X-Git-Url: http://gitweb.michael.orlitzky.com/?a=blobdiff_plain;f=mjo%2Fcone%2Fcone.py;h=01ef5f9d5cc56b087344237b9b5c915423ac0921;hb=344df04250bdc5982eab521276fc08b509fd239f;hp=c71a24cbee0c9d0857fd3c8d8fe2ecbb0042238c;hpb=a4109ab945f5d3ed94207c936e60b5b187ae450b;p=sage.d.git diff --git a/mjo/cone/cone.py b/mjo/cone/cone.py index c71a24c..01ef5f9 100644 --- a/mjo/cone/cone.py +++ b/mjo/cone/cone.py @@ -1,20 +1,12 @@ from sage.all import * -def is_lyapunov_like(L,K): +def is_positive_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. + Determine whether or not ``L`` is positive on ``K``. - 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. + We say that ``L`` is positive on ``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``. INPUT: @@ -24,31 +16,36 @@ def is_lyapunov_like(L,K): OUTPUT: - ``True`` if it can be proven that ``L`` is Lyapunov-like on ``K``, + ``True`` if it can be proven that ``L`` is positive on ``K``, and ``False`` otherwise. .. WARNING:: - If this function returns ``True``, then ``L`` is Lyapunov-like + If this function returns ``True``, then ``L`` is positive 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" + positive 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. + product is nonnegative. + + EXAMPLES: - REFERENCES: + Positive operators on the nonnegative orthant are nonnegative + matrices:: - M. Orlitzky. The Lyapunov rank of an improper cone. - http://www.optimization-online.org/DB_HTML/2015/10/5135.html + 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 - EXAMPLES: + TESTS: - The identity is always Lyapunov-like in a nontrivial space:: + The identity is always positive in a nontrivial space:: sage: set_random_seed() sage: K = random_cone(min_ambient_dim=1, max_ambient_dim=8) sage: L = identity_matrix(K.lattice_dim()) - sage: is_lyapunov_like(L,K) + sage: is_positive_on(L,K) True As is the "zero" transformation:: @@ -56,716 +53,274 @@ def is_lyapunov_like(L,K): sage: K = random_cone(min_ambient_dim=1, 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_positive_on(L,K) True - Everything in ``K.lyapunov_like_basis()`` should be Lyapunov-like - on ``K``:: + Everything in ``K.positive_operators_gens()`` should be + positive 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: all([ is_positive_on(L,K) + ....: for L in K.positive_operators_gens() ]) + True + sage: all([ is_positive_on(L.change_ring(SR),K) + ....: for L in K.positive_operators_gens() ]) True """ - return all([(L*x).inner_product(s) == 0 - for (x,s) in K.discrete_complementarity_set()]) - - -def positive_operator_gens(K1, K2 = None): + if L.base_ring().is_exact(): + # This could potentially be extended to other types of ``K``... + return all([ L*x in K for x in K ]) + elif L.base_ring() is SR: + # 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() ]) + else: + # The only inexact ring that we're willing to work with is SR, + # since it can still be exact when working with symbolic + # constants like pi and e. + raise ValueError('base ring of operator L is neither SR nor exact') + + +def is_cross_positive_on(L,K): r""" - Compute generators of the cone of positive operators on this cone. A - linear operator on a cone is positive if the image of the cone under - the operator is a subset of the cone. This concept can be extended - to two cones, where the image of the first cone under a positive - operator is a subset of the second cone. + Determine whether or not ``L`` is cross-positive on ``K``. + + We say that ``L`` is cross-positive on ``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. INPUT: - - ``K2`` -- (default: ``K1``) the codomain cone; the image of this - cone under the returned operators is a subset of ``K2``. + - ``L`` -- A linear transformation or matrix. - OUTPUT: + - ``K`` -- A polyhedral closed convex cone. - A list of `m`-by-``n`` matrices where ``m == K2.lattice_dim()`` and - ``n == K1.lattice_dim()``. Each matrix ``P`` in the list should have - the property that ``P*x`` is an element of ``K2`` whenever ``x`` is - an element of ``K1``. Moreover, any nonnegative linear combination of - these matrices shares the same property. + OUTPUT: - REFERENCES: + ``True`` if it can be proven that ``L`` is cross-positive on ``K``, + and ``False`` otherwise. - .. [Orlitzky-Pi-Z] - M. Orlitzky. - Positive and Z-operators on closed convex cones. + .. WARNING:: - .. [Tam] - B.-S. Tam. - Some results of polyhedral cones and simplicial cones. - Linear and Multilinear Algebra, 4:4 (1977) 281--284. + If this function returns ``True``, then ``L`` is cross-positive + on ``K``. However, if ``False`` is returned, that could mean one + of two things. The first is that ``L`` is definitely not + cross-positive 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 nonnegative. EXAMPLES: - Positive operators on the nonnegative orthant are nonnegative matrices:: - - sage: K = Cone([(1,)]) - sage: positive_operator_gens(K) - [[1]] - - sage: K = Cone([(1,0),(0,1)]) - sage: positive_operator_gens(K) - [ - [1 0] [0 1] [0 0] [0 0] - [0 0], [0 0], [1 0], [0 1] - ] - - The trivial cone in a trivial space has no positive operators:: + The identity is always cross-positive in a nontrivial space:: - sage: K = Cone([], ToricLattice(0)) - sage: positive_operator_gens(K) - [] - - Every operator is positive on the trivial cone:: - - sage: K = Cone([(0,)]) - sage: positive_operator_gens(K) - [[1], [-1]] - - sage: K = Cone([(0,0)]) - sage: K.is_trivial() + sage: set_random_seed() + sage: K = random_cone(min_ambient_dim=1, max_ambient_dim=8) + sage: L = identity_matrix(K.lattice_dim()) + sage: is_cross_positive_on(L,K) True - sage: positive_operator_gens(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] - ] - - Every operator is positive on the ambient vector space:: - sage: K = Cone([(1,),(-1,)]) - sage: K.is_full_space() - True - sage: positive_operator_gens(K) - [[1], [-1]] + As is the "zero" transformation:: - sage: K = Cone([(1,0),(-1,0),(0,1),(0,-1)]) - sage: K.is_full_space() + sage: K = random_cone(min_ambient_dim=1, 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 - sage: positive_operator_gens(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] - ] - - A non-obvious application is to find the positive operators on the - right half-plane:: - - sage: K = Cone([(1,0),(0,1),(0,-1)]) - sage: positive_operator_gens(K) - [ - [1 0] [0 0] [ 0 0] [0 0] [ 0 0] - [0 0], [1 0], [-1 0], [0 1], [ 0 -1] - ] TESTS: - Each positive operator generator should send the generators of one - cone into the other cone:: - - sage: set_random_seed() - sage: K1 = random_cone(max_ambient_dim=4) - sage: K2 = random_cone(max_ambient_dim=4) - sage: pi_K1_K2 = positive_operator_gens(K1,K2) - sage: all([ K2.contains(P*x) for P in pi_K1_K2 for x in K1 ]) - True - - Each positive operator generator should send a random element of one - cone into the other cone:: + Everything in ``K.cross_positive_operators_gens()`` should be + cross-positive on ``K``:: - sage: set_random_seed() - sage: K1 = random_cone(max_ambient_dim=4) - sage: K2 = random_cone(max_ambient_dim=4) - sage: pi_K1_K2 = positive_operator_gens(K1,K2) - sage: all([ K2.contains(P*K1.random_element(QQ)) for P in pi_K1_K2 ]) + sage: K = random_cone(min_ambient_dim=1, max_ambient_dim=6) + sage: all([ is_cross_positive_on(L,K) + ....: for L in K.cross_positive_operators_gens() ]) True - - A random element of the positive operator cone should send the - generators of one cone into the other cone:: - - sage: set_random_seed() - sage: K1 = random_cone(max_ambient_dim=4) - sage: K2 = random_cone(max_ambient_dim=4) - sage: pi_K1_K2 = positive_operator_gens(K1,K2) - sage: L = ToricLattice(K1.lattice_dim() * K2.lattice_dim()) - sage: pi_cone = Cone([ g.list() for g in pi_K1_K2 ], - ....: lattice=L, - ....: check=False) - sage: P = matrix(K2.lattice_dim(), - ....: K1.lattice_dim(), - ....: pi_cone.random_element(QQ).list()) - sage: all([ K2.contains(P*x) for x in K1 ]) + sage: all([ is_cross_positive_on(L.change_ring(SR),K) + ....: for L in K.cross_positive_operators_gens() ]) True - A random element of the positive operator cone should send a random - element of one cone into the other cone:: - - sage: set_random_seed() - sage: K1 = random_cone(max_ambient_dim=4) - sage: K2 = random_cone(max_ambient_dim=4) - sage: pi_K1_K2 = positive_operator_gens(K1,K2) - sage: L = ToricLattice(K1.lattice_dim() * K2.lattice_dim()) - sage: pi_cone = Cone([ g.list() for g in pi_K1_K2 ], - ....: lattice=L, - ....: check=False) - sage: P = matrix(K2.lattice_dim(), - ....: K1.lattice_dim(), - ....: pi_cone.random_element(QQ).list()) - sage: K2.contains(P*K1.random_element(ring=QQ)) - True + """ + if L.base_ring().is_exact() or L.base_ring() is SR: + return all([ s*(L*x) >= 0 + for (x,s) in K.discrete_complementarity_set() ]) + else: + # The only inexact ring that we're willing to work with is SR, + # since it can still be exact when working with symbolic + # constants like pi and e. + raise ValueError('base ring of operator L is neither SR nor exact') - The lineality space of the dual of the cone of positive operators - can be computed from the lineality spaces of the cone and its dual:: - sage: set_random_seed() - sage: K = random_cone(max_ambient_dim=4) - sage: pi_of_K = positive_operator_gens(K) - sage: L = ToricLattice(K.lattice_dim()**2) - sage: pi_cone = Cone([ g.list() for g in pi_of_K ], - ....: lattice=L, - ....: check=False) - sage: actual = pi_cone.dual().linear_subspace() - sage: U1 = [ vector((s.tensor_product(x)).list()) - ....: for x in K.lines() - ....: for s in K.dual() ] - sage: U2 = [ vector((s.tensor_product(x)).list()) - ....: for x in K - ....: for s in K.dual().lines() ] - sage: expected = pi_cone.lattice().vector_space().span(U1 + U2) - sage: actual == expected - True +def is_Z_on(L,K): + r""" + Determine whether or not ``L`` is a Z-operator on ``K``. - The lineality of the dual of the cone of positive operators - is known from its lineality space:: + We say that ``L`` is a Z-operator on ``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. - sage: set_random_seed() - sage: K = random_cone(max_ambient_dim=4) - sage: n = K.lattice_dim() - sage: m = K.dim() - sage: l = K.lineality() - sage: pi_of_K = positive_operator_gens(K) - sage: L = ToricLattice(n**2) - sage: pi_cone = Cone([p.list() for p in pi_of_K], - ....: lattice=L, - ....: check=False) - sage: actual = pi_cone.dual().lineality() - sage: expected = l*(m - l) + m*(n - m) - sage: actual == expected - True + A matrix is a Z-operator on ``K`` if and only if its negation is a + cross-positive operator on ``K``. - The dimension of the cone of positive operators is given by the - corollary in my paper:: + INPUT: - sage: set_random_seed() - sage: K = random_cone(max_ambient_dim=4) - sage: n = K.lattice_dim() - sage: m = K.dim() - sage: l = K.lineality() - sage: pi_of_K = positive_operator_gens(K) - sage: L = ToricLattice(n**2) - sage: pi_cone = Cone([p.list() for p in pi_of_K], - ....: lattice=L, - ....: check=False) - sage: actual = pi_cone.dim() - sage: expected = n**2 - l*(m - l) - (n - m)*m - sage: actual == expected - True + - ``L`` -- A linear transformation or matrix. - The trivial cone, full space, and half-plane all give rise to the - expected dimensions:: + - ``K`` -- A polyhedral closed convex cone. - sage: n = ZZ.random_element().abs() - sage: K = Cone([[0] * n], ToricLattice(n)) - sage: K.is_trivial() - True - sage: L = ToricLattice(n^2) - sage: pi_of_K = positive_operator_gens(K) - sage: pi_cone = Cone([p.list() for p in pi_of_K], - ....: lattice=L, - ....: check=False) - sage: actual = pi_cone.dim() - sage: actual == n^2 - True - sage: K = K.dual() - sage: K.is_full_space() - True - sage: pi_of_K = positive_operator_gens(K) - sage: pi_cone = Cone([p.list() for p in pi_of_K], - ....: lattice=L, - ....: check=False) - sage: actual = pi_cone.dim() - sage: actual == n^2 - True - sage: K = Cone([(1,0),(0,1),(0,-1)]) - sage: pi_of_K = positive_operator_gens(K) - sage: actual = Cone([p.list() for p in pi_of_K], check=False).dim() - sage: actual == 3 - True + OUTPUT: - The lineality of the cone of positive operators follows from the - description of its generators:: + ``True`` if it can be proven that ``L`` is a Z-operator on ``K``, + and ``False`` otherwise. - sage: set_random_seed() - sage: K = random_cone(max_ambient_dim=4) - sage: n = K.lattice_dim() - sage: pi_of_K = positive_operator_gens(K) - sage: L = ToricLattice(n**2) - sage: pi_cone = Cone([p.list() for p in pi_of_K], - ....: lattice=L, - ....: check=False) - sage: actual = pi_cone.lineality() - sage: expected = n**2 - K.dim()*K.dual().dim() - sage: actual == expected - True + .. WARNING:: - The trivial cone, full space, and half-plane all give rise to the - expected linealities:: + If this function returns ``True``, then ``L`` is a Z-operator + on ``K``. However, if ``False`` is returned, that could mean one + of two things. The first is that ``L`` is definitely not + a Z-operator 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 nonnegative. - sage: n = ZZ.random_element().abs() - sage: K = Cone([[0] * n], ToricLattice(n)) - sage: K.is_trivial() - True - sage: L = ToricLattice(n^2) - sage: pi_of_K = positive_operator_gens(K) - sage: pi_cone = Cone([p.list() for p in pi_of_K], - ....: lattice=L, - ....: check=False) - sage: actual = pi_cone.lineality() - sage: actual == n^2 - True - sage: K = K.dual() - sage: K.is_full_space() - True - sage: pi_of_K = positive_operator_gens(K) - sage: pi_cone = Cone([p.list() for p in pi_of_K], lattice=L) - sage: pi_cone.lineality() == n^2 - True - sage: K = Cone([(1,0),(0,1),(0,-1)]) - sage: pi_of_K = positive_operator_gens(K) - sage: pi_cone = Cone([p.list() for p in pi_of_K], check=False) - sage: actual = pi_cone.lineality() - sage: actual == 2 - True + EXAMPLES: - A cone is proper if and only if its cone of positive operators - is proper:: + The identity is always a Z-operator in a nontrivial space:: sage: set_random_seed() - sage: K = random_cone(max_ambient_dim=4) - sage: pi_of_K = positive_operator_gens(K) - sage: L = ToricLattice(K.lattice_dim()**2) - sage: pi_cone = Cone([p.list() for p in pi_of_K], - ....: lattice=L, - ....: check=False) - sage: K.is_proper() == pi_cone.is_proper() + sage: K = random_cone(min_ambient_dim=1, max_ambient_dim=8) + sage: L = identity_matrix(K.lattice_dim()) + sage: is_Z_on(L,K) True - The positive operators of a permuted cone can be obtained by - conjugation:: + As is the "zero" transformation:: - sage: set_random_seed() - sage: K = random_cone(max_ambient_dim=4) - sage: L = ToricLattice(K.lattice_dim()**2) - sage: p = SymmetricGroup(K.lattice_dim()).random_element().matrix() - sage: pK = Cone([ p*k for k in K ], K.lattice(), check=False) - sage: pi_of_pK = positive_operator_gens(pK) - sage: actual = Cone([t.list() for t in pi_of_pK], - ....: lattice=L, - ....: check=False) - sage: pi_of_K = positive_operator_gens(K) - sage: expected = Cone([(p*t*p.inverse()).list() for t in pi_of_K], - ....: lattice=L, - ....: check=False) - sage: actual.is_equivalent(expected) + sage: K = random_cone(min_ambient_dim=1, max_ambient_dim=8) + sage: R = K.lattice().vector_space().base_ring() + sage: L = zero_matrix(R, K.lattice_dim()) + sage: is_Z_on(L,K) True - A transformation is positive on a cone if and only if its adjoint is - positive on the dual of that cone:: - - sage: set_random_seed() - sage: K = random_cone(max_ambient_dim=4) - sage: F = K.lattice().vector_space().base_field() - sage: n = K.lattice_dim() - sage: L = ToricLattice(n**2) - sage: W = VectorSpace(F, n**2) - sage: pi_of_K = positive_operator_gens(K) - sage: pi_of_K_star = positive_operator_gens(K.dual()) - sage: pi_cone = Cone([p.list() for p in pi_of_K], - ....: lattice=L, - ....: check=False) - sage: pi_star = Cone([p.list() for p in pi_of_K_star], - ....: lattice=L, - ....: check=False) - sage: M = MatrixSpace(F, n) - sage: L = M(pi_cone.random_element(ring=QQ).list()) - sage: pi_star.contains(W(L.transpose().list())) - True + TESTS: - sage: L = W.random_element() - sage: L_star = W(M(L.list()).transpose().list()) - sage: pi_cone.contains(L) == pi_star.contains(L_star) - True + Everything in ``K.Z_operators_gens()`` should be a Z-operator + on ``K``:: - The Lyapunov rank of the positive operator cone is the product of - the Lyapunov ranks of the associated cones if they're all proper:: - - sage: K1 = random_cone(max_ambient_dim=4, - ....: strictly_convex=True, - ....: solid=True) - sage: K2 = random_cone(max_ambient_dim=4, - ....: strictly_convex=True, - ....: solid=True) - sage: pi_K1_K2 = positive_operator_gens(K1,K2) - sage: L = ToricLattice(K1.lattice_dim() * K2.lattice_dim()) - sage: pi_cone = Cone([ g.list() for g in pi_K1_K2 ], - ....: lattice=L, - ....: check=False) - sage: beta1 = K1.lyapunov_rank() - sage: beta2 = K2.lyapunov_rank() - sage: pi_cone.lyapunov_rank() == beta1*beta2 + sage: K = random_cone(min_ambient_dim=1, max_ambient_dim=6) + sage: all([ is_Z_on(L,K) + ....: for L in K.Z_operators_gens() ]) True - - The Lyapunov-like operators on a proper polyhedral positive operator - cone can be computed from the Lyapunov-like operators on the cones - with respect to which the operators are positive:: - - sage: K1 = random_cone(max_ambient_dim=4, - ....: strictly_convex=True, - ....: solid=True) - sage: K2 = random_cone(max_ambient_dim=4, - ....: strictly_convex=True, - ....: solid=True) - sage: pi_K1_K2 = positive_operator_gens(K1,K2) - sage: F = K1.lattice().base_field() - sage: m = K1.lattice_dim() - sage: n = K2.lattice_dim() - sage: L = ToricLattice(m*n) - sage: M1 = MatrixSpace(F, m, m) - sage: M2 = MatrixSpace(F, n, n) - sage: LL_K1 = [ M1(x.list()) for x in K1.dual().lyapunov_like_basis() ] - sage: LL_K2 = [ M2(x.list()) for x in K2.lyapunov_like_basis() ] - sage: tps = [ s.tensor_product(x) for x in LL_K1 for s in LL_K2 ] - sage: W = VectorSpace(F, (m**2)*(n**2)) - sage: expected = span(F, [ W(x.list()) for x in tps ]) - sage: pi_cone = Cone([p.list() for p in pi_K1_K2], - ....: lattice=L, - ....: check=False) - sage: LL_pi = pi_cone.lyapunov_like_basis() - sage: actual = span(F, [ W(x.list()) for x in LL_pi ]) - sage: actual == expected + sage: all([ is_Z_on(L.change_ring(SR),K) + ....: for L in K.Z_operators_gens() ]) True """ - if K2 is None: - K2 = K1 - - # Matrices are not vectors in Sage, so we have to convert them - # to vectors explicitly before we can find a basis. We need these - # two values to construct the appropriate "long vector" space. - F = K1.lattice().base_field() - n = K1.lattice_dim() - m = K2.lattice_dim() - - tensor_products = [ s.tensor_product(x) for x in K1 for s in K2.dual() ] - - # Convert those tensor products to long vectors. - W = VectorSpace(F, n*m) - vectors = [ W(tp.list()) for tp in tensor_products ] + return is_cross_positive_on(-L,K) - check = True - if K1.is_proper() and K2.is_proper(): - # All of the generators involved are extreme vectors and - # therefore minimal [Tam]_. If this cone is neither solid nor - # strictly convex, then the tensor product of ``s`` and ``x`` - # is the same as that of ``-s`` and ``-x``. However, as a - # /set/, ``tensor_products`` may still be minimal. - check = False - # Create the dual cone of the positive operators, expressed as - # long vectors. - pi_dual = Cone(vectors, ToricLattice(W.dimension()), check=check) +def is_lyapunov_like_on(L,K): + r""" + Determine whether or not ``L`` is Lyapunov-like on ``K``. - # Now compute the desired cone from its dual... - pi_cone = pi_dual.dual() + 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``. This property need only be checked for generators of + ``K`` and its dual. - # And finally convert its rays back to matrix representations. - M = MatrixSpace(F, m, n) - return [ M(v.list()) for v in pi_cone ] + INPUT: + - ``L`` -- A linear transformation or matrix. -def Z_operator_gens(K): - r""" - Compute generators of the cone of Z-operators on this cone. + - ``K`` -- A polyhedral closed convex 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 of - this cone's :meth:`discrete_complementarity_set`. Moreover, any - conic (nonnegative linear) combination of these matrices shares the - same property. + ``True`` if it can be proven that ``L`` is Lyapunov-like on ``K``, + and ``False`` otherwise. - REFERENCES: + .. WARNING:: - M. Orlitzky. - Positive and Z-operators on closed convex cones. + 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. EXAMPLES: - Z-operators 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_operator_gens(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_operator_gens(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-operators:: - - sage: K = Cone([], ToricLattice(0)) - sage: Z_operator_gens(K) - [] + Lyapunov-like operators on the nonnegative orthant are diagonal + matrices:: - Every operator is a Z-operator on the ambient vector space:: - - sage: K = Cone([(1,),(-1,)]) - sage: K.is_full_space() - True - sage: Z_operator_gens(K) - [[-1], [1]] - - sage: K = Cone([(1,0),(-1,0),(0,1),(0,-1)]) - sage: K.is_full_space() - True - sage: Z_operator_gens(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] - ] - - A non-obvious application is to find the Z-operators on the - right half-plane:: - - sage: K = Cone([(1,0),(0,1),(0,-1)]) - sage: Z_operator_gens(K) - [ - [-1 0] [1 0] [ 0 0] [0 0] [ 0 0] [0 0] - [ 0 0], [0 0], [-1 0], [1 0], [ 0 -1], [0 1] - ] - - Z-operators 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_operator_gens(K) ]) - sage: zs == lls + 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 Z-property is possessed by every Z-operator:: - - sage: set_random_seed() - sage: K = random_cone(max_ambient_dim=4) - sage: Z_of_K = Z_operator_gens(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 the cone of Z-operators is the space of - Lyapunov-like operators:: - - sage: set_random_seed() - sage: K = random_cone(max_ambient_dim=4) - sage: L = ToricLattice(K.lattice_dim()**2) - sage: Z_cone = Cone([ z.list() for z in Z_operator_gens(K) ], - ....: lattice=L, - ....: check=False) - sage: ll_basis = [ vector(l.list()) for l in K.lyapunov_like_basis() ] - sage: lls = L.vector_space().span(ll_basis) - sage: Z_cone.linear_subspace() == lls - True - - The lineality of the Z-operators on a cone is the Lyapunov - rank of that cone:: - - sage: set_random_seed() - sage: K = random_cone(max_ambient_dim=4) - sage: Z_of_K = Z_operator_gens(K) - sage: L = ToricLattice(K.lattice_dim()**2) - sage: Z_cone = Cone([ z.list() for z in Z_of_K ], - ....: lattice=L, - ....: check=False) - sage: Z_cone.lineality() == K.lyapunov_rank() - True - - The lineality spaces of the duals of the positive and Z-operator - cones are equal. From this it follows that the dimensions of the - Z-operator cone and positive operator cone are equal:: + The identity is always Lyapunov-like in a nontrivial space:: sage: set_random_seed() - sage: K = random_cone(max_ambient_dim=4) - sage: pi_of_K = positive_operator_gens(K) - sage: Z_of_K = Z_operator_gens(K) - sage: L = ToricLattice(K.lattice_dim()**2) - sage: pi_cone = Cone([p.list() for p in pi_of_K], - ....: lattice=L, - ....: check=False) - sage: Z_cone = Cone([ z.list() for z in Z_of_K], - ....: lattice=L, - ....: check=False) - sage: pi_cone.dim() == Z_cone.dim() - True - sage: pi_star = pi_cone.dual() - sage: z_star = Z_cone.dual() - sage: pi_star.linear_subspace() == z_star.linear_subspace() + sage: K = random_cone(min_ambient_dim=1, max_ambient_dim=8) + sage: L = identity_matrix(K.lattice_dim()) + sage: is_lyapunov_like_on(L,K) True - The trivial cone, full space, and half-plane all give rise to the - expected dimensions:: + As is the "zero" transformation:: - sage: n = ZZ.random_element().abs() - sage: K = Cone([[0] * n], ToricLattice(n)) - sage: K.is_trivial() - True - sage: L = ToricLattice(n^2) - sage: Z_of_K = Z_operator_gens(K) - sage: Z_cone = Cone([z.list() for z in Z_of_K], - ....: lattice=L, - ....: check=False) - sage: actual = Z_cone.dim() - sage: actual == n^2 - True - sage: K = K.dual() - sage: K.is_full_space() - True - sage: Z_of_K = Z_operator_gens(K) - sage: Z_cone = Cone([z.list() for z in Z_of_K], - ....: lattice=L, - ....: check=False) - sage: actual = Z_cone.dim() - sage: actual == n^2 - True - sage: K = Cone([(1,0),(0,1),(0,-1)]) - sage: Z_of_K = Z_operator_gens(K) - sage: Z_cone = Cone([z.list() for z in Z_of_K], check=False) - sage: Z_cone.dim() == 3 + sage: K = random_cone(min_ambient_dim=1, max_ambient_dim=8) + sage: R = K.lattice().vector_space().base_ring() + sage: L = zero_matrix(R, K.lattice_dim()) + sage: is_lyapunov_like_on(L,K) True - The Z-operators of a permuted cone can be obtained by conjugation:: + Everything in ``K.lyapunov_like_basis()`` should be Lyapunov-like + on ``K``:: - sage: set_random_seed() - sage: K = random_cone(max_ambient_dim=4) - sage: L = ToricLattice(K.lattice_dim()**2) - sage: p = SymmetricGroup(K.lattice_dim()).random_element().matrix() - sage: pK = Cone([ p*k for k in K ], K.lattice(), check=False) - sage: Z_of_pK = Z_operator_gens(pK) - sage: actual = Cone([t.list() for t in Z_of_pK], - ....: lattice=L, - ....: check=False) - sage: Z_of_K = Z_operator_gens(K) - sage: expected = Cone([(p*t*p.inverse()).list() for t in Z_of_K], - ....: lattice=L, - ....: check=False) - sage: actual.is_equivalent(expected) + sage: K = random_cone(min_ambient_dim=1, max_ambient_dim=6) + sage: all([ is_lyapunov_like_on(L,K) + ....: for L in K.lyapunov_like_basis() ]) True - - An operator is a Z-operator on a cone if and only if its - adjoint is a Z-operator on the dual of that cone:: - - sage: set_random_seed() - sage: K = random_cone(max_ambient_dim=4) - sage: F = K.lattice().vector_space().base_field() - sage: n = K.lattice_dim() - sage: L = ToricLattice(n**2) - sage: W = VectorSpace(F, n**2) - sage: Z_of_K = Z_operator_gens(K) - sage: Z_of_K_star = Z_operator_gens(K.dual()) - sage: Z_cone = Cone([p.list() for p in Z_of_K], - ....: lattice=L, - ....: check=False) - sage: Z_star = Cone([p.list() for p in Z_of_K_star], - ....: lattice=L, - ....: check=False) - sage: M = MatrixSpace(F, n) - sage: L = M(Z_cone.random_element(ring=QQ).list()) - sage: Z_star.contains(W(L.transpose().list())) + sage: all([ is_lyapunov_like_on(L.change_ring(SR),K) + ....: for L in K.lyapunov_like_basis() ]) True - sage: L = W.random_element() - sage: L_star = W(M(L.list()).transpose().list()) - sage: Z_cone.contains(L) == Z_star.contains(L_star) - True """ - # Matrices are not vectors in Sage, so we have to convert them - # to vectors explicitly before we can find a basis. We need these - # two values to construct the appropriate "long vector" space. - F = K.lattice().base_field() - n = K.lattice_dim() - - # These tensor products contain generators for the dual cone of - # the cross-positive operators. - tensor_products = [ s.tensor_product(x) - for (x,s) in K.discrete_complementarity_set() ] - - # Turn our matrices into long vectors... - W = VectorSpace(F, n**2) - vectors = [ W(m.list()) for m in tensor_products ] - - check = True - if K.is_proper(): - # All of the generators involved are extreme vectors and - # therefore minimal. If this cone is neither solid nor - # strictly convex, then the tensor product of ``s`` and ``x`` - # is the same as that of ``-s`` and ``-x``. However, as a - # /set/, ``tensor_products`` may still be minimal. - check = False - - # Create the dual cone of the cross-positive operators, - # expressed as long vectors. - Sigma_dual = Cone(vectors, lattice=ToricLattice(W.dimension()), check=check) - - # 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-operators and - # not cross-positive ones. - M = MatrixSpace(F, n) - return [ -M(v.list()) for v in Sigma_cone ] - + if L.base_ring().is_exact() or L.base_ring() is SR: + # The "fast method" of creating a vector space based on a + # ``lyapunov_like_basis`` is actually slower than this. + return all([ s*(L*x) == 0 + for (x,s) in K.discrete_complementarity_set() ]) + else: + # The only inexact ring that we're willing to work with is SR, + # since it can still be exact when working with symbolic + # constants like pi and e. + raise ValueError('base ring of operator L is neither SR nor exact') 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 Z_cone(K): - gens = Z_operator_gens(K) +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) -def pi_cone(K): - gens = positive_operator_gens(K) +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) + +def pi_cone(K1, K2=None): + if K2 is None: + 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)