vs single-threaded NumPy reference, GH order 15, k=2, L=1501; agreement 8e-17):

N NumPy Rust speedup
1000 4.24 s 0.71 s 6.0x
5000 21.6 s 3.9 s 5.5x

Build: pip install maturin && maturin develop --release (needs Rust toolchain). Exposes fastrace.win_probabilities_factor(mu, V, D, F, W, points=1501) -> (p, total).

Also implemented and measured (quiet machine, medians of 3):

  • forward_and_slopes: the calibration pass; drop-in solver rustcal.py calibrates N=1000 in 8s, N=5000 in 45s (identical iterations/residuals).
  • jacobian_vector_product (ibp + grid forms): parity 2e-14, 5.5x.
  • win_probabilities_factor_separated (Chebyshev low-rank pass):
N exact numpy rust exact rust separated r=384 err
1000 4.12 s 703 ms (6x) 34 ms (121x) 2.7e-5
5000 21.3 s 3.78 s (6x) 83 ms (255x) 6.1e-5

Not yet ported: deletion ensemble; separated-pass slopes (would take calibration to ~1s at N=5000); SIMD transcendentals (~4x further).

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Newer release available (0.1.2)

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Author: Peter Cotton

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Data verified by PyPI on Aug 26, 2026
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License

MIT

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Python >=3.9

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