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;
}
}