X-Git-Url: http://gitweb.michael.orlitzky.com/?a=blobdiff_plain;f=mjo%2Fcone%2Fcone.py;h=28a84231d1eb461a1e12d0df258f980e48f21f2d;hb=b60f53acc5d274d07d836fc473ebeec77a3a953f;hp=a1ded5270032de21f2647de8453384fde4804c72;hpb=090b2c77aa4bd371d66885451f9df44c6b6d818f;p=sage.d.git diff --git a/mjo/cone/cone.py b/mjo/cone/cone.py index a1ded52..28a8423 100644 --- a/mjo/cone/cone.py +++ b/mjo/cone/cone.py @@ -67,12 +67,12 @@ def is_lyapunov_like(L,K): def motzkin_decomposition(K): r""" - Return the pair of components in the motzkin decomposition of this cone. + Return the pair of components in the Motzkin decomposition of this cone. Every convex cone is the direct sum of a strictly convex cone and a - linear subspace. Return a pair ``(P,S)`` of cones such that ``P`` is - strictly convex, ``S`` is a subspace, and ``K`` is the direct sum of - ``P`` and ``S``. + linear subspace [Stoer-Witzgall]_. Return a pair ``(P,S)`` of cones + such that ``P`` is strictly convex, ``S`` is a subspace, and ``K`` + is the direct sum of ``P`` and ``S``. OUTPUT: @@ -80,6 +80,12 @@ def motzkin_decomposition(K): ``P`` is strictly convex, ``S`` is a subspace, and ``K`` is the direct sum of ``P`` and ``S``. + REFERENCES: + + .. [Stoer-Witzgall] J. Stoer and C. Witzgall. Convexity and + Optimization in Finite Dimensions I. Springer-Verlag, New + York, 1970. + EXAMPLES: The nonnegative orthant is strictly convex, so it is its own @@ -129,32 +135,36 @@ def motzkin_decomposition(K): sage: S.lineality() == S.dim() True - The generators of the strictly convex component are obtained from - the orthogonal projections of the original generators onto the - orthogonal complement of the subspace component:: + The generators of the components are obtained from orthogonal + projections of the original generators [Stoer-Witzgall]_:: sage: set_random_seed() sage: K = random_cone(max_ambient_dim=8) sage: (P,S) = motzkin_decomposition(K) - sage: S_perp = S.linear_subspace().complement() - sage: A = S_perp.matrix().transpose() - sage: proj = A * (A.transpose()*A).inverse() * A.transpose() - sage: expected = Cone([ proj*g for g in K ], K.lattice()) - sage: P.is_equivalent(expected) + sage: A = S.linear_subspace().complement().matrix() + sage: proj_S_perp = A.transpose() * (A*A.transpose()).inverse() * A + sage: expected_P = Cone([ proj_S_perp*g for g in K ], K.lattice()) + sage: P.is_equivalent(expected_P) + True + sage: A = S.linear_subspace().matrix() + sage: proj_S = A.transpose() * (A*A.transpose()).inverse() * A + sage: expected_S = Cone([ proj_S*g for g in K ], K.lattice()) + sage: S.is_equivalent(expected_S) True """ - linspace_gens = [ copy(b) for b in K.linear_subspace().basis() ] - linspace_gens += [ -b for b in linspace_gens ] - - S = Cone(linspace_gens, K.lattice()) + # The lines() method only returns one generator per line. For a true + # line, we also need a generator pointing in the opposite direction. + S_gens = [ direction*gen for direction in [1,-1] for gen in K.lines() ] + S = Cone(S_gens, K.lattice()) - # Since ``S`` is a subspace, its dual is its orthogonal complement - # (albeit in the wrong lattice). + # Since ``S`` is a subspace, the rays of its dual generate its + # orthogonal complement. S_perp = Cone(S.dual(), K.lattice()) P = K.intersection(S_perp) return (P,S) + def positive_operator_gens(K): r""" Compute generators of the cone of positive operators on this cone.