X-Git-Url: http://gitweb.michael.orlitzky.com/?a=blobdiff_plain;f=dunshire%2Fgames.py;h=951c7f4bc16088e4b82cc91cb90eb41c9e90db5f;hb=37d44f04834d61eb3c089b52e4ca7cdd75253520;hp=07a70b0a2b651a40c207d5d3bcdfd807d55f92df;hpb=0b6e486f52b6c42f78ba408543be0cc4b66fada7;p=dunshire.git diff --git a/dunshire/games.py b/dunshire/games.py index 07a70b0..951c7f4 100644 --- a/dunshire/games.py +++ b/dunshire/games.py @@ -220,8 +220,7 @@ class SymmetricLinearGame: [ 1], e2 = [ 1] [ 2] - [ 3], - Condition((L, K, e1, e2)) = 31.834... + [ 3] Lists can (and probably should) be used for every argument:: @@ -239,8 +238,7 @@ class SymmetricLinearGame: e1 = [ 1] [ 1], e2 = [ 1] - [ 1], - Condition((L, K, e1, e2)) = 1.707... + [ 1] The points ``e1`` and ``e2`` can also be passed as some other enumerable type (of the correct length) without much harm, since @@ -262,8 +260,7 @@ class SymmetricLinearGame: e1 = [ 1] [ 1], e2 = [ 1] - [ 1], - Condition((L, K, e1, e2)) = 1.707... + [ 1] However, ``L`` will always be intepreted as a list of rows, even if it is passed as a :class:`cvxopt.base.matrix` which is @@ -284,8 +281,7 @@ class SymmetricLinearGame: e1 = [ 1] [ 1], e2 = [ 1] - [ 1], - Condition((L, K, e1, e2)) = 6.073... + [ 1] >>> L = cvxopt.matrix(L) >>> print(L) [ 1 3] @@ -300,8 +296,7 @@ class SymmetricLinearGame: e1 = [ 1] [ 1], e2 = [ 1] - [ 1], - Condition((L, K, e1, e2)) = 6.073... + [ 1] """ def __init__(self, L, K, e1, e2): @@ -335,8 +330,7 @@ class SymmetricLinearGame: ' L = {:s},\n' \ ' K = {!s},\n' \ ' e1 = {:s},\n' \ - ' e2 = {:s},\n' \ - ' Condition((L, K, e1, e2)) = {:f}.' + ' e2 = {:s}' indented_L = '\n '.join(str(self.L()).splitlines()) indented_e1 = '\n '.join(str(self.e1()).splitlines()) indented_e2 = '\n '.join(str(self.e2()).splitlines()) @@ -344,8 +338,7 @@ class SymmetricLinearGame: return tpl.format(indented_L, str(self.K()), indented_e1, - indented_e2, - self.condition()) + indented_e2) def L(self): @@ -731,7 +724,7 @@ class SymmetricLinearGame: return CartesianProduct(self._K, self._K) def _h(self): - """ + r""" Return the ``h`` vector used in our CVXOPT construction. The ``h`` vector appears on the right-hand side of :math:`Gx + s @@ -773,7 +766,7 @@ class SymmetricLinearGame: @staticmethod def b(): - """ + r""" Return the ``b`` vector used in our CVXOPT construction. The vector ``b`` appears on the right-hand side of :math:`Ax = @@ -848,19 +841,82 @@ class SymmetricLinearGame: def _L_specnorm(self): """ - Compute the spectral norm of ``L`` and cache it. + Compute the spectral norm of :meth:`L` and cache it. + + The spectral norm of the matrix :meth:`L` is used in a few + places. Since it can be expensive to compute, we want to cache + its value. That is not possible in :func:`specnorm`, which lies + outside of a class, so this is the place to do it. + + Returns + ------- + + float + A nonnegative real number; the largest singular value of + the matrix :meth:`L`. + """ if self._L_specnorm_value is None: self._L_specnorm_value = specnorm(self.L()) return self._L_specnorm_value + def tolerance_scale(self, solution): - # Don't return anything smaller than 1... we can't go below - # out "minimum tolerance." + r""" + Return a scaling factor that should be applied to ``ABS_TOL`` + for this game. + + When performing certain comparisons, the default tolernace + ``ABS_TOL`` may not be appropriate. For example, if we expect + ``x`` and ``y`` to be within ``ABS_TOL`` of each other, than the + inner product of ``L*x`` and ``y`` can be as far apart as the + spectral norm of ``L`` times the sum of the norms of ``x`` and + ``y``. Such a comparison is made in :meth:`solution`, and in + many of our unit tests. + + The returned scaling factor found from the inner product mentioned + above is + + .. math:: + + \left\lVert L \right\rVert_{2} + \left( \left\lVert \bar{x} \right\rVert + + \left\lVert \bar{y} \right\rVert + \right), + + where :math:`\bar{x}` and :math:`\bar{y}` are optimal solutions + for players one and two respectively. This scaling factor is not + formally justified, but attempting anything smaller leads to + test failures. + + .. warning:: + + Optimal solutions are not unique, so the scaling factor + obtained from ``solution`` may not work when comparing other + solutions. + + Parameters + ---------- + + solution : Solution + A solution of this game, used to obtain the norms of the + optimal strategies. + + Returns + ------- + + float + A scaling factor to be multiplied by ``ABS_TOL`` when + making comparisons involving solutions of this game. + + """ norm_p1_opt = norm(solution.player1_optimal()) norm_p2_opt = norm(solution.player2_optimal()) scale = self._L_specnorm()*(norm_p1_opt + norm_p2_opt) - return max(1, scale/2.0) + + # Don't return anything smaller than 1... we can't go below + # out "minimum tolerance." + return max(1, scale) def solution(self): @@ -1162,8 +1218,7 @@ class SymmetricLinearGame: [ 3], e2 = [ 1] [ 1] - [ 1], - Condition((L, K, e1, e2)) = 44.476... + [ 1] """ # We pass ``self.L()`` right back into the constructor, because