ExecutionInitializationOutput.java
package org.drip.function.r1tor1solver;
/*
* -*- 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
* Copyright (C) 2014 Lakshmi Krishnamurthy
* Copyright (C) 2013 Lakshmi Krishnamurthy
* Copyright (C) 2012 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>ExecutionInitializationOutput</i> holds the output of the root initializer calculation.
* <br><br>
* The following are the fields held by ExecutionInitializationOutput:
* <br>
* <ul>
* <li>
* Whether the initialization completed successfully
* </li>
* <li>
* The number of iterations, the number of objective function calculations, and the time taken for the
* initialization
* </li>
* <li>
* The starting variate from the initialization
* </li>
* </ul>
*
* <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/r1tor1solver/README.md">Built-in R<sup>1</sup> To R<sup>1</sup> Solvers</a></li>
* </ul>
*
* @author Lakshmi Krishnamurthy
*/
public abstract class ExecutionInitializationOutput {
private int _iNumOFCalcs = 0;
private long _lStartTime = 0L;
private boolean _bDone = false;
private int _iNumIterations = 0;
private int _iNumOFDerivCalcs = 0;
private double _dblTime = java.lang.Double.NaN;
private double _dblStartingVariate = java.lang.Double.NaN;
protected ExecutionInitializationOutput()
{
_lStartTime = System.nanoTime();
}
protected ExecutionInitializationOutput (
final ExecutionInitializationOutput eiopOther)
throws java.lang.Exception
{
if (null == eiopOther)
throw new java.lang.Exception ("ExecutionInitializationOutput constructor: Invalid inputs!");
_iNumOFCalcs = eiopOther._iNumOFCalcs;
_lStartTime = eiopOther._lStartTime;
_bDone = eiopOther._bDone;
_iNumIterations = eiopOther._iNumIterations;
_iNumOFDerivCalcs = eiopOther._iNumOFDerivCalcs;
_dblTime = eiopOther._dblTime;
_dblStartingVariate = eiopOther._dblStartingVariate;
}
protected boolean done()
{
_dblTime = (System.nanoTime() - _lStartTime) * 0.000001;
return _bDone = true;
}
/**
* Increment the Number of Iterations
*
* @return TRUE - Successfully incremented
*/
public final boolean incrIterations()
{
++_iNumIterations;
return true;
}
/**
* Return The number of Iterations consumed
*
* @return Number of Iterations consumed
*/
public final int getNumIterations()
{
return _iNumIterations;
}
/**
* Increment the Number of Objective Function Evaluations
*
* @return TRUE - Successfully incremented
*/
public final boolean incrOFCalcs()
{
++_iNumOFCalcs;
return true;
}
/**
* Retrieve the number of objective function calculations needed
*
* @return Number of objective function calculations needed
*/
public final int getNumOFCalcs()
{
return _iNumOFCalcs;
}
/**
* Increment the number of Objective Function Derivative evaluations
*
* @return TRUE - Successfully incremented
*/
public final boolean incrOFDerivCalcs()
{
++_iNumOFDerivCalcs;
return true;
}
/**
* Retrieve the number of objective function derivative calculations needed
*
* @return Number of objective function derivative calculations needed
*/
public final int getNumOFDerivCalcs()
{
return _iNumOFDerivCalcs;
}
/**
* Indicate if the execution initialization is done
*
* @return TRUE - Execution initialization is done
*/
public final boolean isDone()
{
return _bDone;
}
/**
* Return the time elapsed for the execution initialization operation
*
* @return execution initialization time
*/
public final double time()
{
return _dblTime;
}
/**
* Set the Starting Variate
*
* @param dblStartingVariate Starting Variate
*
* @return TRUE - Starting Variate set successfully
*/
public boolean setStartingVariate (
final double dblStartingVariate)
{
if (!org.drip.numerical.common.NumberUtil.IsValid (dblStartingVariate)) return false;
_dblStartingVariate = dblStartingVariate;
return true;
}
/**
* Return the Starting Variate
*
* @return Starting Variate
*/
public double getStartingVariate()
{
return _dblStartingVariate;
}
/**
* Return a string form of the Initializer output
*
* @return String form of the Initializer output
*/
public java.lang.String displayString()
{
java.lang.StringBuffer sb = new java.lang.StringBuffer();
sb.append ("\t\tInitialization Done? " + isDone() + " [" + time() + " msec]");
sb.append ("\n\t\tNum Iterations: " + getNumIterations());
sb.append ("\n\t\tNum OF Calculations: " + getNumOFCalcs());
sb.append ("\n\t\tNum OF Derivative Calculations: " + getNumOFDerivCalcs());
sb.append ("\n\t\tStarting Variate: " + getStartingVariate());
return sb.toString();
}
}