Package edu.princeton.cs.algs4

Class Arbitrage

Object

edu.princeton.cs.algs4.Arbitrage

public class Arbitrage
extends Object

The Arbitrage class provides a client that finds an arbitrage opportunity in a currency exchange table by constructing a complete-digraph representation of the exchange table and then finding a negative cycle in the digraph.

This implementation uses the Bellman-Ford algorithm to find a negative cycle in the complete digraph. The running time is proportional to V³ in the worst case, where V is the number of currencies.

This code is guaranteed to find an arbitrage opportunity in a currency exchange table (or report that no such arbitrage opportunity exists) under the assumption that all arithmetic performed is without floating-point rounding error or arithmetic overflow. Since the code computes the logarithms of the edge weights, floating-point rounding error will be present, and it may fail on some pathological inputs.

For additional documentation, see Section 4.4 of Algorithms, 4th Edition by Robert Sedgewick and Kevin Wayne.

Author:

Robert Sedgewick, Kevin Wayne

Method Summary

Modifier and Type	Method	Description
static void	main(String[] args)	Reads the currency exchange table from standard input and prints an arbitrage opportunity to standard output (if one exists).

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

main

public static void main(String[] args)

Reads the currency exchange table from standard input and prints an arbitrage opportunity to standard output (if one exists).

Parameters:

args - the command-line arguments