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	- CRNG R^d Random Sequence Shell (1, 2, 3)
	- R^d Random Sequence 1D #1 (4, 5)
	- R^d Random Sequence 1D #2 (6, 7)
	- R^d Random Sequence 2D #1 (8, 9)
	- R^d Random Sequence 2D #2 (10, 11)
	- R^d Random Sequence Tridiagonal #1 (14, 15)
	- R^d Random Sequence Tridiagonal #2 (16, 17)
	- Matrix Bottom Left Location Checker (18, 19)
	- Matrix Top Right Location Checker (20, 21)
	- R^d Random Sequence Periodic Tridiagonal #1 (22, 23)
	- R^d Random Sequence Periodic Tridiagonal #2 (24, 25, 26)
	- Number Util Array Row #1 (44, 45, 46)
	- Number Util Array Row #2 (47, 48, 49)
	- Number Util Array Row #3 (50, 51)
	- Number Util Array Row #4 (52, 53)
	- Number Util Array Row #5 (54, 55)
	- Number Util Array Row #6 (56, 57)
	- Number Util Array Row #7 (58, 59, 60)


Bug Fixes/Re-organization:

	- Matrix Bottom Left Top Right (12, 13)


Samples:

	- Tridiagonal Non-periodic Solver #1 (27, 28)
	- Tridiagonal Non-periodic Solver #2 (29, 30, 31)
	- Tridiagonal Non-periodic Solver #3 (32, 33, 34)
	- Tridiagonal Non-periodic Solver #4 (35, 36, 37)
	- Tridiagonal Non-periodic Solver #5 (38, 39, 40)
	- Tridiagonal Non-periodic Solver #6 (41, 42, 43)
	- Tridiagonal Non-periodic Solver #7 (61, 62, 63)
	- Tridiagonal Non-periodic Solver #8 (64, 65, 66)
	- Tridiagonal Non-periodic Solver #9 (67, 68, 69)
	- Tridiagonal Non-periodic Solver #10 (70, 71, 72)
	- Tridiagonal Non-periodic Solver #11 (73, 74, 75)
	- Tridiagonal Non-periodic Solver #12 (76, 77, 78)
	- Non-periodic Solver Suite #1 (79, 80)
	- Non-periodic Solver Suite #2 (81, 82)
	- Non-periodic Solver Suite #3 (83, 84)
	- Non-periodic Solver Suite #4 (85, 86, 87)
	- Non-periodic Solver Suite #5 (88, 89, 90)
	- Non-periodic Solver Suite #6 (91, 92, 93)
	- Non-periodic Solver Suite #7 (94, 95, 96)
	- Non-periodic Solver Suite #8 (97, 98, 99)
	- Non-periodic Solver Suite #9 (100, 101, 102)
	- Non-periodic Solver Suite #10 (103, 104, 105)
	- Non-periodic Solver Suite #11 (106, 107, 108)
	- Non-periodic Solver Suite #12 (109, 110, 111)
	- Non-periodic Solver Suite #13 (112, 113, 114)
	- Non-periodic Solver Suite #14 (115, 116, 117)
	- Periodic Ryabenkii-Tsynkov Solver Shell (118, 19, 120)


IdeaDRIP:
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Lakshmik committed Jun 27, 2024
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60 changes: 60 additions & 0 deletions ReleaseNotes/01_18_2024.txt
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Features:

- CRNG R^d Random Sequence Shell (1, 2, 3)
- R^d Random Sequence 1D #1 (4, 5)
- R^d Random Sequence 1D #2 (6, 7)
- R^d Random Sequence 2D #1 (8, 9)
- R^d Random Sequence 2D #2 (10, 11)
- R^d Random Sequence Tridiagonal #1 (14, 15)
- R^d Random Sequence Tridiagonal #2 (16, 17)
- Matrix Bottom Left Location Checker (18, 19)
- Matrix Top Right Location Checker (20, 21)
- R^d Random Sequence Periodic Tridiagonal #1 (22, 23)
- R^d Random Sequence Periodic Tridiagonal #2 (24, 25, 26)
- Number Util Array Row #1 (44, 45, 46)
- Number Util Array Row #2 (47, 48, 49)
- Number Util Array Row #3 (50, 51)
- Number Util Array Row #4 (52, 53)
- Number Util Array Row #5 (54, 55)
- Number Util Array Row #6 (56, 57)
- Number Util Array Row #7 (58, 59, 60)


Bug Fixes/Re-organization:

- Matrix Bottom Left Top Right (12, 13)


Samples:

- Tridiagonal Non-periodic Solver #1 (27, 28)
- Tridiagonal Non-periodic Solver #2 (29, 30, 31)
- Tridiagonal Non-periodic Solver #3 (32, 33, 34)
- Tridiagonal Non-periodic Solver #4 (35, 36, 37)
- Tridiagonal Non-periodic Solver #5 (38, 39, 40)
- Tridiagonal Non-periodic Solver #6 (41, 42, 43)
- Tridiagonal Non-periodic Solver #7 (61, 62, 63)
- Tridiagonal Non-periodic Solver #8 (64, 65, 66)
- Tridiagonal Non-periodic Solver #9 (67, 68, 69)
- Tridiagonal Non-periodic Solver #10 (70, 71, 72)
- Tridiagonal Non-periodic Solver #11 (73, 74, 75)
- Tridiagonal Non-periodic Solver #12 (76, 77, 78)
- Non-periodic Solver Suite #1 (79, 80)
- Non-periodic Solver Suite #2 (81, 82)
- Non-periodic Solver Suite #3 (83, 84)
- Non-periodic Solver Suite #4 (85, 86, 87)
- Non-periodic Solver Suite #5 (88, 89, 90)
- Non-periodic Solver Suite #6 (91, 92, 93)
- Non-periodic Solver Suite #7 (94, 95, 96)
- Non-periodic Solver Suite #8 (97, 98, 99)
- Non-periodic Solver Suite #9 (100, 101, 102)
- Non-periodic Solver Suite #10 (103, 104, 105)
- Non-periodic Solver Suite #11 (106, 107, 108)
- Non-periodic Solver Suite #12 (109, 110, 111)
- Non-periodic Solver Suite #13 (112, 113, 114)
- Non-periodic Solver Suite #14 (115, 116, 117)
- Periodic Ryabenkii-Tsynkov Solver Shell (118, 19, 120)


IdeaDRIP:
223 changes: 223 additions & 0 deletions src/main/java/org/drip/measure/crng/RdRandomSequence.java
Original file line number Diff line number Diff line change
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package org.drip.measure.crng;

import org.drip.numerical.linearalgebra.Matrix;

/*
* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
*/

/*!
* Copyright (C) 2022 Lakshmi Krishnamurthy
* Copyright (C) 2021 Lakshmi Krishnamurthy
* Copyright (C) 2020 Lakshmi Krishnamurthy
* Copyright (C) 2019 Lakshmi Krishnamurthy
* Copyright (C) 2018 Lakshmi Krishnamurthy
* Copyright (C) 2017 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,
* graph builder/navigator, 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
* - Graph Algorithm
* - 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
*
* 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>RdRandomSequence</i> generates 1D and 2D random arrays.
*
* <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/NumericalAnalysisLibrary.md">Numerical Analysis Library</a></li>
* <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/measure/README.md">R<sup>d</sup> Continuous/Discrete Probability Measures</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/measure/crng/README.md">Continuous Random Number Stream Generator</a></li>
* </ul>
*
* @author Lakshmi Krishnamurthy
*/

public class RdRandomSequence
{

/**
* Construct a 1D Array of Random Elements up to the Maximum Value
*
* @param elementCount Number of Elements in the Array
* @param maximumElement Maximum Element
* @param isEntryInteger TRUE - Entry is an Integer
*
* @return 1D Array of Random Elements up to the Maximum Value
*/

public static final double[] OneD (
final int elementCount,
final double maximumElement,
final boolean isEntryInteger)
{
if (0 >= elementCount || 0 >= maximumElement) {
return null;
}

double[] oneDArray = new double[elementCount];

for (int i = 0; i < elementCount; ++i) {
oneDArray[i] = Math.random() * maximumElement;

if (isEntryInteger) {
oneDArray[i] = (int) (oneDArray[i] + 0.5);
}
}

return oneDArray;
}

/**
* Construct a 2D Matrix of Random Elements up to the Maximum Value
*
* @param elementCount Number of Elements in the Array
* @param maximumElement Maximum Element
* @param isEntryInteger TRUE - Entry is an Integer
*
* @return 2D Matrix of Random Elements up to the Maximum Value
*/

public static final double[][] TwoD (
final int elementCount,
final double maximumElement,
final boolean isEntryInteger)
{
double[][] twoDArray = new double[elementCount][elementCount];

for (int i = 0; i < elementCount; ++i) {
if (null == (twoDArray[i] = OneD (elementCount, maximumElement, isEntryInteger))) {
return null;
}
}

return twoDArray;
}

/**
* Construct a Tridiagonal Matrix of Random Elements up to the Maximum Value
*
* @param elementCount Number of Elements in the Array
* @param maximumElement Maximum Element
* @param isEntryInteger TRUE - Entry is an Integer
*
* @return Tridiagonal Matrix of Random Elements up to the Maximum Value
*/

public static final double[][] Tridiagonal (
final int elementCount,
final double maximumElement,
final boolean isEntryInteger)
{
double[][] tridiagonalMatrix = TwoD (elementCount, maximumElement, isEntryInteger);

if (null == tridiagonalMatrix) {
return null;
}

for (int i = 0; i < tridiagonalMatrix.length; ++i) {
for (int j = 0; j < tridiagonalMatrix.length; ++j) {
if (j <= i - 2 || j >= i + 2) {
tridiagonalMatrix[i][j] = 0.;
}
}
}

return tridiagonalMatrix;
}

/**
* Construct a Periodic Tridiagonal Matrix of Random Elements up to the Maximum Value
*
* @param elementCount Number of Elements in the Array
* @param maximumElement Maximum Element
* @param isEntryInteger TRUE - Entry is an Integer
*
* @return Periodic Tridiagonal Matrix of Random Elements up to the Maximum Value
*/

public static final double[][] PeriodicTridiagonal (
final int elementCount,
final double maximumElement,
final boolean isEntryInteger)
{
double[][] tridiagonalMatrix = TwoD (elementCount, maximumElement, isEntryInteger);

if (null == tridiagonalMatrix) {
return null;
}

for (int i = 0; i < tridiagonalMatrix.length; ++i) {
for (int j = 0; j < tridiagonalMatrix.length; ++j) {
if (j <= i - 2 || j >= i + 2) {
if (!Matrix.TopRight (i, j, elementCount) && !Matrix.BottomLeft (i, j, elementCount)) {
tridiagonalMatrix[i][j] = 0.;
}
}
}
}

return tridiagonalMatrix;
}
}
34 changes: 21 additions & 13 deletions src/main/java/org/drip/numerical/common/NumberUtil.java
Original file line number Diff line number Diff line change
@@ -1,6 +1,8 @@

package org.drip.numerical.common;

import org.drip.service.common.FormatUtil;

/*
* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
*/
Expand Down Expand Up @@ -837,31 +839,37 @@ public static final boolean Print1DArray (
/**
* Print the contents of the 1D array to the Specified Decimal Location as a Row
*
* @param adblA The 1D array
* @param iNumDecimal Number of Decimal Places to Display
* @param bBailOnNaN Bail on encountering an NaN
* @param doubleArray The 1D array
* @param preDecimalPlaces Number of Decimal Places to Display
* @param postDecimalPlaces Number of Post Decimal Places to Display
* @param bailOnNaN TRUE - Bail on encountering an NaN
*
* @return Contents of the 1D array to the Specified Decimal Location as a Row
*/

public static final String Print1DArrayRow (
final double[] adblA,
final int iNumDecimal,
final boolean bBailOnNaN)
public static final String ArrayRow (
final double[] doubleArray,
final int preDecimalPlaces,
final int postDecimalPlaces,
final boolean bailOnNaN)
{
if (null == adblA || 0 == adblA.length) return "";
if (null == doubleArray || 0 == doubleArray.length) {
return "";
}

int iSize = adblA.length;
int size = doubleArray.length;
String row = "";

for (int i = 0; i < iSize; ++i) {
if (!org.drip.numerical.common.NumberUtil.IsValid (adblA[i]) && bBailOnNaN) return "";
for (int i = 0; i < size; ++i) {
if (!IsValid (doubleArray[i]) && bailOnNaN) {
return "";
}

if (0 != i) {
row = row + " | ";
row = row + " |";
}

row = row + org.drip.service.common.FormatUtil.FormatDouble (adblA[i], 1, iNumDecimal, 1.);
row = row + FormatUtil.FormatDouble (doubleArray[i], preDecimalPlaces, postDecimalPlaces, 1.);
}

return row;
Expand Down
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