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Accelerate first-order filter on CPU for small batch sizes.
This PR serves as a first step to gradually remove numba code and use the native cpp bindings by PyTorch. #10 could be merged after this PR.
The empirical benchmark shows the extension is faster when batch size < 2.

I plan to keep the main for development purposes, so the version will always be *.dev. I will make a separate branch for the stable version.

@yoyolicoris
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A separate function like first_order_recurrence(x, a, zi) might be clearer to users about this update.

@christhetree
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I left some comments, otherwise LGTM. Also I don't think I understand what Recurrence is doing but TBF I didn't dig deeper into that part of the code.

@yoyolicoris yoyolicoris merged commit 5801748 into main Jan 24, 2025
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@yoyolicoris yoyolicoris deleted the feat-cpp-scan branch January 24, 2025 10:43
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3 participants