X-Git-Url: http://gitweb.michael.orlitzky.com/?a=blobdiff_plain;f=mjo%2Fcone%2Fcone.py;h=48b4061748281e0ebcb3ef19e9872be824666ba5;hb=af3e2ce56ad6561c5c9b1b6cf3df22d690550618;hp=60f9c34ec8bc271d65812859f51ca77636c8cbbc;hpb=874e3ce831e0b1901b3c280a32ffe18e36f54959;p=sage.d.git diff --git a/mjo/cone/cone.py b/mjo/cone/cone.py index 60f9c34..48b4061 100644 --- a/mjo/cone/cone.py +++ b/mjo/cone/cone.py @@ -7,114 +7,208 @@ addsitedir(abspath('../../')) from sage.all import * -def project_span(K): + +def _basically_the_same(K1, K2): r""" - Project ``K`` into its own span. + Test whether or not ``K1`` and ``K2`` are "basically the same." + + This is a hack to get around the fact that it's difficult to tell + when two cones are linearly isomorphic. We have a proposition that + equates two cones, but represented over `\mathbb{Q}`, they are + merely linearly isomorphic (not equal). So rather than test for + equality, we test a list of properties that should be preserved + under an invertible linear transformation. + + OUTPUT: + + ``True`` if ``K1`` and ``K2`` are basically the same, and ``False`` + otherwise. + + EXAMPLES: + + Any proper cone with three generators in `\mathbb{R}^{3}` is + basically the same as the nonnegative orthant:: + + sage: K1 = Cone([(1,0,0), (0,1,0), (0,0,1)]) + sage: K2 = Cone([(1,2,3), (3, 18, 4), (66, 51, 0)]) + sage: _basically_the_same(K1, K2) + True + + Negating a cone gives you another cone that is basically the same:: + + sage: K = Cone([(0,2,-5), (-6, 2, 4), (0, 51, 0)]) + sage: _basically_the_same(K, -K) + True + + TESTS: + + Any cone is basically the same as itself:: + + sage: K = random_cone(max_ambient_dim = 8) + sage: _basically_the_same(K, K) + True + + After applying an invertible matrix to the rows of a cone, the + result should be basically the same as the cone we started with:: + + sage: K1 = random_cone(max_ambient_dim = 8) + sage: A = random_matrix(QQ, K1.lattice_dim(), algorithm='unimodular') + sage: K2 = Cone( [ A*r for r in K1.rays() ], lattice=K1.lattice()) + sage: _basically_the_same(K1, K2) + True + + """ + if K1.lattice_dim() != K2.lattice_dim(): + return False + + if K1.nrays() != K2.nrays(): + return False + + if K1.dim() != K2.dim(): + return False + + if K1.lineality() != K2.lineality(): + 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 _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: project_span(K) == K + sage: _rho(K) == K True sage: K2 = Cone([(1,0)]) - sage: project_span(K2).rays() + sage: _rho(K2).rays() N(1) in 1-d lattice N sage: K3 = Cone([(1,0,0)]) - sage: project_span(K3).rays() + sage: _rho(K3).rays() N(1) in 1-d lattice N - sage: project_span(K2) == project_span(K3) + sage: _rho(K2) == _rho(K3) True TESTS: The projected cone should always be solid:: - sage: K = random_cone() - sage: K_S = project_span(K) + sage: set_random_seed() + sage: K = random_cone(max_ambient_dim = 8) + sage: K_S = _rho(K) sage: K_S.is_solid() True - If we do this according to our paper, then the result is proper:: + And the resulting cone should live in a space having the same + dimension as the space we restricted it to:: - sage: K = random_cone() - sage: K_S = project_span(K) - sage: P = project_span(K_S.dual()).dual() - sage: P.is_proper() + sage: set_random_seed() + sage: K = random_cone(max_ambient_dim = 8) + sage: K_S = _rho(K, K.dual() ) + sage: K_S.lattice_dim() == K.dual().dim() True - """ - F = K.lattice().base_field() - Q = K.lattice().quotient(K.sublattice_complement()) - vecs = [ vector(F, reversed(list(Q(r)))) for r in K.rays() ] + This function should not affect the dimension of a cone:: - L = None - if len(vecs) == 0: - L = ToricLattice(0) - - return Cone(vecs, lattice=L) + sage: set_random_seed() + sage: K = random_cone(max_ambient_dim = 8) + sage: K.dim() == _rho(K).dim() + True + Nor should it affect the lineality of a cone:: -def rename_lattice(L,s): - r""" - Change all names of the given lattice to ``s``. - """ - L._name = s - L._dual_name = s - L._latex_name = s - L._latex_dual_name = s + sage: set_random_seed() + sage: K = random_cone(max_ambient_dim = 8) + sage: K.lineality() == _rho(K).lineality() + True -def span_iso(K): - r""" - Return an isomorphism (and its inverse) that will send ``K`` into a - lower-dimensional space isomorphic to its span (and back). + No matter which space we restrict to, the lineality should not + increase:: - EXAMPLES: + sage: set_random_seed() + sage: K = random_cone(max_ambient_dim = 8) + sage: K.lineality() >= _rho(K).lineality() + True + sage: K.lineality() >= _rho(K, K.dual()).lineality() + True - The inverse composed with the isomorphism should be the identity:: + If we do this according to our paper, then the result is proper:: - 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_ambient_dim = 8) + sage: K_S = _rho(K) + sage: K_SP = _rho(K_S.dual()).dual() + sage: K_SP.is_proper() + True + sage: K_SP = _rho(K_S, K_S.dual()) + sage: K_SP.is_proper() True - The image of ``K`` under the isomorphism should have full dimension:: + Test the proposition in our paper concerning the duals and + restrictions. Generate a random cone, then create a subcone of + it. The operation of dual-taking should then commute with rho:: - 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: J = random_cone(max_ambient_dim = 8) + sage: K = Cone(random_sublist(J.rays(), 0.5), lattice=J.lattice()) + sage: K_W_star = _rho(K, J).dual() + sage: K_star_W = _rho(K.dual(), J) + sage: _basically_the_same(K_W_star, K_star_W) True """ - phi_domain = K.sublattice().vector_space() - phi_codo = VectorSpace(phi_domain.base_field(), phi_domain.dimension()) - - # 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) + if K2 is None: + K2 = K - return Cone(newrays, lattice=L) + # First we project K onto the span of K2. This will explode if the + # rank of ``K2.lattice()`` doesn't match ours. + span_K2 = Cone(K2.rays() + (-K2).rays(), lattice=K.lattice()) + K = K.intersection(span_K2) - 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()) + # Cheat a little to get the subspace span(K2). The paper uses the + # rays of K2 as a basis, but everything is invariant under linear + # isomorphism (i.e. a change of basis), and this is a little + # faster. + W = span_K2.linear_subspace() + # We've already intersected K with the span of K2, so every + # generator of K should belong to W now. + W_rays = [ W.coordinate_vector(r) for r in K.rays() ] - return (phi, phi_inverse) + L = ToricLattice(K2.dim()) + return Cone(W_rays, lattice=L) @@ -122,21 +216,29 @@ def discrete_complementarity_set(K): r""" Compute the discrete complementarity set of this cone. - The complementarity set of this cone is the set of all orthogonal - pairs `(x,s)` such that `x` is in this cone, and `s` is in its - dual. The discrete complementarity set restricts `x` and `s` to be - generators of their respective cones. + The complementarity set of a cone is the set of all orthogonal pairs + `(x,s)` such that `x` is in the cone, and `s` is in its dual. The + discrete complementarity set is a subset of the complementarity set + where `x` and `s` are required to be generators of their respective + cones. + + For polyhedral cones, the discrete complementarity set is always + finite. OUTPUT: A list of pairs `(x,s)` such that, - * `x` is in this cone. + * Both `x` and `s` are vectors (not rays). * `x` is a generator of this cone. - * `s` is in this cone's dual. * `s` is a generator of this cone's dual. * `x` and `s` are orthogonal. + REFERENCES: + + .. [Orlitzky/Gowda] M. Orlitzky and M. S. Gowda. The Lyapunov Rank of an + Improper Cone. Work in-progress. + EXAMPLES: The discrete complementarity set of the nonnegative orthant consists @@ -167,24 +269,43 @@ def discrete_complementarity_set(K): sage: discrete_complementarity_set(K) [] + Likewise when this cone is trivial (its dual is the entire space):: + + sage: L = ToricLattice(0) + sage: K = Cone([], ToricLattice(0)) + sage: discrete_complementarity_set(K) + [] + TESTS: 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_ambient_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 + The pairs in the discrete complementarity set are in fact + complementary:: + + sage: set_random_seed() + sage: K = random_cone(max_ambient_dim=6) + sage: dcs = discrete_complementarity_set(K) + sage: sum([x.inner_product(s).abs() for (x,s) in dcs]) + 0 + """ V = K.lattice().vector_space() - # Convert the rays to vectors so that we can compute inner - # products. + # Convert rays to vectors so that we can compute inner products. xs = [V(x) for x in K.rays()] + + # We also convert the generators of the dual cone so that we + # return pairs of vectors and not (vector, ray) pairs. ss = [V(s) for s in K.dual().rays()] return [(x,s) for x in xs for s in ss if x.inner_product(s) == 0] @@ -250,24 +371,47 @@ 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_ambient_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_ambient_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 @@ -365,6 +509,15 @@ 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.]_:: @@ -378,7 +531,30 @@ 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()*K.codim() + 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)]) @@ -404,19 +580,34 @@ 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_ambient_dim=8, + ....: strictly_convex=True, + ....: solid=True) + sage: K2 = random_cone(max_ambient_dim=8, + ....: strictly_convex=True, + ....: solid=True) sage: K = K1.cartesian_product(K2) sage: lyapunov_rank(K) == lyapunov_rank(K1) + lyapunov_rank(K2) True + The Lyapunov rank is invariant under a linear isomorphism + [Orlitzky/Gowda]_:: + + sage: K1 = random_cone(max_ambient_dim = 8) + sage: A = random_matrix(QQ, K1.lattice_dim(), algorithm='unimodular') + sage: K2 = Cone( [ A*r for r in K1.rays() ], lattice=K1.lattice()) + sage: lyapunov_rank(K1) == lyapunov_rank(K2) + True + 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_ambient_dim=8) sage: lyapunov_rank(K) == lyapunov_rank(K.dual()) True @@ -426,7 +617,10 @@ 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_ambient_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 @@ -437,7 +631,8 @@ 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_ambient_dim=8) sage: b = lyapunov_rank(K) sage: n = K.lattice_dim() sage: b == n-1 @@ -446,79 +641,57 @@ 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_ambient_dim=8) sage: actual = lyapunov_rank(K) - sage: (phi1, _) = span_iso(K) - sage: K_S = phi1(K) - sage: (phi2, _) = span_iso(K_S.dual()) - sage: J_T = phi2(K_S.dual()).dual() - 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 = _rho(K) + sage: K_SP = _rho(K_S.dual()).dual() + sage: l = K.lineality() + sage: c = K.codim() + sage: expected = lyapunov_rank(K_SP) + K.dim()*(l + c) + c**2 sage: actual == expected True - Repeat the previous test with different ``random_cone()`` params:: + The Lyapunov rank of any cone is just the dimension of ``LL(K)``:: - sage: K = random_cone(max_dim=15, solid=False, strictly_convex=True) - sage: actual = lyapunov_rank(K) - sage: (phi1, _) = span_iso(K) - sage: K_S = phi1(K) - sage: (phi2, _) = span_iso(K_S.dual()) - sage: J_T = phi2(K_S.dual()).dual() - 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: actual == expected + sage: set_random_seed() + sage: K = random_cone(max_ambient_dim=8) + sage: lyapunov_rank(K) == len(LL(K)) True - sage: K = random_cone(max_dim=15, solid=True, strictly_convex=False) - sage: actual = lyapunov_rank(K) - sage: (phi1, _) = span_iso(K) - sage: K_S = phi1(K) - sage: (phi2, _) = span_iso(K_S.dual()) - sage: J_T = phi2(K_S.dual()).dual() - 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: actual == expected - True + Test Theorem 3 in [Orlitzky/Gowda]_:: - sage: K = random_cone(max_dim=15, solid=True, strictly_convex=True) - sage: actual = lyapunov_rank(K) - sage: (phi1, _) = span_iso(K) - sage: K_S = phi1(K) - sage: (phi2, _) = span_iso(K_S.dual()) - sage: J_T = phi2(K_S.dual()).dual() - 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: actual == expected + sage: set_random_seed() + sage: K = random_cone(max_ambient_dim=8, + ....: strictly_convex=True, + ....: solid=True) + sage: L = ToricLattice(K.lattice_dim() + 1) + sage: K = Cone([ r.list() + [0] for r in K.rays() ], lattice=L) + sage: lyapunov_rank(K) >= K.lattice_dim() True - sage: K = random_cone(max_dim=15) - sage: actual = lyapunov_rank(K) - sage: (phi1, _) = span_iso(K) - sage: K_S = phi1(K) - sage: (phi2, _) = span_iso(K_S.dual()) - sage: J_T = phi2(K_S.dual()).dual() - 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: actual == expected - True + """ + beta = 0 - And test with the project_span function:: + m = K.dim() + n = K.lattice_dim() + l = K.lineality() - sage: K = random_cone(max_dim=15) - sage: actual = lyapunov_rank(K) - sage: K_S = project_span(K) - sage: P = project_span(K_S.dual()).dual() - sage: l = K.linear_subspace().dimension() - sage: codim = K.lattice_dim() - K.dim() - sage: expected = lyapunov_rank(P) + K.dim()*(l + codim) + codim**2 - sage: actual == expected - True + if m < n: + # K is not solid, restrict to its span. + K = _rho(K) - """ - return len(LL(K)) + # Lemma 2 + beta += m*(n - m) + (n - m)**2 + + if l > 0: + # K is not pointed, restrict to the span of its dual. Uses a + # proposition from our paper, i.e. this is equivalent to K = + # _rho(K.dual()).dual(). + K = _rho(K, K.dual()) + + # Lemma 3 + beta += m * l + + beta += len(LL(K)) + return beta