-# Sage doesn't load ~/.sage/init.sage during testing (sage -t), so we
-# have to explicitly mangle our sitedir here so that "mjo.cone"
-# resolves.
-from os.path import abspath
-from site import addsitedir
-addsitedir(abspath('../../'))
-
from sage.all import *
+def LL_cone(K):
+ gens = K.lyapunov_like_basis()
+ L = ToricLattice(K.lattice_dim()**2)
+ return Cone(( g.list() for g in gens ), lattice=L, check=False)
-def project_span(K, K2 = None):
- r"""
- Return a "copy" of ``K`` embeded in a lower-dimensional 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
+def Sigma_cone(K):
+ gens = K.cross_positive_operators_gens()
+ L = ToricLattice(K.lattice_dim()**2)
+ return Cone(( g.list() for g in gens ), lattice=L, check=False)
- 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
+def Z_cone(K):
+ gens = K.Z_operators_gens()
+ L = ToricLattice(K.lattice_dim()**2)
+ return Cone(( g.list() for g in gens ), lattice=L, check=False)
- """
- # Allow us to use a second cone to generate the subspace into
- # which we're "projecting."
+def pi_cone(K1, K2=None):
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.
-
- 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.
-
- 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.
-
- 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::
-
- 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
- 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.
-
- OUTPUT:
-
- 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
-
- Try the formula in my paper::
-
- sage: K = random_cone(max_dim=15, max_rays=25)
- sage: actual = lyapunov_rank(K)
- sage: K_S = project_span(K)
- sage: J_T1 = project_span(K, K_S.dual())
- sage: J_T2 = project_span(K_S.dual()).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: actual == expected
- True
-
- """
- V = K.lattice().vector_space()
-
- 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
-
-
-
-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:
-
- 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.
-
- 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 (see the first reference).
-
- .. note::
-
- In the references, the cones are always assumed to be proper. We
- do not impose this restriction.
-
- .. seealso::
-
- :meth:`is_proper`
-
- ALGORITHM:
-
- The codimension formula from the second reference is used. We find
- all pairs `(x,s)` in the complementarity set of `K` such that `x`
- and `s` are rays of our cone. It is known that these vectors are
- sufficient to apply the codimension formula. Once we have all such
- pairs, we "brute force" the codimension formula by finding all
- linearly-independent `xs^{T}`.
-
- 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.
-
- .. [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.
-
- EXAMPLES:
-
- The nonnegative orthant in `\mathbb{R}^{n}` always has rank `n`
- [Rudolf et al.]_::
-
- sage: positives = Cone([(1,)])
- sage: lyapunov_rank(positives)
- 1
- sage: quadrant = Cone([(1,0), (0,1)])
- sage: lyapunov_rank(quadrant)
- 2
- sage: octant = Cone([(1,0,0), (0,1,0), (0,0,1)])
- sage: lyapunov_rank(octant)
- 3
-
- The `L^{3}_{1}` cone is known to have a Lyapunov rank of one
- [Rudolf et al.]_::
-
- 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.]_::
-
- 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.]_::
-
- 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: K = L31.cartesian_product(octant)
- sage: lyapunov_rank(K) == lyapunov_rank(L31) + lyapunov_rank(octant)
- True
-
- Two isomorphic cones should have the same Lyapunov rank [Rudolf et al.]_.
- The cone ``K`` in the following example is isomorphic to the nonnegative
- octant in `\mathbb{R}^{3}`::
-
- sage: K = Cone([(1,2,3), (-1,1,0), (1,0,6)])
- sage: lyapunov_rank(K)
- 3
-
- The dual cone `K^{*}` of ``K`` should have the same Lyapunov rank as ``K``
- itself [Rudolf et al.]_::
-
- sage: K = Cone([(2,2,4), (-1,9,0), (2,0,6)])
- sage: lyapunov_rank(K) == lyapunov_rank(K.dual())
- True
-
- TESTS:
-
- The Lyapunov rank should be additive on a product of cones
- [Rudolf et al.]_::
-
- sage: K1 = random_cone(max_dim=10, max_rays=10)
- sage: K2 = random_cone(max_dim=10, max_rays=10)
- sage: K = K1.cartesian_product(K2)
- sage: lyapunov_rank(K) == 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.]_::
-
- sage: K = random_cone(max_dim=10, max_rays=10)
- sage: lyapunov_rank(K) == lyapunov_rank(K.dual())
- True
-
- The Lyapunov rank of a proper polyhedral cone in `n` dimensions can
- be any number between `1` and `n` inclusive, excluding `n-1`
- [Gowda/Tao]_. By accident, the `n-1` restriction will hold for the
- 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: b = lyapunov_rank(K)
- sage: n = K.lattice_dim()
- sage: (n == 0 or 1 <= b) and b <= n
- True
- sage: b == n-1
- False
-
- """
- return len(LL(K))
+ K2 = K1
+ gens = K1.positive_operators_gens(K2)
+ L = ToricLattice(K1.lattice_dim()*K2.lattice_dim())
+ return Cone(( g.list() for g in gens ), lattice=L, check=False)
projects / sage.d.git / blobdiff