BigR1Array.java
- package org.drip.spaces.big;
- /*
- * -*- 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
- *
- * 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>BigR1Array</i> contains an Implementation of a variety of in-place Sorting Algorithms for Big Double
- * Arrays.
- *
- * <br><br>
- * <ul>
- * <li>
- * C A R Hoare's Quick Sort
- * </li>
- * <li>
- * J von Neumann's Merge Sort
- * </li>
- * <li>
- * R W Floyd's Heap Sort
- * </li>
- * <li>
- * Insertion Sort
- * </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/StatisticalLearningLibrary.md">Statistical Learning Library</a></li>
- * <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/spaces/README.md">R<sup>1</sup> and R<sup>d</sup> Vector/Tensor Spaces (Validated and/or Normed), and Function Classes</a></li>
- * <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/spaces/big/README.md">Big-data In-place Manipulator</a></li>
- * </ul>
- * <br><br>
- *
- * @author Lakshmi Krishnamurthy
- */
- public class BigR1Array {
- private int _iLength = -1;
- private double[] _adblA = null;
- private void swapLocations (
- final int i1,
- final int i2)
- {
- double dblTemp = _adblA[i1];
- _adblA[i1] = _adblA[i2];
- _adblA[i2] = dblTemp;
- }
- private int dropOffIndex (
- final int iPickupIndex)
- {
- for (int i = 0; i < iPickupIndex; ++i) {
- if (_adblA[i] > _adblA[iPickupIndex]) return i;
- }
- return iPickupIndex;
- }
- /**
- * BigR1Array Constructor
- *
- * @param adblA The Array to be Sorted
- *
- * @throws java.lang.Exception Thrown if the Inputs are Invalid
- */
- public BigR1Array (
- final double[] adblA)
- throws java.lang.Exception
- {
- if (null == (_adblA = adblA) || 0 == (_iLength = _adblA.length))
- throw new java.lang.Exception ("BigR1Array Constructor => Invalid Inputs");
- }
- /**
- * Retrieve the Array Contents
- *
- * @return The Array Contents
- */
- public double[] array()
- {
- return _adblA;
- }
- /**
- * Transfer all Elements from the Pickup Index to the Drop Off Index, and contiguously Shift the
- * Intermediate Array
- *
- * @param iPickupIndex The Pickup Index
- * @param iDropOffIndex The Drop off Index
- *
- * @return TRUE - Successfully transferred the Pickup to the Drop off Locations and the related
- * Translations
- */
- public boolean transfer (
- final int iPickupIndex,
- final int iDropOffIndex)
- {
- if (iPickupIndex < 0 || iPickupIndex >= _iLength || iDropOffIndex < 0 || iDropOffIndex >= _iLength)
- return false;
- if (iPickupIndex == iDropOffIndex) return true;
- double dblTemp = _adblA[iPickupIndex];
- if (iPickupIndex > iDropOffIndex) {
- for (int i = iPickupIndex; i > iDropOffIndex; --i)
- _adblA[i] = _adblA[i - 1];
- } else {
- for (int i = iPickupIndex; i > iDropOffIndex; ++i)
- _adblA[i] = _adblA[i + 1];
- }
- _adblA[iDropOffIndex] = dblTemp;
- return true;
- }
- /**
- * Sort the Specified Range in the Array using Quick Sort
- *
- * @param iLow Lower Index of the Range (Inclusive)
- * @param iHigh Upper Index of the Range (Inclusive)
- *
- * @return TRUE - The Range has been successfully sorted
- */
- public boolean quickSort (
- final int iLow,
- final int iHigh)
- {
- if (iLow < 0 || iLow >= iHigh || iLow >= _iLength)
- {
- return false;
- }
- int iLeft = iLow;
- int iRight = iHigh;
- double dblPivot = _adblA[(iLow + iHigh) / 2];
- while (iLeft <= iRight)
- {
- while (_adblA[iLeft] < dblPivot)
- {
- ++iLeft;
- }
- while (_adblA[iRight] > dblPivot)
- {
- --iRight;
- }
- if (iLeft <= iRight)
- {
- swapLocations (iLeft, iRight);
- ++iLeft;
- --iRight;
- }
- }
- if (iLow < iRight && !quickSort (iLow, iRight)) return false;
- if (iLeft < iHigh && !quickSort (iLeft, iHigh)) return false;
- return true;
- }
- /**
- * Sort the Full Array using Quick Sort
- *
- * @return TRUE - The Full Array has been successfully sorted
- */
- public boolean quickSort()
- {
- return quickSort (0, _iLength - 1);
- }
- /**
- * Merge the Sorted Sub Array Pair
- *
- * @param i1Start The Left Starting Index (Inclusive)
- * @param i1End The Left Ending Index (Inclusive)
- * @param i2Start The Right Starting Index (Inclusive)
- * @param i2End The Right End Index (Inclusive)
- *
- * @return TRUE - Successfully Merged the Sorted Array Pair and Re-assigned Back to the Master
- */
- public boolean mergeSort (
- final int i1Start,
- final int i1End,
- final int i2Start,
- final int i2End)
- {
- if (i1Start >= _iLength || i1Start > i1End || i2Start > i2End || i1End >= i2Start) return false;
- if (i1Start == i1End && i2Start == i2End) {
- if (_adblA[i1Start] > _adblA[i2Start]) swapLocations (i1Start, i2Start);
- } else {
- if (i1Start == i1End) {
- int i2Mid = (i2Start + i2End) / 2;
- if (!mergeSort (i2Start, i2Mid, i2Mid + 1, i2End)) return false;
- }
- }
- int i = 0;
- int i1 = i1Start;
- int i2 = i2Start;
- double[] adblMerged = new double[i1End - i1Start + i2End - i2Start + 2];
- while (i1 <= i1End && i2 <= i2End) {
- if (_adblA[i1] < _adblA[i2])
- adblMerged[i++] = _adblA[i1++];
- else if (_adblA[i1] > _adblA[i2])
- adblMerged[i++] = _adblA[i2++];
- else {
- adblMerged[i++] = _adblA[i1++];
- adblMerged[i++] = _adblA[i2++];
- }
- }
- while (i1 <= i1End)
- adblMerged[i++] = _adblA[i1++];
- while (i2 <= i2End)
- adblMerged[i++] = _adblA[i2++];
- i = 0;
- for (int j = i1Start; j <= i1End; ++j)
- _adblA[j] = adblMerged[i++];
- for (int j = i2Start; j <= i2End; ++j)
- _adblA[j] = adblMerged[i++];
- return true;
- }
- /**
- * Contiguous Stretch Merge Sort
- *
- * @param iStart The Master Starting Index (Inclusive)
- * @param iEnd The Master Ending Index (Inclusive)
- *
- * @return TRUE - Successfully Merged the Sorted Array Stretch and Re-assigned Back to the Master
- */
- public boolean mergeSort (
- final int iStart,
- final int iEnd)
- {
- if (iStart < 0 || iStart > iEnd || iStart >= _iLength) return false;
- if (iStart == iEnd) return true;
- if (iStart == iEnd - 1) {
- if (_adblA[iStart] > _adblA[iEnd]) swapLocations (iStart, iEnd);
- return true;
- }
- double[] adblMerged = new double[iEnd - iStart + 1];
- int iMid = (iStart + iEnd) / 2;
- int iRightStart = iMid + 1;
- int iRight = iRightStart;
- int iLeftStart = iStart;
- int iLeft = iLeftStart;
- int iRightEnd = iEnd;
- int iLeftEnd = iMid;
- int i = 0;
- if (!mergeSort (iLeftStart, iLeftEnd) || !mergeSort (iRightStart, iRightEnd)) return false;
- while (iLeft <= iLeftEnd && iRight <= iRightEnd) {
- if (_adblA[iLeft] < _adblA[iRight])
- adblMerged[i++] = _adblA[iLeft++];
- else if (_adblA[iLeft] > _adblA[iRight])
- adblMerged[i++] = _adblA[iRight++];
- else {
- adblMerged[i++] = _adblA[iLeft++];
- adblMerged[i++] = _adblA[iRight++];
- }
- }
- while (iLeft <= iLeftEnd)
- adblMerged[i++] = _adblA[iLeft++];
- while (iRight <= iRightEnd)
- adblMerged[i++] = _adblA[iRight++];
- i = 0;
- for (int j = iLeftStart; j <= iLeftEnd; ++j)
- _adblA[j] = adblMerged[i++];
- for (int j = iRightStart; j <= iRightEnd; ++j)
- _adblA[j] = adblMerged[i++];
- return true;
- }
- /**
- * In-place Big Array Merge Sort
- *
- * @return TRUE - Successfully Merged the Big Double Array and Re-assigned Back to the Master
- */
- public boolean mergeSort()
- {
- return mergeSort (0, _iLength - 1);
- }
- /**
- * Heap Sort the Big Array
- *
- * @return TRUE - Successfully Merged the Big Double Array and Re-assigned Back to the Master
- */
- public boolean heapSort()
- {
- org.drip.spaces.big.BinaryTree bt = null;
- try {
- bt = new org.drip.spaces.big.BinaryTree (_adblA[0], null);
- } catch (java.lang.Exception e) {
- e.printStackTrace();
- return false;
- }
- for (int i = 1; i < _iLength; ++i) {
- if (null == bt.insert (_adblA[i])) return false;
- }
- try {
- return _iLength == bt.ascendingNodeArray (_adblA, 0);
- } catch (java.lang.Exception e) {
- e.printStackTrace();
- }
- return false;
- }
- /**
- * Insertion Sort the Big Array
- *
- * @return TRUE - Successfully Merged the Big Double Array and Re-assigned Back to the Master
- */
- public boolean insertionSort()
- {
- for (int iPickupIndex = 1; iPickupIndex < _iLength; ++iPickupIndex) {
- if (!transfer (iPickupIndex, dropOffIndex (iPickupIndex))) return false;
- }
- return true;
- }
- }