org.drip.quant.common

Class NumberUtil

java.lang.Object

org.drip.quant.common.NumberUtil

public class NumberUtil
extends java.lang.Object

NumberUtil implements number utility functions. It exposes the following functions: - Verify number/number array validity, and closeness/sign match - Factorial Permutation/Combination functionality - Dump multi-dimensional array contents - Min/Max/Bound the array entries within limits

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
NumberUtil()

Method Summary

Modifier and Type	Method and Description
static double	Bound(double dblX, double dblFloor, double dblCeiling) Bound the input to within (floor, Ceiling), i.e., compute Min (Max (floor, X), Ceiling)
static int	Factorial(int n) This function implements Factorial N.
static boolean	IsValid(double dbl) Checks if the input double is Infinite or NaN
static boolean	IsValid(double[] adbl) Checks if the input double array contains an Infinite or an NaN
static double	Maximum(double[] adbl) Retrieve the Maximum Element in the specified Array
static double	Minimum(double[] adbl) Retrieve the Minimum Element in the specified Array
static int	NCK(int n, int k) This function implements N choose K.
static int	NPK(int n, int k) This function implements N Permute K.
static boolean	Print1DArray(java.lang.String strName, double[] adblA, boolean bBailOnNaN) Print the contents of the 1D array
static boolean	Print1DArray(java.lang.String strName, double[] adblA, int iNumDecimal, boolean bBailOnNaN) Print the contents of the 1D array to the Specified Decimal Location
static boolean	Print2DArray(java.lang.String strName, double[][] aadblA, boolean bBailOnNaN) Print the contents of the 2D array
static boolean	Print2DArrayPair(java.lang.String strLeftLabel, java.lang.String strRightLabel, double[][] aadblLeft, double[][] aadblRight, boolean bBailOnNaN) Print the Contents of the 2D Array Pair
static boolean	Print2DArrayTriplet(java.lang.String strLeftLabel, java.lang.String strMiddleLabel, java.lang.String strRightLabel, double[][] aadblLeft, double[][] aadblMiddle, double[][] aadblRight, boolean bBailOnNaN) Print the Contents of the 2D Array Triplet
static boolean	PrintMatrix(java.lang.String strName, double[][] aadblA)
static boolean	SameSign(double[] adbl) Check if the specified array contains elements all of the same sign
static boolean	WithinTolerance(double dbl1, double dbl2) Compare and checks if the two input numbers fall within a specified tolerance
static boolean	WithinTolerance(double dbl1, double dbl2, double dblAbsoluteTolerance, double dblRelativeTolerance) Compare and checks if the two input numbers fall within a specified tolerance

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

NumberUtil

public NumberUtil()

Method Detail

IsValid

public static final boolean IsValid(double dbl)

Checks if the input double is Infinite or NaN

Parameters:

dbl - Input double

Returns:

TRUE - Input double is Infinite or NaN

IsValid

public static final boolean IsValid(double[] adbl)

Checks if the input double array contains an Infinite or an NaN

Parameters:

adbl - Input double array

Returns:

TRUE - Input double contains an Infinite or an NaN

WithinTolerance

public static final boolean WithinTolerance(double dbl1,
                                            double dbl2,
                                            double dblAbsoluteTolerance,
                                            double dblRelativeTolerance)

Compare and checks if the two input numbers fall within a specified tolerance

Parameters:

dbl1 - Number #1

dbl2 - Number #2

dblAbsoluteTolerance - Absolute Tolerance

dblRelativeTolerance - Relative Tolerance

Returns:

TRUE if they fall within the tolerance

WithinTolerance

public static final boolean WithinTolerance(double dbl1,
                                            double dbl2)

Compare and checks if the two input numbers fall within a specified tolerance

Parameters:

dbl1 - Number #1

dbl2 - Number #2

Returns:

TRUE if they fall within the tolerance

Factorial

public static final int Factorial(int n)

This function implements Factorial N.

Parameters:

n - N

Returns:

Factorial N

NPK

public static final int NPK(int n,
                            int k)

This function implements N Permute K.

Parameters:

n - N

k - K

Returns:

N Permute K

NCK

public static final int NCK(int n,
                            int k)

This function implements N choose K.

Parameters:

n - N

k - K

Returns:

N choose K

Bound

public static final double Bound(double dblX,
                                 double dblFloor,
                                 double dblCeiling)
                          throws java.lang.Exception

Bound the input to within (floor, Ceiling), i.e., compute Min (Max (floor, X), Ceiling)

Parameters:

dblX - Input Number

dblFloor - Floor

dblCeiling - Ceiling

Returns:

Min (Max (floor, X), Ceiling)

Throws:

java.lang.Exception - Thrown if the inputs are invalid

Minimum

public static final double Minimum(double[] adbl)
                            throws java.lang.Exception

Retrieve the Minimum Element in the specified Array

Parameters:

adbl - Array of elements

Returns:

The Minimum Element

Throws:

java.lang.Exception - Thrown if the Inputs are invalid

Maximum

public static final double Maximum(double[] adbl)
                            throws java.lang.Exception

Retrieve the Maximum Element in the specified Array

Parameters:

adbl - Array of elements

Returns:

The Maximum Element

Throws:

java.lang.Exception - Thrown if the Inputs are invalid

SameSign

public static final boolean SameSign(double[] adbl)
                              throws java.lang.Exception

Check if the specified array contains elements all of the same sign

Parameters:

adbl - Array of elements

Returns:

TRUE - Same Sign

Throws:

java.lang.Exception - Thrown if the Inputs are invalid

Print1DArray

public static final boolean Print1DArray(java.lang.String strName,
                                         double[] adblA,
                                         boolean bBailOnNaN)

Print the contents of the 1D array

Parameters:

strName - Label Name

adblA - The 1D array

bBailOnNaN - Bail on encountering an NaN

Returns:

TRUE - Print Successful

Print1DArray

public static final boolean Print1DArray(java.lang.String strName,
                                         double[] adblA,
                                         int iNumDecimal,
                                         boolean bBailOnNaN)

Print the contents of the 1D array to the Specified Decimal Location

Parameters:

strName - Label Name

adblA - The 1D array

iNumDecimal - Number of Decimal Places to Display

bBailOnNaN - Bail on encountering an NaN

Returns:

TRUE - Print Successful

Print2DArray

public static final boolean Print2DArray(java.lang.String strName,
                                         double[][] aadblA,
                                         boolean bBailOnNaN)

Print the contents of the 2D array

Parameters:

strName - Label Name

aadblA - The 2D array

bBailOnNaN - Bail on encountering an NaN

Returns:

TRUE - Print Successful

Print2DArrayPair

public static final boolean Print2DArrayPair(java.lang.String strLeftLabel,
                                             java.lang.String strRightLabel,
                                             double[][] aadblLeft,
                                             double[][] aadblRight,
                                             boolean bBailOnNaN)

Print the Contents of the 2D Array Pair

Parameters:

strLeftLabel - Left Label

strRightLabel - Right Label

aadblLeft - The Left 2D array

aadblRight - The Right 2D array

bBailOnNaN - Bail on encountering an NaN

Returns:

TRUE - Print Successful

Print2DArrayTriplet

public static final boolean Print2DArrayTriplet(java.lang.String strLeftLabel,
                                                java.lang.String strMiddleLabel,
                                                java.lang.String strRightLabel,
                                                double[][] aadblLeft,
                                                double[][] aadblMiddle,
                                                double[][] aadblRight,
                                                boolean bBailOnNaN)

Print the Contents of the 2D Array Triplet

Parameters:

strLeftLabel - Left Label

strMiddleLabel - Middle Label

strRightLabel - Right Label

aadblLeft - The Left 2D array

aadblMiddle - The Middle 2D array

aadblRight - The Right 2D array

bBailOnNaN - Bail on encountering an NaN

Returns:

TRUE - Print Successful

PrintMatrix

public static final boolean PrintMatrix(java.lang.String strName,
                                        double[][] aadblA)