ShortestPathFirstWengert.java

  1. package org.drip.spaces.graph;

  3. /*
  4.  * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
  5.  */

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

  78. /**
  79.  * <i>ShortestPathFirstWengert maintains</i> the Intermediate Wengert Objects generated during a Single
  80.  * Sequence of the Scheme Run. The References are:
  81.  *
  82.  * <br><br>
  83.  *  <ul>
  84.  *      <li>
  85.  *          Wikipedia (2018a): Graph (Abstract Data Type)
  86.  *              https://en.wikipedia.org/wiki/Graph_(abstract_data_type)
  87.  *      </li>
  88.  *      <li>
  89.  *          Wikipedia (2018b): Graph Theory https://en.wikipedia.org/wiki/Graph_theory
  90.  *      </li>
  91.  *      <li>
  92.  *          Wikipedia (2018c): Graph (Discrete Mathematics)
  93.  *              https://en.wikipedia.org/wiki/Graph_(discrete_mathematics)
  94.  *      </li>
  95.  *      <li>
  96.  *          Wikipedia (2018d): Dijkstra's Algorithm https://en.wikipedia.org/wiki/Dijkstra%27s_algorithm
  97.  *      </li>
  98.  *      <li>
  99.  *          Wikipedia (2018e): Bellman-Ford Algorithm
  100.  *              https://en.wikipedia.org/wiki/Bellman%E2%80%93Ford_algorithm
  101.  *      </li>
  102.  *  </ul>
  103.  *
  104.  * <br><br>
  105.  *  <ul>
  106.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
  107.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/StatisticalLearningLibrary.md">Statistical Learning Library</a></li>
  108.  *      <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>
  109.  *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/spaces/graph/README.md">Graph Representation and Traversal Algorithms</a></li>
  110.  *  </ul>
  111.  * <br><br>
  112.  *
  113.  * @author Lakshmi Krishnamurthy
  114.  */

  116. public class ShortestPathFirstWengert
  117. {
  118.     private org.drip.spaces.graph.ShortestPathTree _vertexPeripheryMap = null;

  120.     /**
  121.      * Generate a ShortestPathFirstWengert from the Topography and the Source using the Dijkstra Scheme
  122.      * 
  123.      * @param topography The Topography Map
  124.      * @param source The Source Vertex
  125.      * 
  126.      * @return The Dijkstra ShortestPathFirstWengert Instance
  127.      */

  129.     public static final ShortestPathFirstWengert Dijkstra (
  130.         final org.drip.spaces.graph.Topography topography,
  131.         final java.lang.String source)
  132.     {
  133.         if (null == topography)
  134.         {
  135.             return null;
  136.         }

  138.         java.util.Set<java.lang.String> vertexNameSet = topography.vertexNameSet();

  140.         if (!vertexNameSet.contains (source))
  141.         {
  142.             return null;
  143.         }

  145.         java.util.Map<java.lang.String, java.lang.Double> connectionMap = topography.connectionMap();

  147.         java.util.Map<java.lang.String, java.lang.Double> egressMap = topography.vertex (source).egressMap();

  149.         org.drip.spaces.graph.ShortestPathTree vertexPeripheryMap = new
  150.             org.drip.spaces.graph.ShortestPathTree();

  152.         for (java.util.Map.Entry<java.lang.String, java.lang.Double> egressEntry : egressMap.entrySet())
  153.         {
  154.             java.lang.String egressVertex = egressEntry.getKey();

  156.             org.drip.spaces.graph.ShortestPathVertex vertexPeriphery = null;
  157.             java.lang.String sourceToEgressVertexKey = source + "_" + egressVertex;

  159.             try
  160.             {
  161.                 vertexPeriphery = new org.drip.spaces.graph.ShortestPathVertex (egressVertex);
  162.             }
  163.             catch (java.lang.Exception e)
  164.             {
  165.                 e.printStackTrace();

  167.                 return null;
  168.             }

  170.             vertexPeriphery.setPreceeding (source);

  172.             vertexPeriphery.setWeightFromSource (connectionMap.get (sourceToEgressVertexKey));

  174.             vertexPeripheryMap.addShortestPathVertex (vertexPeriphery);
  175.         }

  177.         for (java.lang.String vertexName : vertexNameSet)
  178.         {
  179.             if (!vertexPeripheryMap.containsVertex (vertexName))
  180.             {
  181.                 vertexPeripheryMap.addUnitializedShortestPathVertex (vertexName);
  182.             }
  183.         }

  185.         try
  186.         {
  187.             return new ShortestPathFirstWengert (vertexPeripheryMap);
  188.         }
  189.         catch (java.lang.Exception e)
  190.         {
  191.             e.printStackTrace();
  192.         }

  194.         return null;
  195.     }

  197.     /**
  198.      * Generate a ShortestPathFirstWengert from the Topography and the Source using the Bellman-Ford Scheme
  199.      * 
  200.      * @param topography The Topography Map
  201.      * @param source The Source Vertex
  202.      * 
  203.      * @return The Bellman-Ford ShortestPathFirstWengert Instance
  204.      */

  206.     public static final ShortestPathFirstWengert BellmanFord (
  207.         final org.drip.spaces.graph.Topography topography,
  208.         final java.lang.String source)
  209.     {
  210.         if (null == topography)
  211.         {
  212.             return null;
  213.         }

  215.         java.util.Set<java.lang.String> vertexNameSet = topography.vertexNameSet();

  217.         if (!vertexNameSet.contains (source))
  218.         {
  219.             return null;
  220.         }

  222.         org.drip.spaces.graph.ShortestPathTree vertexPeripheryMap = new
  223.             org.drip.spaces.graph.ShortestPathTree();

  225.         org.drip.spaces.graph.ShortestPathVertex sourceVertexPeriphery = null;

  227.         try
  228.         {
  229.             sourceVertexPeriphery = new org.drip.spaces.graph.ShortestPathVertex (source);
  230.         }
  231.         catch (java.lang.Exception e)
  232.         {
  233.             e.printStackTrace();

  235.             return null;
  236.         }

  238.         sourceVertexPeriphery.setPreceeding (source);

  240.         sourceVertexPeriphery.setWeightFromSource (0.);

  242.         vertexPeripheryMap.addShortestPathVertex (sourceVertexPeriphery);

  244.         for (java.lang.String vertexName : vertexNameSet)
  245.         {
  246.             if (!vertexName.equalsIgnoreCase (source))
  247.             {
  248.                 vertexPeripheryMap.addUnitializedShortestPathVertex (vertexName);
  249.             }
  250.         }

  252.         try
  253.         {
  254.             return new ShortestPathFirstWengert (vertexPeripheryMap);
  255.         }
  256.         catch (java.lang.Exception e)
  257.         {
  258.             e.printStackTrace();
  259.         }

  261.         return null;
  262.     }

  264.     /**
  265.      * ShortestPathFirstWengert Constructor
  266.      * 
  267.      * @param vertexPeripheryMap The Vertex Periphery Map
  268.      * 
  269.      * @throws java.lang.Exception Thrown if the Inputs are Invalid
  270.      */

  272.     public ShortestPathFirstWengert (
  273.         final org.drip.spaces.graph.ShortestPathTree vertexPeripheryMap)
  274.         throws java.lang.Exception
  275.     {
  276.         if (null == (_vertexPeripheryMap = vertexPeripheryMap))
  277.         {
  278.             throw new java.lang.Exception ("ShortestPathFirstWengert Constructor => Invalid Inputs");
  279.         }
  280.     }

  282.     /**
  283.      * Retrieve the Vertex Periphery Map
  284.      * 
  285.      * @return The Vertex Periphery Map
  286.      */

  288.     public org.drip.spaces.graph.ShortestPathTree vertexPeripheryMap()
  289.     {
  290.         return _vertexPeripheryMap;
  291.     }
  292. }
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