SizedVector.java

  1. package org.drip.function.definition;

  2. /*
  3.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  4.  */

  5. /*!
  6.  * Copyright (C) 2020 Lakshmi Krishnamurthy
  7.  * Copyright (C) 2019 Lakshmi Krishnamurthy
  8.  * Copyright (C) 2018 Lakshmi Krishnamurthy
  9.  * Copyright (C) 2017 Lakshmi Krishnamurthy
  10.  * Copyright (C) 2016 Lakshmi Krishnamurthy
  11.  *
  12.  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
  13.  *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
  14.  *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
  15.  *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
  16.  *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
  17.  *      and computational support.
  18.  *  
  19.  *      https://lakshmidrip.github.io/DROP/
  20.  *  
  21.  *  DROP is composed of three modules:
  22.  *  
  23.  *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
  24.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  25.  *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
  26.  *
  27.  *  DROP Product Core implements libraries for the following:
  28.  *  - Fixed Income Analytics
  29.  *  - Loan Analytics
  30.  *  - Transaction Cost Analytics
  31.  *
  32.  *  DROP Portfolio Core implements libraries for the following:
  33.  *  - Asset Allocation Analytics
  34.  *  - Asset Liability Management Analytics
  35.  *  - Capital Estimation Analytics
  36.  *  - Exposure Analytics
  37.  *  - Margin Analytics
  38.  *  - XVA Analytics
  39.  *
  40.  *  DROP Computational Core implements libraries for the following:
  41.  *  - Algorithm Support
  42.  *  - Computation Support
  43.  *  - Function Analysis
  44.  *  - Model Validation
  45.  *  - Numerical Analysis
  46.  *  - Numerical Optimizer
  47.  *  - Spline Builder
  48.  *  - Statistical Learning
  49.  *
  50.  *  Documentation for DROP is Spread Over:
  51.  *
  52.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  53.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  54.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  55.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  56.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  57.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  58.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  59.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  60.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  61.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  62.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  63.  *
  64.  *  Licensed under the Apache License, Version 2.0 (the "License");
  65.  *      you may not use this file except in compliance with the License.
  66.  *  
  67.  *  You may obtain a copy of the License at
  68.  *      http://www.apache.org/licenses/LICENSE-2.0
  69.  *  
  70.  *  Unless required by applicable law or agreed to in writing, software
  71.  *      distributed under the License is distributed on an "AS IS" BASIS,
  72.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  73.  *  
  74.  *  See the License for the specific language governing permissions and
  75.  *      limitations under the License.
  76.  */

  77. /**
  78.  * <i>SizedVector</i> holds the R<sup>d</sup> Unit Direction Vector along with its Magnitude.
  79.  *
  80.  *  <br><br>
  81.  *  <ul>
  82.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
  83.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/NumericalAnalysisLibrary.md">Numerical Analysis Library</a></li>
  84.  *      <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/function/README.md">R<sup>d</sup> To R<sup>d</sup> Function Analysis</a></li>
  85.  *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/function/definition/README.md">Function Implementation Ancillary Support Objects</a></li>
  86.  *  </ul>
  87.  *
  88.  * @author Lakshmi Krishnamurthy
  89.  */

  90. public class SizedVector {
  91.     private double _dblMagnitude = java.lang.Double.NaN;
  92.     private org.drip.function.definition.UnitVector _uv = null;

  93.     /**
  94.      * Construct an Instance of the Sized Vector from the Input Array
  95.      *
  96.      * @param adbl The Input Double Array
  97.      *
  98.      * @return The Sized Vector Instance
  99.      */

  100.     public static final SizedVector Standard (
  101.         final double[] adbl)
  102.     {
  103.         if (null == adbl) return null;

  104.         double dblModulus = 0.;
  105.         int iDimension = adbl.length;
  106.         double[] adblComponent = 0 == iDimension ? null : new double[iDimension];

  107.         if (0 == iDimension) return null;

  108.         for (int i = 0; i < iDimension; ++i) {
  109.             if (!org.drip.numerical.common.NumberUtil.IsValid (adbl[i])) return null;

  110.             dblModulus += adbl[i] * adbl[i];
  111.         }

  112.         if (0. == dblModulus) return null;

  113.         dblModulus = java.lang.Math.sqrt (dblModulus);

  114.         for (int i = 0; i < iDimension; ++i)
  115.             adblComponent[i] = adbl[i] / dblModulus;

  116.         try {
  117.             return new SizedVector (new org.drip.function.definition.UnitVector (adblComponent), dblModulus);
  118.         } catch (java.lang.Exception e) {
  119.             e.printStackTrace();
  120.         }

  121.         return null;
  122.     }

  123.     /**
  124.      * SizedVector Constructor
  125.      *
  126.      * @param uv The Unit Vector
  127.      * @param dblMagnitude Magnitude of the Vector
  128.      *
  129.      * @throws java.lang.Exception Thriwn if the Inputs are Invalid
  130.      */

  131.     public SizedVector (
  132.         final org.drip.function.definition.UnitVector uv,
  133.         final double dblMagnitude)
  134.         throws java.lang.Exception
  135.     {
  136.         if (null == (_uv = uv) || !org.drip.numerical.common.NumberUtil.IsValid (_dblMagnitude = dblMagnitude))
  137.             throw new java.lang.Exception ("SizedVector Constructor => Invalid Inputs");
  138.     }

  139.     /**
  140.      * Retrieve the Unit Direction Vector
  141.      *
  142.      * @return The Unit Vector Direction Instance
  143.      */

  144.     public org.drip.function.definition.UnitVector direction()
  145.     {
  146.         return _uv;
  147.     }

  148.     /**
  149.      * Retrieve the Vector Magnitude
  150.      *
  151.      * @return The Vector Magnitude
  152.      */

  153.     public double magnitude()
  154.     {
  155.         return _dblMagnitude;
  156.     }
  157. }