ExecutionInitializationOutput.java

  1. package org.drip.function.r1tor1solver;

  3. /*
  4.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  5.  */

  7. /*!
  8.  * Copyright (C) 2020 Lakshmi Krishnamurthy
  9.  * Copyright (C) 2019 Lakshmi Krishnamurthy
  10.  * Copyright (C) 2018 Lakshmi Krishnamurthy
  11.  * Copyright (C) 2017 Lakshmi Krishnamurthy
  12.  * Copyright (C) 2016 Lakshmi Krishnamurthy
  13.  * Copyright (C) 2015 Lakshmi Krishnamurthy
  14.  * Copyright (C) 2014 Lakshmi Krishnamurthy
  15.  * Copyright (C) 2013 Lakshmi Krishnamurthy
  16.  * Copyright (C) 2012 Lakshmi Krishnamurthy
  17.  * 
  18.  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
  19.  *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
  20.  *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
  21.  *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
  22.  *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
  23.  *      and computational support.
  24.  *  
  25.  *      https://lakshmidrip.github.io/DROP/
  26.  *  
  27.  *  DROP is composed of three modules:
  28.  *  
  29.  *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
  30.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  31.  *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
  32.  * 
  33.  *  DROP Product Core implements libraries for the following:
  34.  *  - Fixed Income Analytics
  35.  *  - Loan Analytics
  36.  *  - Transaction Cost Analytics
  37.  * 
  38.  *  DROP Portfolio Core implements libraries for the following:
  39.  *  - Asset Allocation Analytics
  40.  *  - Asset Liability Management Analytics
  41.  *  - Capital Estimation Analytics
  42.  *  - Exposure Analytics
  43.  *  - Margin Analytics
  44.  *  - XVA Analytics
  45.  * 
  46.  *  DROP Computational Core implements libraries for the following:
  47.  *  - Algorithm Support
  48.  *  - Computation Support
  49.  *  - Function Analysis
  50.  *  - Model Validation
  51.  *  - Numerical Analysis
  52.  *  - Numerical Optimizer
  53.  *  - Spline Builder
  54.  *  - Statistical Learning
  55.  * 
  56.  *  Documentation for DROP is Spread Over:
  57.  * 
  58.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  59.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  60.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  61.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  62.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  63.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  64.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  65.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  66.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  67.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  68.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  69.  * 
  70.  *  Licensed under the Apache License, Version 2.0 (the "License");
  71.  *      you may not use this file except in compliance with the License.
  72.  *   
  73.  *  You may obtain a copy of the License at
  74.  *      http://www.apache.org/licenses/LICENSE-2.0
  75.  *  
  76.  *  Unless required by applicable law or agreed to in writing, software
  77.  *      distributed under the License is distributed on an "AS IS" BASIS,
  78.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  79.  *  
  80.  *  See the License for the specific language governing permissions and
  81.  *      limitations under the License.
  82.  */

  84. /**
  85.  * <i>ExecutionInitializationOutput</i> holds the output of the root initializer calculation.
  86.  * <br><br>
  87.  * The following are the fields held by ExecutionInitializationOutput:
  88.  * <br>
  89.  * <ul>
  90.  *  <li>
  91.  *      Whether the initialization completed successfully
  92.  *  </li>
  93.  *  <li>
  94.  *      The number of iterations, the number of objective function calculations, and the time taken for the
  95.  *          initialization
  96.  *  </li>
  97.  *  <li>
  98.  *      The starting variate from the initialization
  99.  *  </li>
  100.  * </ul>
  101.  *
  102.  *  <br><br>
  103.  *  <ul>
  104.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
  105.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/NumericalAnalysisLibrary.md">Numerical Analysis Library</a></li>
  106.  *      <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>
  107.  *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/function/r1tor1solver/README.md">Built-in R<sup>1</sup> To R<sup>1</sup> Solvers</a></li>
  108.  *  </ul>
  109.  *
  110.  * @author Lakshmi Krishnamurthy
  111.  */

  113. public abstract class ExecutionInitializationOutput {
  114.     private int _iNumOFCalcs = 0;
  115.     private long _lStartTime = 0L;
  116.     private boolean _bDone = false;
  117.     private int _iNumIterations = 0;
  118.     private int _iNumOFDerivCalcs = 0;
  119.     private double _dblTime = java.lang.Double.NaN;
  120.     private double _dblStartingVariate = java.lang.Double.NaN;

  122.     protected ExecutionInitializationOutput()
  123.     {
  124.         _lStartTime = System.nanoTime();
  125.     }

  127.     protected ExecutionInitializationOutput (
  128.         final ExecutionInitializationOutput eiopOther)
  129.         throws java.lang.Exception
  130.     {
  131.         if (null == eiopOther)
  132.             throw new java.lang.Exception ("ExecutionInitializationOutput constructor: Invalid inputs!");

  134.         _iNumOFCalcs = eiopOther._iNumOFCalcs;
  135.         _lStartTime = eiopOther._lStartTime;
  136.         _bDone = eiopOther._bDone;
  137.         _iNumIterations = eiopOther._iNumIterations;
  138.         _iNumOFDerivCalcs = eiopOther._iNumOFDerivCalcs;
  139.         _dblTime = eiopOther._dblTime;
  140.         _dblStartingVariate = eiopOther._dblStartingVariate;
  141.     }

  143.     protected boolean done()
  144.     {
  145.         _dblTime = (System.nanoTime() - _lStartTime) * 0.000001;

  147.         return _bDone = true;
  148.     }

  150.     /**
  151.      * Increment the Number of Iterations
  152.      * 
  153.      * @return TRUE - Successfully incremented
  154.      */

  156.     public final boolean incrIterations()
  157.     {
  158.         ++_iNumIterations;
  159.         return true;
  160.     }

  162.     /**
  163.      * Return The number of Iterations consumed
  164.      * 
  165.      * @return Number of Iterations consumed
  166.      */

  168.     public final int getNumIterations()
  169.     {
  170.         return _iNumIterations;
  171.     }

  173.     /**
  174.      * Increment the Number of Objective Function Evaluations
  175.      * 
  176.      * @return TRUE - Successfully incremented
  177.      */

  179.     public final boolean incrOFCalcs()
  180.     {
  181.         ++_iNumOFCalcs;
  182.         return true;
  183.     }

  185.     /**
  186.      * Retrieve the number of objective function calculations needed
  187.      * 
  188.      * @return Number of objective function calculations needed
  189.      */

  191.     public final int getNumOFCalcs()
  192.     {
  193.         return _iNumOFCalcs;
  194.     }

  196.     /**
  197.      * Increment the number of Objective Function Derivative evaluations
  198.      * 
  199.      * @return TRUE - Successfully incremented
  200.      */

  202.     public final boolean incrOFDerivCalcs()
  203.     {
  204.         ++_iNumOFDerivCalcs;
  205.         return true;
  206.     }

  208.     /**
  209.      * Retrieve the number of objective function derivative calculations needed
  210.      * 
  211.      * @return Number of objective function derivative calculations needed
  212.      */

  214.     public final int getNumOFDerivCalcs()
  215.     {
  216.         return _iNumOFDerivCalcs;
  217.     }

  219.     /**
  220.      * Indicate if the execution initialization is done
  221.      * 
  222.      * @return TRUE - Execution initialization is done
  223.      */

  225.     public final boolean isDone()
  226.     {
  227.         return _bDone;
  228.     }

  230.     /**
  231.      * Return the time elapsed for the execution initialization operation
  232.      * 
  233.      * @return execution initialization time
  234.      */

  236.     public final double time()
  237.     {
  238.         return _dblTime;
  239.     }

  241.     /**
  242.      * Set the Starting Variate
  243.      * 
  244.      * @param dblStartingVariate Starting Variate
  245.      * 
  246.      * @return TRUE - Starting Variate set successfully
  247.      */

  249.     public boolean setStartingVariate (
  250.         final double dblStartingVariate)
  251.     {
  252.         if (!org.drip.numerical.common.NumberUtil.IsValid (dblStartingVariate)) return false;

  254.         _dblStartingVariate = dblStartingVariate;
  255.         return true;
  256.     }

  258.     /**
  259.      * Return the Starting Variate
  260.      * 
  261.      * @return Starting Variate
  262.      */

  264.     public double getStartingVariate()
  265.     {
  266.         return _dblStartingVariate;
  267.     }

  269.     /**
  270.      * Return a string form of the Initializer output
  271.      * 
  272.      * @return String form of the Initializer output
  273.      */

  275.     public java.lang.String displayString()
  276.     {
  277.         java.lang.StringBuffer sb = new java.lang.StringBuffer();

  279.         sb.append ("\t\tInitialization Done? " + isDone() + " [" + time() + " msec]");

  281.         sb.append ("\n\t\tNum Iterations: " + getNumIterations());

  283.         sb.append ("\n\t\tNum OF Calculations: " + getNumOFCalcs());

  285.         sb.append ("\n\t\tNum OF Derivative Calculations: " + getNumOFDerivCalcs());

  287.         sb.append ("\n\t\tStarting Variate: " + getStartingVariate());

  289.         return sb.toString();
  290.     }
  291. }
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