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Add ChebyshevSlider for high-dimensional approximation via Sliding Technique
- New ChebyshevSlider class decomposing high-dim functions into low-dim slides
- Analytical derivatives per slide with cross-group mixed partials returning 0
- 24 new tests (additive, coupled, 5D, cross-group derivatives, validation)
- Documentation page with algorithm, usage examples, and limitations
- README updated: repositioned as library, pip install, sliding examples
- Version bump to 0.2.0
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
**A standalone Python implementation of multi-dimensional Chebyshev tensor interpolation**
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**A fast Python library for multi-dimensional Chebyshev tensor interpolation with analytical derivatives**
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This project provides an**extremely short, standalone Python implementation**(although not fully optimized, without getting tedious) of the Chebyshev tensor method, **for educational purposes only**, demonstrating that it achieves **comparable accuracy to the state-of-the-art MoCaX library** for European option pricing via Black-Scholes.
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PyChebyshev provides a**fully optimized Python implementation** of the Chebyshev tensor method, demonstrating that it achieves **comparable speed and accuracy to the state-of-the-art MoCaX C++ library** for European option pricing via Black-Scholes — with pure Python and NumPy only.
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## Performance Comparison
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@@ -61,17 +61,13 @@ Both methods achieve **spectral accuracy** (exponential error decay) with identi
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The convergence plots demonstrate exponential error decay as node count increases, confirming the spectral accuracy predicted by the Bernstein Ellipse Theorem. Errors drop rapidly from 4×4 to 12×12 nodes, reaching near-machine precision for this analytic function.
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## Project Purpose
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## Features
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PyChebyshev provides a **proof-of-concept environment for conducting time and error analysis** of several popular methods for evaluating European options via Black-Scholes:
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