SpecialValues.java
package org.drip.specialfunction.digamma;
/*
* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
*/
/*!
* Copyright (C) 2020 Lakshmi Krishnamurthy
* Copyright (C) 2019 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>SpecialValues</i> holds a specific Collection of Special Values of the Digamma Function. The References
* are:
*
* <br><br>
* <ul>
* <li>
* Abramowitz, M., and I. A. Stegun (2007): Handbook of Mathematics Functions <b>Dover Book on
* Mathematics</b>
* </li>
* <li>
* Blagouchine, I. V. (2018): Three Notes on Ser's and Hasse's Representations for the
* Zeta-Functions https://arxiv.org/abs/1606.02044 <b>arXiv</b>
* </li>
* <li>
* Mezo, I., and M. E. Hoffman (2017): Zeros of the Digamma Function and its Barnes G-function
* Analogue <i>Integral Transforms and Special Functions</i> <b>28 (28)</b> 846-858
* </li>
* <li>
* Whitaker, E. T., and G. N. Watson (1996): <i>A Course on Modern Analysis</i> <b>Cambridge
* University Press</b> New York
* </li>
* <li>
* Wikipedia (2019): Digamma Function https://en.wikipedia.org/wiki/Digamma_function
* </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/FunctionAnalysisLibrary.md">Function Analysis Library</a></li>
* <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/specialfunction/README.md">Special Function Implementation Analysis</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/specialfunction/digamma/README.md">Estimation Techniques for Digamma Function</a></li>
* </ul>
*
* @author Lakshmi Krishnamurthy
*/
public class SpecialValues
{
/**
* Construct the Fractionals Map for Leading Digamma Fractions
*
* @return Fractionals Map for Leading Digamma Fractions
*/
public static final java.util.Map<java.lang.Double, java.lang.Double> Fractionals()
{
java.util.Map<java.lang.Double, java.lang.Double> fractionalsMap = new
java.util.TreeMap<java.lang.Double, java.lang.Double>();
double log2 = java.lang.Math.log (2.);
double log3 = java.lang.Math.log (3.);
double sqrt2 = java.lang.Math.sqrt (2.);
double sqrt3 = java.lang.Math.sqrt (3.);
fractionalsMap.put (
1.,
-org.drip.specialfunction.gamma.Definitions.EULER_MASCHERONI
);
fractionalsMap.put (
1. / 2.,
-2. * log2 - org.drip.specialfunction.gamma.Definitions.EULER_MASCHERONI
);
fractionalsMap.put (
1. / 3.,
-0.5 * java.lang.Math.PI / sqrt3 - 1.5 * log3 -
org.drip.specialfunction.gamma.Definitions.EULER_MASCHERONI
);
fractionalsMap.put (
1. / 4.,
-0.5 * java.lang.Math.PI - 3. * log2 -
org.drip.specialfunction.gamma.Definitions.EULER_MASCHERONI
);
fractionalsMap.put (
1. / 6.,
-0.5 * java.lang.Math.PI * log3 - 2. * log2 - 1.5 * log3 -
org.drip.specialfunction.gamma.Definitions.EULER_MASCHERONI
);
fractionalsMap.put (
1. / 8.,
-0.5 * java.lang.Math.PI - 4. * log2 -
(java.lang.Math.PI + java.lang.Math.log (2. + sqrt2) - java.lang.Math.log (2. - sqrt2)) /
sqrt2 -
org.drip.specialfunction.gamma.Definitions.EULER_MASCHERONI
);
return fractionalsMap;
}
/**
* Construct the Unit Imaginary Digamma Complex Number
*
* @param termCount The Term Count
*
* @return Unit Imaginary Digamma Complex Number
*/
public static final org.drip.function.definition.CartesianComplexNumber UnitImaginary (
final int termCount)
{
if (0 >= termCount)
{
return null;
}
double realPart = -1. * org.drip.specialfunction.gamma.Definitions.EULER_MASCHERONI;
for (int n = 1; n <= termCount; ++n)
{
realPart = realPart + (1. - n) / (n * n * n + n * n + n + 1);
}
try
{
return new org.drip.function.definition.CartesianComplexNumber (
realPart,
0.5 + 0.5 * java.lang.Math.PI / java.lang.Math.tanh (java.lang.Math.PI)
);
}
catch (java.lang.Exception e)
{
e.printStackTrace();
}
return null;
}
}