DigammaEqualityLemma.java
- package org.drip.specialfunction.property;
- /*
- * -*- 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>DigammaEqualityLemma</i> contains the Verifiable Equality Lemmas of the Digamma Function. The
- * References are:
- *
- * <br><br>
- * <ul>
- * <li>
- * Blagouchine, I. V. (2014): Re-discovery of Malmsten's Integrals, their Evaluation by Contour
- * Integration Methods, and some Related Results <i>Ramanujan Journal</i> <b>35 (1)</b> 21-110
- * </li>
- * <li>
- * Borwein, J. M., and R. M. Corless (2017): Gamma Function and the Factorial in the Monthly
- * https://arxiv.org/abs/1703.05349 <b>arXiv</b>
- * </li>
- * <li>
- * Davis, P. J. (1959): Leonhard Euler's Integral: A Historical Profile of the Gamma Function
- * <i>American Mathematical Monthly</i> <b>66 (10)</b> 849-869
- * </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): Gamma Function https://en.wikipedia.org/wiki/Gamma_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/property/README.md">Special Function Property Lemma Verifiers</a></li>
- * </ul>
- *
- * @author Lakshmi Krishnamurthy
- */
- public class DigammaEqualityLemma
- {
- /**
- * Generate the Digamma (0, 1) Reflection Formula Verifier
- *
- * @return The Digamma (0, 1) Reflection Formula Verifier
- */
- public static final org.drip.function.definition.R1ToR1Property ReflectionFormula()
- {
- final org.drip.specialfunction.digamma.CumulativeSeriesEstimator abramowitzStegun2007 =
- org.drip.specialfunction.digamma.CumulativeSeriesEstimator.AbramowitzStegun2007 (1638400);
- try
- {
- return new org.drip.function.definition.R1ToR1Property (
- org.drip.function.definition.R1ToR1Property.EQ,
- new org.drip.function.definition.R1ToR1 (null)
- {
- @Override public double evaluate (
- final double z)
- throws java.lang.Exception
- {
- if (!org.drip.numerical.common.NumberUtil.IsValid (z))
- {
- throw new java.lang.Exception
- ("DigammaEqualityLemma::ReflectionFormula::evaluate => Invalid Inputs");
- }
- return abramowitzStegun2007.evaluate (1. - z) - abramowitzStegun2007.evaluate (z);
- }
- },
- new org.drip.function.definition.R1ToR1 (null)
- {
- @Override public double evaluate (
- final double z)
- throws java.lang.Exception
- {
- if (!org.drip.numerical.common.NumberUtil.IsValid (z))
- {
- throw new java.lang.Exception
- ("DigammaEqualityLemma::ReflectionFormula::evaluate => Invalid Inputs");
- }
- return java.lang.Math.PI / java.lang.Math.tan (java.lang.Math.PI * z);
- }
- },
- org.drip.function.definition.R1ToR1Property.MISMATCH_TOLERANCE
- );
- }
- catch (java.lang.Exception e)
- {
- e.printStackTrace();
- }
- return null;
- }
- /**
- * Generate the Gaussian Finite Summation Identity Verifier #1
- *
- * @return The Gaussian Finite Summation Identity Verifier #1
- */
- public static final org.drip.function.definition.R1ToR1Property SummationIdentity1()
- {
- final org.drip.specialfunction.digamma.CumulativeSeriesEstimator abramowitzStegun2007 =
- org.drip.specialfunction.digamma.CumulativeSeriesEstimator.AbramowitzStegun2007 (1638400);
- try
- {
- return new org.drip.function.definition.R1ToR1Property (
- org.drip.function.definition.R1ToR1Property.EQ,
- new org.drip.function.definition.R1ToR1 (null)
- {
- @Override public double evaluate (
- final double m)
- throws java.lang.Exception
- {
- if (!org.drip.numerical.common.NumberUtil.IsValid (m) || 0. >= m)
- {
- throw new java.lang.Exception
- ("DigammaEqualityLemma::SummationIdentity1::evaluate => Invalid Inputs");
- }
- double summation = 0.;
- for (int r = 1; r <= m; ++r)
- {
- summation = summation + abramowitzStegun2007.evaluate (((double) r) / ((double) m));
- }
- return summation;
- }
- },
- new org.drip.function.definition.R1ToR1 (null)
- {
- @Override public double evaluate (
- final double m)
- throws java.lang.Exception
- {
- if (!org.drip.numerical.common.NumberUtil.IsValid (m) || 0. >= m)
- {
- throw new java.lang.Exception
- ("DigammaEqualityLemma::SummationIdentity1::evaluate => Invalid Inputs");
- }
- return -m * (org.drip.specialfunction.gamma.Definitions.EULER_MASCHERONI +
- java.lang.Math.log (m));
- }
- },
- org.drip.function.definition.R1ToR1Property.MISMATCH_TOLERANCE
- );
- }
- catch (java.lang.Exception e)
- {
- e.printStackTrace();
- }
- return null;
- }
- /**
- * Generate the Gaussian Finite Summation Identity Verifier #2
- *
- * @param k k
- *
- * @return The Gaussian Finite Summation Identity Verifier #2
- */
- public static final org.drip.function.definition.R1ToR1Property SummationIdentity2 (
- final int k)
- {
- final org.drip.specialfunction.digamma.CumulativeSeriesEstimator abramowitzStegun2007 =
- org.drip.specialfunction.digamma.CumulativeSeriesEstimator.AbramowitzStegun2007 (1638400);
- try
- {
- return new org.drip.function.definition.R1ToR1Property (
- org.drip.function.definition.R1ToR1Property.EQ,
- new org.drip.function.definition.R1ToR1 (null)
- {
- @Override public double evaluate (
- final double m)
- throws java.lang.Exception
- {
- if (!org.drip.numerical.common.NumberUtil.IsValid (m) || 0. >= m || m <= k)
- {
- throw new java.lang.Exception
- ("DigammaEqualityLemma::SummationIdentity2::evaluate => Invalid Inputs");
- }
- double summation = 0.;
- for (int r = 1; r < m; ++r)
- {
- double z = ((double) r) / ((double) m);
- summation = summation + abramowitzStegun2007.evaluate (z) *
- java.lang.Math.cos (2. * java.lang.Math.PI * k * z);
- }
- return summation;
- }
- },
- new org.drip.function.definition.R1ToR1 (null)
- {
- @Override public double evaluate (
- final double m)
- throws java.lang.Exception
- {
- if (!org.drip.numerical.common.NumberUtil.IsValid (m) || 0. >= m || m <= k)
- {
- throw new java.lang.Exception
- ("DigammaEqualityLemma::SummationIdentity2::evaluate => Invalid Inputs");
- }
- return m * java.lang.Math.log (2. * java.lang.Math.sin (java.lang.Math.PI * k / m)) +
- org.drip.specialfunction.gamma.Definitions.EULER_MASCHERONI;
- }
- },
- org.drip.function.definition.R1ToR1Property.MISMATCH_TOLERANCE
- );
- }
- catch (java.lang.Exception e)
- {
- e.printStackTrace();
- }
- return null;
- }
- /**
- * Generate the Gaussian Finite Summation Identity Verifier #3
- *
- * @param k k
- *
- * @return The Gaussian Finite Summation Identity Verifier #3
- */
- public static final org.drip.function.definition.R1ToR1Property SummationIdentity3 (
- final int k)
- {
- final org.drip.specialfunction.digamma.CumulativeSeriesEstimator abramowitzStegun2007 =
- org.drip.specialfunction.digamma.CumulativeSeriesEstimator.AbramowitzStegun2007 (1638400);
- try
- {
- return new org.drip.function.definition.R1ToR1Property (
- org.drip.function.definition.R1ToR1Property.EQ,
- new org.drip.function.definition.R1ToR1 (null)
- {
- @Override public double evaluate (
- final double m)
- throws java.lang.Exception
- {
- if (!org.drip.numerical.common.NumberUtil.IsValid (m) || 0. >= m || m <= k)
- {
- throw new java.lang.Exception
- ("DigammaEqualityLemma::SummationIdentity3::evaluate => Invalid Inputs");
- }
- double summation = 0.;
- for (int r = 1; r < m; ++r)
- {
- double z = ((double) r) / ((double) m);
- summation = summation + abramowitzStegun2007.evaluate (z) *
- java.lang.Math.sin (2. * java.lang.Math.PI * k * z);
- }
- return summation;
- }
- },
- new org.drip.function.definition.R1ToR1 (null)
- {
- @Override public double evaluate (
- final double m)
- throws java.lang.Exception
- {
- if (!org.drip.numerical.common.NumberUtil.IsValid (m) || 0. >= m || m <= k)
- {
- throw new java.lang.Exception
- ("DigammaEqualityLemma::SummationIdentity3::evaluate => Invalid Inputs");
- }
- return 0.5 * java.lang.Math.PI * (2. * k - m);
- }
- },
- org.drip.function.definition.R1ToR1Property.MISMATCH_TOLERANCE
- );
- }
- catch (java.lang.Exception e)
- {
- e.printStackTrace();
- }
- return null;
- }
- /**
- * Generate the Blagouchine Finite Summation Identity Verifier #4
- *
- * @param k k
- *
- * @return The Blagouchine Finite Summation Identity Verifier #4
- */
- public static final org.drip.function.definition.R1ToR1Property SummationIdentity4 (
- final int k)
- {
- final org.drip.specialfunction.digamma.CumulativeSeriesEstimator abramowitzStegun2007 =
- org.drip.specialfunction.digamma.CumulativeSeriesEstimator.AbramowitzStegun2007 (1638400);
- try
- {
- return new org.drip.function.definition.R1ToR1Property (
- org.drip.function.definition.R1ToR1Property.EQ,
- new org.drip.function.definition.R1ToR1 (null)
- {
- @Override public double evaluate (
- final double m)
- throws java.lang.Exception
- {
- if (!org.drip.numerical.common.NumberUtil.IsValid (m) || 0. >= m || m <= k)
- {
- throw new java.lang.Exception
- ("DigammaEqualityLemma::SummationIdentity4::evaluate => Invalid Inputs");
- }
- double summation = 0.;
- for (int r = 0; r < m; ++r)
- {
- double z = (2. * r + 1.) / (2. * m);
- summation = summation + abramowitzStegun2007.evaluate (z) *
- java.lang.Math.cos (2. * java.lang.Math.PI * k * z);
- }
- return summation;
- }
- },
- new org.drip.function.definition.R1ToR1 (null)
- {
- @Override public double evaluate (
- final double m)
- throws java.lang.Exception
- {
- if (!org.drip.numerical.common.NumberUtil.IsValid (m) || 0. >= m || m <= k)
- {
- throw new java.lang.Exception
- ("DigammaEqualityLemma::SummationIdentity4::evaluate => Invalid Inputs");
- }
- return m * java.lang.Math.log (java.lang.Math.tan (0.5 * java.lang.Math.PI * k / m));
- }
- },
- org.drip.function.definition.R1ToR1Property.MISMATCH_TOLERANCE
- );
- }
- catch (java.lang.Exception e)
- {
- e.printStackTrace();
- }
- return null;
- }
- /**
- * Generate the Blagouchine Finite Summation Identity Verifier #5
- *
- * @param k k
- *
- * @return The Blagouchine Finite Summation Identity Verifier #5
- */
- public static final org.drip.function.definition.R1ToR1Property SummationIdentity5 (
- final int k)
- {
- final org.drip.specialfunction.digamma.CumulativeSeriesEstimator abramowitzStegun2007 =
- org.drip.specialfunction.digamma.CumulativeSeriesEstimator.AbramowitzStegun2007 (1638400);
- try
- {
- return new org.drip.function.definition.R1ToR1Property (
- org.drip.function.definition.R1ToR1Property.EQ,
- new org.drip.function.definition.R1ToR1 (null)
- {
- @Override public double evaluate (
- final double m)
- throws java.lang.Exception
- {
- if (!org.drip.numerical.common.NumberUtil.IsValid (m) || 0. >= m || m <= k)
- {
- throw new java.lang.Exception
- ("DigammaEqualityLemma::SummationIdentity5::evaluate => Invalid Inputs");
- }
- double summation = 0.;
- for (int r = 0; r < m; ++r)
- {
- double z = (2. * r + 1.) / (2. * m);
- summation = summation + abramowitzStegun2007.evaluate (z) *
- java.lang.Math.sin (2. * java.lang.Math.PI * k * z);
- }
- return summation;
- }
- },
- new org.drip.function.definition.R1ToR1 (null)
- {
- @Override public double evaluate (
- final double m)
- throws java.lang.Exception
- {
- if (!org.drip.numerical.common.NumberUtil.IsValid (m) || 0. >= m || m <= k)
- {
- throw new java.lang.Exception
- ("DigammaEqualityLemma::SummationIdentity5::evaluate => Invalid Inputs");
- }
- return -0.5 * java.lang.Math.PI * m;
- }
- },
- org.drip.function.definition.R1ToR1Property.MISMATCH_TOLERANCE
- );
- }
- catch (java.lang.Exception e)
- {
- e.printStackTrace();
- }
- return null;
- }
- /**
- * Generate the Blagouchine Finite Summation Identity Verifier #6
- *
- * @return The Blagouchine Finite Summation Identity Verifier #6
- */
- public static final org.drip.function.definition.R1ToR1Property SummationIdentity6()
- {
- final org.drip.specialfunction.digamma.CumulativeSeriesEstimator abramowitzStegun2007 =
- org.drip.specialfunction.digamma.CumulativeSeriesEstimator.AbramowitzStegun2007 (1638400);
- try
- {
- return new org.drip.function.definition.R1ToR1Property (
- org.drip.function.definition.R1ToR1Property.EQ,
- new org.drip.function.definition.R1ToR1 (null)
- {
- @Override public double evaluate (
- final double m)
- throws java.lang.Exception
- {
- if (!org.drip.numerical.common.NumberUtil.IsValid (m) || 0. >= m)
- {
- throw new java.lang.Exception
- ("DigammaEqualityLemma::SummationIdentity6::evaluate => Invalid Inputs");
- }
- double summation = 0.;
- for (int r = 1; r < m; ++r)
- {
- double z = ((double) r) / ((double) m);
- summation = summation + abramowitzStegun2007.evaluate (z) /
- java.lang.Math.tan (java.lang.Math.PI * z);
- }
- return summation;
- }
- },
- new org.drip.function.definition.R1ToR1 (null)
- {
- @Override public double evaluate (
- final double m)
- throws java.lang.Exception
- {
- if (!org.drip.numerical.common.NumberUtil.IsValid (m) || 0. >= m)
- {
- throw new java.lang.Exception
- ("DigammaEqualityLemma::SummationIdentity6::evaluate => Invalid Inputs");
- }
- return -java.lang.Math.PI * (m - 1.) * (m - 2.) / 6.;
- }
- },
- org.drip.function.definition.R1ToR1Property.MISMATCH_TOLERANCE
- );
- }
- catch (java.lang.Exception e)
- {
- e.printStackTrace();
- }
- return null;
- }
- /**
- * Generate the Blagouchine Finite Summation Identity Verifier #7
- *
- * @return The Blagouchine Finite Summation Identity Verifier #7
- */
- public static final org.drip.function.definition.R1ToR1Property SummationIdentity7()
- {
- final org.drip.specialfunction.digamma.CumulativeSeriesEstimator abramowitzStegun2007 =
- org.drip.specialfunction.digamma.CumulativeSeriesEstimator.AbramowitzStegun2007 (1638400);
- try
- {
- return new org.drip.function.definition.R1ToR1Property (
- org.drip.function.definition.R1ToR1Property.EQ,
- new org.drip.function.definition.R1ToR1 (null)
- {
- @Override public double evaluate (
- final double m)
- throws java.lang.Exception
- {
- if (!org.drip.numerical.common.NumberUtil.IsValid (m) || 0. >= m)
- {
- throw new java.lang.Exception
- ("DigammaEqualityLemma::SummationIdentity7::evaluate => Invalid Inputs");
- }
- double summation = 0.;
- for (int r = 1; r < m; ++r)
- {
- double z = ((double) r) / ((double) m);
- summation = summation + z * abramowitzStegun2007.evaluate (z);
- }
- return summation;
- }
- },
- new org.drip.function.definition.R1ToR1 (null)
- {
- @Override public double evaluate (
- final double m)
- throws java.lang.Exception
- {
- if (!org.drip.numerical.common.NumberUtil.IsValid (m) || 0. >= m)
- {
- throw new java.lang.Exception
- ("DigammaEqualityLemma::SummationIdentity7::evaluate => Invalid Inputs");
- }
- double summation = 0.;
- for (int r = 1; r < m; ++r)
- {
- double z = ((double) r) / ((double) m);
- summation = summation + z / java.lang.Math.tan (java.lang.Math.PI * z);
- }
- return -0.5 * org.drip.specialfunction.gamma.Definitions.EULER_MASCHERONI * (m - 1.)
- - 0.5 * m * java.lang.Math.log (m)
- - 0.5 * java.lang.Math.PI * summation;
- }
- },
- org.drip.function.definition.R1ToR1Property.MISMATCH_TOLERANCE
- );
- }
- catch (java.lang.Exception e)
- {
- e.printStackTrace();
- }
- return null;
- }
- /**
- * Generate the Blagouchine Finite Summation Identity Verifier #8
- *
- * @param l l
- *
- * @return The Blagouchine Finite Summation Identity Verifier #8
- */
- public static final org.drip.function.definition.R1ToR1Property SummationIdentity8 (
- final double l)
- {
- if (!org.drip.numerical.common.NumberUtil.IsValid (l))
- {
- return null;
- }
- final org.drip.specialfunction.digamma.CumulativeSeriesEstimator abramowitzStegun2007 =
- org.drip.specialfunction.digamma.CumulativeSeriesEstimator.AbramowitzStegun2007 (1638400);
- try
- {
- return new org.drip.function.definition.R1ToR1Property (
- org.drip.function.definition.R1ToR1Property.EQ,
- new org.drip.function.definition.R1ToR1 (null)
- {
- @Override public double evaluate (
- final double m)
- throws java.lang.Exception
- {
- if (!org.drip.numerical.common.NumberUtil.IsValid (m) || 0. >= m)
- {
- throw new java.lang.Exception
- ("DigammaEqualityLemma::SummationIdentity8::evaluate => Invalid Inputs");
- }
- double summation = 0.;
- for (int r = 1; r < m; ++r)
- {
- double z = ((double) r) / ((double) m);
- summation = summation + abramowitzStegun2007.evaluate (z) *
- java.lang.Math.cos ((2. * l + 1.) * java.lang.Math.PI * z);
- }
- return summation;
- }
- },
- new org.drip.function.definition.R1ToR1 (null)
- {
- @Override public double evaluate (
- final double m)
- throws java.lang.Exception
- {
- if (!org.drip.numerical.common.NumberUtil.IsValid (m) || 0. >= m)
- {
- throw new java.lang.Exception
- ("DigammaEqualityLemma::SummationIdentity8::evaluate => Invalid Inputs");
- }
- double summation = 0.;
- for (int r = 1; r < m; ++r)
- {
- double z = ((double) r) / ((double) m);
- double theta = 2. * java.lang.Math.PI * z;
- summation = summation + r * java.lang.Math.sin (theta) / (
- java.lang.Math.cos (theta) -
- java.lang.Math.cos ((2. * l + 1.) * java.lang.Math.PI / m)
- );
- }
- return -1. * java.lang.Math.PI / m * summation;
- }
- },
- org.drip.function.definition.R1ToR1Property.MISMATCH_TOLERANCE
- );
- }
- catch (java.lang.Exception e)
- {
- e.printStackTrace();
- }
- return null;
- }
- /**
- * Generate the Blagouchine Finite Summation Identity Verifier #9
- *
- * @param l l
- *
- * @return The Blagouchine Finite Summation Identity Verifier #9
- */
- public static final org.drip.function.definition.R1ToR1Property SummationIdentity9 (
- final double l)
- {
- if (!org.drip.numerical.common.NumberUtil.IsValid (l))
- {
- return null;
- }
- final org.drip.specialfunction.digamma.CumulativeSeriesEstimator abramowitzStegun2007 =
- org.drip.specialfunction.digamma.CumulativeSeriesEstimator.AbramowitzStegun2007 (1638400);
- try
- {
- return new org.drip.function.definition.R1ToR1Property (
- org.drip.function.definition.R1ToR1Property.EQ,
- new org.drip.function.definition.R1ToR1 (null)
- {
- @Override public double evaluate (
- final double m)
- throws java.lang.Exception
- {
- if (!org.drip.numerical.common.NumberUtil.IsValid (m) || 0. >= m)
- {
- throw new java.lang.Exception
- ("DigammaEqualityLemma::SummationIdentity9::evaluate => Invalid Inputs");
- }
- double summation = 0.;
- for (int r = 1; r < m; ++r)
- {
- double z = ((double) r) / ((double) m);
- summation = summation + abramowitzStegun2007.evaluate (z) *
- java.lang.Math.sin ((2. * l + 1.) * java.lang.Math.PI * z);
- }
- return summation;
- }
- },
- new org.drip.function.definition.R1ToR1 (null)
- {
- @Override public double evaluate (
- final double m)
- throws java.lang.Exception
- {
- if (!org.drip.numerical.common.NumberUtil.IsValid (m) || 0. >= m)
- {
- throw new java.lang.Exception
- ("DigammaEqualityLemma::SummationIdentity9::evaluate => Invalid Inputs");
- }
- double summation = 0.;
- double twoLPlus1PiByM = (2. * l + 1.) * java.lang.Math.PI / m;
- double cos2LPlus1PiByM = java.lang.Math.cos (twoLPlus1PiByM);
- for (int r = 1; r < m; ++r)
- {
- double z = ((double) r) / ((double) m);
- double theta = java.lang.Math.PI * z;
- summation = summation + java.lang.Math.log (java.lang.Math.sin (theta)) /
- (java.lang.Math.cos (2. * theta) - cos2LPlus1PiByM);
- }
- return java.lang.Math.sin (twoLPlus1PiByM) * summation -
- (
- org.drip.specialfunction.gamma.Definitions.EULER_MASCHERONI +
- java.lang.Math.log (2. * m)
- ) / java.lang.Math.tan (0.5 * twoLPlus1PiByM);
- }
- },
- org.drip.function.definition.R1ToR1Property.MISMATCH_TOLERANCE
- );
- }
- catch (java.lang.Exception e)
- {
- e.printStackTrace();
- }
- return null;
- }
- /**
- * Generate the Blagouchine Finite Summation Identity Verifier #10
- *
- * @return The Blagouchine Finite Summation Identity Verifier #10
- */
- public static final org.drip.function.definition.R1ToR1Property SummationIdentity10()
- {
- final org.drip.specialfunction.digamma.CumulativeSeriesEstimator abramowitzStegun2007 =
- org.drip.specialfunction.digamma.CumulativeSeriesEstimator.AbramowitzStegun2007 (1638400);
- try
- {
- return new org.drip.function.definition.R1ToR1Property (
- org.drip.function.definition.R1ToR1Property.EQ,
- new org.drip.function.definition.R1ToR1 (null)
- {
- @Override public double evaluate (
- final double m)
- throws java.lang.Exception
- {
- if (!org.drip.numerical.common.NumberUtil.IsValid (m) || 0. >= m)
- {
- throw new java.lang.Exception
- ("DigammaEqualityLemma::SummationIdentity10::evaluate => Invalid Inputs");
- }
- double summation = 0.;
- for (int r = 1; r < m; ++r)
- {
- double digamma = abramowitzStegun2007.evaluate ((double) r) / ((double) m);
- summation = summation + digamma * digamma;
- }
- return summation;
- }
- },
- new org.drip.function.definition.R1ToR1 (null)
- {
- @Override public double evaluate (
- final double m)
- throws java.lang.Exception
- {
- if (!org.drip.numerical.common.NumberUtil.IsValid (m) || 0. >= m)
- {
- throw new java.lang.Exception
- ("DigammaEqualityLemma::SummationIdentity10::evaluate => Invalid Inputs");
- }
- double summation = 0.;
- for (int l = 1; l < m; ++l)
- {
- double logSinPiLByM = java.lang.Math.log (
- java.lang.Math.sin (
- java.lang.Math.PI * l / m
- )
- );
- summation = summation + logSinPiLByM * logSinPiLByM;
- }
- double log2 = java.lang.Math.log (2.);
- return
- (m - 1.) * org.drip.specialfunction.gamma.Definitions.EULER_MASCHERONI *
- org.drip.specialfunction.gamma.Definitions.EULER_MASCHERONI +
- m * (
- 2. * org.drip.specialfunction.gamma.Definitions.EULER_MASCHERONI +
- java.lang.Math.log (4. * m)
- ) * java.lang.Math.log (m) -
- log2 * log2 * m * (m - 1.) +
- java.lang.Math.PI * java.lang.Math.PI / 12. * (2. - 3. * m + m * m) +
- m * summation;
- }
- },
- org.drip.function.definition.R1ToR1Property.MISMATCH_TOLERANCE
- );
- }
- catch (java.lang.Exception e)
- {
- e.printStackTrace();
- }
- return null;
- }
- }