from sage.all import *
-def project_span(K, K2 = None):
+def _restrict_to_space(K, W):
r"""
- Return a "copy" of ``K`` embeded in a lower-dimensional space.
+ Restrict this cone a subspace of its ambient space.
- By default, we will project ``K`` into the subspace spanned by its
- rays. However, if ``K2`` is not ``None``, we will project into the
- space spanned by the rays of ``K2`` instead.
-
- EXAMPLES::
-
- sage: K = Cone([(1,0,0), (0,1,0)])
- sage: project_span(K)
- 2-d cone in 2-d lattice N
- sage: project_span(K).rays()
- N(1, 0),
- N(0, 1)
- in 2-d lattice N
-
- sage: K = Cone([(1,0,0), (0,1,0)])
- sage: K2 = Cone([(0,1)])
- sage: project_span(K, K2).rays()
- N(1)
- in 1-d lattice N
-
- """
- # Allow us to use a second cone to generate the subspace into
- # which we're "projecting."
- if K2 is None:
- K2 = K
-
- # Use these to generate the new cone.
- cs1 = K.rays().matrix().columns()
-
- # And use these to figure out which indices to drop.
- cs2 = K2.rays().matrix().columns()
-
- perp_idxs = []
-
- for idx in range(0, len(cs2)):
- if cs2[idx].is_zero():
- perp_idxs.append(idx)
-
- solid_cols = [ cs1[idx] for idx in range(0,len(cs1))
- if not idx in perp_idxs
- and not idx >= len(cs2) ]
-
- m = matrix(solid_cols)
- L = ToricLattice(len(m.rows()))
- J = Cone(m.transpose(), lattice=L)
- return J
-
-
-def discrete_complementarity_set(K):
- r"""
- Compute the discrete complementarity set of this cone.
+ INPUT:
- The complementarity set of this cone is the set of all orthogonal
- pairs `(x,s)` such that `x` is in this cone, and `s` is in its
- dual. The discrete complementarity set restricts `x` and `s` to be
- generators of their respective cones.
+ - ``W`` -- The subspace into which this cone will be restricted.
OUTPUT:
- A list of pairs `(x,s)` such that,
-
- * `x` is in this cone.
- * `x` is a generator of this cone.
- * `s` is in this cone's dual.
- * `s` is a generator of this cone's dual.
- * `x` and `s` are orthogonal.
+ A new cone in a sublattice corresponding to ``W``.
EXAMPLES:
- The discrete complementarity set of the nonnegative orthant consists
- of pairs of standard basis vectors::
-
- sage: K = Cone([(1,0),(0,1)])
- sage: discrete_complementarity_set(K)
- [((1, 0), (0, 1)), ((0, 1), (1, 0))]
-
- If the cone consists of a single ray, the second components of the
- discrete complementarity set should generate the orthogonal
- complement of that ray::
-
- sage: K = Cone([(1,0)])
- sage: discrete_complementarity_set(K)
- [((1, 0), (0, 1)), ((1, 0), (0, -1))]
- sage: K = Cone([(1,0,0)])
- sage: discrete_complementarity_set(K)
- [((1, 0, 0), (0, 1, 0)),
- ((1, 0, 0), (0, -1, 0)),
- ((1, 0, 0), (0, 0, 1)),
- ((1, 0, 0), (0, 0, -1))]
-
- When the cone is the entire space, its dual is the trivial cone, so
- the discrete complementarity set is empty::
-
- sage: K = Cone([(1,0),(-1,0),(0,1),(0,-1)])
- sage: discrete_complementarity_set(K)
- []
-
- TESTS:
-
- The complementarity set of the dual can be obtained by switching the
- components of the complementarity set of the original cone::
+ When this cone is solid, restricting it into its own span should do
+ nothing::
- sage: K1 = random_cone(max_dim=10, max_rays=10)
- sage: K2 = K1.dual()
- sage: expected = [(x,s) for (s,x) in discrete_complementarity_set(K2)]
- sage: actual = discrete_complementarity_set(K1)
- sage: actual == expected
+ sage: K = Cone([(1,)])
+ sage: _restrict_to_space(K, K.span()) == K
True
- """
- V = K.lattice().vector_space()
-
- # Convert the rays to vectors so that we can compute inner
- # products.
- xs = [V(x) for x in K.rays()]
- ss = [V(s) for s in K.dual().rays()]
-
- return [(x,s) for x in xs for s in ss if x.inner_product(s) == 0]
-
-
-def LL(K):
- r"""
- Compute the space `\mathbf{LL}` of all Lyapunov-like transformations
- on this cone.
+ A single ray restricted into its own span gives the same output
+ regardless of the ambient space::
- OUTPUT:
+ sage: K2 = Cone([(1,0)])
+ sage: K2_S = _restrict_to_space(K2, K2.span()).rays()
+ sage: K2_S
+ N(1)
+ in 1-d lattice N
+ sage: K3 = Cone([(1,0,0)])
+ sage: K3_S = _restrict_to_space(K3, K3.span()).rays()
+ sage: K3_S
+ N(1)
+ in 1-d lattice N
+ sage: K2_S == K3_S
+ True
- A list of matrices forming a basis for the space of all
- Lyapunov-like transformations on the given cone.
+ TESTS:
- EXAMPLES:
+ The projected cone should always be solid::
- The trivial cone has no Lyapunov-like transformations::
+ sage: set_random_seed()
+ sage: K = random_cone(max_ambient_dim = 8)
+ sage: _restrict_to_space(K, K.span()).is_solid()
+ True
- sage: L = ToricLattice(0)
- sage: K = Cone([], lattice=L)
- sage: LL(K)
- []
+ And the resulting cone should live in a space having the same
+ dimension as the space we restricted it to::
- The Lyapunov-like transformations on the nonnegative orthant are
- simply diagonal matrices::
+ sage: set_random_seed()
+ sage: K = random_cone(max_ambient_dim = 8)
+ sage: K_P = _restrict_to_space(K, K.dual().span())
+ sage: K_P.lattice_dim() == K.dual().dim()
+ True
- sage: K = Cone([(1,)])
- sage: LL(K)
- [[1]]
+ This function should not affect the dimension of a cone::
- sage: K = Cone([(1,0),(0,1)])
- sage: LL(K)
- [
- [1 0] [0 0]
- [0 0], [0 1]
- ]
+ sage: set_random_seed()
+ sage: K = random_cone(max_ambient_dim = 8)
+ sage: K.dim() == _restrict_to_space(K,K.span()).dim()
+ True
- sage: K = Cone([(1,0,0),(0,1,0),(0,0,1)])
- sage: LL(K)
- [
- [1 0 0] [0 0 0] [0 0 0]
- [0 0 0] [0 1 0] [0 0 0]
- [0 0 0], [0 0 0], [0 0 1]
- ]
+ Nor should it affect the lineality of a cone::
- Only the identity matrix is Lyapunov-like on the `L^{3}_{1}` and
- `L^{3}_{\infty}` cones [Rudolf et al.]_::
+ sage: set_random_seed()
+ sage: K = random_cone(max_ambient_dim = 8)
+ sage: K.lineality() == _restrict_to_space(K, K.span()).lineality()
+ True
- sage: L31 = Cone([(1,0,1), (0,-1,1), (-1,0,1), (0,1,1)])
- sage: LL(L31)
- [
- [1 0 0]
- [0 1 0]
- [0 0 1]
- ]
+ No matter which space we restrict to, the lineality should not
+ increase::
- sage: L3infty = Cone([(0,1,1), (1,0,1), (0,-1,1), (-1,0,1)])
- sage: LL(L3infty)
- [
- [1 0 0]
- [0 1 0]
- [0 0 1]
- ]
+ sage: set_random_seed()
+ sage: K = random_cone(max_ambient_dim = 8)
+ sage: S = K.span(); P = K.dual().span()
+ sage: K.lineality() >= _restrict_to_space(K,S).lineality()
+ True
+ sage: K.lineality() >= _restrict_to_space(K,P).lineality()
+ True
- TESTS:
+ If we do this according to our paper, then the result is proper::
- The inner product `\left< L\left(x\right), s \right>` is zero for
- every pair `\left( x,s \right)` in the discrete complementarity set
- of the cone::
+ sage: set_random_seed()
+ sage: K = random_cone(max_ambient_dim = 8)
+ sage: K_S = _restrict_to_space(K, K.span())
+ sage: K_SP = _restrict_to_space(K_S.dual(), K_S.dual().span()).dual()
+ sage: K_SP.is_proper()
+ True
+ sage: K_SP = _restrict_to_space(K_S, K_S.dual().span())
+ sage: K_SP.is_proper()
+ True
- sage: K = random_cone(max_dim=8, max_rays=10)
- sage: C_of_K = discrete_complementarity_set(K)
- sage: l = [ (L*x).inner_product(s) for (x,s) in C_of_K for L in LL(K) ]
- sage: sum(map(abs, l))
- 0
+ Test the proposition in our paper concerning the duals and
+ restrictions. Generate a random cone, then create a subcone of
+ it. The operation of dual-taking should then commute with
+ _restrict_to_space::
+
+ sage: set_random_seed()
+ sage: J = random_cone(max_ambient_dim = 8)
+ sage: K = Cone(random_sublist(J.rays(), 0.5), lattice=J.lattice())
+ sage: K_W_star = _restrict_to_space(K, J.span()).dual()
+ sage: K_star_W = _restrict_to_space(K.dual(), J.span())
+ sage: _basically_the_same(K_W_star, K_star_W)
+ True
"""
- V = K.lattice().vector_space()
+ # First we want to intersect ``K`` with ``W``. The easiest way to
+ # do this is via cone intersection, so we turn the subspace ``W``
+ # into a cone.
+ W_cone = Cone(W.basis() + [-b for b in W.basis()], lattice=K.lattice())
+ K = K.intersection(W_cone)
- C_of_K = discrete_complementarity_set(K)
-
- tensor_products = [s.tensor_product(x) for (x,s) in C_of_K]
-
- # Sage doesn't think matrices are vectors, so we have to convert
- # our matrices to vectors explicitly before we can figure out how
- # many are linearly-indepenedent.
- #
- # The space W has the same base ring as V, but dimension
- # dim(V)^2. So it has the same dimension as the space of linear
- # transformations on V. In other words, it's just the right size
- # to create an isomorphism between it and our matrices.
- W = VectorSpace(V.base_ring(), V.dimension()**2)
-
- # Turn our matrices into long vectors...
- vectors = [ W(m.list()) for m in tensor_products ]
-
- # Vector space representation of Lyapunov-like matrices
- # (i.e. vec(L) where L is Luapunov-like).
- LL_vector = W.span(vectors).complement()
-
- # Now construct an ambient MatrixSpace in which to stick our
- # transformations.
- M = MatrixSpace(V.base_ring(), V.dimension())
-
- matrix_basis = [ M(v.list()) for v in LL_vector.basis() ]
-
- return matrix_basis
+ # We've already intersected K with the span of K2, so every
+ # generator of K should belong to W now.
+ K_W_rays = [ W.coordinate_vector(r) for r in K.rays() ]
+ L = ToricLattice(W.dimension())
+ return Cone(K_W_rays, lattice=L)
def lyapunov_rank(K):
r"""
- Compute the Lyapunov (or bilinearity) rank of this cone.
-
- The Lyapunov rank of a cone can be thought of in (mainly) two ways:
+ Compute the Lyapunov rank of this cone.
- 1. The dimension of the Lie algebra of the automorphism group of the
- cone.
-
- 2. The dimension of the linear space of all Lyapunov-like
- transformations on the cone.
-
- INPUT:
-
- A closed, convex polyhedral cone.
+ The Lyapunov rank of a cone is the dimension of the space of its
+ Lyapunov-like transformations -- that is, the length of a
+ :meth:`lyapunov_like_basis`. Equivalently, the Lyapunov rank is the
+ dimension of the Lie algebra of the automorphism group of the cone.
OUTPUT:
- An integer representing the Lyapunov rank of the cone. If the
- dimension of the ambient vector space is `n`, then the Lyapunov rank
- will be between `1` and `n` inclusive; however a rank of `n-1` is
- not possible for any cone.
-
- .. note::
-
- In the references, the cones are always assumed to be proper. We
- do not impose this restriction.
+ A nonnegative integer representing the Lyapunov rank of this cone.
- .. seealso::
-
- :meth:`is_proper`
+ If the ambient space is trivial, the Lyapunov rank will be zero.
+ Otherwise, if the dimension of the ambient vector space is `n`, then
+ the resulting Lyapunov rank will be between `1` and `n` inclusive. A
+ Lyapunov rank of `n-1` is not possible [Orlitzky]_.
ALGORITHM:
REFERENCES:
- .. [Gowda/Tao] M.S. Gowda and J. Tao. On the bilinearity rank of a proper
- cone and Lyapunov-like transformations, Mathematical Programming, 147
- (2014) 155-170.
+ .. [Gowda/Tao] M.S. Gowda and J. Tao. On the bilinearity rank of
+ a proper cone and Lyapunov-like transformations. Mathematical
+ Programming, 147 (2014) 155-170.
- .. [Orlitzky/Gowda] M. Orlitzky and M. S. Gowda. The Lyapunov Rank of an
- Improper Cone. Work in-progress.
+ M. Orlitzky. The Lyapunov rank of an improper cone.
+ http://www.optimization-online.org/DB_HTML/2015/10/5135.html
- .. [Rudolf et al.] G. Rudolf, N. Noyan, D. Papp, and F. Alizadeh, Bilinear
- optimality constraints for the cone of positive polynomials,
- Mathematical Programming, Series B, 129 (2011) 5-31.
+ G. Rudolf, N. Noyan, D. Papp, and F. Alizadeh, Bilinear
+ optimality constraints for the cone of positive polynomials,
+ Mathematical Programming, Series B, 129 (2011) 5-31.
EXAMPLES:
The nonnegative orthant in `\mathbb{R}^{n}` always has rank `n`
- [Rudolf et al.]_::
+ [Rudolf]_::
sage: positives = Cone([(1,)])
sage: lyapunov_rank(positives)
sage: lyapunov_rank(octant)
3
+ The full space `\mathbb{R}^{n}` has Lyapunov rank `n^{2}`
+ [Orlitzky]_::
+
+ sage: R5 = VectorSpace(QQ, 5)
+ sage: gs = R5.basis() + [ -r for r in R5.basis() ]
+ sage: K = Cone(gs)
+ sage: lyapunov_rank(K)
+ 25
+
The `L^{3}_{1}` cone is known to have a Lyapunov rank of one
- [Rudolf et al.]_::
+ [Rudolf]_::
sage: L31 = Cone([(1,0,1), (0,-1,1), (-1,0,1), (0,1,1)])
sage: lyapunov_rank(L31)
1
- Likewise for the `L^{3}_{\infty}` cone [Rudolf et al.]_::
+ Likewise for the `L^{3}_{\infty}` cone [Rudolf]_::
sage: L3infty = Cone([(0,1,1), (1,0,1), (0,-1,1), (-1,0,1)])
sage: lyapunov_rank(L3infty)
1
- The Lyapunov rank should be additive on a product of cones
- [Rudolf et al.]_::
+ A single ray in `n` dimensions should have Lyapunov rank `n^{2} - n
+ + 1` [Orlitzky]_::
+
+ sage: K = Cone([(1,0,0,0,0)])
+ sage: lyapunov_rank(K)
+ 21
+ sage: K.lattice_dim()**2 - K.lattice_dim() + 1
+ 21
+
+ A subspace (of dimension `m`) in `n` dimensions should have a
+ Lyapunov rank of `n^{2} - m\left(n - m)` [Orlitzky]_::
+
+ sage: e1 = (1,0,0,0,0)
+ sage: neg_e1 = (-1,0,0,0,0)
+ sage: e2 = (0,1,0,0,0)
+ sage: neg_e2 = (0,-1,0,0,0)
+ sage: z = (0,0,0,0,0)
+ sage: K = Cone([e1, neg_e1, e2, neg_e2, z, z, z])
+ sage: lyapunov_rank(K)
+ 19
+ sage: K.lattice_dim()**2 - K.dim()*K.codim()
+ 19
+
+ The Lyapunov rank should be additive on a product of proper cones
+ [Rudolf]_::
sage: L31 = Cone([(1,0,1), (0,-1,1), (-1,0,1), (0,1,1)])
sage: octant = Cone([(1,0,0), (0,1,0), (0,0,1)])
sage: lyapunov_rank(K) == lyapunov_rank(L31) + lyapunov_rank(octant)
True
- Two isomorphic cones should have the same Lyapunov rank [Rudolf et al.]_.
+ Two isomorphic cones should have the same Lyapunov rank [Rudolf]_.
The cone ``K`` in the following example is isomorphic to the nonnegative
octant in `\mathbb{R}^{3}`::
3
The dual cone `K^{*}` of ``K`` should have the same Lyapunov rank as ``K``
- itself [Rudolf et al.]_::
+ itself [Rudolf]_::
sage: K = Cone([(2,2,4), (-1,9,0), (2,0,6)])
sage: lyapunov_rank(K) == lyapunov_rank(K.dual())
TESTS:
- The Lyapunov rank should be additive on a product of cones
- [Rudolf et al.]_::
+ The Lyapunov rank should be additive on a product of proper cones
+ [Rudolf]_::
- sage: K1 = random_cone(max_dim=10, max_rays=10)
- sage: K2 = random_cone(max_dim=10, max_rays=10)
+ sage: set_random_seed()
+ sage: K1 = random_cone(max_ambient_dim=8,
+ ....: strictly_convex=True,
+ ....: solid=True)
+ sage: K2 = random_cone(max_ambient_dim=8,
+ ....: strictly_convex=True,
+ ....: solid=True)
sage: K = K1.cartesian_product(K2)
sage: lyapunov_rank(K) == lyapunov_rank(K1) + lyapunov_rank(K2)
True
+ The Lyapunov rank is invariant under a linear isomorphism
+ [Orlitzky]_::
+
+ sage: K1 = random_cone(max_ambient_dim = 8)
+ sage: A = random_matrix(QQ, K1.lattice_dim(), algorithm='unimodular')
+ sage: K2 = Cone( [ A*r for r in K1.rays() ], lattice=K1.lattice())
+ sage: lyapunov_rank(K1) == lyapunov_rank(K2)
+ True
+
The dual cone `K^{*}` of ``K`` should have the same Lyapunov rank as ``K``
- itself [Rudolf et al.]_::
+ itself [Rudolf]_::
- sage: K = random_cone(max_dim=10, max_rays=10)
+ sage: set_random_seed()
+ sage: K = random_cone(max_ambient_dim=8)
sage: lyapunov_rank(K) == lyapunov_rank(K.dual())
True
trivial cone in a trivial space as well. However, in zero dimensions,
the Lyapunov rank of the trivial cone will be zero::
- sage: K = random_cone(max_dim=10, strictly_convex=True, solid=True)
+ sage: set_random_seed()
+ sage: K = random_cone(max_ambient_dim=8,
+ ....: strictly_convex=True,
+ ....: solid=True)
sage: b = lyapunov_rank(K)
sage: n = K.lattice_dim()
sage: (n == 0 or 1 <= b) and b <= n
sage: b == n-1
False
- In fact [Orlitzky/Gowda]_, no closed convex polyhedral cone can have
+ In fact [Orlitzky]_, no closed convex polyhedral cone can have
Lyapunov rank `n-1` in `n` dimensions::
- sage: K = random_cone(max_dim=10, max_rays=16)
+ sage: set_random_seed()
+ sage: K = random_cone(max_ambient_dim=8)
sage: b = lyapunov_rank(K)
sage: n = K.lattice_dim()
sage: b == n-1
False
The calculation of the Lyapunov rank of an improper cone can be
- reduced to that of a proper cone [Orlitzky/Gowda]_::
+ reduced to that of a proper cone [Orlitzky]_::
- sage: K = random_cone(max_dim=15, max_rays=25)
+ sage: set_random_seed()
+ sage: K = random_cone(max_ambient_dim=8)
sage: actual = lyapunov_rank(K)
- sage: K_S = project_span(K)
- sage: J_T1 = project_span(K_S.dual()).dual()
- sage: J_T2 = project_span(K, K_S.dual())
- sage: J_T2 = Cone(J_T2.rays(), lattice=J_T1.lattice())
- sage: J_T1 == J_T2
- True
- sage: J_T = J_T1
- sage: l = K.linear_subspace().dimension()
- sage: codim = K.lattice_dim() - K.dim()
- sage: expected = lyapunov_rank(J_T) + K.dim()*(l + codim) + codim**2
+ sage: K_S = _restrict_to_space(K, K.span())
+ sage: K_SP = _restrict_to_space(K_S.dual(), K_S.dual().span()).dual()
+ sage: l = K.lineality()
+ sage: c = K.codim()
+ sage: expected = lyapunov_rank(K_SP) + K.dim()*(l + c) + c**2
sage: actual == expected
True
+ The Lyapunov rank of a cone is the size of a :meth:`lyapunov_like_basis`::
+
+ sage: set_random_seed()
+ sage: K = random_cone(max_ambient_dim=8)
+ sage: lyapunov_rank(K) == len(K.lyapunov_like_basis())
+ True
+
+ We can make an imperfect cone perfect by adding a slack variable
+ (a Theorem in [Orlitzky]_)::
+
+ sage: set_random_seed()
+ sage: K = random_cone(max_ambient_dim=8,
+ ....: strictly_convex=True,
+ ....: solid=True)
+ sage: L = ToricLattice(K.lattice_dim() + 1)
+ sage: K = Cone([ r.list() + [0] for r in K.rays() ], lattice=L)
+ sage: lyapunov_rank(K) >= K.lattice_dim()
+ True
+
+ """
+ beta = 0 # running tally of the Lyapunov rank
+
+ m = K.dim()
+ n = K.lattice_dim()
+ l = K.lineality()
+
+ if m < n:
+ # K is not solid, restrict to its span.
+ K = _restrict_to_space(K, K.span())
+
+ # Non-solid reduction lemma.
+ beta += (n - m)*n
+
+ if l > 0:
+ # K is not pointed, restrict to the span of its dual. Uses a
+ # proposition from our paper, i.e. this is equivalent to K =
+ # _rho(K.dual()).dual().
+ K = _restrict_to_space(K, K.dual().span())
+
+ # Non-pointed reduction lemma.
+ beta += l * m
+
+ beta += len(K.lyapunov_like_basis())
+ return beta
+
+
+
+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_rays = 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_rays = 5)
+ 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_rays = 5)
+ 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)
+
+ TESTS:
+
+ Any cone should contain an element of itself::
+
+ sage: set_random_seed()
+ sage: K = random_cone(max_rays = 8)
+ sage: K.contains(random_element(K))
+ True
+
+ """
+ V = K.lattice().vector_space()
+ F = V.base_ring()
+ coefficients = [ F.random_element().abs() for i in range(K.nrays()) ]
+ vector_gens = map(V, K.rays())
+ scaled_gens = [ coefficients[i]*vector_gens[i]
+ for i in range(len(vector_gens)) ]
+
+ # Make sure we return a vector. Without the coercion, we might
+ # return ``0`` when ``K`` has no rays.
+ v = V(sum(scaled_gens))
+ return v
+
+
+def positive_operators(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_operators(K)
+ []
+
+ Positive operators on the nonnegative orthant are nonnegative matrices::
+
+ sage: K = Cone([(1,)])
+ sage: positive_operators(K)
+ [[1]]
+
+ sage: K = Cone([(1,0),(0,1)])
+ sage: positive_operators(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_operators(K)
+ [[1], [-1]]
+
+ sage: K = Cone([(1,0),(-1,0),(0,1),(0,-1)])
+ sage: K.is_full_space()
+ True
+ sage: positive_operators(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: K = random_cone(max_ambient_dim = 6)
+ sage: pi_of_K = positive_operators(K)
+ sage: all([K.contains(p*x) for p in pi_of_K for x in K.rays()])
+ True
+
"""
- return len(LL(K))
+ # Sage doesn't think matrices are vectors, so we have to convert
+ # our matrices to vectors explicitly before we can figure out how
+ # many are linearly-indepenedent.
+ #
+ # The space W has the same base ring as V, but dimension
+ # dim(V)^2. So it has the same dimension as the space of linear
+ # transformations on V. In other words, it's just the right size
+ # to create an isomorphism between it and our matrices.
+ V = K.lattice().vector_space()
+ W = VectorSpace(V.base_ring(), V.dimension()**2)
+
+ tensor_products = [ s.tensor_product(x) for x in K for s in K.dual() ]
+
+ # Turn our matrices into long vectors...
+ vectors = [ W(m.list()) for m in tensor_products ]
+
+ # Create the *dual* cone of the positive operators, expressed as
+ # long vectors..
+ L = ToricLattice(W.dimension())
+ pi_dual = Cone(vectors, lattice=L)
+
+ # Now compute the desired cone from its dual...
+ pi_cone = pi_dual.dual()
+
+ # And finally convert its rays back to matrix representations.
+ M = MatrixSpace(V.base_ring(), V.dimension())
+
+ return [ M(v.list()) for v in pi_cone.rays() ]
+
+
+def Z_transformations(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_transformations(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_transformations(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_transformations(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_transformations(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_transformations(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_transformations(K) ])
+ sage: z_cone.linear_subspace() == lls
+ True
+
+ """
+ # Sage doesn't think matrices are vectors, so we have to convert
+ # our matrices to vectors explicitly before we can figure out how
+ # many are linearly-indepenedent.
+ #
+ # The space W has the same base ring as V, but dimension
+ # dim(V)^2. So it has the same dimension as the space of linear
+ # transformations on V. In other words, it's just the right size
+ # to create an isomorphism between it and our matrices.
+ V = K.lattice().vector_space()
+ W = VectorSpace(V.base_ring(), V.dimension()**2)
+
+ C_of_K = K.discrete_complementarity_set()
+ tensor_products = [ s.tensor_product(x) for (x,s) in C_of_K ]
+
+ # Turn our matrices into long vectors...
+ vectors = [ W(m.list()) for m in tensor_products ]
+
+ # Create the *dual* cone of the cross-positive operators,
+ # expressed as long vectors..
+ L = ToricLattice(W.dimension())
+ Sigma_dual = Cone(vectors, lattice=L)
+
+ # 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(V.base_ring(), V.dimension())
+
+ return [ -M(v.list()) for v in Sigma_cone.rays() ]
projects / sage.d.git / blobdiff