RiemannSphereSpanner.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>RiemannSphereSpanner</i> determines the Conformality and Tile Scheme of the Schwarz Singular Triangle
  76.  * Maps over the Riemann Sphere. 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 RiemannSphereSpanner
  113. {

  114.     /**
  115.      * Schwarz Triangle Tiles Nothing
  116.      */

  117.     public static final int SCHWARZ_TRIANGLE_TILES_NOTHING = 0;

  118.     /**
  119.      * Schwarz Triangle Tiles the Riemann Sphere
  120.      */

  121.     public static final int SCHWARZ_TRIANGLE_TILES_RIEMANN_SPHERE = 1;

  122.     /**
  123.      * Schwarz Triangle Tiles the Complex Plane
  124.      */

  125.     public static final int SCHWARZ_TRIANGLE_TILES_COMPLEX_PLANE = 2;

  126.     /**
  127.      * Schwarz Triangle Tiles the Upper Half Plane
  128.      */

  129.     public static final int SCHWARZ_TRIANGLE_TILES_UPPER_HALF_PLANE = 3;

  130.     private org.drip.specialfunction.group.SchwarzTriangleMap[] _schwarzTriangleMapArray = null;

  131.     /**
  132.      * RiemannSphereSpanner Constructor
  133.      *
  134.      * @param schwarzTriangleMapArray The Schwarz Triangle Map Array
  135.      *
  136.      * @throws java.lang.Exception Thrown if the Inputs are Invalid
  137.      */

  138.     public RiemannSphereSpanner (
  139.         final org.drip.specialfunction.group.SchwarzTriangleMap[] schwarzTriangleMapArray)
  140.         throws java.lang.Exception
  141.     {
  142.         if (null == (_schwarzTriangleMapArray = schwarzTriangleMapArray))
  143.         {
  144.             throw new java.lang.Exception ("RiemannSphereSpanner Constructor => Invalid Inputs");
  145.         }

  146.         int singularityCount = _schwarzTriangleMapArray.length;

  147.         if (0 == singularityCount)
  148.         {
  149.             throw new java.lang.Exception ("RiemannSphereSpanner Constructor => Invalid Inputs");
  150.         }

  151.         for (int singularityIndex = 0; singularityIndex < singularityCount; ++singularityIndex)
  152.         {
  153.             if (null == _schwarzTriangleMapArray[singularityCount])
  154.             {
  155.                 throw new java.lang.Exception ("RiemannSphereSpanner Constructor => Invalid Inputs");
  156.             }
  157.         }
  158.     }

  159.     /**
  160.      * Retrieve the Schwarz Triangle Map Array
  161.      *
  162.      * @return The Schwarz Triangle Map Array
  163.      */

  164.     public org.drip.specialfunction.group.SchwarzTriangleMap[] schwarzTriangleMapArray()
  165.     {
  166.         return _schwarzTriangleMapArray;
  167.     }

  168.     /**
  169.      * Indicate if the Spanner is Conformal
  170.      *
  171.      * @return TRUE - The Spanner is Conformal
  172.      */

  173.     public boolean isConformal()
  174.     {
  175.         for (org.drip.specialfunction.group.SchwarzTriangleMap schwarzTriangleMap : _schwarzTriangleMapArray)
  176.         {
  177.             if (!schwarzTriangleMap.isConformal())
  178.             {
  179.                 return false;
  180.             }
  181.         }

  182.         return true;
  183.     }

  184.     /**
  185.      * Indicate how the Schwarz Triangle Tiles the Riemann Sphere
  186.      *
  187.      * @return Indicator of how the Schwarz Triangle Tiles the Riemann Sphere
  188.      *
  189.      * @throws java.lang.Exception Thrown if the Inputs are Invalid
  190.      */

  191.     public int tileIndicator()
  192.         throws java.lang.Exception
  193.     {
  194.         double connectionCoefficientCumulative = 0.;
  195.         int singularityCount = _schwarzTriangleMapArray.length;

  196.         for (int singularityIndex = 0; singularityIndex < singularityCount; ++singularityIndex)
  197.         {
  198.             double connectionCoefficient =
  199.                 _schwarzTriangleMapArray[singularityIndex].connectionCoefficient();

  200.             if (!org.drip.numerical.common.NumberUtil.IsInteger (1. / connectionCoefficient))
  201.             {
  202.                 return SCHWARZ_TRIANGLE_TILES_NOTHING;
  203.             }

  204.             connectionCoefficientCumulative = connectionCoefficientCumulative + connectionCoefficient;
  205.         }

  206.         if (0. == connectionCoefficientCumulative)
  207.         {
  208.             return SCHWARZ_TRIANGLE_TILES_COMPLEX_PLANE;
  209.         }

  210.         return 0. > connectionCoefficientCumulative ? SCHWARZ_TRIANGLE_TILES_UPPER_HALF_PLANE :
  211.             SCHWARZ_TRIANGLE_TILES_COMPLEX_PLANE;
  212.     }
  213. }