FixedPointFinderOutput.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>FixedPointFinderOutput</i> holds the result of the fixed point search.
  86.  *
  87.  * FixedPointFinderOutput contains the following fields:
  88.  * <br>
  89.  * <ul>
  90.  *  <li>
  91.  *      Whether the search completed successfully
  92.  *  </li>
  93.  *  <li>
  94.  *      The number of iterations, the number of objective function base/derivative calculations, and the time
  95.  *          taken for the search
  96.  *  </li>
  97.  *  <li>
  98.  *      The output from 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 class FixedPointFinderOutput {
  114.     private int _iNumOFCalcs = 0;
  115.     private long _lStartTime = 0L;
  116.     private int _iNumIterations = 0;
  117.     private int _iNumOFDerivCalcs = 0;
  118.     private boolean _bHasRoot = false;
  119.     private double _dblRoot = java.lang.Double.NaN;
  120.     private double _dblRootFindingTime = java.lang.Double.NaN;
  121.     private org.drip.function.r1tor1solver.ExecutionInitializationOutput _eiop = null;

  123.     /**
  124.      * FixedPointFinderOutput constructor
  125.      * 
  126.      * @param eiop Execution Initialization Output 1D
  127.      * 
  128.      * @throws java.lang.Exception Thrown if inputs are invalid
  129.      */

  131.     public FixedPointFinderOutput (
  132.         final org.drip.function.r1tor1solver.ExecutionInitializationOutput eiop)
  133.         throws java.lang.Exception
  134.     {
  135.         if (null == (_eiop = eiop))
  136.             throw new java.lang.Exception ("FixedPointFinderOutput constructor: Invalid inputs!");

  138.         _lStartTime = System.nanoTime();
  139.     }

  141.     /**
  142.      * Set the Root
  143.      * 
  144.      * @param dblRoot Root
  145.      * 
  146.      * @return TRUE - Successfully set
  147.      */

  149.     public boolean setRoot (
  150.         final double dblRoot)
  151.     {
  152.         _dblRootFindingTime = (System.nanoTime() - _lStartTime) * 0.000001;

  154.         if (!org.drip.numerical.common.NumberUtil.IsValid (_dblRoot = dblRoot)) return false;

  156.         return _bHasRoot = true;
  157.     }

  159.     /**
  160.      * Indicate whether the root is present in the output, i.e., if the finder has successfully completed.
  161.      * 
  162.      * @return TRUE - Root exists in the output
  163.      */

  165.     public boolean containsRoot()
  166.     {
  167.         return _bHasRoot;
  168.     }

  170.     /**
  171.      * Return the time elapsed for the the full root finding operation
  172.      * 
  173.      * @return Time taken for root finding
  174.      */

  176.     public double time()
  177.     {
  178.         return _dblRootFindingTime;
  179.     }

  181.     /**
  182.      * Return the root
  183.      * 
  184.      * @return Root
  185.      */

  187.     public double getRoot()
  188.     {
  189.         return _dblRoot;
  190.     }

  192.     /**
  193.      * Increment the number of Iterations
  194.      * 
  195.      * @return TRUE - Successfully incremented
  196.      */

  198.     public boolean incrIterations()
  199.     {
  200.         ++_iNumIterations;
  201.         return true;
  202.     }

  204.     /**
  205.      * Return The number of iterations taken
  206.      * 
  207.      * @return Number of iterations taken
  208.      */

  210.     public int getNumIterations()
  211.     {
  212.         return _iNumIterations;
  213.     }

  215.     /**
  216.      * Increment the number of Objective Function evaluations
  217.      * 
  218.      * @return TRUE - Successfully incremented
  219.      */

  221.     public boolean incrOFCalcs()
  222.     {
  223.         ++_iNumOFCalcs;
  224.         return true;
  225.     }

  227.     /**
  228.      * Retrieve the number of objective function calculations needed
  229.      * 
  230.      * @return Number of objective function calculations needed
  231.      */

  233.     public int getNumOFCalcs()
  234.     {
  235.         return _iNumOFCalcs;
  236.     }

  238.     /**
  239.      * Increment the number of Objective Function Derivative evaluations
  240.      * 
  241.      * @return TRUE - Successfully incremented
  242.      */

  244.     public boolean incrOFDerivCalcs()
  245.     {
  246.         ++_iNumOFDerivCalcs;
  247.         return true;
  248.     }

  250.     /**
  251.      * Retrieve the number of objective function derivative calculations needed
  252.      * 
  253.      * @return Number of objective function derivative calculations needed
  254.      */

  256.     public int getNumOFDerivCalcs()
  257.     {
  258.         return _iNumOFDerivCalcs;
  259.     }

  261.     /**
  262.      * Retrieve the Execution Initialization Output
  263.      * 
  264.      * @return Execution Initialization Output
  265.      */

  267.     public org.drip.function.r1tor1solver.ExecutionInitializationOutput getEIOP()
  268.     {
  269.         return _eiop;
  270.     }

  272.     /**
  273.      * Return a string form of the root finder output
  274.      * 
  275.      * @return String form of the root finder output
  276.      */

  278.     public java.lang.String displayString()
  279.     {
  280.         java.lang.StringBuffer sb = new java.lang.StringBuffer();

  282.         sb.append (_eiop.displayString());

  284.         sb.append ("\n\tRoot finding Done? " + _bHasRoot + " [" + _dblRootFindingTime + " msec]");

  286.         sb.append ("\n\tRoot: " + _dblRoot);

  288.         sb.append ("\n\tNum Iterations: " + _iNumIterations);

  290.         sb.append ("\n\tNum OF Calculations: " + _iNumOFCalcs);

  292.         sb.append ("\n\tNum OF Derivative Calculations: " + _iNumOFDerivCalcs);

  294.         return sb.toString();
  295.     }
  296. }
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