NormedRdToNormedR1Finite.java

  1. package org.drip.spaces.functionclass;

  2. /*
  3.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  4.  */

  5. /*!
  6.  * Copyright (C) 2020 Lakshmi Krishnamurthy
  7.  * Copyright (C) 2019 Lakshmi Krishnamurthy
  8.  * Copyright (C) 2018 Lakshmi Krishnamurthy
  9.  * Copyright (C) 2017 Lakshmi Krishnamurthy
  10.  * Copyright (C) 2016 Lakshmi Krishnamurthy
  11.  * Copyright (C) 2015 Lakshmi Krishnamurthy
  12.  *
  13.  *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
  14.  *      asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
  15.  *      analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
  16.  *      equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
  17.  *      numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
  18.  *      and computational support.
  19.  *  
  20.  *      https://lakshmidrip.github.io/DROP/
  21.  *  
  22.  *  DROP is composed of three modules:
  23.  *  
  24.  *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
  25.  *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
  26.  *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
  27.  *
  28.  *  DROP Product Core implements libraries for the following:
  29.  *  - Fixed Income Analytics
  30.  *  - Loan Analytics
  31.  *  - Transaction Cost Analytics
  32.  *
  33.  *  DROP Portfolio Core implements libraries for the following:
  34.  *  - Asset Allocation Analytics
  35.  *  - Asset Liability Management Analytics
  36.  *  - Capital Estimation Analytics
  37.  *  - Exposure Analytics
  38.  *  - Margin Analytics
  39.  *  - XVA Analytics
  40.  *
  41.  *  DROP Computational Core implements libraries for the following:
  42.  *  - Algorithm Support
  43.  *  - Computation Support
  44.  *  - Function Analysis
  45.  *  - Model Validation
  46.  *  - Numerical Analysis
  47.  *  - Numerical Optimizer
  48.  *  - Spline Builder
  49.  *  - Statistical Learning
  50.  *
  51.  *  Documentation for DROP is Spread Over:
  52.  *
  53.  *  - Main                     => https://lakshmidrip.github.io/DROP/
  54.  *  - Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
  55.  *  - GitHub                   => https://github.com/lakshmiDRIP/DROP
  56.  *  - Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
  57.  *  - Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
  58.  *  - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
  59.  *  - Release Versions         => https://lakshmidrip.github.io/DROP/version.html
  60.  *  - Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
  61.  *  - Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
  62.  *  - JUnit                    => https://lakshmidrip.github.io/DROP/junit/index.html
  63.  *  - Jacoco                   => https://lakshmidrip.github.io/DROP/jacoco/index.html
  64.  *
  65.  *  Licensed under the Apache License, Version 2.0 (the "License");
  66.  *      you may not use this file except in compliance with the License.
  67.  *  
  68.  *  You may obtain a copy of the License at
  69.  *      http://www.apache.org/licenses/LICENSE-2.0
  70.  *  
  71.  *  Unless required by applicable law or agreed to in writing, software
  72.  *      distributed under the License is distributed on an "AS IS" BASIS,
  73.  *      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  74.  *  
  75.  *  See the License for the specific language governing permissions and
  76.  *      limitations under the License.
  77.  */

  78. /**
  79.  * <i>NormedRdToNormedR1Finite</i> implements the Class F of f : Normed R<sup>d</sup> To Normed R<sup>1</sup>
  80.  * Spaces of Finite Functions. The Reference we've used is:
  81.  *
  82.  * <br><br>
  83.  *  <ul>
  84.  *      <li>
  85.  *          Carl, B., and I. Stephani (1990): <i>Entropy, Compactness, and the Approximation of Operators</i>
  86.  *              <b>Cambridge University Press</b> Cambridge UK
  87.  *      </li>
  88.  *  </ul>
  89.  *
  90.  * <br><br>
  91.  *  <ul>
  92.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
  93.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/StatisticalLearningLibrary.md">Statistical Learning Library</a></li>
  94.  *      <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>
  95.  *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/spaces/functionclass/README.md">Normed Finite Spaces Function Class</a></li>
  96.  *  </ul>
  97.  * <br><br>
  98.  *
  99.  * @author Lakshmi Krishnamurthy
  100.  */

  101. public class NormedRdToNormedR1Finite extends org.drip.spaces.functionclass.NormedRxToNormedR1Finite {

  102.     /**
  103.      * NormedRdToNormedR1Finite Function Class Constructor
  104.      *
  105.      * @param dblMaureyConstant The Maurey Constant
  106.      * @param aNormedRdToNormedR1 Array of the Function Spaces
  107.      *
  108.      * @throws java.lang.Exception Thrown if NormedRdToNormedR1Class Instance cannot be created
  109.      */

  110.     public NormedRdToNormedR1Finite (
  111.         final double dblMaureyConstant,
  112.         final org.drip.spaces.rxtor1.NormedRdToNormedR1[] aNormedRdToNormedR1)
  113.         throws java.lang.Exception
  114.     {
  115.         super (dblMaureyConstant, aNormedRdToNormedR1);

  116.         for (int i = 0; i < aNormedRdToNormedR1.length; ++i) {
  117.             if (null == aNormedRdToNormedR1[i])
  118.                 throw new java.lang.Exception ("NormedRdToNormedR1Finite ctr: Invalid Input Function");
  119.         }
  120.     }

  121.     /**
  122.      * Retrieve the Finite Class of R^d To R^1 Functions
  123.      *
  124.      * @return The Finite Class of R^d To R^1 Functions
  125.      */

  126.     public org.drip.function.definition.RdToR1[] functionRdToR1Set()
  127.     {
  128.         org.drip.spaces.rxtor1.NormedRdToNormedR1[] aNormedRdToNormedR1 =
  129.             (org.drip.spaces.rxtor1.NormedRdToNormedR1[]) functionSpaces();

  130.         if (null == aNormedRdToNormedR1) return null;

  131.         int iNumFunction = aNormedRdToNormedR1.length;
  132.         org.drip.function.definition.RdToR1[] aRdToR1 = new
  133.             org.drip.function.definition.RdToR1[iNumFunction];

  134.         for (int i = 0; i < iNumFunction; ++i)
  135.             aRdToR1[i] = aNormedRdToNormedR1[i].function();

  136.         return aRdToR1;
  137.     }
  138. }