ShortestPathTree.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>ShortestPathTree</i> holds the Map of Vertex Peripheries by Weight and Vertex Name. The References are:
  80.  *
  81.  * <br><br>
  82.  *  <ul>
  83.  *      <li>
  84.  *          Wikipedia (2018a): Graph (Abstract Data Type)
  85.  *              https://en.wikipedia.org/wiki/Graph_(abstract_data_type)
  86.  *      </li>
  87.  *      <li>
  88.  *          Wikipedia (2018b): Graph Theory https://en.wikipedia.org/wiki/Graph_theory
  89.  *      </li>
  90.  *      <li>
  91.  *          Wikipedia (2018c): Graph (Discrete Mathematics)
  92.  *              https://en.wikipedia.org/wiki/Graph_(discrete_mathematics)
  93.  *      </li>
  94.  *      <li>
  95.  *          Wikipedia (2018d): Dijkstra's Algorithm https://en.wikipedia.org/wiki/Dijkstra%27s_algorithm
  96.  *      </li>
  97.  *      <li>
  98.  *          Wikipedia (2018e): Bellman-Ford Algorithm
  99.  *              https://en.wikipedia.org/wiki/Bellman%E2%80%93Ford_algorithm
  100.  *      </li>
  101.  *  </ul>
  102.  *
  103.  * <br><br>
  104.  *  <ul>
  105.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
  106.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/StatisticalLearningLibrary.md">Statistical Learning Library</a></li>
  107.  *      <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>
  108.  *      <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>
  109.  *  </ul>
  110.  * <br><br>
  111.  *
  112.  * @author Lakshmi Krishnamurthy
  113.  */

  115. public class ShortestPathTree
  116. {
  117.     private java.util.Map<java.lang.String, org.drip.spaces.graph.ShortestPathVertex> _nameIndex = new
  118.         org.drip.analytics.support.CaseInsensitiveHashMap<org.drip.spaces.graph.ShortestPathVertex>();

  120.     private java.util.Map<java.lang.Double, java.util.List<org.drip.spaces.graph.ShortestPathVertex>>
  121.         _weightIndex = new java.util.TreeMap<java.lang.Double,
  122.             java.util.List<org.drip.spaces.graph.ShortestPathVertex>>();

  124.     private org.drip.spaces.graph.ShortestPathVertex getUnvisited (
  125.         final java.util.List<org.drip.spaces.graph.ShortestPathVertex> shortestPathVertexList)
  126.     {
  127.         for (org.drip.spaces.graph.ShortestPathVertex shortestPathVertex : shortestPathVertexList)
  128.         {
  129.             if (!shortestPathVertex.visited())
  130.             {
  131.                 return shortestPathVertex;
  132.             }
  133.         }

  135.         return null;
  136.     }

  138.     /**
  139.      * Empty ShortestPathTree Constructor
  140.      */

  142.     public ShortestPathTree()
  143.     {
  144.     }

  146.     /**
  147.      * Add a shortestPathVertex
  148.      * 
  149.      * @param shortestPathVertex The shortestPathVertex
  150.      * 
  151.      * @return TRUE - The shortestPathVertex successfully added
  152.      */

  154.     public boolean addShortestPathVertex (
  155.         final org.drip.spaces.graph.ShortestPathVertex shortestPathVertex)
  156.     {
  157.         if (null == shortestPathVertex)
  158.         {
  159.             return false;
  160.         }

  162.         _nameIndex.put (
  163.             shortestPathVertex.current(),
  164.             shortestPathVertex
  165.         );

  167.         double weightFromSource = shortestPathVertex.weightFromSource();

  169.         if (_weightIndex.containsKey (weightFromSource))
  170.         {
  171.             _weightIndex.get (shortestPathVertex.weightFromSource()).add (shortestPathVertex);
  172.         }
  173.         else
  174.         {
  175.             java.util.List<org.drip.spaces.graph.ShortestPathVertex> shortestPathVertexList = new
  176.                 java.util.ArrayList<org.drip.spaces.graph.ShortestPathVertex>();

  178.             shortestPathVertexList.add (shortestPathVertex);

  180.             _weightIndex.put (
  181.                 weightFromSource,
  182.                 shortestPathVertexList
  183.             );
  184.         }

  186.         return true;
  187.     }

  189.     /**
  190.      * Add an Uninitialized ShortestPathVertex
  191.      * 
  192.      * @param vertexName The Vertex Name
  193.      * 
  194.      * @return TRUE - An Uninitialized ShortestPathVertex successfully added
  195.      */

  197.     public boolean addUnitializedShortestPathVertex (
  198.         final java.lang.String vertexName)
  199.     {
  200.         try
  201.         {
  202.             return addShortestPathVertex (new org.drip.spaces.graph.ShortestPathVertex (vertexName));
  203.         }
  204.         catch (java.lang.Exception e)
  205.         {
  206.             e.printStackTrace();
  207.         }
  208.         return false;
  209.     }

  211.     /**
  212.      * Indicate of the Vertex is available in the Periphery Map
  213.      * 
  214.      * @param vertexName The Vertex Name
  215.      * 
  216.      * @return TRUE - The Vertex is available in the Periphery Map
  217.      */

  219.     public boolean containsVertex (
  220.         final java.lang.String vertexName)
  221.     {
  222.         return null != vertexName && !vertexName.isEmpty() && _nameIndex.containsKey (vertexName);
  223.     }

  225.     /**
  226.      * Retrieve the Vertex Periphery by Name
  227.      * 
  228.      * @param vertexName The Vertex Name
  229.      * 
  230.      * @return The Vertex Periphery by Name
  231.      */

  233.     public org.drip.spaces.graph.ShortestPathVertex shortestPathVertex (
  234.         final java.lang.String vertexName)
  235.     {
  236.         return _nameIndex.containsKey (vertexName) ? _nameIndex.get (vertexName) : null;
  237.     }

  239.     /**
  240.      * Retrieve the Vertex Periphery with the least Weight
  241.      * 
  242.      * @return The Vertex Periphery with the least Weight
  243.      */

  245.     public org.drip.spaces.graph.ShortestPathVertex greedyShortestPathVertex()
  246.     {
  247.         for (java.util.Map.Entry<java.lang.Double, java.util.List<org.drip.spaces.graph.ShortestPathVertex>>
  248.             weightIndexEntry : _weightIndex.entrySet())
  249.         {
  250.             org.drip.spaces.graph.ShortestPathVertex vertexPeriphery = getUnvisited
  251.                 (weightIndexEntry.getValue());

  253.             if (null == vertexPeriphery)
  254.             {
  255.                 continue;
  256.             }

  258.             vertexPeriphery.setVisited (true);

  260.             return vertexPeriphery;
  261.         }

  263.         return null;
  264.     }

  266.     /**
  267.      * Retrieve the Name Indexed Vertex Periphery Map
  268.      * 
  269.      * @return The Name Indexed Vertex Periphery Map
  270.      */

  272.     public java.util.Map<java.lang.String, org.drip.spaces.graph.ShortestPathVertex> nameIndex()
  273.     {
  274.         return _nameIndex;
  275.     }

  277.     /**
  278.      * Retrieve the Weight Indexed Vertex Periphery Map
  279.      * 
  280.      * @return The Weight Indexed Vertex Periphery Map
  281.      */

  283.     public java.util.Map<java.lang.Double, java.util.List<org.drip.spaces.graph.ShortestPathVertex>>
  284.         weightIndex()
  285.     {
  286.         return _weightIndex;
  287.     }
  288. }
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