X-Git-Url: http://gitweb.michael.orlitzky.com/?a=blobdiff_plain;ds=sidebyside;f=mjo%2Fcone%2Fcone.py;h=aeec0c90b5f582c8ba858d4b616fff191fb6d529;hb=c2d15c0884c8b92483f58826747887bd2bcdcdeb;hp=7e9c549eec66ede6dc0c94bd67e0e16d4d999538;hpb=455255081db7cf2fbb9a221029a19d7d17310577;p=sage.d.git diff --git a/mjo/cone/cone.py b/mjo/cone/cone.py index 7e9c549..aeec0c9 100644 --- a/mjo/cone/cone.py +++ b/mjo/cone/cone.py @@ -1,74 +1,436 @@ from sage.all import * +from sage.geometry.cone import is_Cone -def is_lyapunov_like(L,K): +def is_positive_on(L,K): + r""" + Determine whether or not ``L`` is positive on ``K``. + + We say that ``L`` is positive on a closed convex cone ``K`` if + `L\left\lparen x \right\rparen` belongs to ``K`` for all `x` in + ``K``. This property need only be checked for generators of ``K``. + + To reliably check whether or not ``L`` is positive, its base ring + must be either exact (for example, the rationals) or ``SR``. An + exact ring is more reliable, but in some cases a matrix whose + entries contain symbolic constants like ``e`` and ``pi`` will work. + + INPUT: + + - ``L`` -- A matrix over either an exact ring or ``SR``. + + - ``K`` -- A polyhedral closed convex cone. + + OUTPUT: + + If the base ring of ``L`` is exact, then ``True`` will be returned if + and only if ``L`` is positive on ``K``. + + If the base ring of ``L`` is ``SR``, then the situation is more + complicated: + + - ``True`` will be returned if it can be proven that ``L`` + is positive on ``K``. + - ``False`` will be returned if it can be proven that ``L`` + is not positive on ``K``. + - ``False`` will also be returned if we can't decide; specifically + if we arrive at a symbolic inequality that cannot be resolved. + + .. SEEALSO:: + + :func:`is_cross_positive_on`, + :func:`is_Z_operator_on`, + :func:`is_lyapunov_like_on` + + EXAMPLES: + + Nonnegative matrices are positive operators on the nonnegative + orthant:: + + sage: K = Cone([(1,0,0),(0,1,0),(0,0,1)]) + sage: L = random_matrix(QQ,3).apply_map(abs) + sage: is_positive_on(L,K) + True + + TESTS: + + The identity operator is always positive:: + + sage: set_random_seed() + sage: K = random_cone(max_ambient_dim=8) + sage: L = identity_matrix(K.lattice_dim()) + sage: is_positive_on(L,K) + True + + The "zero" operator is always positive:: + + sage: K = random_cone(max_ambient_dim=8) + sage: R = K.lattice().vector_space().base_ring() + sage: L = zero_matrix(R, K.lattice_dim()) + sage: is_positive_on(L,K) + True + + Everything in ``K.positive_operators_gens()`` should be + positive on ``K``:: + + sage: K = random_cone(max_ambient_dim=5) + sage: all([ is_positive_on(L,K) # long time + ....: for L in K.positive_operators_gens() ]) # long time + True + sage: all([ is_positive_on(L.change_ring(SR),K) # long time + ....: for L in K.positive_operators_gens() ]) # long time + True + + Technically we could test this, but for now only closed convex cones + are supported as our ``K`` argument:: + + sage: K = [ vector([1,2,3]), vector([5,-1,7]) ] + sage: L = identity_matrix(3) + sage: is_positive_on(L,K) + Traceback (most recent call last): + ... + TypeError: K must be a Cone. + + We can't give reliable answers over inexact rings:: + + sage: K = Cone([(1,2,3), (4,5,6)]) + sage: L = identity_matrix(RR,3) + sage: is_positive_on(L,K) + Traceback (most recent call last): + ... + ValueError: The base ring of L is neither SR nor exact. + + """ + + if not is_Cone(K): + raise TypeError('K must be a Cone.') + if not L.base_ring().is_exact() and not L.base_ring() is SR: + raise ValueError('The base ring of L is neither SR nor exact.') + + if L.base_ring().is_exact(): + # This should be way faster than computing the dual and + # checking a bunch of inequalities, but it doesn't work if + # ``L*x`` is symbolic. For example, ``e in Cone([(1,)])`` + # is true, but returns ``False``. + return all([ L*x in K for x in K ]) + else: + # Fall back to inequality-checking when the entries of ``L`` + # might be symbolic. + return all([ s*(L*x) >= 0 for x in K for s in K.dual() ]) + + +def is_cross_positive_on(L,K): + r""" + Determine whether or not ``L`` is cross-positive on ``K``. + + We say that ``L`` is cross-positive on a closed convex cone``K`` if + `\left\langle L\left\lparenx\right\rparen,s\right\rangle \ge 0` for + all pairs `\left\langle x,s \right\rangle` in the complementarity + set of ``K``. This property need only be checked for generators of + ``K`` and its dual. + + To reliably check whether or not ``L`` is cross-positive, its base + ring must be either exact (for example, the rationals) or ``SR``. An + exact ring is more reliable, but in some cases a matrix whose + entries contain symbolic constants like ``e`` and ``pi`` will work. + + INPUT: + + - ``L`` -- A matrix over either an exact ring or ``SR``. + + - ``K`` -- A polyhedral closed convex cone. + + OUTPUT: + + If the base ring of ``L`` is exact, then ``True`` will be returned if + and only if ``L`` is cross-positive on ``K``. + + If the base ring of ``L`` is ``SR``, then the situation is more + complicated: + + - ``True`` will be returned if it can be proven that ``L`` + is cross-positive on ``K``. + - ``False`` will be returned if it can be proven that ``L`` + is not cross-positive on ``K``. + - ``False`` will also be returned if we can't decide; specifically + if we arrive at a symbolic inequality that cannot be resolved. + + .. SEEALSO:: + + :func:`is_positive_on`, + :func:`is_Z_operator_on`, + :func:`is_lyapunov_like_on` + + EXAMPLES: + + The identity operator is always cross-positive:: + + sage: set_random_seed() + sage: K = random_cone(max_ambient_dim=8) + sage: L = identity_matrix(K.lattice_dim()) + sage: is_cross_positive_on(L,K) + True + + The "zero" operator is always cross-positive:: + + sage: K = random_cone(max_ambient_dim=8) + sage: R = K.lattice().vector_space().base_ring() + sage: L = zero_matrix(R, K.lattice_dim()) + sage: is_cross_positive_on(L,K) + True + + TESTS: + + Everything in ``K.cross_positive_operators_gens()`` should be + cross-positive on ``K``:: + + sage: K = random_cone(max_ambient_dim=5) + sage: all([ is_cross_positive_on(L,K) # long time + ....: for L in K.cross_positive_operators_gens() ]) # long time + True + sage: all([ is_cross_positive_on(L.change_ring(SR),K) # long time + ....: for L in K.cross_positive_operators_gens() ]) # long time + True + + Technically we could test this, but for now only closed convex cones + are supported as our ``K`` argument:: + + sage: L = identity_matrix(3) + sage: K = [ vector([8,2,-8]), vector([5,-5,7]) ] + sage: is_cross_positive_on(L,K) + Traceback (most recent call last): + ... + TypeError: K must be a Cone. + + We can't give reliable answers over inexact rings:: + + sage: K = Cone([(1,2,3), (4,5,6)]) + sage: L = identity_matrix(RR,3) + sage: is_cross_positive_on(L,K) + Traceback (most recent call last): + ... + ValueError: The base ring of L is neither SR nor exact. + + """ + if not is_Cone(K): + raise TypeError('K must be a Cone.') + if not L.base_ring().is_exact() and not L.base_ring() is SR: + raise ValueError('The base ring of L is neither SR nor exact.') + + return all([ s*(L*x) >= 0 + for (x,s) in K.discrete_complementarity_set() ]) + +def is_Z_operator_on(L,K): + r""" + Determine whether or not ``L`` is a Z-operator on ``K``. + + We say that ``L`` is a Z-operator on a closed convex cone``K`` if + `\left\langle L\left\lparenx\right\rparen,s\right\rangle \le 0` for + all pairs `\left\langle x,s \right\rangle` in the complementarity + set of ``K``. It is known that this property need only be checked + for generators of ``K`` and its dual. + + A matrix is a Z-operator on ``K`` if and only if its negation is a + cross-positive operator on ``K``. + + To reliably check whether or not ``L`` is a Z operator, its base + ring must be either exact (for example, the rationals) or ``SR``. An + exact ring is more reliable, but in some cases a matrix whose + entries contain symbolic constants like ``e`` and ``pi`` will work. + + INPUT: + + - ``L`` -- A matrix over either an exact ring or ``SR``. + + - ``K`` -- A polyhedral closed convex cone. + + OUTPUT: + + If the base ring of ``L`` is exact, then ``True`` will be returned if + and only if ``L`` is a Z-operator on ``K``. + + If the base ring of ``L`` is ``SR``, then the situation is more + complicated: + + - ``True`` will be returned if it can be proven that ``L`` + is a Z-operator on ``K``. + - ``False`` will be returned if it can be proven that ``L`` + is not a Z-operator on ``K``. + - ``False`` will also be returned if we can't decide; specifically + if we arrive at a symbolic inequality that cannot be resolved. + + .. SEEALSO:: + + :func:`is_positive_on`, + :func:`is_cross_positive_on`, + :func:`is_lyapunov_like_on` + + EXAMPLES: + + The identity operator is always a Z-operator:: + + sage: set_random_seed() + sage: K = random_cone(max_ambient_dim=8) + sage: L = identity_matrix(K.lattice_dim()) + sage: is_Z_operator_on(L,K) + True + + The "zero" operator is always a Z-operator:: + + sage: K = random_cone(max_ambient_dim=8) + sage: R = K.lattice().vector_space().base_ring() + sage: L = zero_matrix(R, K.lattice_dim()) + sage: is_Z_operator_on(L,K) + True + + TESTS: + + Everything in ``K.Z_operators_gens()`` should be a Z-operator + on ``K``:: + + sage: K = random_cone(max_ambient_dim=5) + sage: all([ is_Z_operator_on(L,K) # long time + ....: for L in K.Z_operators_gens() ]) # long time + True + sage: all([ is_Z_operator_on(L.change_ring(SR),K) # long time + ....: for L in K.Z_operators_gens() ]) # long time + True + + Technically we could test this, but for now only closed convex cones + are supported as our ``K`` argument:: + + sage: L = identity_matrix(3) + sage: K = [ vector([-4,20,3]), vector([1,-5,2]) ] + sage: is_Z_operator_on(L,K) + Traceback (most recent call last): + ... + TypeError: K must be a Cone. + + + We can't give reliable answers over inexact rings:: + + sage: K = Cone([(1,2,3), (4,5,6)]) + sage: L = identity_matrix(RR,3) + sage: is_Z_operator_on(L,K) + Traceback (most recent call last): + ... + ValueError: The base ring of L is neither SR nor exact. + + """ + return is_cross_positive_on(-L,K) + + +def is_lyapunov_like_on(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. + We say that ``L`` is Lyapunov-like on a closed convex cone ``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``. This property need only be checked for generators of + ``K`` and its dual. - There are faster ways of checking this property. For example, we - could compute a `lyapunov_like_basis` of the cone, and then test - whether or not the given matrix is contained in the span of that - basis. The value of this function is that it works on symbolic - matrices. + An operator is Lyapunov-like on ``K`` if and only if both the + operator itself and its negation are cross-positive on ``K``. + + To reliably check whether or not ``L`` is Lyapunov-like, its base + ring must be either exact (for example, the rationals) or ``SR``. An + exact ring is more reliable, but in some cases a matrix whose + entries contain symbolic constants like ``e`` and ``pi`` will work. INPUT: - - ``L`` -- A linear transformation or matrix. + - ``L`` -- A matrix over either an exact ring or ``SR``. - ``K`` -- A polyhedral closed convex cone. OUTPUT: - ``True`` if it can be proven that ``L`` is Lyapunov-like on ``K``, - and ``False`` otherwise. + If the base ring of ``L`` is exact, then ``True`` will be returned if + and only if ``L`` is Lyapunov-like on ``K``. - .. WARNING:: + If the base ring of ``L`` is ``SR``, then the situation is more + complicated: - 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. + - ``True`` will be returned if it can be proven that ``L`` + is Lyapunov-like on ``K``. + - ``False`` will be returned if it can be proven that ``L`` + is not Lyapunov-like on ``K``. + - ``False`` will also be returned if we can't decide; specifically + if we arrive at a symbolic inequality that cannot be resolved. - REFERENCES: + .. SEEALSO:: - M. Orlitzky. The Lyapunov rank of an improper cone. - http://www.optimization-online.org/DB_HTML/2015/10/5135.html + :func:`is_positive_on`, + :func:`is_cross_positive_on`, + :func:`is_Z_operator_on` EXAMPLES: - The identity is always Lyapunov-like in a nontrivial space:: + Diagonal matrices are Lyapunov-like operators on the nonnegative + orthant:: + + sage: K = Cone([(1,0,0),(0,1,0),(0,0,1)]) + sage: L = diagonal_matrix(random_vector(QQ,3)) + sage: is_lyapunov_like_on(L,K) + True + + TESTS: + + The identity operator is always Lyapunov-like:: sage: set_random_seed() - sage: K = random_cone(min_ambient_dim=1, max_ambient_dim=8) + sage: K = random_cone(max_ambient_dim=8) sage: L = identity_matrix(K.lattice_dim()) - sage: is_lyapunov_like(L,K) + sage: is_lyapunov_like_on(L,K) True - As is the "zero" transformation:: + The "zero" operator is always Lyapunov-like:: - sage: K = random_cone(min_ambient_dim=1, max_ambient_dim=8) + sage: K = random_cone(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) + sage: is_lyapunov_like_on(L,K) True - Everything in ``K.lyapunov_like_basis()`` should be Lyapunov-like - on ``K``:: + 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() ]) + sage: K = random_cone(max_ambient_dim=5) + sage: all([ is_lyapunov_like_on(L,K) # long time + ....: for L in K.lyapunov_like_basis() ]) # long time + True + sage: all([ is_lyapunov_like_on(L.change_ring(SR),K) # long time + ....: for L in K.lyapunov_like_basis() ]) # long time True + Technically we could test this, but for now only closed convex cones + are supported as our ``K`` argument:: + + sage: L = identity_matrix(3) + sage: K = [ vector([2,2,-1]), vector([5,4,-3]) ] + sage: is_lyapunov_like_on(L,K) + Traceback (most recent call last): + ... + TypeError: K must be a Cone. + + We can't give reliable answers over inexact rings:: + + sage: K = Cone([(1,2,3), (4,5,6)]) + sage: L = identity_matrix(RR,3) + sage: is_lyapunov_like_on(L,K) + Traceback (most recent call last): + ... + ValueError: The base ring of L is neither SR nor exact. + """ - return all([(L*x).inner_product(s) == 0 - for (x,s) in K.discrete_complementarity_set()]) + if not is_Cone(K): + raise TypeError('K must be a Cone.') + if not L.base_ring().is_exact() and not L.base_ring() is SR: + raise ValueError('The base ring of L is neither SR nor exact.') + + return all([ s*(L*x) == 0 + for (x,s) in K.discrete_complementarity_set() ]) + def LL_cone(K): gens = K.lyapunov_like_basis() @@ -76,18 +438,18 @@ def LL_cone(K): return Cone([ g.list() for g in gens ], lattice=L, check=False) def Sigma_cone(K): - gens = K.cross_positive_operator_gens() + gens = K.cross_positive_operators_gens() L = ToricLattice(K.lattice_dim()**2) return Cone([ g.list() for g in gens ], lattice=L, check=False) def Z_cone(K): - gens = K.Z_operator_gens() + gens = K.Z_operators_gens() L = ToricLattice(K.lattice_dim()**2) return Cone([ g.list() for g in gens ], lattice=L, check=False) def pi_cone(K1, K2=None): if K2 is None: K2 = K1 - gens = K1.positive_operator_gens(K2) + 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)