RotationCountPhaseTracker.java

package org.drip.numerical.fourier;

/*
 * -*- 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
 * 
 *  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>RotationCountPhaseTracker</i> implements the standard technique to preserve the trajectory along the
 * principal branch in multi-valued complex operations. This is most common in Fourier inversion quadrature
 * runs.
 * 
 * <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/numerical/README.md">Numerical Quadrature, Differentiation, Eigenization, Linear Algebra, and Utilities</a></li>
 *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/numerical/fourier/README.md">Specific Fourier Transform Functionality - Rotation Counter, Phase Adjuster</a></li>
 *  </ul>
 * <br><br>
 * 
 * @author Lakshmi Krishnamurthy
 */

public class RotationCountPhaseTracker {

    /**
     * APPLY_NONE - Do not Apply Rotation Count
     */

    public static final int APPLY_NONE = 0;

    /**
     * APPLY_BACKWARD - Decrement Rotation Count
     */

    public static final int APPLY_BACKWARD = 1;

    /**
     * APPLY_FORWARD - Increment Rotation Count
     */

    public static final int APPLY_FORWARD = 2;

    private int _iRotationDirection = APPLY_NONE;
    private double _dblPreviousPhase = java.lang.Double.NaN;

    /**
     * Empty RotationCountPhaseTracker constructor - Initialize to "NO ROTATION COUNT"
     */

    public RotationCountPhaseTracker()
    {
        _iRotationDirection = APPLY_NONE;
    }

    /**
     * Set the Direction on which the rotation count is to be applied
     * 
     * @param iRotationDirection The Rotation Direction
     * 
     * @return TRUE - Successfully set
     */

    public boolean setDirection (
        final int iRotationDirection)
    {
        _iRotationDirection = iRotationDirection;
        return true;
    }

    /**
     * Get the Direction on which the rotation count is to be applied
     * 
     * @return The Rotation Direction
     */

    public int getDirection()
    {
        return _iRotationDirection;
    }

    /**
     * Set the Previous Phase
     * 
     * @param dblPreviousPhase The Previous Phase
     * 
     * @return TRUE - Previous Phase Successfully set
     */

    public boolean setPreviousPhase (
        final double dblPreviousPhase)
    {
        if (!org.drip.numerical.common.NumberUtil.IsValid (dblPreviousPhase)) return false;

        _dblPreviousPhase = dblPreviousPhase;
        return true;
    }

    /**
     * Get the Previous Phase
     * 
     * @return The Previous Phase
     */

    public double getPreviousPhase()
    {
        return _dblPreviousPhase;
    }

    /**
     * Apply the Rotation Count Adjustment in accordance with the direction, (optionally) record the previous
     *  phase.
     * 
     * @param dblCurrentPhase The Phase to be Updated
     * @param bApply TRUE - Record the Previous Phase
     * 
     * @return The Updated Phase
     * 
     * @throws java.lang.Exception Thrown if the Operation cannot be performed
     */

    public double updateAndApply (
        final double dblCurrentPhase,
        final boolean bApply)
        throws java.lang.Exception
    {
        if (!org.drip.numerical.common.NumberUtil.IsValid (dblCurrentPhase))
            throw new java.lang.Exception ("RotationCountPhaseTracker::updateAndApply => Invalid Inputs");

        double dblUpdatedPhase = dblCurrentPhase;

        if (APPLY_FORWARD == _iRotationDirection) {
            while (dblUpdatedPhase < _dblPreviousPhase)
                dblUpdatedPhase += 2. * java.lang.Math.PI;
        } else if (APPLY_BACKWARD == _iRotationDirection) {
            while (dblUpdatedPhase > _dblPreviousPhase)
                dblUpdatedPhase -= 2. * java.lang.Math.PI;
        } else if (APPLY_NONE != _iRotationDirection)
            throw new java.lang.Exception ("RotationCountPhaseTracker::updateAndApply => Invalid State");

        if (bApply) _dblPreviousPhase = dblUpdatedPhase;

        return dblUpdatedPhase;
    }
}