from sage.all import * def is_lyapunov_like(L,K): r""" Determine whether or not ``L`` is Lyapunov-like on ``K``. We say that ``L`` is Lyapunov-like on ``K`` if `\left\langle L\left\lparenx\right\rparen,s\right\rangle = 0` for all pairs `\left\langle x,s \right\rangle` in the complementarity set of ``K``. It is known [Orlitzky]_ that this property need only be checked for generators of ``K`` and its dual. INPUT: - ``L`` -- A linear transformation or matrix. - ``K`` -- A polyhedral closed convex cone. OUTPUT: ``True`` if it can be proven that ``L`` is Lyapunov-like on ``K``, and ``False`` otherwise. .. WARNING:: If this function returns ``True``, then ``L`` is Lyapunov-like on ``K``. However, if ``False`` is returned, that could mean one of two things. The first is that ``L`` is definitely not Lyapunov-like on ``K``. The second is more of an "I don't know" answer, returned (for example) if we cannot prove that an inner product is zero. REFERENCES: M. Orlitzky. The Lyapunov rank of an improper cone. http://www.optimization-online.org/DB_HTML/2015/10/5135.html EXAMPLES: The identity is always Lyapunov-like in a nontrivial space:: sage: set_random_seed() sage: K = random_cone(min_ambient_dim=1, max_ambient_dim=8) sage: L = identity_matrix(K.lattice_dim()) sage: is_lyapunov_like(L,K) True As is the "zero" transformation:: sage: K = random_cone(min_ambient_dim=1, max_ambient_dim=8) sage: R = K.lattice().vector_space().base_ring() sage: L = zero_matrix(R, K.lattice_dim()) sage: is_lyapunov_like(L,K) True Everything in ``K.lyapunov_like_basis()`` should be Lyapunov-like on ``K``:: sage: K = random_cone(min_ambient_dim=1, max_ambient_dim=6) sage: all([ is_lyapunov_like(L,K) for L in K.lyapunov_like_basis() ]) True """ return all([(L*x).inner_product(s) == 0 for (x,s) in K.discrete_complementarity_set()]) def random_element(K): r""" Return a random element of ``K`` from its ambient vector space. ALGORITHM: The cone ``K`` is specified in terms of its generators, so that ``K`` is equal to the convex conic combination of those generators. To choose a random element of ``K``, we assign random nonnegative coefficients to each generator of ``K`` and construct a new vector from the scaled rays. A vector, rather than a ray, is returned so that the element may have non-integer coordinates. Thus the element may have an arbitrarily small norm. EXAMPLES: A random element of the trivial cone is zero:: sage: set_random_seed() sage: K = Cone([], ToricLattice(0)) sage: random_element(K) () sage: K = Cone([(0,)]) sage: random_element(K) (0) sage: K = Cone([(0,0)]) sage: random_element(K) (0, 0) sage: K = Cone([(0,0,0)]) sage: random_element(K) (0, 0, 0) A random element of the nonnegative orthant should have all components nonnegative:: sage: set_random_seed() sage: K = Cone([(1,0,0),(0,1,0),(0,0,1)]) sage: all([ x >= 0 for x in random_element(K) ]) True TESTS: Any cone should contain a random element of itself:: sage: set_random_seed() sage: K = random_cone(max_ambient_dim=8) sage: K.contains(random_element(K)) True A strictly convex cone contains no lines, and thus no negative multiples of any of its elements besides zero:: sage: set_random_seed() sage: K = random_cone(max_ambient_dim=8, strictly_convex=True) sage: x = random_element(K) sage: x.is_zero() or not K.contains(-x) True The sum of random elements of a cone lies in the cone:: sage: set_random_seed() sage: K = random_cone(max_ambient_dim=8) sage: K.contains(sum([random_element(K) for i in range(10)])) True """ V = K.lattice().vector_space() scaled_gens = [ V.base_field().random_element().abs()*V(r) for r in K ] # Make sure we return a vector. Without the coercion, we might # return ``0`` when ``K`` has no rays. return V(sum(scaled_gens)) def positive_operator_gens(K): r""" Compute generators of the cone of positive operators on this cone. OUTPUT: A list of `n`-by-``n`` matrices where ``n == K.lattice_dim()``. Each matrix ``P`` in the list should have the property that ``P*x`` is an element of ``K`` whenever ``x`` is an element of ``K``. Moreover, any nonnegative linear combination of these matrices shares the same property. EXAMPLES: The trivial cone in a trivial space has no positive operators:: sage: K = Cone([], ToricLattice(0)) sage: positive_operator_gens(K) [] Positive operators on the nonnegative orthant are nonnegative matrices:: sage: K = Cone([(1,)]) sage: positive_operator_gens(K) [[1]] sage: K = Cone([(1,0),(0,1)]) sage: positive_operator_gens(K) [ [1 0] [0 1] [0 0] [0 0] [0 0], [0 0], [1 0], [0 1] ] Every operator is positive on the ambient vector space:: sage: K = Cone([(1,),(-1,)]) sage: K.is_full_space() True sage: positive_operator_gens(K) [[1], [-1]] sage: K = Cone([(1,0),(-1,0),(0,1),(0,-1)]) sage: K.is_full_space() True sage: positive_operator_gens(K) [ [1 0] [-1 0] [0 1] [ 0 -1] [0 0] [ 0 0] [0 0] [ 0 0] [0 0], [ 0 0], [0 0], [ 0 0], [1 0], [-1 0], [0 1], [ 0 -1] ] TESTS: A positive operator on a cone should send its generators into the cone:: sage: set_random_seed() sage: K = random_cone(max_ambient_dim=5) sage: pi_of_K = positive_operator_gens(K) sage: all([K.contains(p*x) for p in pi_of_K for x in K.rays()]) True The dimension of the cone of positive operators is given by the corollary in my paper:: sage: set_random_seed() sage: K = random_cone(max_ambient_dim=5) sage: n = K.lattice_dim() sage: m = K.dim() sage: l = K.lineality() sage: pi_of_K = positive_operator_gens(K) sage: L = ToricLattice(n**2) sage: actual = Cone([p.list() for p in pi_of_K], lattice=L).dim() sage: expected = n**2 - l*(m - l) - (n - m)*m sage: actual == expected True The lineality of the cone of positive operators is given by the corollary in my paper:: sage: set_random_seed() sage: K = random_cone(max_ambient_dim=5) sage: n = K.lattice_dim() sage: pi_of_K = positive_operator_gens(K) sage: L = ToricLattice(n**2) sage: actual = Cone([p.list() for p in pi_of_K], lattice=L).lineality() sage: expected = n**2 - K.dim()*K.dual().dim() sage: actual == expected True The cone ``K`` is proper if and only if the cone of positive operators on ``K`` is proper:: sage: set_random_seed() sage: K = random_cone(max_ambient_dim=5) sage: pi_of_K = positive_operator_gens(K) sage: L = ToricLattice(K.lattice_dim()**2) sage: pi_cone = Cone([p.list() for p in pi_of_K], lattice=L) sage: K.is_proper() == pi_cone.is_proper() True """ # Matrices are not vectors in Sage, so we have to convert them # to vectors explicitly before we can find a basis. We need these # two values to construct the appropriate "long vector" space. F = K.lattice().base_field() n = K.lattice_dim() tensor_products = [ s.tensor_product(x) for x in K for s in K.dual() ] # Convert those tensor products to long vectors. W = VectorSpace(F, n**2) vectors = [ W(tp.list()) for tp in tensor_products ] # Create the *dual* cone of the positive operators, expressed as # long vectors.. pi_dual = Cone(vectors, ToricLattice(W.dimension())) # Now compute the desired cone from its dual... pi_cone = pi_dual.dual() # And finally convert its rays back to matrix representations. M = MatrixSpace(F, n) return [ M(v.list()) for v in pi_cone.rays() ] def Z_transformation_gens(K): r""" Compute generators of the cone of Z-transformations on this cone. OUTPUT: A list of `n`-by-``n`` matrices where ``n == K.lattice_dim()``. Each matrix ``L`` in the list should have the property that ``(L*x).inner_product(s) <= 0`` whenever ``(x,s)`` is an element the discrete complementarity set of ``K``. Moreover, any nonnegative linear combination of these matrices shares the same property. EXAMPLES: Z-transformations on the nonnegative orthant are just Z-matrices. That is, matrices whose off-diagonal elements are nonnegative:: sage: K = Cone([(1,0),(0,1)]) sage: Z_transformation_gens(K) [ [ 0 -1] [ 0 0] [-1 0] [1 0] [ 0 0] [0 0] [ 0 0], [-1 0], [ 0 0], [0 0], [ 0 -1], [0 1] ] sage: K = Cone([(1,0,0,0),(0,1,0,0),(0,0,1,0),(0,0,0,1)]) sage: all([ z[i][j] <= 0 for z in Z_transformation_gens(K) ....: for i in range(z.nrows()) ....: for j in range(z.ncols()) ....: if i != j ]) True The trivial cone in a trivial space has no Z-transformations:: sage: K = Cone([], ToricLattice(0)) sage: Z_transformation_gens(K) [] Z-transformations on a subspace are Lyapunov-like and vice-versa:: sage: K = Cone([(1,0),(-1,0),(0,1),(0,-1)]) sage: K.is_full_space() True sage: lls = span([ vector(l.list()) for l in K.lyapunov_like_basis() ]) sage: zs = span([ vector(z.list()) for z in Z_transformation_gens(K) ]) sage: zs == lls True TESTS: The Z-property is possessed by every Z-transformation:: sage: set_random_seed() sage: K = random_cone(max_ambient_dim=6) sage: Z_of_K = Z_transformation_gens(K) sage: dcs = K.discrete_complementarity_set() sage: all([(z*x).inner_product(s) <= 0 for z in Z_of_K ....: for (x,s) in dcs]) True The lineality space of Z is LL:: sage: set_random_seed() sage: K = random_cone(min_ambient_dim=1, max_ambient_dim=6) sage: lls = span([ vector(l.list()) for l in K.lyapunov_like_basis() ]) sage: z_cone = Cone([ z.list() for z in Z_transformation_gens(K) ]) sage: z_cone.linear_subspace() == lls True And thus, the lineality of Z is the Lyapunov rank:: sage: set_random_seed() sage: K = random_cone(max_ambient_dim=6) sage: Z_of_K = Z_transformation_gens(K) sage: L = ToricLattice(K.lattice_dim()**2) sage: z_cone = Cone([ z.list() for z in Z_of_K ], lattice=L) sage: z_cone.lineality() == K.lyapunov_rank() True The lineality spaces of pi-star and Z-star are equal: sage: set_random_seed() sage: K = random_cone(max_ambient_dim=5) sage: pi_of_K = positive_operator_gens(K) sage: Z_of_K = Z_transformation_gens(K) sage: L = ToricLattice(K.lattice_dim()**2) sage: pi_star = Cone([p.list() for p in pi_of_K], lattice=L).dual() sage: z_star = Cone([ z.list() for z in Z_of_K], lattice=L).dual() sage: pi_star.linear_subspace() == z_star.linear_subspace() True """ # Matrices are not vectors in Sage, so we have to convert them # to vectors explicitly before we can find a basis. We need these # two values to construct the appropriate "long vector" space. F = K.lattice().base_field() n = K.lattice_dim() # These tensor products contain generators for the dual cone of # the cross-positive transformations. tensor_products = [ s.tensor_product(x) for (x,s) in K.discrete_complementarity_set() ] # Turn our matrices into long vectors... W = VectorSpace(F, n**2) vectors = [ W(m.list()) for m in tensor_products ] # Create the *dual* cone of the cross-positive operators, # expressed as long vectors.. Sigma_dual = Cone(vectors, lattice=ToricLattice(W.dimension())) # Now compute the desired cone from its dual... Sigma_cone = Sigma_dual.dual() # And finally convert its rays back to matrix representations. # But first, make them negative, so we get Z-transformations and # not cross-positive ones. M = MatrixSpace(F, n) return [ -M(v.list()) for v in Sigma_cone.rays() ] def Z_cone(K): gens = Z_transformation_gens(K) L = None if len(gens) == 0: L = ToricLattice(0) return Cone([ g.list() for g in gens ], lattice=L) def pi_cone(K): gens = positive_operator_gens(K) L = None if len(gens) == 0: L = ToricLattice(0) return Cone([ g.list() for g in gens ], lattice=L)