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- C1 Matrix Util Product #1 (1, 2, 3) - C1 Matrix Util Product #2 (4, 5, 6) - C1 Matrix Util Product #3 (7, 8, 9) - C1 Matrix Util Product #4 (10, 11, 12) - C1 Matrix Util Product #5 (13, 14, 15) - C1 Matrix Util Product #6 (16, 17, 18) - C1 Matrix Util Product #7 (19, 20, 21) - C1 Matrix Util Product #8 (22, 23, 24) - C1 Cartesian Phi Alpha Beta Theta Standard (25, 26, 27) - C1 Cartesian Phi Psi Theta Delta Standard #1 (28, 29, 30) - C1 Cartesian Phi Psi Theta Delta Standard #2 (31, 32, 33) - C1 Cartesian Phi Psi Theta Delta Alpha (34, 35, 36) - C1 Cartesian Phi Psi Theta Delta Beta (37, 38, 39) - C1 Cartesian Fuhr Rzeszotnik Shell (40, 41, 42) - C1 Cartesian Fuhr Rzeszotnik Rho (43, 44) - C1 Cartesian Fuhr Rzeszotnik Epsilon (45, 46) - C1 Cartesian Fuhr Rzeszotnik Eta (47, 48) - C1 Cartesian Fuhr Rzeszotnik Sigma (49, 50) - C1 Cartesian Fuhr Rzeszotnik Constructor #1 (51, 52) - C1 Cartesian Fuhr Rzeszotnik Constructor #2 (53, 54) - C1 Cartesian Fuhr Rzeszotnik Jordan Normal Left (55, 56) - C1 Cartesian Fuhr Rzeszotnik Jordan Normal Center (57, 58) - C1 Cartesian Fuhr Rzeszotnik Jordan Normal Right (58, 60) - C1 Cartesian Fuhr Rzeszotnik #1 (61, 62, 63) - C1 Cartesian Fuhr Rzeszotnik #2 (64, 65) - Numerical Common Unitary Matrix Shell (66, 67, 68) - Numerical Common Unitary Matrix Constructor (69, 70) - C1 Util Numerical Complex Unitary (71, 72) - C1 Matrix Util Unsafe Determinant #1 (73, 74, 75) - C1 Matrix Util Unsafe Determinant #2 (76, 77, 78) - Standard Instance of the Unitary Matrix (79, 80, 81) - Unitary Matrix Condition Number (82, 83, 84) Bug Fixes/Re-organization: Samples: IdeaDRIP: - Matrix Norm (85-87) - Matrix Norm Preliminaries (88-106) - Matrix Norms Induced by Vector (107-117) - Matrix Norms Induced by Vector p-Norms (118-120)
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Features: | ||
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- C1 Matrix Util Product #1 (1, 2, 3) | ||
- C1 Matrix Util Product #2 (4, 5, 6) | ||
- C1 Matrix Util Product #3 (7, 8, 9) | ||
- C1 Matrix Util Product #4 (10, 11, 12) | ||
- C1 Matrix Util Product #5 (13, 14, 15) | ||
- C1 Matrix Util Product #6 (16, 17, 18) | ||
- C1 Matrix Util Product #7 (19, 20, 21) | ||
- C1 Matrix Util Product #8 (22, 23, 24) | ||
- C1 Cartesian Phi Alpha Beta Theta Standard (25, 26, 27) | ||
- C1 Cartesian Phi Psi Theta Delta Standard #1 (28, 29, 30) | ||
- C1 Cartesian Phi Psi Theta Delta Standard #2 (31, 32, 33) | ||
- C1 Cartesian Phi Psi Theta Delta Alpha (34, 35, 36) | ||
- C1 Cartesian Phi Psi Theta Delta Beta (37, 38, 39) | ||
- C1 Cartesian Fuhr Rzeszotnik Shell (40, 41, 42) | ||
- C1 Cartesian Fuhr Rzeszotnik Rho (43, 44) | ||
- C1 Cartesian Fuhr Rzeszotnik Epsilon (45, 46) | ||
- C1 Cartesian Fuhr Rzeszotnik Eta (47, 48) | ||
- C1 Cartesian Fuhr Rzeszotnik Sigma (49, 50) | ||
- C1 Cartesian Fuhr Rzeszotnik Constructor #1 (51, 52) | ||
- C1 Cartesian Fuhr Rzeszotnik Constructor #2 (53, 54) | ||
- C1 Cartesian Fuhr Rzeszotnik Jordan Normal Left (55, 56) | ||
- C1 Cartesian Fuhr Rzeszotnik Jordan Normal Center (57, 58) | ||
- C1 Cartesian Fuhr Rzeszotnik Jordan Normal Right (58, 60) | ||
- C1 Cartesian Fuhr Rzeszotnik #1 (61, 62, 63) | ||
- C1 Cartesian Fuhr Rzeszotnik #2 (64, 65) | ||
- Numerical Common Unitary Matrix Shell (66, 67, 68) | ||
- Numerical Common Unitary Matrix Constructor (69, 70) | ||
- C1 Util Numerical Complex Unitary (71, 72) | ||
- C1 Matrix Util Unsafe Determinant #1 (73, 74, 75) | ||
- C1 Matrix Util Unsafe Determinant #2 (76, 77, 78) | ||
- Standard Instance of the Unitary Matrix (79, 80, 81) | ||
- Unitary Matrix Condition Number (82, 83, 84) | ||
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Bug Fixes/Re-organization: | ||
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Samples: | ||
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IdeaDRIP: | ||
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- Matrix Norm (85-87) | ||
- Matrix Norm Preliminaries (88-106) | ||
- Matrix Norms Induced by Vector (107-117) | ||
- Matrix Norms Induced by Vector p-Norms (118-120) |
278 changes: 278 additions & 0 deletions
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src/main/java/org/drip/numerical/complex/C1CartesianFuhrRzeszotnik.java
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package org.drip.numerical.complex; | ||
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import org.drip.numerical.matrix.R1SquareRotation2x2; | ||
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/* | ||
* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- | ||
*/ | ||
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/*! | ||
* Copyright (C) 2025 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. | ||
*/ | ||
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/** | ||
* <i>C1CartesianFuhrRzeszotnik</i> implements the type and Functionality associated with a C<sup>1</sup> | ||
* Square Matrix parameterized by the Fuhr-Rzeszotnik parameters <code>rho</code>, <code>epsilon</code>, | ||
* <code>eta</code>, and <code>sigma</code> Fields. The References are: | ||
* | ||
* <br><br> | ||
* <ul> | ||
* <li> | ||
* Fuhr, H., and Z. Rzeszotnik (2018): A Note on Factoring Unitary Matrices <i>Linear Algebra and | ||
* its Applications</i> <b>547</b> 32-44 | ||
* </li> | ||
* <li> | ||
* Horn, R. A., and C. R. Johnson (2013): <i>Matrix Analysis</i> <b>Cambridge University Press</b> | ||
* Cambridge UK | ||
* </li> | ||
* <li> | ||
* Li, C. K., and E. Poon (2002): Additive Decomposition of Real Matrices <i>Linear and Multilinear | ||
* Algebra</i> <b>50 (4)</b> 321-326 | ||
* </li> | ||
* <li> | ||
* Marvian, I. (2022): Restrictions on realizable Unitary Operations imposed by Symmetry and | ||
* Locality <i>Nature Science</i> <b>18 (3)</b> 283-289 | ||
* </li> | ||
* <li> | ||
* Wikipedia (2024): Unitary Matrix https://en.wikipedia.org/wiki/Unitary_matrix | ||
* </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/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/numerical/README.md">Numerical Quadrature, Differentiation, Eigenization, Linear Algebra, and Utilities</a></li> | ||
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/numerical/complex/README.md">Implementation of Complex Number Suite</a></li> | ||
* </ul> | ||
* <br><br> | ||
* | ||
* @author Lakshmi Krishnamurthy | ||
*/ | ||
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public class C1CartesianFuhrRzeszotnik extends C1Square | ||
{ | ||
private double _eta = Double.NaN; | ||
private double _rho = Double.NaN; | ||
private double _sigma = Double.NaN; | ||
private double _epsilon = Double.NaN; | ||
private C1Square _jordanNormalCenter = null; | ||
private R1SquareRotation2x2 _jordanNormalLeft = null; | ||
private R1SquareRotation2x2 _jordanNormalRight = null; | ||
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/** | ||
* Construct a Standard Instance of <i>C1CartesianFuhrRzeszotnik</i> | ||
* | ||
* @param eta "Eta" | ||
* @param rho "Rho" | ||
* @param sigma "Sigma" | ||
* @param epsilon "Epsilon" | ||
* | ||
* @return <i>C1CartesianFuhrRzeszotnik</i> Instance | ||
*/ | ||
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public static C1CartesianFuhrRzeszotnik Standard ( | ||
final double eta, | ||
final double rho, | ||
final double sigma, | ||
final double epsilon) | ||
{ | ||
R1SquareRotation2x2 jordanNormalLeft = R1SquareRotation2x2.Standard (rho); | ||
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if (null == jordanNormalLeft) { | ||
return null; | ||
} | ||
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C1Square jordanNormalCenter = C1Square.Rotation2x2 (epsilon, eta); | ||
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if (null == jordanNormalCenter) { | ||
return null; | ||
} | ||
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R1SquareRotation2x2 jordanNormalRight = R1SquareRotation2x2.Standard (sigma); | ||
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if (null == jordanNormalRight) { | ||
return null; | ||
} | ||
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C1Cartesian[][] c1Grid = C1MatrixUtil.Product ( | ||
jordanNormalLeft.r1Grid(), | ||
jordanNormalCenter.c1Grid() | ||
); | ||
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return null == c1Grid || null == (c1Grid = C1MatrixUtil.Product (c1Grid, jordanNormalRight.r1Grid())) | ||
? null : new C1CartesianFuhrRzeszotnik ( | ||
c1Grid, | ||
eta, | ||
rho, | ||
sigma, | ||
epsilon, | ||
jordanNormalLeft, | ||
jordanNormalCenter, | ||
jordanNormalRight | ||
); | ||
} | ||
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private C1CartesianFuhrRzeszotnik ( | ||
final C1Cartesian[][] c1Grid, | ||
final double eta, | ||
final double rho, | ||
final double sigma, | ||
final double epsilon, | ||
final R1SquareRotation2x2 jordanNormalLeft, | ||
final C1Square jordanNormalCenter, | ||
final R1SquareRotation2x2 jordanNormalRight) | ||
{ | ||
super (c1Grid); | ||
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_eta = eta; | ||
_rho = rho; | ||
_sigma = sigma; | ||
_epsilon = epsilon; | ||
_jordanNormalLeft = jordanNormalLeft; | ||
_jordanNormalRight = jordanNormalRight; | ||
_jordanNormalCenter = jordanNormalCenter; | ||
} | ||
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/** | ||
* Retrieve <code>Rho</code> | ||
* | ||
* @return <code>Rho</code> | ||
*/ | ||
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public double rho() | ||
{ | ||
return _rho; | ||
} | ||
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/** | ||
* Retrieve <code>Epsilon</code> | ||
* | ||
* @return <code>Epsilon</code> | ||
*/ | ||
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public double epsilon() | ||
{ | ||
return _epsilon; | ||
} | ||
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/** | ||
* Retrieve <code>Eta</code> | ||
* | ||
* @return <code>Eta</code> | ||
*/ | ||
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public double eta() | ||
{ | ||
return _eta; | ||
} | ||
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/** | ||
* Retrieve <code>Sigma</code> | ||
* | ||
* @return <code>Sigma</code> | ||
*/ | ||
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public double sigma() | ||
{ | ||
return _sigma; | ||
} | ||
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/** | ||
* Retrieve the Jordan Normal Left Part of <i>C1CartesianPhiPsiThetaDelta</i> | ||
* | ||
* @return Jordan Normal Left Part of <i>C1CartesianPhiPsiThetaDelta</i> | ||
*/ | ||
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public R1SquareRotation2x2 jordanNormalLeft() | ||
{ | ||
return _jordanNormalLeft; | ||
} | ||
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/** | ||
* Retrieve the Jordan Normal Center Part of <i>C1CartesianPhiPsiThetaDelta</i> | ||
* | ||
* @return Jordan Normal Center Part of <i>C1CartesianPhiPsiThetaDelta</i> | ||
*/ | ||
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public C1Square jordanNormalCenter() | ||
{ | ||
return _jordanNormalCenter; | ||
} | ||
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/** | ||
* Retrieve the Jordan Normal Right Part of <i>C1CartesianPhiPsiThetaDelta</i> | ||
* | ||
* @return Jordan Normal Right Part of <i>C1CartesianPhiPsiThetaDelta</i> | ||
*/ | ||
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public R1SquareRotation2x2 jordanNormalRight() | ||
{ | ||
return _jordanNormalRight; | ||
} | ||
} |
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