Features:

- Add State Response Snapshot #1 (1, 2) - Add State Response Snapshot #2 (3, 4) - CN Discretized Evolver 1D Solve #1 (13, 14) - CN Discretized Evolver 1D Solve #2 (15, 16) - R^1 State Response Snapshot - Shell (19, 20, 21) - R^1 State Response Snapshot - Array (22, 23, 24) - R^1 State Response Snapshot - Constructor (25, 26, 27) - R^1 Evolution Snapshot State Response (28, 29, 30) - R^1 State Response Snapshot Diagnostics #1 (34, 35, 36) - R^1 State Response Snapshot Diagnostics Time-shift Jacobian (37, 38, 39) - R^1 State Response Snapshot Diagnostics von-Neumann Stability Metric Array (40, 41) - R^1 State Response Snapshot Diagnostics Weighted Node Value Constraint Array (42, 43, 44) - R^1 State Response Snapshot Diagnostics - Constructor #1 (45, 46) - R^1 State Response Snapshot Diagnostics - Constructor #2 (47, 48) - R^1 State Response Snapshot Diagnostics #2 (49, 50, 51) - CN Discretized Evolver 1D Diagnostics On #1 (52, 53) - CN Discretized Evolver 1D Diagnostics On #2 (55, 56, 57) - CN Discretized Evolver 1D Diagnostics On #3 (58, 59, 60) - CN Discretized Evolver 1D Diagnostics On #4 (94, 95, 96) Bug Fixes/Re-organization: Samples: - Diffusion 1D Discretized Evolver #1 (5, 6, 7) - Diffusion 1D Discretized Evolver #2 (8, 9, 10) - Diffusion 1D Discretized Evolver #3 (11, 12) - Diffusion 1D Discretized Evolver #4 (17, 18) - Diffusion 1D Discretized Evolver #5 (31, 32, 33) - Diffusion 1D Discretized Evolver #6 (54) - Diffusion 1D Discretized Evolver #7 (61, 62, 63) - Diffusion 1D Discretized Evolver #8 (64, 65, 66) - Diffusion 1D Discretized Evolver #9 (67, 68, 69) - Diffusion 1D Discretized Evolver #10 (70, 71, 72) - Diffusion 1D Discretized Evolver #11 (73, 74, 75) - Diffusion 1D Discretized Evolver #12 (76, 77, 78) - Diffusion 1D Discretized Evolver #13 (79, 80, 81) - Diffusion 1D Discretized Evolver #14 (82, 83, 84) - Diffusion 1D Discretized Evolver #15 (85, 86, 87) - Diffusion 1D Discretized Evolver #16 (88, 89, 90) - Diffusion 1D Discretized Evolver #17 (91, 92, 93) - Diffusion 1D Discretized Evolver #18 (97, 98, 99) - Diffusion 1D Discretized Evolver #19 (100, 101, 102) - Diffusion 1D Discretized Evolver #20 (103, 104, 105) - Diffusion 1D Discretized Evolver #21 (106, 107, 108) - Diffusion 1D Discretized Evolver #22 (109, 110, 111) - Diffusion 1D Discretized Evolver #23 (112, 113, 114) - Diffusion 1D Discretized Evolver #24 (115, 116, 117) - Diffusion 1D Discretized Evolver #25 (118, 119, 120) IdeaDRIP:
lakshmiDRIP · Jul 1, 2024 · 48d901a · 48d901a
1 parent e2f6936
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diff --git a/ReleaseNotes/01_25_2024.txt b/ReleaseNotes/01_25_2024.txt
@@ -0,0 +1,56 @@
+
+Features:
+
+	- Add State Response Snapshot #1 (1, 2)
+	- Add State Response Snapshot #2 (3, 4)
+	- CN Discretized Evolver 1D Solve #1 (13, 14)
+	- CN Discretized Evolver 1D Solve #2 (15, 16)
+	- R^1 State Response Snapshot - Shell (19, 20, 21)
+	- R^1 State Response Snapshot - Array (22, 23, 24)
+	- R^1 State Response Snapshot - Constructor (25, 26, 27)
+	- R^1 Evolution Snapshot State Response (28, 29, 30)
+	- R^1 State Response Snapshot Diagnostics #1 (34, 35, 36)
+	- R^1 State Response Snapshot Diagnostics Time-shift Jacobian (37, 38, 39)
+	- R^1 State Response Snapshot Diagnostics von-Neumann Stability Metric Array (40, 41)
+	- R^1 State Response Snapshot Diagnostics Weighted Node Value Constraint Array (42, 43, 44)
+	- R^1 State Response Snapshot Diagnostics - Constructor #1 (45, 46)
+	- R^1 State Response Snapshot Diagnostics - Constructor #2 (47, 48)
+	- R^1 State Response Snapshot Diagnostics #2 (49, 50, 51)
+	- CN Discretized Evolver 1D Diagnostics On #1 (52, 53)
+	- CN Discretized Evolver 1D Diagnostics On #2 (55, 56, 57)
+	- CN Discretized Evolver 1D Diagnostics On #3 (58, 59, 60)
+	- CN Discretized Evolver 1D Diagnostics On #4 (94, 95, 96)
+
+
+Bug Fixes/Re-organization:
+
+Samples:
+
+	- Diffusion 1D Discretized Evolver #1 (5, 6, 7)
+	- Diffusion 1D Discretized Evolver #2 (8, 9, 10)
+	- Diffusion 1D Discretized Evolver #3 (11, 12)
+	- Diffusion 1D Discretized Evolver #4 (17, 18)
+	- Diffusion 1D Discretized Evolver #5 (31, 32, 33)
+	- Diffusion 1D Discretized Evolver #6 (54)
+	- Diffusion 1D Discretized Evolver #7 (61, 62, 63)
+	- Diffusion 1D Discretized Evolver #8 (64, 65, 66)
+	- Diffusion 1D Discretized Evolver #9 (67, 68, 69)
+	- Diffusion 1D Discretized Evolver #10 (70, 71, 72)
+	- Diffusion 1D Discretized Evolver #11 (73, 74, 75)
+	- Diffusion 1D Discretized Evolver #12 (76, 77, 78)
+	- Diffusion 1D Discretized Evolver #13 (79, 80, 81)
+	- Diffusion 1D Discretized Evolver #14 (82, 83, 84)
+	- Diffusion 1D Discretized Evolver #15 (85, 86, 87)
+	- Diffusion 1D Discretized Evolver #16 (88, 89, 90)
+	- Diffusion 1D Discretized Evolver #17 (91, 92, 93)
+	- Diffusion 1D Discretized Evolver #18 (97, 98, 99)
+	- Diffusion 1D Discretized Evolver #19 (100, 101, 102)
+	- Diffusion 1D Discretized Evolver #20 (103, 104, 105)
+	- Diffusion 1D Discretized Evolver #21 (106, 107, 108)
+	- Diffusion 1D Discretized Evolver #22 (109, 110, 111)
+	- Diffusion 1D Discretized Evolver #23 (112, 113, 114)
+	- Diffusion 1D Discretized Evolver #24 (115, 116, 117)
+	- Diffusion 1D Discretized Evolver #25 (118, 119, 120)
+
+
+IdeaDRIP:
diff --git a/src/main/java/org/drip/fdm/cranknicolson/CNDiscretizedEvolver1D.java b/src/main/java/org/drip/fdm/cranknicolson/CNDiscretizedEvolver1D.java
@@ -1,10 +1,8 @@
 
 package org.drip.fdm.cranknicolson;
 
-import java.util.HashMap;
-import java.util.Map;
-
 import org.drip.fdm.definition.EvolutionGrid1D;
+import org.drip.fdm.definition.R1EvolutionSnapshot;
 import org.drip.function.definition.RdToR1;
 import org.drip.numerical.common.NumberUtil;
 import org.drip.numerical.linearalgebra.StrictlyTridiagonalSolver;
@@ -127,6 +125,7 @@
 
 public class CNDiscretizedEvolver1D
 {
+	private boolean _diagnosticsOn = false;
 	private RdToR1 _diffusionFunction = null;
 	private EvolutionGrid1D _evolutionGrid1D = null;
 
@@ -164,19 +163,23 @@ private final double[][] zeroStateResponseTransitionMatrix()
 	 * 
 	 * @param evolutionGrid1D R<sup>1</sup> Evolution Increment
 	 * @param diffusionFunction Diffusion Function
+	 * @param diagnosticsOn TRUE - "Diagnostics On" Mode
 	 * 
 	 * @throws Exception Thrown if the Inputs are Invalid
 	 */
 
 	public CNDiscretizedEvolver1D (
 		final EvolutionGrid1D evolutionGrid1D,
-		final RdToR1 diffusionFunction)
+		final RdToR1 diffusionFunction,
+		final boolean diagnosticsOn)
 		throws Exception
 	{
 		if (null == (_evolutionGrid1D = evolutionGrid1D) || null == (_diffusionFunction = diffusionFunction))
 		{
 			throw new Exception ("CNDiscretizedEvolver1D Constructor => Invalid Inputs");
 		}
+
+		_diagnosticsOn = diagnosticsOn;
 	}
 
 	/**
@@ -201,6 +204,17 @@ public RdToR1 diffusionFunction()
 		return _diffusionFunction;
 	}
 
+	/**
+	 * Retrieve the "Diagnostics On" Mode
+	 * 
+	 * @return "Diagnostics On" Mode
+	 */
+
+	public boolean diagnosticsOn()
+	{
+		return _diagnosticsOn;
+	}
+
 	/**
 	 * Compute the von Neumann Stability Number
 	 * 
@@ -266,7 +280,7 @@ public boolean stabilityCheck (
 	 * @return Time Map of Factor Predictor/State Response Array
 	 */
 
-	public Map<Double, double[]> evolve (
+	public R1EvolutionSnapshot evolve (
 		final double[] startingStateResponseArray)
 	{
 		double[] factorPredictorArray = _evolutionGrid1D.factorPredictorArray();
@@ -277,23 +291,39 @@ public Map<Double, double[]> evolve (
 			return null;
 		}
 
-		double[] previousStateResponseArray = rhsArray();
+		double[] vonNeumannStabilityMetricArray = null;
+		R1EvolutionSnapshot r1EvolutionSnapshot = null;
+		double[] stateResponseArray = startingStateResponseArray;
+
+		if (_diagnosticsOn) {
+			vonNeumannStabilityMetricArray = new double[factorPredictorArray.length];
+		}
 
 		double[] timeArray = _evolutionGrid1D.timeArray();
 
-		for (int n = 0; n < factorPredictorArray.length; ++n) {
-			previousStateResponseArray[n] = startingStateResponseArray[n];
-		}
+		try {
+			r1EvolutionSnapshot = new R1EvolutionSnapshot (factorPredictorArray);
+		} catch (Exception e) {
+			e.printStackTrace();
 
-		Map<Double, double[]> timePredictorResponseArrayMap = new HashMap<Double, double[]>();
+			return null;
+		}
 
-		timePredictorResponseArrayMap.put (timeArray[0], startingStateResponseArray);
+		if (_diagnosticsOn) {
+			r1EvolutionSnapshot.addStateResponse (
+				timeArray[0],
+				startingStateResponseArray,
+				zeroStateResponseTransitionMatrix(),
+				rhsArray(),
+				vonNeumannStabilityMetricArray
+			);
+		} else {
+			r1EvolutionSnapshot.addStateResponse (timeArray[0], startingStateResponseArray);
+		}
 
 		for (int i = 1; i < timeArray.length; ++i) {
 			double[] rhsArray = rhsArray();
 
-			double[] updatedStateResponseArray = null;
-
 			double[][] stateResponseTransitionMatrix = zeroStateResponseTransitionMatrix();
 
 			for (int n = 0; n < factorPredictorArray.length; ++n) {
@@ -317,28 +347,32 @@ public Map<Double, double[]> evolve (
 					return null;
 				}
 
+				if (_diagnosticsOn) {
+					vonNeumannStabilityMetricArray[n] = vonNeumannStabilityNumber;
+				}
+
 				if (0 != n && factorPredictorArray.length - 1 != n) {
 					stateResponseTransitionMatrix[n][n - 1] = -1. * vonNeumannStabilityNumber;
 					stateResponseTransitionMatrix[n][n] = 1. + 2. * vonNeumannStabilityNumber;
 					stateResponseTransitionMatrix[n][n + 1] = -1. * vonNeumannStabilityNumber;
-					rhsArray[n] = vonNeumannStabilityNumber * previousStateResponseArray[n - 1] +
-						(1. - 2. * vonNeumannStabilityNumber) * previousStateResponseArray[n] +
-						vonNeumannStabilityNumber * previousStateResponseArray[n + 1];
+					rhsArray[n] = vonNeumannStabilityNumber * stateResponseArray[n - 1] +
+						(1. - 2. * vonNeumannStabilityNumber) * stateResponseArray[n] +
+						vonNeumannStabilityNumber * stateResponseArray[n + 1];
 				} else if (factorPredictorArray.length - 1 == n) {
 					stateResponseTransitionMatrix[n][n - 1] = -1. * vonNeumannStabilityNumber;
 					stateResponseTransitionMatrix[n][n] = 1. + 2. * vonNeumannStabilityNumber;
-					rhsArray[n] = vonNeumannStabilityNumber * previousStateResponseArray[n - 1] +
-						(1. - 2. * vonNeumannStabilityNumber) * previousStateResponseArray[n];
+					rhsArray[n] = vonNeumannStabilityNumber * stateResponseArray[n - 1] +
+						(1. - 2. * vonNeumannStabilityNumber) * stateResponseArray[n];
 				} else {
 					stateResponseTransitionMatrix[n][n] = 1. + 2. * vonNeumannStabilityNumber;
 					stateResponseTransitionMatrix[n][n + 1] = -1. * vonNeumannStabilityNumber;
-					rhsArray[n] = (1. - 2. * vonNeumannStabilityNumber) * previousStateResponseArray[n] +
-						vonNeumannStabilityNumber * previousStateResponseArray[n + 1];
+					rhsArray[n] = (1. - 2. * vonNeumannStabilityNumber) * stateResponseArray[n] +
+						vonNeumannStabilityNumber * stateResponseArray[n + 1];
 				}
 			}
 
 			try {
-				updatedStateResponseArray = new StrictlyTridiagonalSolver (
+				stateResponseArray = new StrictlyTridiagonalSolver (
 					stateResponseTransitionMatrix,
 					rhsArray
 				).forwardSweepBackSubstitution();
@@ -348,13 +382,19 @@ public Map<Double, double[]> evolve (
 				return null;
 			}
 
-			for (int n = 0; n < factorPredictorArray.length; ++n) {
-				previousStateResponseArray[n] = updatedStateResponseArray[n];
+			if (_diagnosticsOn) {
+				r1EvolutionSnapshot.addStateResponse (
+					timeArray[i],
+					stateResponseArray,
+					stateResponseTransitionMatrix,
+					rhsArray,
+					vonNeumannStabilityMetricArray
+				);
+			} else {
+				r1EvolutionSnapshot.addStateResponse (timeArray[i], stateResponseArray);
 			}
-
-			timePredictorResponseArrayMap.put (timeArray[i], updatedStateResponseArray);
 		}
 
-		return timePredictorResponseArrayMap;
+		return r1EvolutionSnapshot;
 	}
 }
diff --git a/src/main/java/org/drip/fdm/definition/R1EvolutionSnapshot.java b/src/main/java/org/drip/fdm/definition/R1EvolutionSnapshot.java
@@ -125,7 +125,7 @@
 public class R1EvolutionSnapshot
 {
 	private double[] _factorPredictorArray = null;
-	private Map<Double, double[]> _timeStateResponseArrayMap = null;
+	private Map<Double, R1StateResponseSnapshot> _timeStateResponseMap = null;
 
 	/**
 	 * <i>R1EvolutionSnapshot</i> Constructor
@@ -146,7 +146,7 @@ public R1EvolutionSnapshot (
 			throw new Exception ("R1EvolutionSnapshot Constructor => Invalid Inputs");
 		}
 
-		_timeStateResponseArrayMap = new TreeMap<Double, double[]>();
+		_timeStateResponseMap = new TreeMap<Double, R1StateResponseSnapshot>();
 	}
 
 	/**
@@ -166,8 +166,84 @@ public double[] factorPredictorArray()
 	 * @return Time Map of Realized State Response Array
 	 */
 
-	public Map<Double, double[]> timeStateResponseArrayMap()
+	public Map<Double, R1StateResponseSnapshot> timeStateResponseMap()
 	{
-		return _timeStateResponseArrayMap;
+		return _timeStateResponseMap;
+	}
+
+	/**
+	 * Add the State Response Snapshot Array corresponding to the Time Node
+	 * 
+	 * @param time Time Node
+	 * @param stateResponseArray Array of State Responses
+	 * 
+	 * @return TRUE - The State Response Snapshot Array corresponding to the Time Node successfully added
+	 */
+
+	public boolean addStateResponse (
+		final double time,
+		final double[] stateResponseArray)
+	{
+		if (!NumberUtil.IsValid (time) ||
+			null == stateResponseArray ||
+			stateResponseArray.length != _factorPredictorArray.length)
+		{
+			return false;
+		}
+
+		try {
+			_timeStateResponseMap.put (time, new R1StateResponseSnapshot (stateResponseArray));
+		} catch (Exception e) {
+			e.printStackTrace();
+
+			return false;
+		}
+
+		return true;
+	}
+
+	/**
+	 * Add the State Response Snapshot Array corresponding to the Time Node
+	 * 
+	 * @param time Time Node
+	 * @param stateResponseArray Array of State Responses
+	 * @param timeShiftJacobian State Response Factor Node Time Shift Jacobian Matrix
+	 * @param weightedNodeValueConstraintArray Weighted Node Value Constraint Array
+	 * @param vonNeumannStabilityMetricArray von-Neumann Stability Metric Array
+	 * 
+	 * @return TRUE - The State Response Snapshot Array corresponding to the Time Node successfully added
+	 */
+
+	public boolean addStateResponse (
+		final double time,
+		final double[] stateResponseArray,
+		final double[][] timeShiftJacobian,
+		final double[] weightedNodeValueConstraintArray,
+		final double[] vonNeumannStabilityMetricArray)
+	{
+		if (!NumberUtil.IsValid (time) ||
+			null == stateResponseArray ||
+			stateResponseArray.length != _factorPredictorArray.length)
+		{
+			return false;
+		}
+
+		try {
+			_timeStateResponseMap.put (
+				time,
+				new R1StateResponseSnapshotDiagnostics (
+					stateResponseArray,
+					timeShiftJacobian,
+					weightedNodeValueConstraintArray,
+					vonNeumannStabilityMetricArray
+				)
+			);
+		} catch (Exception e) {
+			e.printStackTrace();
+
+			return false;
+		}
+
+		return true;
 	}
 }