/*
 Copyright (C)
 2009 Ueli Hofstetter

 This source code is release under the BSD License.

 This file is part of JQuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://jquantlib.org/

 JQuantLib is free software: you can redistribute it and/or modify it
 under the terms of the JQuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 . The license is also available online at
 .

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

 JQuantLib is based on QuantLib. http://quantlib.org/
 When applicable, the original copyright notice follows this notice.
 */

package org.jquantlib.legacy.libormarkets;

import java.util.ArrayList;
import java.util.List;

import org.jquantlib.math.matrixutilities.Array;
import org.jquantlib.math.matrixutilities.Matrix;
import org.jquantlib.math.matrixutilities.PseudoSqrt;
import org.jquantlib.math.matrixutilities.PseudoSqrt.SalvagingAlgorithm;
import org.jquantlib.model.Parameter;

public abstract class LmCorrelationModel {

    protected int size_;
    protected List arguments_;

    public LmCorrelationModel(final int size, final int nArguments) {
        this.size_ = size;
        this.arguments_ = new ArrayList(nArguments);

        if (System.getProperty("EXPERIMENTAL") == null)
            throw new UnsupportedOperationException("Work in progress");

    }

    public int size() {
        return size_;
    }

    public int factors() {
        return size_;
    }

    public boolean isTimeIndependent() {
        return false;
    }

    public Matrix pseudoSqrt(
    /* @Time */final double t, final Array x) {
        return PseudoSqrt.pseudoSqrt(this.correlation(t, x), SalvagingAlgorithm.Spectral);
    }

    public double correlation(final int i, final int j, /* @Time */final double t, final Array x) {
        // inefficient implementation, please overload in derived classes
        return correlation(t, x).get(i, j);
    }

    public double correlation(final int i, final int j, /* @Time */final double t) {
        // inefficient implementation, please overload in derived classes
        return correlation(t, new Array(j)).get(i, j);//ZH: Should be size j
    }

    public abstract Matrix correlation(
    /* @Time */double t, final Array x);

    public Matrix correlation(
    /* @Time */final double t) {
        return correlation(t, new Array(0));//ZH:Default Null
    }

    public List params() {
        return arguments_;
    }

    public void setParams(final List arguments) {
        arguments_ = arguments;
        generateArguments();
    }

    protected abstract void generateArguments();

}