FunctionClassSupremum.java

package org.drip.function.r1tor1;

/*
 * -*- 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
 * Copyright (C) 2015 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>FunctionClassSupremum</i> implements the Univariate Function that corresponds to the Supremum among the
 * specified Class of Functions.
 *
 *  <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/r1tor1/README.md">Built-in R<sup>1</sup> To R<sup>1</sup> Functions</a></li>
 *  </ul>
 *
 * @author Lakshmi Krishnamurthy
 */

public class FunctionClassSupremum extends org.drip.function.definition.R1ToR1 {
    class IndexSupremum {
        int _iIndex = -1;
        double _dblSupremum = java.lang.Double.NaN;

        IndexSupremum (
            final int iIndex,
            final double dblSupremum)
        {
            _iIndex = iIndex;
            _dblSupremum = dblSupremum;
        }
    };

    private org.drip.function.definition.R1ToR1[] _aAUClass = null;

    private IndexSupremum supremum (
        final double dblVariate)
    {
        int iIndex = 0;
        int iNumFunction = _aAUClass.length;

        try {
            double dblSupremum = _aAUClass[0].evaluate (dblVariate);

            for (int i = 1; i < iNumFunction; ++i) {
                double dblValue = _aAUClass[i].evaluate (dblVariate);

                if (dblValue > dblSupremum) {
                    iIndex = i;
                    dblSupremum = dblValue;
                }
            }

            return new IndexSupremum (iIndex, dblSupremum);
        } catch (java.lang.Exception e) {
            e.printStackTrace();
        }

        return null;
    }

    /**
     * FunctionClassSupremum Cnstructor
     * 
     * @param aAUClass Array of Functions in the Class
     * 
     * @throws java.lang.Exception Thrown if the Inputs are Invalid
     */

    public FunctionClassSupremum (
        final org.drip.function.definition.R1ToR1[] aAUClass)
        throws java.lang.Exception
    {
        super (null);

        if (null == (_aAUClass = aAUClass) || 0 == _aAUClass.length)
            throw new java.lang.Exception ("FunctionClassSupremum ctr => Invalid Inputs");
    }

    /**
     * Retrieve the Class of Functions
     * 
     * @return The Class of Functions
     */

    public org.drip.function.definition.R1ToR1[] functionClass()
    {
        return _aAUClass;
    }

    /**
     * Retrieve the Supremum Function corresponding to the specified Variate
     * 
     * @param dblVariate The Variate
     * 
     * @return The Supremum Function corresponding to the specified Variate
     */

    public org.drip.function.definition.R1ToR1 supremumFunction (
        final double dblVariate)
    {
        IndexSupremum is = supremum (dblVariate);

        return null == is ? null : _aAUClass[is._iIndex];
    }

    @Override public double evaluate (
        final double dblVariate)
        throws java.lang.Exception
    {
        IndexSupremum is = supremum (dblVariate);

        if (null == is) throw new java.lang.Exception ("FunctionClassSupremum::evaluate => Invalid Inputs");

        return is._dblSupremum;
    }

    @Override public double derivative (
        final double dblVariate,
        final int iOrder)
        throws java.lang.Exception
    {
        IndexSupremum is = supremum (dblVariate);

        if (null == is)
            throw new java.lang.Exception ("FunctionClassSupremum::derivative => Invalid Inputs");

        return _aAUClass[is._iIndex].derivative (dblVariate, iOrder);
    }

    @Override public double integrate (
        final double dblBegin,
        final double dblEnd)
        throws java.lang.Exception
    {
        IndexSupremum is = supremum (0.5 * (dblBegin + dblEnd));

        if (null == is) throw new java.lang.Exception ("FunctionClassSupremum::integrate => Invalid Inputs");

        return _aAUClass[is._iIndex].integrate (dblBegin, dblEnd);
    }
}