]> gitweb.michael.orlitzky.com - sage.d.git/blobdiff - mjo/cone/cone.py
Add the project_span() function.
[sage.d.git] / mjo / cone / cone.py
index 2e3dc8afb78cd1f4e1d5f368eb5f75733d127e82..60f9c34ec8bc271d65812859f51ca77636c8cbbc 100644 (file)
@@ -7,6 +7,116 @@ addsitedir(abspath('../../'))
 
 from sage.all import *
 
+def project_span(K):
+    r"""
+    Project ``K`` into its own span.
+
+    EXAMPLES::
+
+        sage: K = Cone([(1,)])
+        sage: project_span(K) == K
+        True
+
+        sage: K2 = Cone([(1,0)])
+        sage: project_span(K2).rays()
+        N(1)
+        in 1-d lattice N
+        sage: K3 = Cone([(1,0,0)])
+        sage: project_span(K3).rays()
+        N(1)
+        in 1-d lattice N
+        sage: project_span(K2) == project_span(K3)
+        True
+
+    TESTS:
+
+    The projected cone should always be solid::
+
+        sage: K = random_cone()
+        sage: K_S = project_span(K)
+        sage: K_S.is_solid()
+        True
+
+    If we do this according to our paper, then the result is proper::
+
+        sage: K = random_cone()
+        sage: K_S = project_span(K)
+        sage: P = project_span(K_S.dual()).dual()
+        sage: P.is_proper()
+        True
+
+    """
+    F = K.lattice().base_field()
+    Q = K.lattice().quotient(K.sublattice_complement())
+    vecs = [ vector(F, reversed(list(Q(r)))) for r in K.rays() ]
+
+    L = None
+    if len(vecs) == 0:
+        L = ToricLattice(0)
+
+    return Cone(vecs, lattice=L)
+
+
+def rename_lattice(L,s):
+    r"""
+    Change all names of the given lattice to ``s``.
+    """
+    L._name = s
+    L._dual_name = s
+    L._latex_name = s
+    L._latex_dual_name = s
+
+def span_iso(K):
+    r"""
+    Return an isomorphism (and its inverse) that will send ``K`` into a
+    lower-dimensional space isomorphic to its span (and back).
+
+    EXAMPLES:
+
+    The inverse composed with the isomorphism should be the identity::
+
+        sage: K = random_cone(max_dim=10)
+        sage: (phi, phi_inv) = span_iso(K)
+        sage: phi_inv(phi(K)) == K
+        True
+
+    The image of ``K`` under the isomorphism should have full dimension::
+
+        sage: K = random_cone(max_dim=10)
+        sage: (phi, phi_inv) = span_iso(K)
+        sage: phi(K).dim() == phi(K).lattice_dim()
+        True
+
+    """
+    phi_domain = K.sublattice().vector_space()
+    phi_codo = VectorSpace(phi_domain.base_field(), phi_domain.dimension())
+
+    # S goes from the new space to the cone space.
+    S = linear_transformation(phi_codo, phi_domain, phi_domain.basis())
+
+    # phi goes from the cone space to the new space.
+    def phi(J_orig):
+        r"""
+        Takes a cone ``J`` and sends it into the new space.
+        """
+        newrays = map(S.inverse(), J_orig.rays())
+        L = None
+        if len(newrays) == 0:
+            L = ToricLattice(0)
+
+        return Cone(newrays, lattice=L)
+
+    def phi_inverse(J_sub):
+        r"""
+        The inverse to phi which goes from the new space to the cone space.
+        """
+        newrays = map(S, J_sub.rays())
+        return Cone(newrays, lattice=K.lattice())
+
+
+    return (phi, phi_inverse)
+
+
 
 def discrete_complementarity_set(K):
     r"""
@@ -87,8 +197,70 @@ def LL(K):
 
     OUTPUT:
 
-    A ``MatrixSpace`` object `M` such that every matrix `L \in M` is
-    Lyapunov-like on this cone.
+    A list of matrices forming a basis for the space of all
+    Lyapunov-like transformations on the given cone.
+
+    EXAMPLES:
+
+    The trivial cone has no Lyapunov-like transformations::
+
+        sage: L = ToricLattice(0)
+        sage: K = Cone([], lattice=L)
+        sage: LL(K)
+        []
+
+    The Lyapunov-like transformations on the nonnegative orthant are
+    simply diagonal matrices::
+
+        sage: K = Cone([(1,)])
+        sage: LL(K)
+        [[1]]
+
+        sage: K = Cone([(1,0),(0,1)])
+        sage: LL(K)
+        [
+        [1 0]  [0 0]
+        [0 0], [0 1]
+        ]
+
+        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]
+        ]
+
+    Only the identity matrix is Lyapunov-like on the `L^{3}_{1}` and
+    `L^{3}_{\infty}` cones [Rudolf et al.]_::
+
+        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]
+        ]
+
+        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]
+        ]
+
+    TESTS:
+
+    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: 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
 
     """
     V = K.lattice().vector_space()
@@ -171,6 +343,9 @@ def lyapunov_rank(K):
        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.
+
     .. [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.
@@ -259,5 +434,91 @@ def lyapunov_rank(K):
         sage: b == n-1
         False
 
+    In fact [Orlitzky/Gowda]_, no closed convex polyhedral cone can have
+    Lyapunov rank `n-1` in `n` dimensions::
+
+        sage: K = random_cone(max_dim=10)
+        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]_::
+
+        sage: K = random_cone(max_dim=15, solid=False, strictly_convex=False)
+        sage: actual = lyapunov_rank(K)
+        sage: (phi1, _) = span_iso(K)
+        sage: K_S = phi1(K)
+        sage: (phi2, _) = span_iso(K_S.dual())
+        sage: J_T = phi2(K_S.dual()).dual()
+        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: actual == expected
+        True
+
+    Repeat the previous test with different ``random_cone()`` params::
+
+        sage: K = random_cone(max_dim=15, solid=False, strictly_convex=True)
+        sage: actual = lyapunov_rank(K)
+        sage: (phi1, _) = span_iso(K)
+        sage: K_S = phi1(K)
+        sage: (phi2, _) = span_iso(K_S.dual())
+        sage: J_T = phi2(K_S.dual()).dual()
+        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: actual == expected
+        True
+
+        sage: K = random_cone(max_dim=15, solid=True, strictly_convex=False)
+        sage: actual = lyapunov_rank(K)
+        sage: (phi1, _) = span_iso(K)
+        sage: K_S = phi1(K)
+        sage: (phi2, _) = span_iso(K_S.dual())
+        sage: J_T = phi2(K_S.dual()).dual()
+        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: actual == expected
+        True
+
+        sage: K = random_cone(max_dim=15, solid=True, strictly_convex=True)
+        sage: actual = lyapunov_rank(K)
+        sage: (phi1, _) = span_iso(K)
+        sage: K_S = phi1(K)
+        sage: (phi2, _) = span_iso(K_S.dual())
+        sage: J_T = phi2(K_S.dual()).dual()
+        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: actual == expected
+        True
+
+        sage: K = random_cone(max_dim=15)
+        sage: actual = lyapunov_rank(K)
+        sage: (phi1, _) = span_iso(K)
+        sage: K_S = phi1(K)
+        sage: (phi2, _) = span_iso(K_S.dual())
+        sage: J_T = phi2(K_S.dual()).dual()
+        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: actual == expected
+        True
+
+    And test with the project_span function::
+
+        sage: K = random_cone(max_dim=15)
+        sage: actual = lyapunov_rank(K)
+        sage: K_S = project_span(K)
+        sage: P = project_span(K_S.dual()).dual()
+        sage: l = K.linear_subspace().dimension()
+        sage: codim = K.lattice_dim() - K.dim()
+        sage: expected = lyapunov_rank(P) + K.dim()*(l + codim) + codim**2
+        sage: actual == expected
+        True
+
     """
     return len(LL(K))