Quantco / Quantco/tabmat

`_split_col_subsets` ignores columns when non-monotonic

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Dominant language
Python
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Avg merge
18h 17m
Merged PRs (30d)
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Description

Maybe this is not the right function for what I am looking for. I expected this function to be perfect for the __getitem__ column subsetting but it's not working if the columns are not monotonic. PR #91 depends on fixing this issue.

Minimal working example:

import quantcore.matrix as mx
import numpy as np

a = mx.DenseMatrix(np.arange(16, dtype=float).reshape(4, 4))
sm = mx.SplitMatrix(matrices=[a])

sm._split_col_subsets([0, 2, 3])
# Correct - Out[6]: ([array([0, 1, 2], dtype=int32)], [array([0, 2, 3], dtype=int32)], 3)

ms._split_col_subsets([0, 3, 2])
# Incorrect - Out[9]: ([array([0, 1], dtype=int32)], [array([0, 3], dtype=int32)], 3)
# Expected: ([array([0, 1, 2], dtype=int32)], [array([0, 3, 2], dtype=int32)], 3)

Contributor guide

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First steps

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  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start with the _split_col_subsets entry point and run the minimal Python example from the issue using DenseMatrix and SplitMatrix. Done means non-monotonic columns such as [0, 3, 2] produce the expected local indices and preserve the requested column order.

Written by the indexing model from the issue text.

Assessment

Tech stack
numpy, python
Domain
data
Issue type
Bug
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Clearly specified
Newbie friendliness
45/100

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