UnitVector.java

package org.drip.function.definition;

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

/*!
 * Copyright (C) 2020 Lakshmi Krishnamurthy
 * Copyright (C) 2019 Lakshmi Krishnamurthy
 * Copyright (C) 2018 Lakshmi Krishnamurthy
 * Copyright (C) 2017 Lakshmi Krishnamurthy
 * Copyright (C) 2016 Lakshmi Krishnamurthy
 * 
 *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
 *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
 *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
 *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
 *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
 *      and computational support.
 *  
 *      https://lakshmidrip.github.io/DROP/
 *  
 *  DROP is composed of three modules:
 *  
 *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
 *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
 *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
 * 
 *  DROP Product Core implements libraries for the following:
 *  - Fixed Income Analytics
 *  - Loan Analytics
 *  - Transaction Cost Analytics
 * 
 *  DROP Portfolio Core implements libraries for the following:
 *  - Asset Allocation Analytics
 *  - Asset Liability Management Analytics
 *  - Capital Estimation Analytics
 *  - Exposure Analytics
 *  - Margin Analytics
 *  - XVA Analytics
 * 
 *  DROP Computational Core implements libraries for the following:
 *  - Algorithm Support
 *  - Computation Support
 *  - Function Analysis
 *  - Model Validation
 *  - Numerical Analysis
 *  - Numerical Optimizer
 *  - Spline Builder
 *  - Statistical Learning
 * 
 *  Documentation for DROP is Spread Over:
 * 
 *  - Main                     => https://lakshmidrip.github.io/DROP/
 *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
 *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
 *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
 *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
 *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
 *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
 *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
 *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
 *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
 *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
 * 
 *  Licensed under the Apache License, Version 2.0 (the "License");
 *      you may not use this file except in compliance with the License.
 *   
 *  You may obtain a copy of the License at
 *      http://www.apache.org/licenses/LICENSE-2.0
 *  
 *  Unless required by applicable law or agreed to in writing, software
 *      distributed under the License is distributed on an "AS IS" BASIS,
 *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 *  
 *  See the License for the specific language governing permissions and
 *      limitations under the License.
 */

/**
 * <i>UnitVector</i> implements the Normalized R<sup>d</sup> Unit Vector.
 *
 *  <br><br>
 *  <ul>
 *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
 *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/NumericalAnalysisLibrary.md">Numerical Analysis Library</a></li>
 *      <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>
 *      <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>
 *  </ul>
 *
 * @author Lakshmi Krishnamurthy
 */

public class UnitVector {
    private double[] _adblComponent;

    /**
     * Construct an Instance of the Unit Vector from the Input Vector
     * 
     * @param adbl The Input Double Vector
     * 
     * @return The Unit Vector Instance
     */

    public static final UnitVector Standard (
        final double[] adbl)
    {
        if (null == adbl) return null;

        int iDimension = adbl.length;
        double dblGradientModulus = 0.;
        double[] adblComponent = new double[iDimension];

        if (0 == iDimension) return null;

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

            dblGradientModulus += adbl[i] * adbl[i];
        }

        if (0. == dblGradientModulus) return null;

        dblGradientModulus = java.lang.Math.sqrt (dblGradientModulus);

        for (int i = 0; i < iDimension; ++i)
            adblComponent[i] = adbl[i] / dblGradientModulus;

        return new UnitVector (adblComponent);
    }

    protected UnitVector (
        final double[] adblComponent)
    {
        _adblComponent = adblComponent;
    }

    /**
     * Retrieve the Unit Vector's Component Array
     * 
     * @return The Unit Vector's Component Array
     */

    public double[] component()
    {
        return _adblComponent;
    }

    /**
     * Compute the Directional Increment along the Vector
     * 
     * @param adblVariate The Starting R^d Variate
     * @param dblStepLength The Step Length
     * 
     * @return The Directionally Incremented Vector
     */

    public double[] directionalIncrement (
        final double[] adblVariate,
        final double dblStepLength)
    {
        if (null == adblVariate || !org.drip.numerical.common.NumberUtil.IsValid (dblStepLength)) return null;

        int iVariateDimension = adblVariate.length;
        double[] adblIncrementedVariate = new double[iVariateDimension];

        if (iVariateDimension != _adblComponent.length) return null;

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

            adblIncrementedVariate[i] = adblVariate[i] + dblStepLength * _adblComponent[i];
        }

        return adblIncrementedVariate;
    }
}