BellmanFord.java

package org.drip.sample.graph;

import java.util.Set;

import org.drip.numerical.common.FormatUtil;
import org.drip.service.env.EnvManager;
import org.drip.spaces.graph.BellmanFordScheme;
import org.drip.spaces.graph.Edge;
import org.drip.spaces.graph.Topography;
import org.drip.spaces.graph.ShortestPathVertex;
import org.drip.spaces.graph.ShortestPathTree;

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

/*!
 * Copyright (C) 2019 Lakshmi Krishnamurthy
 * Copyright (C) 2018 Lakshmi Krishnamurthy
 * 
 *  This file is part of DROP, an open-source library targeting risk, transaction costs, exposure, margin
 *      calculations, valuation adjustment, and portfolio construction within and across fixed income,
 *      credit, commodity, equity, FX, and structured products.
 *  
 *      https://lakshmidrip.github.io/DROP/
 *  
 *  DROP is composed of three modules:
 *  
 *  - DROP Analytics Core - https://lakshmidrip.github.io/DROP-Analytics-Core/
 *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
 *  - DROP Numerical Core - https://lakshmidrip.github.io/DROP-Numerical-Core/
 * 
 *  DROP Analytics Core implements libraries for the following:
 *  - Fixed Income Analytics
 *  - Asset Backed Analytics
 *  - XVA Analytics
 *  - Exposure and Margin Analytics
 * 
 *  DROP Portfolio Core implements libraries for the following:
 *  - Asset Allocation Analytics
 *  - Transaction Cost Analytics
 * 
 *  DROP Numerical Core implements libraries for the following:
 *  - Statistical Learning
 *  - Numerical Optimizer
 *  - Spline Builder
 *  - Algorithm Support
 * 
 *  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>BellmanFord</i> illustrates the Execution of the Bellman Ford Shortest Path First Algorithm. The
 * References are:
 *  
 * <br><br>
 *  <ul>
 *      <li>
 *          Wikipedia (2018a): Graph (Abstract Data Type)
 *              https://en.wikipedia.org/wiki/Graph_(abstract_data_type)
 *      </li>
 *      <li>
 *          Wikipedia (2018b): Graph Theory https://en.wikipedia.org/wiki/Graph_theory
 *      </li>
 *      <li>
 *          Wikipedia (2018c): Graph (Discrete Mathematics)
 *              https://en.wikipedia.org/wiki/Graph_(discrete_mathematics)
 *      </li>
 *      <li>
 *          Wikipedia (2018d): Dijkstra's Algorithm https://en.wikipedia.org/wiki/Dijkstra%27s_algorithm
 *      </li>
 *      <li>
 *          Wikipedia (2018e): Bellman-Ford Algorithm
 *              https://en.wikipedia.org/wiki/Bellman%E2%80%93Ford_algorithm
 *      </li>
 *  </ul>
 *  
 * <br><br>
 *  <ul>
 *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/NumericalCore.md">Numerical Core Module</a></li>
 *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/AlgorithmSupportLibrary.md">Algorithm Support Library</a></li>
 *      <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/sample/README.md">Sample</a></li>
 *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/sample/graph/README.md">Graph Builder and Navigator</a></li>
 *  </ul>
 * <br><br>
 *
 * @author Lakshmi Krishnamurthy
 */

public class BellmanFord
{

    private static final Topography SetTopography()
        throws Exception
    {
        String[] vertexArray = new String[]
        {
            "Delhi     ",
            "Bombay    ",
            "Madras    ",
            "Calcutta  ",
            "Bangalore ",
            "Hyderabad ",
            "Cochin    ",
            "Pune      ",
            "Ahmedabad ",
            "Jaipur    "
        };

        Topography topography = new Topography();

        for (String vertexName : vertexArray)
        {
            topography.addVertex (vertexName);
        }

        topography.addEdge (
            new Edge (
                vertexArray[0], // Delhi
                vertexArray[1], // Bombay
                1388.
            )
        );

        topography.addEdge (
            new Edge (
                vertexArray[0], // Delhi
                vertexArray[2], // Madras
                2191.
            )
        );

        topography.addEdge (
            new Edge (
                vertexArray[1], // Bombay
                vertexArray[2], // Madras
                1279.
            )
        );

        topography.addEdge (
            new Edge (
                vertexArray[0], // Delhi
                vertexArray[3], // Calcutta
                1341.
            )
        );

        topography.addEdge (
            new Edge (
                vertexArray[1], // Bombay
                vertexArray[3], // Calcutta
                1968.
            )
        );

        topography.addEdge (
            new Edge (
                vertexArray[2], // Madras
                vertexArray[3], // Calcutta
                1663.
            )
        );

        topography.addEdge (
            new Edge (
                vertexArray[2], // Madras
                vertexArray[4], // Bangalore
                361.
            )
        );

        topography.addEdge (
            new Edge (
                vertexArray[2], // Madras
                vertexArray[5], // Hyderabad
                784.
            )
        );

        topography.addEdge (
            new Edge (
                vertexArray[2], // Madras
                vertexArray[6], // Cochin
                697.
            )
        );

        topography.addEdge (
            new Edge (
                vertexArray[1], // Bombay
                vertexArray[7], // Pune
                192.
            )
        );

        topography.addEdge (
            new Edge (
                vertexArray[1], // Bombay
                vertexArray[8], // Ahmedabad
                492.
            )
        );

        topography.addEdge (
            new Edge (
                vertexArray[0], // Delhi
                vertexArray[9], // Jaipur
                308.
            )
        );

        return topography;
    }

    private static final String PathVertexes (
        final String source,
        final String destination,
        final ShortestPathTree vertexPeripheryMap)
        throws Exception
    {
        String path = "";
        String vertex = destination;

        ShortestPathVertex vertexPeriphery = vertexPeripheryMap.shortestPathVertex (vertex);

        while (!source.equalsIgnoreCase (vertexPeriphery.current()))
        {
            path = path + vertexPeriphery.current() + " <- ";

            vertexPeriphery = vertexPeripheryMap.shortestPathVertex (vertexPeriphery.preceeding());
        }

        path = path + source;
        return path;
    }

    public static void main (
        final String[] inputArray)
        throws Exception
    {
        EnvManager.InitEnv ("");

        Topography topography = SetTopography();

        BellmanFordScheme bellmanFordScheme = new BellmanFordScheme (topography);

        Set<String> vertexNameSet = topography.vertexNameSet();

        for (String source : vertexNameSet)
        {
            ShortestPathTree vertexPeripheryMap = bellmanFordScheme.spf (source).vertexPeripheryMap();

            System.out.println ("\t||------------------------------------------------------------||");

            for (String vertex : vertexNameSet)
            {
                if (!vertex.equalsIgnoreCase (source))
                {
                    ShortestPathVertex vertexPeriphery = vertexPeripheryMap.shortestPathVertex (vertex);

                    System.out.println (
                        "\t|| " + source + " to " + vertex + " is " +
                        FormatUtil.FormatDouble (vertexPeriphery.weightFromSource(), 4, 0, 1.) +
                        " | Previous is " + vertexPeriphery.preceeding() + " || " + PathVertexes (
                            source,
                            vertex,
                            vertexPeripheryMap
                        )
                    );
                }
            }

            System.out.println ("\t||------------------------------------------------------------||\n");
        }

        EnvManager.TerminateEnv();
    }
}