RiemannSphereSpanner.java
package org.drip.specialfunction.group;
/*
* -*- 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>RiemannSphereSpanner</i> determines the Conformality and Tile Scheme of the Schwarz Singular Triangle
* Maps over the Riemann Sphere. The References are:
*
* <br><br>
* <ul>
* <li>
* Gessel, I., and D. Stanton (1982): Strange Evaluations of Hyper-geometric Series <i>SIAM Journal
* on Mathematical Analysis</i> <b>13 (2)</b> 295-308
* </li>
* <li>
* Koepf, W (1995): Algorithms for m-fold Hyper-geometric Summation <i>Journal of Symbolic
* Computation</i> <b>20 (4)</b> 399-417
* </li>
* <li>
* Lavoie, J. L., F. Grondin, and A. K. Rathie (1996): Generalization of Whipple’s Theorem on the
* Sum of a (_2^3)F(a,b;c;z) <i>Journal of Computational and Applied Mathematics</i> <b>72</b>
* 293-300
* </li>
* <li>
* National Institute of Standards and Technology (2019): Hyper-geometric Function
* https://dlmf.nist.gov/15
* </li>
* <li>
* Wikipedia (2019): Hyper-geometric Function https://en.wikipedia.org/wiki/Hypergeometric_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/group/README.md">Special Function Singularity Solution Group</a></li>
* </ul>
*
* @author Lakshmi Krishnamurthy
*/
public class RiemannSphereSpanner
{
/**
* Schwarz Triangle Tiles Nothing
*/
public static final int SCHWARZ_TRIANGLE_TILES_NOTHING = 0;
/**
* Schwarz Triangle Tiles the Riemann Sphere
*/
public static final int SCHWARZ_TRIANGLE_TILES_RIEMANN_SPHERE = 1;
/**
* Schwarz Triangle Tiles the Complex Plane
*/
public static final int SCHWARZ_TRIANGLE_TILES_COMPLEX_PLANE = 2;
/**
* Schwarz Triangle Tiles the Upper Half Plane
*/
public static final int SCHWARZ_TRIANGLE_TILES_UPPER_HALF_PLANE = 3;
private org.drip.specialfunction.group.SchwarzTriangleMap[] _schwarzTriangleMapArray = null;
/**
* RiemannSphereSpanner Constructor
*
* @param schwarzTriangleMapArray The Schwarz Triangle Map Array
*
* @throws java.lang.Exception Thrown if the Inputs are Invalid
*/
public RiemannSphereSpanner (
final org.drip.specialfunction.group.SchwarzTriangleMap[] schwarzTriangleMapArray)
throws java.lang.Exception
{
if (null == (_schwarzTriangleMapArray = schwarzTriangleMapArray))
{
throw new java.lang.Exception ("RiemannSphereSpanner Constructor => Invalid Inputs");
}
int singularityCount = _schwarzTriangleMapArray.length;
if (0 == singularityCount)
{
throw new java.lang.Exception ("RiemannSphereSpanner Constructor => Invalid Inputs");
}
for (int singularityIndex = 0; singularityIndex < singularityCount; ++singularityIndex)
{
if (null == _schwarzTriangleMapArray[singularityCount])
{
throw new java.lang.Exception ("RiemannSphereSpanner Constructor => Invalid Inputs");
}
}
}
/**
* Retrieve the Schwarz Triangle Map Array
*
* @return The Schwarz Triangle Map Array
*/
public org.drip.specialfunction.group.SchwarzTriangleMap[] schwarzTriangleMapArray()
{
return _schwarzTriangleMapArray;
}
/**
* Indicate if the Spanner is Conformal
*
* @return TRUE - The Spanner is Conformal
*/
public boolean isConformal()
{
for (org.drip.specialfunction.group.SchwarzTriangleMap schwarzTriangleMap : _schwarzTriangleMapArray)
{
if (!schwarzTriangleMap.isConformal())
{
return false;
}
}
return true;
}
/**
* Indicate how the Schwarz Triangle Tiles the Riemann Sphere
*
* @return Indicator of how the Schwarz Triangle Tiles the Riemann Sphere
*
* @throws java.lang.Exception Thrown if the Inputs are Invalid
*/
public int tileIndicator()
throws java.lang.Exception
{
double connectionCoefficientCumulative = 0.;
int singularityCount = _schwarzTriangleMapArray.length;
for (int singularityIndex = 0; singularityIndex < singularityCount; ++singularityIndex)
{
double connectionCoefficient =
_schwarzTriangleMapArray[singularityIndex].connectionCoefficient();
if (!org.drip.numerical.common.NumberUtil.IsInteger (1. / connectionCoefficient))
{
return SCHWARZ_TRIANGLE_TILES_NOTHING;
}
connectionCoefficientCumulative = connectionCoefficientCumulative + connectionCoefficient;
}
if (0. == connectionCoefficientCumulative)
{
return SCHWARZ_TRIANGLE_TILES_COMPLEX_PLANE;
}
return 0. > connectionCoefficientCumulative ? SCHWARZ_TRIANGLE_TILES_UPPER_HALF_PLANE :
SCHWARZ_TRIANGLE_TILES_COMPLEX_PLANE;
}
}