X-Git-Url: http://gitweb.michael.orlitzky.com/?a=blobdiff_plain;f=mjo%2Fcone%2Fcone.py;h=2d84337fda1cb5275add8171ba8e982559dc1853;hb=a2ad3efc39da8dbcc497c0ac861e1df200c6de5e;hp=3f5a4fed4e1c49853f00eafcf6084744223ca296;hpb=3e6f51aa1f2d6f300cb22281701901add3631904;p=sage.d.git diff --git a/mjo/cone/cone.py b/mjo/cone/cone.py index 3f5a4fe..2d84337 100644 --- a/mjo/cone/cone.py +++ b/mjo/cone/cone.py @@ -7,91 +7,376 @@ addsitedir(abspath('../../')) from sage.all import * -def rename_lattice(L,s): + +def drop_dependent(vs): r""" - Change all names of the given lattice to ``s``. + Return the largest linearly-independent subset of ``vs``. """ - L._name = s - L._dual_name = s - L._latex_name = s - L._latex_dual_name = s + if len(vs) == 0: + # ...for lazy enough definitions of linearly-independent + return vs + + result = [] + old_V = VectorSpace(vs[0].parent().base_field(), 0) + + for v in vs: + new_V = span(result + [v]) + if new_V.dimension() > old_V.dimension(): + result.append(v) + old_V = new_V -def span_iso(K): + return result + + +def basically_the_same(K1,K2): r""" - Return an isomorphism (and its inverse) that will send ``K`` into a - lower-dimensional space isomorphic to its span (and back). + ``True`` if ``K1`` and ``K2`` are basically the same, and ``False`` + otherwise. + """ + if K1.lattice_dim() != K2.lattice_dim(): + return False - EXAMPLES: + if K1.nrays() != K2.nrays(): + return False + + if K1.dim() != K2.dim(): + return False + + if lineality(K1) != lineality(K2): + return False + + if K1.is_solid() != K2.is_solid(): + return False + + if K1.is_strictly_convex() != K2.is_strictly_convex(): + return False + + if len(LL(K1)) != len(LL(K2)): + return False + + C_of_K1 = discrete_complementarity_set(K1) + C_of_K2 = discrete_complementarity_set(K2) + if len(C_of_K1) != len(C_of_K2): + return False + + if len(K1.facets()) != len(K2.facets()): + return False + + return True + + + +def iso_space(K): + r""" + Construct the space `W \times W^{\perp}` isomorphic to the ambient space + of ``K`` where `W` is equal to the span of ``K``. + """ + V = K.lattice().vector_space() + + # Create the space W \times W^{\perp} isomorphic to V. + # First we get an orthogonal (but not normal) basis... + M = matrix(V.base_field(), K.rays()) + W_basis = drop_dependent(K.rays()) + + W = V.subspace_with_basis(W_basis) + W_perp = W.complement() + + return W.cartesian_product(W_perp) + + +def ips_iso(K): + r""" + Construct the IPS isomorphism and its inverse from our paper. + + Given a cone ``K``, the returned isomorphism will split its ambient + vector space `V` into a cartesian product `W \times W^{\perp}` where + `W` equals the span of ``K``. + """ + V = K.lattice().vector_space() + V_iso = iso_space(K) + (W, W_perp) = V_iso.cartesian_factors() + + # A space equivalent to V, but using our basis. + V_user = V.subspace_with_basis( W.basis() + W_perp.basis() ) + + def phi(v): + # Write v in terms of our custom basis, where the first dim(W) + # coordinates are for the W-part of the basis. + cs = V_user.coordinates(v) + + w1 = sum([ V_user.basis()[idx]*cs[idx] + for idx in range(0, W.dimension()) ]) + w2 = sum([ V_user.basis()[idx]*cs[idx] + for idx in range(W.dimension(), V.dimension()) ]) + + return V_iso( (w1, w2) ) + + + def phi_inv( pair ): + # Crash if the arguments are in the wrong spaces. + V_iso(pair) + + #w = sum([ sub_w[idx]*W.basis()[idx] for idx in range(0,m) ]) + #w_prime = sum([ sub_w_prime[idx]*W_perp.basis()[idx] + # for idx in range(0,n-m) ]) + + return sum( pair.cartesian_factors() ) + + + return (phi,phi_inv) + + +def rho(K, K2=None): + r""" + Restrict ``K`` into its own span, or the span of another cone. + + INPUT: + + - ``K2`` -- another cone whose lattice has the same rank as this cone. + + OUTPUT: + + A new cone in a sublattice. + + EXAMPLES:: + + sage: K = Cone([(1,)]) + sage: restrict_span(K) == K + True + + sage: K2 = Cone([(1,0)]) + sage: restrict_span(K2).rays() + N(1) + in 1-d lattice N + sage: K3 = Cone([(1,0,0)]) + sage: restrict_span(K3).rays() + N(1) + in 1-d lattice N + sage: restrict_span(K2) == restrict_span(K3) + True + + TESTS: + + The projected cone should always be solid:: + + sage: set_random_seed() + sage: K = random_cone(max_dim = 8) + sage: K_S = restrict_span(K) + sage: K_S.is_solid() + True + + And the resulting cone should live in a space having the same + dimension as the space we restricted it to:: + + sage: set_random_seed() + sage: K = random_cone(max_dim = 8) + sage: K_S = restrict_span(K, K.dual() ) + sage: K_S.lattice_dim() == K.dual().dim() + True + + This function should not affect the dimension of a cone:: + + sage: set_random_seed() + sage: K = random_cone(max_dim = 8) + sage: K.dim() == restrict_span(K).dim() + True + + Nor should it affect the lineality of a cone:: + + sage: set_random_seed() + sage: K = random_cone(max_dim = 8) + sage: lineality(K) == lineality(restrict_span(K)) + True + + No matter which space we restrict to, the lineality should not + increase:: + + sage: set_random_seed() + sage: K = random_cone(max_dim = 8) + sage: lineality(K) >= lineality(restrict_span(K)) + True + sage: lineality(K) >= lineality(restrict_span(K, K.dual())) + True + + If we do this according to our paper, then the result is proper:: + + sage: set_random_seed() + sage: K = random_cone(max_dim = 8, strictly_convex=False, solid=False) + sage: K_S = restrict_span(K) + sage: P = restrict_span(K_S.dual()).dual() + sage: P.is_proper() + True + sage: P = restrict_span(K_S, K_S.dual()) + sage: P.is_proper() + True + + :: + + sage: set_random_seed() + sage: K = random_cone(max_dim = 8, strictly_convex=True, solid=False) + sage: K_S = restrict_span(K) + sage: P = restrict_span(K_S.dual()).dual() + sage: P.is_proper() + True + sage: P = restrict_span(K_S, K_S.dual()) + sage: P.is_proper() + True + + :: + + sage: set_random_seed() + sage: K = random_cone(max_dim = 8, strictly_convex=False, solid=True) + sage: K_S = restrict_span(K) + sage: P = restrict_span(K_S.dual()).dual() + sage: P.is_proper() + True + sage: P = restrict_span(K_S, K_S.dual()) + sage: P.is_proper() + True + + :: - The inverse composed with the isomorphism should be the identity:: + sage: set_random_seed() + sage: K = random_cone(max_dim = 8, strictly_convex=True, solid=True) + sage: K_S = restrict_span(K) + sage: P = restrict_span(K_S.dual()).dual() + sage: P.is_proper() + True + sage: P = restrict_span(K_S, K_S.dual()) + sage: P.is_proper() + True + + Test the proposition in our paper concerning the duals, where the + subspace `W` is the span of `K^{*}`:: - sage: K = random_cone(max_dim=10) - sage: (phi, phi_inv) = span_iso(K) - sage: phi_inv(phi(K)) == K + sage: set_random_seed() + sage: K = random_cone(max_dim = 8, solid=False, strictly_convex=False) + sage: K_W = restrict_span(K, K.dual()) + sage: K_star_W_star = restrict_span(K.dual()).dual() + sage: basically_the_same(K_W, K_star_W_star) True - The image of ``K`` under the isomorphism should have full dimension:: + :: - sage: K = random_cone(max_dim=10) - sage: (phi, phi_inv) = span_iso(K) - sage: phi(K).dim() == phi(K).lattice_dim() + sage: set_random_seed() + sage: K = random_cone(max_dim = 8, solid=True, strictly_convex=False) + sage: K_W = restrict_span(K, K.dual()) + sage: K_star_W_star = restrict_span(K.dual()).dual() + sage: basically_the_same(K_W, K_star_W_star) True - The isomorphism should be an inner product space isomorphism, and - thus it should preserve dual cones (and commute with the "dual" - operation). But beware the automatic renaming of the dual lattice. - OH AND YOU HAVE TO SORT THE CONES:: + :: - sage: K = random_cone(max_dim=10, strictly_convex=False, solid=True) - sage: L = K.lattice() - sage: rename_lattice(L, 'L') - sage: (phi, phi_inv) = span_iso(K) - sage: sorted(phi_inv( phi(K).dual() )) == sorted(K.dual()) + sage: set_random_seed() + sage: K = random_cone(max_dim = 8, solid=False, strictly_convex=True) + sage: K_W = restrict_span(K, K.dual()) + sage: K_star_W_star = restrict_span(K.dual()).dual() + sage: basically_the_same(K_W, K_star_W_star) True - We may need to isomorph twice to make sure we stop moving down to - smaller spaces. (Once you've done this on a cone and its dual, the - result should be proper.) OH AND YOU HAVE TO SORT THE CONES:: + :: - sage: K = random_cone(max_dim=10, strictly_convex=False, solid=False) - sage: L = K.lattice() - sage: rename_lattice(L, 'L') - sage: (phi, phi_inv) = span_iso(K) - sage: K_S = phi(K) - sage: (phi_dual, phi_dual_inv) = span_iso(K_S.dual()) - sage: J_T = phi_dual(K_S.dual()).dual() - sage: phi_inv(phi_dual_inv(J_T)) == K + sage: set_random_seed() + sage: K = random_cone(max_dim = 8, solid=True, strictly_convex=True) + sage: K_W = restrict_span(K, K.dual()) + sage: K_star_W_star = restrict_span(K.dual()).dual() + sage: basically_the_same(K_W, K_star_W_star) True """ - phi_domain = K.sublattice().vector_space() - phi_codo = VectorSpace(phi_domain.base_field(), phi_domain.dimension()) + if K2 is None: + K2 = K + + phi,_ = ips_iso(K2) + (W, W_perp) = iso_space(K2).cartesian_factors() + + ray_pairs = [ phi(r) for r in K.rays() ] + + # Shouldn't matter? + # + #if any([ w2 != W_perp.zero() for (_, w2) in ray_pairs ]): + # msg = 'Cone has nonzero components in W-perp!' + # raise ValueError(msg) + + # Represent the cone in terms of a basis for W, i.e. with smaller + # vectors. + ws = [ W.coordinate_vector(w1) for (w1, _) in ray_pairs ] + + L = ToricLattice(W.dimension()) + + return Cone(ws, lattice=L) + - # S goes from the new space to the cone space. - S = linear_transformation(phi_codo, phi_domain, phi_domain.basis()) - # phi goes from the cone space to the new space. - def phi(J_orig): - r""" - Takes a cone ``J`` and sends it into the new space. - """ - newrays = map(S.inverse(), J_orig.rays()) - L = None - if len(newrays) == 0: - L = ToricLattice(0) +def lineality(K): + r""" + Compute the lineality of this cone. + + The lineality of a cone is the dimension of the largest linear + subspace contained in that cone. + + OUTPUT: - return Cone(newrays, lattice=L) + A nonnegative integer; the dimension of the largest subspace + contained within this cone. - def phi_inverse(J_sub): - r""" - The inverse to phi which goes from the new space to the cone space. - """ - newrays = map(S, J_sub.rays()) - return Cone(newrays, lattice=K.lattice()) + REFERENCES: + .. [Rockafellar] R.T. Rockafellar. Convex Analysis. Princeton + University Press, Princeton, 1970. - return (phi, phi_inverse) + EXAMPLES: + The lineality of the nonnegative orthant is zero, since it clearly + contains no lines:: + + sage: K = Cone([(1,0,0), (0,1,0), (0,0,1)]) + sage: lineality(K) + 0 + + However, if we add another ray so that the entire `x`-axis belongs + to the cone, then the resulting cone will have lineality one:: + + sage: K = Cone([(1,0,0), (-1,0,0), (0,1,0), (0,0,1)]) + sage: lineality(K) + 1 + + If our cone is all of `\mathbb{R}^{2}`, then its lineality is equal + to the dimension of the ambient space (i.e. two):: + + sage: K = Cone([(1,0), (-1,0), (0,1), (0,-1)]) + sage: lineality(K) + 2 + + Per the definition, the lineality of the trivial cone in a trivial + space is zero:: + + sage: K = Cone([], lattice=ToricLattice(0)) + sage: lineality(K) + 0 + + TESTS: + + The lineality of a cone should be an integer between zero and the + dimension of the ambient space, inclusive:: + + sage: set_random_seed() + sage: K = random_cone(max_dim = 8) + sage: l = lineality(K) + sage: l in ZZ + True + sage: (0 <= l) and (l <= K.lattice_dim()) + True + + A strictly convex cone should have lineality zero:: + + sage: set_random_seed() + sage: K = random_cone(max_dim = 8, strictly_convex = True) + sage: lineality(K) + 0 + + """ + return K.linear_subspace().dimension() def discrete_complementarity_set(K): @@ -148,11 +433,12 @@ def discrete_complementarity_set(K): 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: set_random_seed() + sage: K1 = random_cone(max_dim=6) 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 + sage: sorted(actual) == sorted(expected) True """ @@ -226,24 +512,47 @@ def LL(K): [0 0 1] ] + If our cone is the entire space, then every transformation on it is + Lyapunov-like:: + + sage: K = Cone([(1,0), (-1,0), (0,1), (0,-1)]) + sage: M = MatrixSpace(QQ,2) + sage: M.basis() == LL(K) + True + 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: set_random_seed() + sage: K = random_cone(max_dim=8) 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 + The Lyapunov-like transformations on a cone and its dual are related + by transposition, but we're not guaranteed to compute transposed + elements of `LL\left( K \right)` as our basis for `LL\left( K^{*} + \right)` + + sage: set_random_seed() + sage: K = random_cone(max_dim=8) + sage: LL2 = [ L.transpose() for L in LL(K.dual()) ] + sage: V = VectorSpace( K.lattice().base_field(), K.lattice_dim()^2) + sage: LL1_vecs = [ V(m.list()) for m in LL(K) ] + sage: LL2_vecs = [ V(m.list()) for m in LL2 ] + sage: V.span(LL1_vecs) == V.span(LL2_vecs) + 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] + 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 @@ -341,6 +650,15 @@ def lyapunov_rank(K): sage: lyapunov_rank(octant) 3 + The full space `\mathbb{R}^{n}` has Lyapunov rank `n^{2}` + [Orlitzky/Gowda]_:: + + sage: R5 = VectorSpace(QQ, 5) + sage: gs = R5.basis() + [ -r for r in R5.basis() ] + sage: K = Cone(gs) + sage: lyapunov_rank(K) + 25 + The `L^{3}_{1}` cone is known to have a Lyapunov rank of one [Rudolf et al.]_:: @@ -354,7 +672,30 @@ def lyapunov_rank(K): sage: lyapunov_rank(L3infty) 1 - The Lyapunov rank should be additive on a product of cones + A single ray in `n` dimensions should have Lyapunov rank `n^{2} - n + + 1` [Orlitzky/Gowda]_:: + + sage: K = Cone([(1,0,0,0,0)]) + sage: lyapunov_rank(K) + 21 + sage: K.lattice_dim()**2 - K.lattice_dim() + 1 + 21 + + A subspace (of dimension `m`) in `n` dimensions should have a + Lyapunov rank of `n^{2} - m\left(n - m)` [Orlitzky/Gowda]_:: + + sage: e1 = (1,0,0,0,0) + sage: neg_e1 = (-1,0,0,0,0) + sage: e2 = (0,1,0,0,0) + sage: neg_e2 = (0,-1,0,0,0) + sage: z = (0,0,0,0,0) + sage: K = Cone([e1, neg_e1, e2, neg_e2, z, z, z]) + sage: lyapunov_rank(K) + 19 + sage: K.lattice_dim()**2 - K.dim()*codim(K) + 19 + + The Lyapunov rank should be additive on a product of proper cones [Rudolf et al.]_:: sage: L31 = Cone([(1,0,1), (0,-1,1), (-1,0,1), (0,1,1)]) @@ -380,11 +721,12 @@ def lyapunov_rank(K): TESTS: - The Lyapunov rank should be additive on a product of cones + The Lyapunov rank should be additive on a product of proper 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: set_random_seed() + sage: K1 = random_cone(max_dim=8, strictly_convex=True, solid=True) + sage: K2 = random_cone(max_dim=8, strictly_convex=True, solid=True) sage: K = K1.cartesian_product(K2) sage: lyapunov_rank(K) == lyapunov_rank(K1) + lyapunov_rank(K2) True @@ -392,7 +734,36 @@ def lyapunov_rank(K): 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: set_random_seed() + sage: K = random_cone(max_dim=8) + sage: lyapunov_rank(K) == lyapunov_rank(K.dual()) + True + + Make sure we exercise the non-strictly-convex/non-solid case:: + + sage: set_random_seed() + sage: K = random_cone(max_dim=8, strictly_convex=False, solid=False) + sage: lyapunov_rank(K) == lyapunov_rank(K.dual()) + True + + Let's check the other permutations as well, just to be sure:: + + sage: set_random_seed() + sage: K = random_cone(max_dim=8, strictly_convex=False, solid=True) + sage: lyapunov_rank(K) == lyapunov_rank(K.dual()) + True + + :: + + sage: set_random_seed() + sage: K = random_cone(max_dim=8, strictly_convex=True, solid=False) + sage: lyapunov_rank(K) == lyapunov_rank(K.dual()) + True + + :: + + sage: set_random_seed() + sage: K = random_cone(max_dim=8, strictly_convex=True, solid=True) sage: lyapunov_rank(K) == lyapunov_rank(K.dual()) True @@ -402,7 +773,8 @@ def lyapunov_rank(K): 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: set_random_seed() + sage: K = random_cone(max_dim=8, strictly_convex=True, solid=True) sage: b = lyapunov_rank(K) sage: n = K.lattice_dim() sage: (n == 0 or 1 <= b) and b <= n @@ -413,7 +785,8 @@ def lyapunov_rank(K): In fact [Orlitzky/Gowda]_, no closed convex polyhedral cone can have Lyapunov rank `n-1` in `n` dimensions:: - sage: K = random_cone(max_dim=10) + sage: set_random_seed() + sage: K = random_cone(max_dim=8) sage: b = lyapunov_rank(K) sage: n = K.lattice_dim() sage: b == n-1 @@ -422,19 +795,70 @@ def lyapunov_rank(K): The calculation of the Lyapunov rank of an improper cone can be reduced to that of a proper cone [Orlitzky/Gowda]_:: - sage: K = random_cone(max_dim=15, solid=False, strictly_convex=False) + sage: set_random_seed() + sage: K = random_cone(max_dim=8) sage: actual = lyapunov_rank(K) - sage: (phi1, phi1_inv) = span_iso(K) - sage: K_S = phi1(K) - sage: (phi2, phi2_inv) = span_iso(K_S.dual()) - sage: J_T = phi2(K_S.dual()).dual() - sage: phi1_inv(phi2_inv(J_T)) == K - True - 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: K_S = restrict_span(K) + sage: P = restrict_span(K_S.dual()).dual() + sage: l = lineality(K) + sage: c = codim(K) + sage: expected = lyapunov_rank(P) + K.dim()*(l + c) + c**2 sage: actual == expected True + The Lyapunov rank of a proper cone is just the dimension of ``LL(K)``:: + + sage: set_random_seed() + sage: K = random_cone(max_dim=8, strictly_convex=True, solid=True) + sage: lyapunov_rank(K) == len(LL(K)) + True + + In fact the same can be said of any cone. These additional tests + just increase our confidence that the reduction scheme works:: + + sage: set_random_seed() + sage: K = random_cone(max_dim=8, strictly_convex=True, solid=False) + sage: lyapunov_rank(K) == len(LL(K)) + True + + :: + + sage: set_random_seed() + sage: K = random_cone(max_dim=8, strictly_convex=False, solid=True) + sage: lyapunov_rank(K) == len(LL(K)) + True + + :: + + sage: set_random_seed() + sage: K = random_cone(max_dim=8, strictly_convex=False, solid=False) + sage: lyapunov_rank(K) == len(LL(K)) + True + """ - return len(LL(K)) + K_orig = K + beta = 0 + + m = K.dim() + n = K.lattice_dim() + l = lineality(K) + + if m < n: + # K is not solid, project onto its span. + K = restrict_span(K) + + # Lemma 2 + beta += m*(n - m) + (n - m)**2 + + if l > 0: + # K is not pointed, project its dual onto its span. + # Uses a proposition from our paper, i.e. this is + # equivalent to K = restrict_span(K.dual()).dual() + #K = restrict_span(intersect_span(K,K.dual()), K.dual()) + K = restrict_span(K, K.dual()) + + # Lemma 3 + beta += m * l + + beta += len(LL(K)) + return beta