NormedRxToNormedRdFinite.java
package org.drip.spaces.functionclass;
/*
* -*- 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>NormedRxToNormedRdFinite</i> implements the Class F with f E f : Normed R<sup>x</sup> To Normed
* R<sup>d</sup> Space of Finite Functions. The References are:
*
* <br><br>
* <ul>
* <li>
* Carl, B. (1985): Inequalities of the Bernstein-Jackson type and the Degree of Compactness of
* Operators in Banach Spaces <i>Annals of the Fourier Institute</i> <b>35 (3)</b> 79-118
* </li>
* <li>
* Carl, B., and I. Stephani (1990): <i>Entropy, Compactness, and the Approximation of Operators</i>
* <b>Cambridge University Press</b> Cambridge UK
* </li>
* <li>
* Williamson, R. C., A. J. Smola, and B. Scholkopf (2000): Entropy Numbers of Linear Function
* Classes, in: <i>Proceedings of the 13th Annual Conference on Computational Learning
* Theory</i> <b>ACM</b> New York
* </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/functionclass/README.md">Normed Finite Spaces Function Class</a></li>
* </ul>
* <br><br>
*
* @author Lakshmi Krishnamurthy
*/
public class NormedRxToNormedRdFinite extends org.drip.spaces.functionclass.NormedRxToNormedRxFinite {
private org.drip.spaces.rxtord.NormedRxToNormedRd[] _aNormedRxToNormedRd = null;
/**
* NormedRxToNormedRdFinite Constructor
*
* @param dblMaureyConstant Maurey Constant
* @param aNormedRxToNormedRd Array of the Normed R^x To Normed R^d Spaces
*
* @throws java.lang.Exception Thrown if the Inputs are Invalid
*/
public NormedRxToNormedRdFinite (
final double dblMaureyConstant,
final org.drip.spaces.rxtord.NormedRxToNormedRd[] aNormedRxToNormedRd)
throws java.lang.Exception
{
super (dblMaureyConstant);
int iClassSize = null == (_aNormedRxToNormedRd = aNormedRxToNormedRd) ? 0 :
_aNormedRxToNormedRd.length;
if (null != _aNormedRxToNormedRd && 0 == iClassSize)
throw new java.lang.Exception ("NormedRxToNormedRdFinite ctr: Invalid Inputs");
for (int i = 0; i < iClassSize; ++i) {
if (null == _aNormedRxToNormedRd[i])
throw new java.lang.Exception ("NormedRxToNormedRdFinite ctr: Invalid Inputs");
}
}
@Override public org.drip.spaces.cover.FunctionClassCoveringBounds agnosticCoveringNumberBounds()
{
return null;
}
@Override public org.drip.spaces.metric.GeneralizedMetricVectorSpace inputMetricVectorSpace()
{
return null == _aNormedRxToNormedRd ? null : _aNormedRxToNormedRd[0].inputMetricVectorSpace();
}
@Override public org.drip.spaces.metric.RdNormed outputMetricVectorSpace()
{
return null == _aNormedRxToNormedRd ? null : _aNormedRxToNormedRd[0].outputMetricVectorSpace();
}
/**
* Retrieve the Array of Function Spaces in the Class
*
* @return The Array of Function Spaces in the Class
*/
public org.drip.spaces.rxtord.NormedRxToNormedRd[] functionSpaces()
{
return _aNormedRxToNormedRd;
}
/**
* Estimate for the Function Class Population Covering Number Array, one for each dimension
*
* @param adblCover The Size of the Cover Array
*
* @return Function Class Population Covering Number Estimate Array, one for each dimension
*/
public double[] populationCoveringNumber (
final double[] adblCover)
{
if (null == _aNormedRxToNormedRd || null == adblCover) return null;
int iFunctionSpaceSize = _aNormedRxToNormedRd.length;
if (iFunctionSpaceSize != adblCover.length) return null;
double[] adblPopulationCoveringNumber = _aNormedRxToNormedRd[0].populationCoveringNumber
(adblCover[0]);
if (!org.drip.numerical.common.NumberUtil.IsValid (adblPopulationCoveringNumber)) return null;
for (int i = 1; i < iFunctionSpaceSize; ++i) {
double[] adblFunctionPopulationCoveringNumber = _aNormedRxToNormedRd[i].populationCoveringNumber
(adblCover[i]);
if (!org.drip.numerical.common.NumberUtil.IsValid (adblFunctionPopulationCoveringNumber))
return null;
int iDimension = adblFunctionPopulationCoveringNumber.length;
for (int j = 0; j < iDimension; ++j) {
if (adblPopulationCoveringNumber[j] < adblFunctionPopulationCoveringNumber[j])
adblPopulationCoveringNumber[j] = adblFunctionPopulationCoveringNumber[j];
}
}
return adblPopulationCoveringNumber;
}
/**
* Estimate for the Function Class Population Covering Number Array, one for each dimension
*
* @param dblCover The Cover
*
* @return Function Class Population Covering Number Estimate Array, one for each dimension
*/
public double[] populationCoveringNumber (
final double dblCover)
{
int iDimension = outputMetricVectorSpace().dimension();
double[] adblCover = new double[iDimension];
for (int i = 0; i < iDimension; ++i)
adblCover[i] = dblCover;
return populationCoveringNumber (adblCover);
}
/**
* Estimate for the Function Class Population Supremum Covering Number Array, one for each dimension
*
* @param adblCover The Size of the Cover Array
*
* @return Function Class Population Supremum Covering Number Estimate Array, one for each dimension
*/
public double[] populationSupremumCoveringNumber (
final double[] adblCover)
{
if (null == _aNormedRxToNormedRd || null == adblCover) return null;
int iFunctionSpaceSize = _aNormedRxToNormedRd.length;
if (iFunctionSpaceSize != adblCover.length) return null;
double[] adblPopulationSupremumCoveringNumber =
_aNormedRxToNormedRd[0].populationSupremumCoveringNumber (adblCover[0]);
if (!org.drip.numerical.common.NumberUtil.IsValid (adblPopulationSupremumCoveringNumber)) return null;
for (int i = 1; i < iFunctionSpaceSize; ++i) {
double[] adblFunctionPopulationSupremumCoveringNumber =
_aNormedRxToNormedRd[i].populationSupremumCoveringNumber (adblCover[i]);
if (!org.drip.numerical.common.NumberUtil.IsValid (adblFunctionPopulationSupremumCoveringNumber))
return null;
int iDimension = adblFunctionPopulationSupremumCoveringNumber.length;
for (int j = 0; j < iDimension; ++j) {
if (adblPopulationSupremumCoveringNumber[j] <
adblFunctionPopulationSupremumCoveringNumber[j])
adblPopulationSupremumCoveringNumber[j] =
adblFunctionPopulationSupremumCoveringNumber[j];
}
}
return adblPopulationSupremumCoveringNumber;
}
/**
* Estimate for the Function Class Population Supremum Covering Number Array, one for each dimension
*
* @param dblCover The Cover
*
* @return Function Class Population Covering Supremum Number Estimate Array, one for each dimension
*/
public double[] populationSupremumCoveringNumber (
final double dblCover)
{
int iDimension = outputMetricVectorSpace().dimension();
double[] adblCover = new double[iDimension];
for (int i = 0; i < iDimension; ++i)
adblCover[i] = dblCover;
return populationSupremumCoveringNumber (adblCover);
}
/**
* Estimate for the Scale-Sensitive Sample Covering Number Array for the specified Cover Size
*
* @param gvvi The Validated Instance Vector Sequence
* @param adblCover The Size of the Cover Array
*
* @return The Scale-Sensitive Sample Covering Number Array for the specified Cover Size
*/
public double[] sampleCoveringNumber (
final org.drip.spaces.instance.GeneralizedValidatedVector gvvi,
final double[] adblCover)
{
if (null == _aNormedRxToNormedRd || null == adblCover) return null;
int iFunctionSpaceSize = _aNormedRxToNormedRd.length;
if (iFunctionSpaceSize != adblCover.length) return null;
double[] adblSampleCoveringNumber = _aNormedRxToNormedRd[0].sampleCoveringNumber (gvvi,
adblCover[0]);
if (!org.drip.numerical.common.NumberUtil.IsValid (adblSampleCoveringNumber)) return null;
for (int i = 1; i < iFunctionSpaceSize; ++i) {
double[] adblFunctionSampleCoveringNumber = _aNormedRxToNormedRd[i].sampleCoveringNumber (gvvi,
adblCover[i]);
if (!org.drip.numerical.common.NumberUtil.IsValid (adblFunctionSampleCoveringNumber)) return null;
int iDimension = adblFunctionSampleCoveringNumber.length;
for (int j = 0; j < iDimension; ++j) {
if (adblSampleCoveringNumber[j] < adblFunctionSampleCoveringNumber[j])
adblSampleCoveringNumber[j] = adblFunctionSampleCoveringNumber[j];
}
}
return adblSampleCoveringNumber;
}
/**
* Estimate for the Scale-Sensitive Sample Covering Number Array for the specified Cover Size
*
* @param gvvi The Validated Instance Vector Sequence
* @param dblCover The Size of the Cover Array
*
* @return The Scale-Sensitive Sample Covering Number Array for the specified Cover Size
*/
public double[] sampleCoveringNumber (
final org.drip.spaces.instance.GeneralizedValidatedVector gvvi,
final double dblCover)
{
int iDimension = outputMetricVectorSpace().dimension();
double[] adblCover = new double[iDimension];
for (int i = 0; i < iDimension; ++i)
adblCover[i] = dblCover;
return sampleCoveringNumber (gvvi, adblCover);
}
/**
* Estimate for the Scale-Sensitive Sample Supremum Covering Number for the specified Cover Size
*
* @param gvvi The Validated Instance Vector Sequence
* @param adblCover The Size of the Cover Array
*
* @return The Scale-Sensitive Sample Supremum Covering Number for the specified Cover Size
*/
public double[] sampleSupremumCoveringNumber (
final org.drip.spaces.instance.GeneralizedValidatedVector gvvi,
final double[] adblCover)
{
if (null == _aNormedRxToNormedRd || null == adblCover) return null;
int iFunctionSpaceSize = _aNormedRxToNormedRd.length;
if (iFunctionSpaceSize != adblCover.length) return null;
double[] adblSampleSupremumCoveringNumber = _aNormedRxToNormedRd[0].sampleSupremumCoveringNumber
(gvvi, adblCover[0]);
if (!org.drip.numerical.common.NumberUtil.IsValid (adblSampleSupremumCoveringNumber)) return null;
for (int i = 1; i < iFunctionSpaceSize; ++i) {
double[] adblFunctionSampleSupremumCoveringNumber =
_aNormedRxToNormedRd[i].sampleSupremumCoveringNumber (gvvi, adblCover[i]);
if (!org.drip.numerical.common.NumberUtil.IsValid (adblFunctionSampleSupremumCoveringNumber))
return null;
int iDimension = adblFunctionSampleSupremumCoveringNumber.length;
for (int j = 0; j < iDimension; ++j) {
if (adblSampleSupremumCoveringNumber[j] < adblFunctionSampleSupremumCoveringNumber[j])
adblSampleSupremumCoveringNumber[j] = adblFunctionSampleSupremumCoveringNumber[j];
}
}
return adblSampleSupremumCoveringNumber;
}
/**
* Estimate for the Scale-Sensitive Sample Supremum Covering Number for the specified Cover Size
*
* @param gvvi The Validated Instance Vector Sequence
* @param dblCover The Cover
*
* @return The Scale-Sensitive Sample Supremum Covering Number for the specified Cover Size
*/
public double[] sampleSupremumCoveringNumber (
final org.drip.spaces.instance.GeneralizedValidatedVector gvvi,
final double dblCover)
{
int iDimension = outputMetricVectorSpace().dimension();
double[] adblCover = new double[iDimension];
for (int i = 0; i < iDimension; ++i)
adblCover[i] = dblCover;
return sampleSupremumCoveringNumber (gvvi, adblCover);
}
/**
* Compute the Population R^d Metric Norm
*
* @return The Population R^d Metric Norm
*/
public double[] populationRdMetricNorm()
{
if (null == _aNormedRxToNormedRd) return null;
int iNumFunction = _aNormedRxToNormedRd.length;
double[] adblPopulationRdMetricNorm = _aNormedRxToNormedRd[0].populationMetricNorm();
if (!org.drip.numerical.common.NumberUtil.IsValid (adblPopulationRdMetricNorm)) return null;
for (int i = 1; i < iNumFunction; ++i) {
double[] adblPopulationMetricNorm = _aNormedRxToNormedRd[i].populationMetricNorm();
if (!org.drip.numerical.common.NumberUtil.IsValid (adblPopulationMetricNorm)) return null;
int iDimension = adblPopulationMetricNorm.length;
for (int j = 0; j < iDimension; ++j) {
if (adblPopulationRdMetricNorm[j] < adblPopulationMetricNorm[j])
adblPopulationRdMetricNorm[j] = adblPopulationMetricNorm[j];
}
}
return adblPopulationRdMetricNorm;
}
/**
* Compute the Population R^d Supremum Norm
*
* @return The Population R^d Supremum Norm
*/
public double[] populationRdSupremumNorm()
{
if (null == _aNormedRxToNormedRd) return null;
int iNumFunction = _aNormedRxToNormedRd.length;
double[] adblPopulationRdSupremumNorm = _aNormedRxToNormedRd[0].populationESS();
if (!org.drip.numerical.common.NumberUtil.IsValid (adblPopulationRdSupremumNorm)) return null;
for (int i = 1; i < iNumFunction; ++i) {
double[] adblPopulationSupremumNorm = _aNormedRxToNormedRd[i].populationESS();
if (!org.drip.numerical.common.NumberUtil.IsValid (adblPopulationSupremumNorm)) return null;
int iDimension = adblPopulationSupremumNorm.length;
for (int j = 0; j < iDimension; ++j) {
if (adblPopulationRdSupremumNorm[j] < adblPopulationSupremumNorm[j])
adblPopulationRdSupremumNorm[j] = adblPopulationSupremumNorm[j];
}
}
return adblPopulationRdSupremumNorm;
}
/**
* Compute the Sample R^d Metric Norm
*
* @param gvvi The Validated Vector Space Instance
*
* @return The Sample R^d Metric Norm
*/
public double[] sampleRdMetricNorm (
final org.drip.spaces.instance.GeneralizedValidatedVector gvvi)
{
if (null == _aNormedRxToNormedRd) return null;
int iNumFunction = _aNormedRxToNormedRd.length;
double[] adblSampleRdMetricNorm = _aNormedRxToNormedRd[0].sampleMetricNorm (gvvi);
if (!org.drip.numerical.common.NumberUtil.IsValid (adblSampleRdMetricNorm)) return null;
for (int i = 1; i < iNumFunction; ++i) {
double[] adblSampleMetricNorm = _aNormedRxToNormedRd[i].sampleMetricNorm (gvvi);
if (!org.drip.numerical.common.NumberUtil.IsValid (adblSampleMetricNorm)) return null;
int iDimension = adblSampleMetricNorm.length;
for (int j = 0; j < iDimension; ++j) {
if (adblSampleRdMetricNorm[j] < adblSampleMetricNorm[j])
adblSampleRdMetricNorm[j] = adblSampleMetricNorm[j];
}
}
return adblSampleRdMetricNorm;
}
/**
* Compute the Sample R^d Supremum Norm
*
* @param gvvi The Validated Vector Space Instance
*
* @return The Sample R^d Supremum Norm
*/
public double[] sampleRdSupremumNorm (
final org.drip.spaces.instance.GeneralizedValidatedVector gvvi)
{
if (null == _aNormedRxToNormedRd) return null;
int iNumFunction = _aNormedRxToNormedRd.length;
double[] adblSampleRdSupremumNorm = _aNormedRxToNormedRd[0].sampleSupremumNorm (gvvi);
if (!org.drip.numerical.common.NumberUtil.IsValid (adblSampleRdSupremumNorm)) return null;
for (int i = 1; i < iNumFunction; ++i) {
double[] adblSampleSupremumNorm = _aNormedRxToNormedRd[i].sampleSupremumNorm (gvvi);
if (!org.drip.numerical.common.NumberUtil.IsValid (adblSampleSupremumNorm)) return null;
int iDimension = adblSampleSupremumNorm.length;
for (int j = 0; j < iDimension; ++j) {
if (adblSampleRdSupremumNorm[j] < adblSampleSupremumNorm[j])
adblSampleRdSupremumNorm[j] = adblSampleSupremumNorm[j];
}
}
return adblSampleRdSupremumNorm;
}
@Override public double operatorPopulationMetricNorm()
throws java.lang.Exception
{
double[] adblPopulationMetricNorm = populationRdMetricNorm();
if (null == adblPopulationMetricNorm)
throw new java.lang.Exception
("NormedRxToNormedRdFinite::operatorPopulationMetricNorm => Invalid Inputs");
int iDimension = adblPopulationMetricNorm.length;
double dblOperatorPopulationMetricNorm = java.lang.Double.NaN;
if (0 == iDimension)
throw new java.lang.Exception
("NormedRxToNormedRdFinite::operatorPopulationMetricNorm => Invalid Inputs");
for (int j = 0; j < iDimension; ++j) {
if (0 == j)
dblOperatorPopulationMetricNorm = adblPopulationMetricNorm[j];
else {
if (dblOperatorPopulationMetricNorm < adblPopulationMetricNorm[j])
dblOperatorPopulationMetricNorm = adblPopulationMetricNorm[j];
}
}
return dblOperatorPopulationMetricNorm;
}
@Override public double operatorPopulationSupremumNorm()
throws java.lang.Exception
{
double[] adblPopulationSupremumNorm = populationRdSupremumNorm();
if (null == adblPopulationSupremumNorm)
throw new java.lang.Exception
("NormedRxToNormedRdFinite::operatorPopulationSupremumNorm => Invalid Inputs");
int iDimension = adblPopulationSupremumNorm.length;
double dblOperatorPopulationSupremumNorm = java.lang.Double.NaN;
if (0 == iDimension)
throw new java.lang.Exception
("NormedRxToNormedRdFinite::operatorPopulationSupremumNorm => Invalid Inputs");
for (int j = 0; j < iDimension; ++j) {
if (0 == j)
dblOperatorPopulationSupremumNorm = adblPopulationSupremumNorm[j];
else {
if (dblOperatorPopulationSupremumNorm < adblPopulationSupremumNorm[j])
dblOperatorPopulationSupremumNorm = adblPopulationSupremumNorm[j];
}
}
return dblOperatorPopulationSupremumNorm;
}
@Override public double operatorSampleMetricNorm (
final org.drip.spaces.instance.GeneralizedValidatedVector gvvi)
throws java.lang.Exception
{
double[] adblSampleMetricNorm = sampleRdMetricNorm (gvvi);
if (null == adblSampleMetricNorm)
throw new java.lang.Exception
("NormedRxToNormedRdFinite::operatorSampleMetricNorm => Invalid Inputs");
int iDimension = adblSampleMetricNorm.length;
double dblOperatorSampleMetricNorm = java.lang.Double.NaN;
if (0 == iDimension)
throw new java.lang.Exception
("NormedRxToNormedRdFinite::operatorSampleMetricNorm => Invalid Inputs");
for (int j = 0; j < iDimension; ++j) {
if (0 == j)
dblOperatorSampleMetricNorm = adblSampleMetricNorm[j];
else {
if (dblOperatorSampleMetricNorm < adblSampleMetricNorm[j])
dblOperatorSampleMetricNorm = adblSampleMetricNorm[j];
}
}
return dblOperatorSampleMetricNorm;
}
@Override public double operatorSampleSupremumNorm (
final org.drip.spaces.instance.GeneralizedValidatedVector gvvi)
throws java.lang.Exception
{
double[] adblSampleSupremumNorm = sampleRdSupremumNorm (gvvi);
if (null == adblSampleSupremumNorm)
throw new java.lang.Exception
("NormedRxToNormedRdFinite::operatorSampleSupremumNorm => Invalid Inputs");
int iDimension = adblSampleSupremumNorm.length;
double dblOperatorSampleSupremumNorm = java.lang.Double.NaN;
if (0 == iDimension)
throw new java.lang.Exception
("NormedRxToNormedRdFinite::operatorSampleSupremumNorm => Invalid Inputs");
for (int j = 0; j < iDimension; ++j) {
if (0 == j)
dblOperatorSampleSupremumNorm = adblSampleSupremumNorm[j];
else {
if (dblOperatorSampleSupremumNorm < adblSampleSupremumNorm[j])
dblOperatorSampleSupremumNorm = adblSampleSupremumNorm[j];
}
}
return dblOperatorSampleSupremumNorm;
}
}