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Simplify implementation of positive_operators().
[sage.d.git] / mjo / cone / cone.py
1 # Sage doesn't load ~/.sage/init.sage during testing (sage -t), so we
2 # have to explicitly mangle our sitedir here so that "mjo.cone"
3 # resolves.
4 from os.path import abspath
5 from site import addsitedir
6 addsitedir(abspath('../../'))
7
8 from sage.all import *
9
10
11 def _basically_the_same(K1, K2):
12 r"""
13 Test whether or not ``K1`` and ``K2`` are "basically the same."
14
15 This is a hack to get around the fact that it's difficult to tell
16 when two cones are linearly isomorphic. We have a proposition that
17 equates two cones, but represented over `\mathbb{Q}`, they are
18 merely linearly isomorphic (not equal). So rather than test for
19 equality, we test a list of properties that should be preserved
20 under an invertible linear transformation.
21
22 OUTPUT:
23
24 ``True`` if ``K1`` and ``K2`` are basically the same, and ``False``
25 otherwise.
26
27 EXAMPLES:
28
29 Any proper cone with three generators in `\mathbb{R}^{3}` is
30 basically the same as the nonnegative orthant::
31
32 sage: K1 = Cone([(1,0,0), (0,1,0), (0,0,1)])
33 sage: K2 = Cone([(1,2,3), (3, 18, 4), (66, 51, 0)])
34 sage: _basically_the_same(K1, K2)
35 True
36
37 Negating a cone gives you another cone that is basically the same::
38
39 sage: K = Cone([(0,2,-5), (-6, 2, 4), (0, 51, 0)])
40 sage: _basically_the_same(K, -K)
41 True
42
43 TESTS:
44
45 Any cone is basically the same as itself::
46
47 sage: K = random_cone(max_ambient_dim = 8)
48 sage: _basically_the_same(K, K)
49 True
50
51 After applying an invertible matrix to the rows of a cone, the
52 result should be basically the same as the cone we started with::
53
54 sage: K1 = random_cone(max_ambient_dim = 8)
55 sage: A = random_matrix(QQ, K1.lattice_dim(), algorithm='unimodular')
56 sage: K2 = Cone( [ A*r for r in K1.rays() ], lattice=K1.lattice())
57 sage: _basically_the_same(K1, K2)
58 True
59
60 """
61 if K1.lattice_dim() != K2.lattice_dim():
62 return False
63
64 if K1.nrays() != K2.nrays():
65 return False
66
67 if K1.dim() != K2.dim():
68 return False
69
70 if K1.lineality() != K2.lineality():
71 return False
72
73 if K1.is_solid() != K2.is_solid():
74 return False
75
76 if K1.is_strictly_convex() != K2.is_strictly_convex():
77 return False
78
79 if len(K1.LL()) != len(K2.LL()):
80 return False
81
82 C_of_K1 = K1.discrete_complementarity_set()
83 C_of_K2 = K2.discrete_complementarity_set()
84 if len(C_of_K1) != len(C_of_K2):
85 return False
86
87 if len(K1.facets()) != len(K2.facets()):
88 return False
89
90 return True
91
92
93
94 def _restrict_to_space(K, W):
95 r"""
96 Restrict this cone a subspace of its ambient space.
97
98 INPUT:
99
100 - ``W`` -- The subspace into which this cone will be restricted.
101
102 OUTPUT:
103
104 A new cone in a sublattice corresponding to ``W``.
105
106 EXAMPLES:
107
108 When this cone is solid, restricting it into its own span should do
109 nothing::
110
111 sage: K = Cone([(1,)])
112 sage: _restrict_to_space(K, K.span()) == K
113 True
114
115 A single ray restricted into its own span gives the same output
116 regardless of the ambient space::
117
118 sage: K2 = Cone([(1,0)])
119 sage: K2_S = _restrict_to_space(K2, K2.span()).rays()
120 sage: K2_S
121 N(1)
122 in 1-d lattice N
123 sage: K3 = Cone([(1,0,0)])
124 sage: K3_S = _restrict_to_space(K3, K3.span()).rays()
125 sage: K3_S
126 N(1)
127 in 1-d lattice N
128 sage: K2_S == K3_S
129 True
130
131 TESTS:
132
133 The projected cone should always be solid::
134
135 sage: set_random_seed()
136 sage: K = random_cone(max_ambient_dim = 8)
137 sage: _restrict_to_space(K, K.span()).is_solid()
138 True
139
140 And the resulting cone should live in a space having the same
141 dimension as the space we restricted it to::
142
143 sage: set_random_seed()
144 sage: K = random_cone(max_ambient_dim = 8)
145 sage: K_P = _restrict_to_space(K, K.dual().span())
146 sage: K_P.lattice_dim() == K.dual().dim()
147 True
148
149 This function should not affect the dimension of a cone::
150
151 sage: set_random_seed()
152 sage: K = random_cone(max_ambient_dim = 8)
153 sage: K.dim() == _restrict_to_space(K,K.span()).dim()
154 True
155
156 Nor should it affect the lineality of a cone::
157
158 sage: set_random_seed()
159 sage: K = random_cone(max_ambient_dim = 8)
160 sage: K.lineality() == _restrict_to_space(K, K.span()).lineality()
161 True
162
163 No matter which space we restrict to, the lineality should not
164 increase::
165
166 sage: set_random_seed()
167 sage: K = random_cone(max_ambient_dim = 8)
168 sage: S = K.span(); P = K.dual().span()
169 sage: K.lineality() >= _restrict_to_space(K,S).lineality()
170 True
171 sage: K.lineality() >= _restrict_to_space(K,P).lineality()
172 True
173
174 If we do this according to our paper, then the result is proper::
175
176 sage: set_random_seed()
177 sage: K = random_cone(max_ambient_dim = 8)
178 sage: K_S = _restrict_to_space(K, K.span())
179 sage: K_SP = _restrict_to_space(K_S.dual(), K_S.dual().span()).dual()
180 sage: K_SP.is_proper()
181 True
182 sage: K_SP = _restrict_to_space(K_S, K_S.dual().span())
183 sage: K_SP.is_proper()
184 True
185
186 Test the proposition in our paper concerning the duals and
187 restrictions. Generate a random cone, then create a subcone of
188 it. The operation of dual-taking should then commute with
189 _restrict_to_space::
190
191 sage: set_random_seed()
192 sage: J = random_cone(max_ambient_dim = 8)
193 sage: K = Cone(random_sublist(J.rays(), 0.5), lattice=J.lattice())
194 sage: K_W_star = _restrict_to_space(K, J.span()).dual()
195 sage: K_star_W = _restrict_to_space(K.dual(), J.span())
196 sage: _basically_the_same(K_W_star, K_star_W)
197 True
198
199 """
200 # First we want to intersect ``K`` with ``W``. The easiest way to
201 # do this is via cone intersection, so we turn the subspace ``W``
202 # into a cone.
203 W_cone = Cone(W.basis() + [-b for b in W.basis()], lattice=K.lattice())
204 K = K.intersection(W_cone)
205
206 # We've already intersected K with the span of K2, so every
207 # generator of K should belong to W now.
208 K_W_rays = [ W.coordinate_vector(r) for r in K.rays() ]
209
210 L = ToricLattice(W.dimension())
211 return Cone(K_W_rays, lattice=L)
212
213
214 def lyapunov_rank(K):
215 r"""
216 Compute the Lyapunov rank (or bilinearity rank) of this cone.
217
218 The Lyapunov rank of a cone can be thought of in (mainly) two ways:
219
220 1. The dimension of the Lie algebra of the automorphism group of the
221 cone.
222
223 2. The dimension of the linear space of all Lyapunov-like
224 transformations on the cone.
225
226 INPUT:
227
228 A closed, convex polyhedral cone.
229
230 OUTPUT:
231
232 An integer representing the Lyapunov rank of the cone. If the
233 dimension of the ambient vector space is `n`, then the Lyapunov rank
234 will be between `1` and `n` inclusive; however a rank of `n-1` is
235 not possible (see [Orlitzky/Gowda]_).
236
237 ALGORITHM:
238
239 The codimension formula from the second reference is used. We find
240 all pairs `(x,s)` in the complementarity set of `K` such that `x`
241 and `s` are rays of our cone. It is known that these vectors are
242 sufficient to apply the codimension formula. Once we have all such
243 pairs, we "brute force" the codimension formula by finding all
244 linearly-independent `xs^{T}`.
245
246 REFERENCES:
247
248 .. [Gowda/Tao] M.S. Gowda and J. Tao. On the bilinearity rank of a proper
249 cone and Lyapunov-like transformations, Mathematical Programming, 147
250 (2014) 155-170.
251
252 .. [Orlitzky/Gowda] M. Orlitzky and M. S. Gowda. The Lyapunov Rank of an
253 Improper Cone. Work in-progress.
254
255 .. [Rudolf et al.] G. Rudolf, N. Noyan, D. Papp, and F. Alizadeh, Bilinear
256 optimality constraints for the cone of positive polynomials,
257 Mathematical Programming, Series B, 129 (2011) 5-31.
258
259 EXAMPLES:
260
261 The nonnegative orthant in `\mathbb{R}^{n}` always has rank `n`
262 [Rudolf et al.]_::
263
264 sage: positives = Cone([(1,)])
265 sage: lyapunov_rank(positives)
266 1
267 sage: quadrant = Cone([(1,0), (0,1)])
268 sage: lyapunov_rank(quadrant)
269 2
270 sage: octant = Cone([(1,0,0), (0,1,0), (0,0,1)])
271 sage: lyapunov_rank(octant)
272 3
273
274 The full space `\mathbb{R}^{n}` has Lyapunov rank `n^{2}`
275 [Orlitzky/Gowda]_::
276
277 sage: R5 = VectorSpace(QQ, 5)
278 sage: gs = R5.basis() + [ -r for r in R5.basis() ]
279 sage: K = Cone(gs)
280 sage: lyapunov_rank(K)
281 25
282
283 The `L^{3}_{1}` cone is known to have a Lyapunov rank of one
284 [Rudolf et al.]_::
285
286 sage: L31 = Cone([(1,0,1), (0,-1,1), (-1,0,1), (0,1,1)])
287 sage: lyapunov_rank(L31)
288 1
289
290 Likewise for the `L^{3}_{\infty}` cone [Rudolf et al.]_::
291
292 sage: L3infty = Cone([(0,1,1), (1,0,1), (0,-1,1), (-1,0,1)])
293 sage: lyapunov_rank(L3infty)
294 1
295
296 A single ray in `n` dimensions should have Lyapunov rank `n^{2} - n
297 + 1` [Orlitzky/Gowda]_::
298
299 sage: K = Cone([(1,0,0,0,0)])
300 sage: lyapunov_rank(K)
301 21
302 sage: K.lattice_dim()**2 - K.lattice_dim() + 1
303 21
304
305 A subspace (of dimension `m`) in `n` dimensions should have a
306 Lyapunov rank of `n^{2} - m\left(n - m)` [Orlitzky/Gowda]_::
307
308 sage: e1 = (1,0,0,0,0)
309 sage: neg_e1 = (-1,0,0,0,0)
310 sage: e2 = (0,1,0,0,0)
311 sage: neg_e2 = (0,-1,0,0,0)
312 sage: z = (0,0,0,0,0)
313 sage: K = Cone([e1, neg_e1, e2, neg_e2, z, z, z])
314 sage: lyapunov_rank(K)
315 19
316 sage: K.lattice_dim()**2 - K.dim()*K.codim()
317 19
318
319 The Lyapunov rank should be additive on a product of proper cones
320 [Rudolf et al.]_::
321
322 sage: L31 = Cone([(1,0,1), (0,-1,1), (-1,0,1), (0,1,1)])
323 sage: octant = Cone([(1,0,0), (0,1,0), (0,0,1)])
324 sage: K = L31.cartesian_product(octant)
325 sage: lyapunov_rank(K) == lyapunov_rank(L31) + lyapunov_rank(octant)
326 True
327
328 Two isomorphic cones should have the same Lyapunov rank [Rudolf et al.]_.
329 The cone ``K`` in the following example is isomorphic to the nonnegative
330 octant in `\mathbb{R}^{3}`::
331
332 sage: K = Cone([(1,2,3), (-1,1,0), (1,0,6)])
333 sage: lyapunov_rank(K)
334 3
335
336 The dual cone `K^{*}` of ``K`` should have the same Lyapunov rank as ``K``
337 itself [Rudolf et al.]_::
338
339 sage: K = Cone([(2,2,4), (-1,9,0), (2,0,6)])
340 sage: lyapunov_rank(K) == lyapunov_rank(K.dual())
341 True
342
343 TESTS:
344
345 The Lyapunov rank should be additive on a product of proper cones
346 [Rudolf et al.]_::
347
348 sage: set_random_seed()
349 sage: K1 = random_cone(max_ambient_dim=8,
350 ....: strictly_convex=True,
351 ....: solid=True)
352 sage: K2 = random_cone(max_ambient_dim=8,
353 ....: strictly_convex=True,
354 ....: solid=True)
355 sage: K = K1.cartesian_product(K2)
356 sage: lyapunov_rank(K) == lyapunov_rank(K1) + lyapunov_rank(K2)
357 True
358
359 The Lyapunov rank is invariant under a linear isomorphism
360 [Orlitzky/Gowda]_::
361
362 sage: K1 = random_cone(max_ambient_dim = 8)
363 sage: A = random_matrix(QQ, K1.lattice_dim(), algorithm='unimodular')
364 sage: K2 = Cone( [ A*r for r in K1.rays() ], lattice=K1.lattice())
365 sage: lyapunov_rank(K1) == lyapunov_rank(K2)
366 True
367
368 The dual cone `K^{*}` of ``K`` should have the same Lyapunov rank as ``K``
369 itself [Rudolf et al.]_::
370
371 sage: set_random_seed()
372 sage: K = random_cone(max_ambient_dim=8)
373 sage: lyapunov_rank(K) == lyapunov_rank(K.dual())
374 True
375
376 The Lyapunov rank of a proper polyhedral cone in `n` dimensions can
377 be any number between `1` and `n` inclusive, excluding `n-1`
378 [Gowda/Tao]_. By accident, the `n-1` restriction will hold for the
379 trivial cone in a trivial space as well. However, in zero dimensions,
380 the Lyapunov rank of the trivial cone will be zero::
381
382 sage: set_random_seed()
383 sage: K = random_cone(max_ambient_dim=8,
384 ....: strictly_convex=True,
385 ....: solid=True)
386 sage: b = lyapunov_rank(K)
387 sage: n = K.lattice_dim()
388 sage: (n == 0 or 1 <= b) and b <= n
389 True
390 sage: b == n-1
391 False
392
393 In fact [Orlitzky/Gowda]_, no closed convex polyhedral cone can have
394 Lyapunov rank `n-1` in `n` dimensions::
395
396 sage: set_random_seed()
397 sage: K = random_cone(max_ambient_dim=8)
398 sage: b = lyapunov_rank(K)
399 sage: n = K.lattice_dim()
400 sage: b == n-1
401 False
402
403 The calculation of the Lyapunov rank of an improper cone can be
404 reduced to that of a proper cone [Orlitzky/Gowda]_::
405
406 sage: set_random_seed()
407 sage: K = random_cone(max_ambient_dim=8)
408 sage: actual = lyapunov_rank(K)
409 sage: K_S = _restrict_to_space(K, K.span())
410 sage: K_SP = _restrict_to_space(K_S.dual(), K_S.dual().span()).dual()
411 sage: l = K.lineality()
412 sage: c = K.codim()
413 sage: expected = lyapunov_rank(K_SP) + K.dim()*(l + c) + c**2
414 sage: actual == expected
415 True
416
417 The Lyapunov rank of any cone is just the dimension of ``K.LL()``::
418
419 sage: set_random_seed()
420 sage: K = random_cone(max_ambient_dim=8)
421 sage: lyapunov_rank(K) == len(K.LL())
422 True
423
424 We can make an imperfect cone perfect by adding a slack variable
425 (a Theorem in [Orlitzky/Gowda]_)::
426
427 sage: set_random_seed()
428 sage: K = random_cone(max_ambient_dim=8,
429 ....: strictly_convex=True,
430 ....: solid=True)
431 sage: L = ToricLattice(K.lattice_dim() + 1)
432 sage: K = Cone([ r.list() + [0] for r in K.rays() ], lattice=L)
433 sage: lyapunov_rank(K) >= K.lattice_dim()
434 True
435
436 """
437 beta = 0
438
439 m = K.dim()
440 n = K.lattice_dim()
441 l = K.lineality()
442
443 if m < n:
444 # K is not solid, restrict to its span.
445 K = _restrict_to_space(K, K.span())
446
447 # Non-solid reduction lemma.
448 beta += (n - m)*n
449
450 if l > 0:
451 # K is not pointed, restrict to the span of its dual. Uses a
452 # proposition from our paper, i.e. this is equivalent to K =
453 # _rho(K.dual()).dual().
454 K = _restrict_to_space(K, K.dual().span())
455
456 # Non-pointed reduction lemma.
457 beta += l * m
458
459 beta += len(K.LL())
460 return beta
461
462
463
464 def is_lyapunov_like(L,K):
465 r"""
466 Determine whether or not ``L`` is Lyapunov-like on ``K``.
467
468 We say that ``L`` is Lyapunov-like on ``K`` if `\left\langle
469 L\left\lparenx\right\rparen,s\right\rangle = 0` for all pairs
470 `\left\langle x,s \right\rangle` in the complementarity set of
471 ``K``. It is known [Orlitzky]_ that this property need only be
472 checked for generators of ``K`` and its dual.
473
474 INPUT:
475
476 - ``L`` -- A linear transformation or matrix.
477
478 - ``K`` -- A polyhedral closed convex cone.
479
480 OUTPUT:
481
482 ``True`` if it can be proven that ``L`` is Lyapunov-like on ``K``,
483 and ``False`` otherwise.
484
485 .. WARNING::
486
487 If this function returns ``True``, then ``L`` is Lyapunov-like
488 on ``K``. However, if ``False`` is returned, that could mean one
489 of two things. The first is that ``L`` is definitely not
490 Lyapunov-like on ``K``. The second is more of an "I don't know"
491 answer, returned (for example) if we cannot prove that an inner
492 product is zero.
493
494 REFERENCES:
495
496 .. [Orlitzky] M. Orlitzky. The Lyapunov rank of an
497 improper cone (preprint).
498
499 EXAMPLES:
500
501 The identity is always Lyapunov-like in a nontrivial space::
502
503 sage: set_random_seed()
504 sage: K = random_cone(min_ambient_dim = 1, max_rays = 8)
505 sage: L = identity_matrix(K.lattice_dim())
506 sage: is_lyapunov_like(L,K)
507 True
508
509 As is the "zero" transformation::
510
511 sage: K = random_cone(min_ambient_dim = 1, max_rays = 5)
512 sage: R = K.lattice().vector_space().base_ring()
513 sage: L = zero_matrix(R, K.lattice_dim())
514 sage: is_lyapunov_like(L,K)
515 True
516
517 Everything in ``K.LL()`` should be Lyapunov-like on ``K``::
518
519 sage: K = random_cone(min_ambient_dim = 1, max_rays = 5)
520 sage: all([is_lyapunov_like(L,K) for L in K.LL()])
521 True
522
523 """
524 return all([(L*x).inner_product(s) == 0
525 for (x,s) in K.discrete_complementarity_set()])
526
527
528 def random_element(K):
529 r"""
530 Return a random element of ``K`` from its ambient vector space.
531
532 ALGORITHM:
533
534 The cone ``K`` is specified in terms of its generators, so that
535 ``K`` is equal to the convex conic combination of those generators.
536 To choose a random element of ``K``, we assign random nonnegative
537 coefficients to each generator of ``K`` and construct a new vector
538 from the scaled rays.
539
540 A vector, rather than a ray, is returned so that the element may
541 have non-integer coordinates. Thus the element may have an
542 arbitrarily small norm.
543
544 EXAMPLES:
545
546 A random element of the trivial cone is zero::
547
548 sage: set_random_seed()
549 sage: K = Cone([], ToricLattice(0))
550 sage: random_element(K)
551 ()
552 sage: K = Cone([(0,)])
553 sage: random_element(K)
554 (0)
555 sage: K = Cone([(0,0)])
556 sage: random_element(K)
557 (0, 0)
558 sage: K = Cone([(0,0,0)])
559 sage: random_element(K)
560 (0, 0, 0)
561
562 TESTS:
563
564 Any cone should contain an element of itself::
565
566 sage: set_random_seed()
567 sage: K = random_cone(max_rays = 8)
568 sage: K.contains(random_element(K))
569 True
570
571 """
572 V = K.lattice().vector_space()
573 F = V.base_ring()
574 coefficients = [ F.random_element().abs() for i in range(K.nrays()) ]
575 vector_gens = map(V, K.rays())
576 scaled_gens = [ coefficients[i]*vector_gens[i]
577 for i in range(len(vector_gens)) ]
578
579 # Make sure we return a vector. Without the coercion, we might
580 # return ``0`` when ``K`` has no rays.
581 v = V(sum(scaled_gens))
582 return v
583
584
585 def positive_operators(K):
586 r"""
587 Compute generators of the cone of positive operators on this cone.
588
589 OUTPUT:
590
591 A list of `n`-by-``n`` matrices where ``n == K.lattice_dim()``.
592 Each matrix ``P`` in the list should have the property that ``P*x``
593 is an element of ``K`` whenever ``x`` is an element of
594 ``K``. Moreover, any nonnegative linear combination of these
595 matrices shares the same property.
596
597 EXAMPLES:
598
599 The trivial cone in a trivial space has no positive operators::
600
601 sage: K = Cone([], ToricLattice(0))
602 sage: positive_operators(K)
603 []
604
605 Positive operators on the nonnegative orthant are nonnegative matrices::
606
607 sage: K = Cone([(1,)])
608 sage: positive_operators(K)
609 [[1]]
610
611 sage: K = Cone([(1,0),(0,1)])
612 sage: positive_operators(K)
613 [
614 [1 0] [0 1] [0 0] [0 0]
615 [0 0], [0 0], [1 0], [0 1]
616 ]
617
618 Every operator is positive on the ambient vector space::
619
620 sage: K = Cone([(1,),(-1,)])
621 sage: K.is_full_space()
622 True
623 sage: positive_operators(K)
624 [[1], [-1]]
625
626 sage: K = Cone([(1,0),(-1,0),(0,1),(0,-1)])
627 sage: K.is_full_space()
628 True
629 sage: positive_operators(K)
630 [
631 [1 0] [-1 0] [0 1] [ 0 -1] [0 0] [ 0 0] [0 0] [ 0 0]
632 [0 0], [ 0 0], [0 0], [ 0 0], [1 0], [-1 0], [0 1], [ 0 -1]
633 ]
634
635 TESTS:
636
637 A positive operator on a cone should send its generators into the cone::
638
639 sage: K = random_cone(max_ambient_dim = 6)
640 sage: pi_of_K = positive_operators(K)
641 sage: all([K.contains(p*x) for p in pi_of_K for x in K.rays()])
642 True
643
644 """
645 # Sage doesn't think matrices are vectors, so we have to convert
646 # our matrices to vectors explicitly before we can figure out how
647 # many are linearly-indepenedent.
648 #
649 # The space W has the same base ring as V, but dimension
650 # dim(V)^2. So it has the same dimension as the space of linear
651 # transformations on V. In other words, it's just the right size
652 # to create an isomorphism between it and our matrices.
653 V = K.lattice().vector_space()
654 W = VectorSpace(V.base_ring(), V.dimension()**2)
655
656 tensor_products = [ s.tensor_product(x) for x in K for s in K.dual() ]
657
658 # Turn our matrices into long vectors...
659 vectors = [ W(m.list()) for m in tensor_products ]
660
661 # Create the *dual* cone of the positive operators, expressed as
662 # long vectors..
663 L = ToricLattice(W.dimension())
664 pi_dual = Cone(vectors, lattice=L)
665
666 # Now compute the desired cone from its dual...
667 pi_cone = pi_dual.dual()
668
669 # And finally convert its rays back to matrix representations.
670 M = MatrixSpace(V.base_ring(), V.dimension())
671
672 return [ M(v.list()) for v in pi_cone.rays() ]