FixedPointFinderOutput.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>FixedPointFinderOutput</i> holds the result of the fixed point search.
*
* FixedPointFinderOutput contains the following fields:
* <br>
* <ul>
* <li>
* Whether the search completed successfully
* </li>
* <li>
* The number of iterations, the number of objective function base/derivative calculations, and the time
* taken for the search
* </li>
* <li>
* The output from 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 class FixedPointFinderOutput {
private int _iNumOFCalcs = 0;
private long _lStartTime = 0L;
private int _iNumIterations = 0;
private int _iNumOFDerivCalcs = 0;
private boolean _bHasRoot = false;
private double _dblRoot = java.lang.Double.NaN;
private double _dblRootFindingTime = java.lang.Double.NaN;
private org.drip.function.r1tor1solver.ExecutionInitializationOutput _eiop = null;
/**
* FixedPointFinderOutput constructor
*
* @param eiop Execution Initialization Output 1D
*
* @throws java.lang.Exception Thrown if inputs are invalid
*/
public FixedPointFinderOutput (
final org.drip.function.r1tor1solver.ExecutionInitializationOutput eiop)
throws java.lang.Exception
{
if (null == (_eiop = eiop))
throw new java.lang.Exception ("FixedPointFinderOutput constructor: Invalid inputs!");
_lStartTime = System.nanoTime();
}
/**
* Set the Root
*
* @param dblRoot Root
*
* @return TRUE - Successfully set
*/
public boolean setRoot (
final double dblRoot)
{
_dblRootFindingTime = (System.nanoTime() - _lStartTime) * 0.000001;
if (!org.drip.numerical.common.NumberUtil.IsValid (_dblRoot = dblRoot)) return false;
return _bHasRoot = true;
}
/**
* Indicate whether the root is present in the output, i.e., if the finder has successfully completed.
*
* @return TRUE - Root exists in the output
*/
public boolean containsRoot()
{
return _bHasRoot;
}
/**
* Return the time elapsed for the the full root finding operation
*
* @return Time taken for root finding
*/
public double time()
{
return _dblRootFindingTime;
}
/**
* Return the root
*
* @return Root
*/
public double getRoot()
{
return _dblRoot;
}
/**
* Increment the number of Iterations
*
* @return TRUE - Successfully incremented
*/
public boolean incrIterations()
{
++_iNumIterations;
return true;
}
/**
* Return The number of iterations taken
*
* @return Number of iterations taken
*/
public int getNumIterations()
{
return _iNumIterations;
}
/**
* Increment the number of Objective Function evaluations
*
* @return TRUE - Successfully incremented
*/
public boolean incrOFCalcs()
{
++_iNumOFCalcs;
return true;
}
/**
* Retrieve the number of objective function calculations needed
*
* @return Number of objective function calculations needed
*/
public int getNumOFCalcs()
{
return _iNumOFCalcs;
}
/**
* Increment the number of Objective Function Derivative evaluations
*
* @return TRUE - Successfully incremented
*/
public boolean incrOFDerivCalcs()
{
++_iNumOFDerivCalcs;
return true;
}
/**
* Retrieve the number of objective function derivative calculations needed
*
* @return Number of objective function derivative calculations needed
*/
public int getNumOFDerivCalcs()
{
return _iNumOFDerivCalcs;
}
/**
* Retrieve the Execution Initialization Output
*
* @return Execution Initialization Output
*/
public org.drip.function.r1tor1solver.ExecutionInitializationOutput getEIOP()
{
return _eiop;
}
/**
* Return a string form of the root finder output
*
* @return String form of the root finder output
*/
public java.lang.String displayString()
{
java.lang.StringBuffer sb = new java.lang.StringBuffer();
sb.append (_eiop.displayString());
sb.append ("\n\tRoot finding Done? " + _bHasRoot + " [" + _dblRootFindingTime + " msec]");
sb.append ("\n\tRoot: " + _dblRoot);
sb.append ("\n\tNum Iterations: " + _iNumIterations);
sb.append ("\n\tNum OF Calculations: " + _iNumOFCalcs);
sb.append ("\n\tNum OF Derivative Calculations: " + _iNumOFDerivCalcs);
return sb.toString();
}
}