FuchsianEquation.java

  1. package org.drip.specialfunction.group;

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

  74. /**
  75.  * <i>FuchsianEquation</i> holds the Isomorphic Order, Coexter Singularity Index, and the Klein-4
  76.  * Transformations of the 2F1 Regular Hyper-geometric Function. The References are:
  77.  *
  78.  * <br><br>
  79.  *  <ul>
  80.  *      <li>
  81.  *          Gessel, I., and D. Stanton (1982): Strange Evaluations of Hyper-geometric Series <i>SIAM Journal
  82.  *              on Mathematical Analysis</i> <b>13 (2)</b> 295-308
  83.  *      </li>
  84.  *      <li>
  85.  *          Koepf, W (1995): Algorithms for m-fold Hyper-geometric Summation <i>Journal of Symbolic
  86.  *              Computation</i> <b>20 (4)</b> 399-417
  87.  *      </li>
  88.  *      <li>
  89.  *          Lavoie, J. L., F. Grondin, and A. K. Rathie (1996): Generalization of Whipple’s Theorem on the
  90.  *              Sum of a (_2^3)F(a,b;c;z) <i>Journal of Computational and Applied Mathematics</i> <b>72</b>
  91.  *              293-300
  92.  *      </li>
  93.  *      <li>
  94.  *          National Institute of Standards and Technology (2019): Hyper-geometric Function
  95.  *              https://dlmf.nist.gov/15
  96.  *      </li>
  97.  *      <li>
  98.  *          Wikipedia (2019): Hyper-geometric Function https://en.wikipedia.org/wiki/Hypergeometric_function
  99.  *      </li>
  100.  *  </ul>
  101.  *
  102.  *  <br><br>
  103.  *  <ul>
  104.  *      <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
  105.  *      <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/FunctionAnalysisLibrary.md">Function Analysis Library</a></li>
  106.  *      <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>
  107.  *      <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/specialfunction/group/README.md">Special Function Singularity Solution Group</a></li>
  108.  *  </ul>
  109.  *
  110.  * @author Lakshmi Krishnamurthy
  111.  */

  112. public class FuchsianEquation
  113. {
  114.     private int _isomorphyOrder = -1;
  115.     private org.drip.function.definition.R1ToR1[] _kleinGroupFunctionArray = null;

  116.     /**
  117.      * FuchsianEquation Constructor
  118.      *
  119.      * @param kleinGroupFunctionArray Array of the Klein Group Isomorphic Functions
  120.      *
  121.      * @throws java.lang.Exception Thrown if the Inputs are Invalid
  122.      */

  123.     public FuchsianEquation (
  124.         final org.drip.function.definition.R1ToR1[] kleinGroupFunctionArray)
  125.         throws java.lang.Exception
  126.     {
  127.         if (null == (_kleinGroupFunctionArray = kleinGroupFunctionArray))
  128.         {
  129.             throw new java.lang.Exception ("FuchsianEquation Constructor => Invalid Inputs");
  130.         }

  131.         int coxeterSingularityIndex = _kleinGroupFunctionArray.length;

  132.         if (0 == coxeterSingularityIndex)
  133.         {
  134.             throw new java.lang.Exception ("FuchsianEquation Constructor => Invalid Inputs");
  135.         }

  136.         _isomorphyOrder = org.drip.numerical.common.NumberUtil.Factorial (coxeterSingularityIndex);

  137.         for (int kleinGroupFunctionIndex = 0;
  138.             kleinGroupFunctionIndex < coxeterSingularityIndex;
  139.             ++kleinGroupFunctionIndex)
  140.         {
  141.             if (null == _kleinGroupFunctionArray[kleinGroupFunctionIndex])
  142.             {
  143.                 throw new java.lang.Exception ("FuchsianEquation Constructor => Invalid Inputs");
  144.             }

  145.             if (0 != kleinGroupFunctionIndex)
  146.             {
  147.                 _isomorphyOrder = _isomorphyOrder * 2;
  148.             }
  149.         }
  150.     }

  151.     /**
  152.      * Retrieve the Coxeter Singularity Index
  153.      *
  154.      * @return The Coxeter Singularity Index
  155.      */

  156.     public int coxeterSingularityIndex()
  157.     {
  158.         return _kleinGroupFunctionArray.length;
  159.     }

  160.     /**
  161.      * Retrieve the Isomorphy Order
  162.      *
  163.      * @return The Isomorphy Order
  164.      */

  165.     public int isomorphyOrder()
  166.     {
  167.         return _isomorphyOrder;
  168.     }

  169.     /**
  170.      * Retrieve the Klein Group of Isomorphic Functions
  171.      *
  172.      * @return The Klein Group of Isomorphic Functions
  173.      */

  174.     public org.drip.function.definition.R1ToR1[] kleinGroupFunctionArray()
  175.     {
  176.         return _kleinGroupFunctionArray;
  177.     }
  178. }