X-Git-Url: http://gitweb.michael.orlitzky.com/?a=blobdiff_plain;f=mjo%2Fcone%2Fcone.py;h=a1ded5270032de21f2647de8453384fde4804c72;hb=090b2c77aa4bd371d66885451f9df44c6b6d818f;hp=7d919e452a103433639507cef5fb5123d59685c8;hpb=5559552f7e3ab5328a42359c2b4c6b238839b060;p=sage.d.git diff --git a/mjo/cone/cone.py b/mjo/cone/cone.py index 7d919e4..a1ded52 100644 --- a/mjo/cone/cone.py +++ b/mjo/cone/cone.py @@ -1,466 +1,5 @@ -# Sage doesn't load ~/.sage/init.sage during testing (sage -t), so we -# have to explicitly mangle our sitedir here so that "mjo.cone" -# resolves. -from os.path import abspath -from site import addsitedir -addsitedir(abspath('../../')) - from sage.all import * - -def _basically_the_same(K1, K2): - r""" - 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(K1.LL()) != len(K2.LL()): - return False - - C_of_K1 = K1.discrete_complementarity_set() - C_of_K2 = K2.discrete_complementarity_set() - if len(C_of_K1) != len(C_of_K2): - return False - - if len(K1.facets()) != len(K2.facets()): - return False - - return True - - - -def _restrict_to_space(K, W): - r""" - Restrict this cone a subspace of its ambient space. - - INPUT: - - - ``W`` -- The subspace into which this cone will be restricted. - - OUTPUT: - - A new cone in a sublattice corresponding to ``W``. - - EXAMPLES: - - When this cone is solid, restricting it into its own span should do - nothing:: - - sage: K = Cone([(1,)]) - sage: _restrict_to_space(K, K.span()) == K - True - - A single ray restricted into its own span gives the same output - regardless of the ambient space:: - - sage: K2 = Cone([(1,0)]) - sage: K2_S = _restrict_to_space(K2, K2.span()).rays() - sage: K2_S - N(1) - in 1-d lattice N - sage: K3 = Cone([(1,0,0)]) - sage: K3_S = _restrict_to_space(K3, K3.span()).rays() - sage: K3_S - N(1) - in 1-d lattice N - sage: K2_S == K3_S - True - - TESTS: - - The projected cone should always be solid:: - - sage: set_random_seed() - sage: K = random_cone(max_ambient_dim = 8) - sage: _restrict_to_space(K, K.span()).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_ambient_dim = 8) - sage: K_P = _restrict_to_space(K, K.dual().span()) - sage: K_P.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_ambient_dim = 8) - sage: K.dim() == _restrict_to_space(K,K.span()).dim() - True - - Nor should it affect the lineality of a cone:: - - sage: set_random_seed() - sage: K = random_cone(max_ambient_dim = 8) - sage: K.lineality() == _restrict_to_space(K, K.span()).lineality() - True - - No matter which space we restrict to, the lineality should not - increase:: - - sage: set_random_seed() - sage: K = random_cone(max_ambient_dim = 8) - sage: S = K.span(); P = K.dual().span() - sage: K.lineality() >= _restrict_to_space(K,S).lineality() - True - sage: K.lineality() >= _restrict_to_space(K,P).lineality() - True - - If we do this according to our paper, then the result is proper:: - - sage: set_random_seed() - sage: K = random_cone(max_ambient_dim = 8) - sage: K_S = _restrict_to_space(K, K.span()) - sage: K_SP = _restrict_to_space(K_S.dual(), K_S.dual().span()).dual() - sage: K_SP.is_proper() - True - sage: K_SP = _restrict_to_space(K_S, K_S.dual().span()) - sage: K_SP.is_proper() - True - - 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 - _restrict_to_space:: - - 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 = _restrict_to_space(K, J.span()).dual() - sage: K_star_W = _restrict_to_space(K.dual(), J.span()) - sage: _basically_the_same(K_W_star, K_star_W) - True - - """ - # First we want to intersect ``K`` with ``W``. The easiest way to - # do this is via cone intersection, so we turn the subspace ``W`` - # into a cone. - W_cone = Cone(W.basis() + [-b for b in W.basis()], lattice=K.lattice()) - K = K.intersection(W_cone) - - # We've already intersected K with the span of K2, so every - # generator of K should belong to W now. - K_W_rays = [ W.coordinate_vector(r) for r in K.rays() ] - - L = ToricLattice(W.dimension()) - return Cone(K_W_rays, lattice=L) - - -def lyapunov_rank(K): - r""" - Compute the Lyapunov rank (or bilinearity rank) of this cone. - - The Lyapunov rank of a cone can be thought of in (mainly) two ways: - - 1. The dimension of the Lie algebra of the automorphism group of the - cone. - - 2. The dimension of the linear space of all Lyapunov-like - transformations on the cone. - - INPUT: - - A closed, convex polyhedral cone. - - OUTPUT: - - An integer representing the Lyapunov rank of the cone. If the - dimension of the ambient vector space is `n`, then the Lyapunov rank - will be between `1` and `n` inclusive; however a rank of `n-1` is - not possible (see [Orlitzky/Gowda]_). - - ALGORITHM: - - The codimension formula from the second reference is used. We find - all pairs `(x,s)` in the complementarity set of `K` such that `x` - and `s` are rays of our cone. It is known that these vectors are - sufficient to apply the codimension formula. Once we have all such - pairs, we "brute force" the codimension formula by finding all - linearly-independent `xs^{T}`. - - REFERENCES: - - .. [Gowda/Tao] M.S. Gowda and J. Tao. On the bilinearity rank of a proper - cone and Lyapunov-like transformations, Mathematical Programming, 147 - (2014) 155-170. - - .. [Orlitzky/Gowda] M. Orlitzky and M. S. Gowda. The Lyapunov Rank of an - Improper Cone. Work in-progress. - - .. [Rudolf et al.] G. Rudolf, N. Noyan, D. Papp, and F. Alizadeh, Bilinear - optimality constraints for the cone of positive polynomials, - Mathematical Programming, Series B, 129 (2011) 5-31. - - EXAMPLES: - - The nonnegative orthant in `\mathbb{R}^{n}` always has rank `n` - [Rudolf et al.]_:: - - sage: positives = Cone([(1,)]) - sage: lyapunov_rank(positives) - 1 - sage: quadrant = Cone([(1,0), (0,1)]) - sage: lyapunov_rank(quadrant) - 2 - sage: octant = Cone([(1,0,0), (0,1,0), (0,0,1)]) - 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.]_:: - - sage: L31 = Cone([(1,0,1), (0,-1,1), (-1,0,1), (0,1,1)]) - sage: lyapunov_rank(L31) - 1 - - Likewise for the `L^{3}_{\infty}` cone [Rudolf et al.]_:: - - sage: L3infty = Cone([(0,1,1), (1,0,1), (0,-1,1), (-1,0,1)]) - sage: lyapunov_rank(L3infty) - 1 - - 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)]) - sage: octant = Cone([(1,0,0), (0,1,0), (0,0,1)]) - sage: K = L31.cartesian_product(octant) - sage: lyapunov_rank(K) == lyapunov_rank(L31) + lyapunov_rank(octant) - True - - Two isomorphic cones should have the same Lyapunov rank [Rudolf et al.]_. - The cone ``K`` in the following example is isomorphic to the nonnegative - octant in `\mathbb{R}^{3}`:: - - sage: K = Cone([(1,2,3), (-1,1,0), (1,0,6)]) - sage: lyapunov_rank(K) - 3 - - The dual cone `K^{*}` of ``K`` should have the same Lyapunov rank as ``K`` - itself [Rudolf et al.]_:: - - sage: K = Cone([(2,2,4), (-1,9,0), (2,0,6)]) - sage: lyapunov_rank(K) == lyapunov_rank(K.dual()) - True - - TESTS: - - The Lyapunov rank should be additive on a product of proper cones - [Rudolf et al.]_:: - - 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: set_random_seed() - sage: K = random_cone(max_ambient_dim=8) - sage: lyapunov_rank(K) == lyapunov_rank(K.dual()) - True - - The Lyapunov rank of a proper polyhedral cone in `n` dimensions can - be any number between `1` and `n` inclusive, excluding `n-1` - [Gowda/Tao]_. By accident, the `n-1` restriction will hold for the - trivial cone in a trivial space as well. However, in zero dimensions, - the Lyapunov rank of the trivial cone will be zero:: - - 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 - True - sage: b == n-1 - False - - In fact [Orlitzky/Gowda]_, no closed convex polyhedral cone can have - Lyapunov rank `n-1` in `n` dimensions:: - - 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 - False - - The calculation of the Lyapunov rank of an improper cone can be - reduced to that of a proper cone [Orlitzky/Gowda]_:: - - sage: set_random_seed() - sage: K = random_cone(max_ambient_dim=8) - sage: actual = lyapunov_rank(K) - sage: K_S = _restrict_to_space(K, K.span()) - sage: K_SP = _restrict_to_space(K_S.dual(), K_S.dual().span()).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 - - The Lyapunov rank of any cone is just the dimension of ``K.LL()``:: - - sage: set_random_seed() - sage: K = random_cone(max_ambient_dim=8) - sage: lyapunov_rank(K) == len(K.LL()) - True - - We can make an imperfect cone perfect by adding a slack variable - (a Theorem in [Orlitzky/Gowda]_):: - - 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 - - """ - beta = 0 - - m = K.dim() - n = K.lattice_dim() - l = K.lineality() - - if m < n: - # K is not solid, restrict to its span. - K = _restrict_to_space(K, K.span()) - - # Non-solid reduction lemma. - beta += (n - m)*n - - 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 = _restrict_to_space(K, K.dual().span()) - - # Non-pointed reduction lemma. - beta += l * m - - beta += len(K.LL()) - return beta - - - def is_lyapunov_like(L,K): r""" Determine whether or not ``L`` is Lyapunov-like on ``K``. @@ -493,31 +32,32 @@ def is_lyapunov_like(L,K): REFERENCES: - .. [Orlitzky] M. Orlitzky. The Lyapunov rank of an - improper cone (preprint). + M. Orlitzky. The Lyapunov rank of an improper cone. + http://www.optimization-online.org/DB_HTML/2015/10/5135.html EXAMPLES: The identity is always Lyapunov-like in a nontrivial space:: sage: set_random_seed() - sage: K = random_cone(min_ambient_dim = 1, max_rays = 8) + 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) True As is the "zero" transformation:: - sage: K = random_cone(min_ambient_dim = 1, max_rays = 5) + 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) True - Everything in ``K.LL()`` should be Lyapunov-like on ``K``:: + Everything in ``K.lyapunov_like_basis()`` should be Lyapunov-like + on ``K``:: - sage: K = random_cone(min_ambient_dim = 1, max_rays = 5) - sage: all([is_lyapunov_like(L,K) for L in K.LL()]) + 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() ]) True """ @@ -525,64 +65,97 @@ def is_lyapunov_like(L,K): for (x,s) in K.discrete_complementarity_set()]) -def random_element(K): +def motzkin_decomposition(K): r""" - Return a random element of ``K`` from its ambient vector space. + Return the pair of components in the motzkin decomposition of this cone. - ALGORITHM: + 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``. - The cone ``K`` is specified in terms of its generators, so that - ``K`` is equal to the convex conic combination of those generators. - To choose a random element of ``K``, we assign random nonnegative - coefficients to each generator of ``K`` and construct a new vector - from the scaled rays. + OUTPUT: - A vector, rather than a ray, is returned so that the element may - have non-integer coordinates. Thus the element may have an - arbitrarily small norm. + An ordered pair ``(P,S)`` of closed convex polyhedral cones where + ``P`` is strictly convex, ``S`` is a subspace, and ``K`` is the + direct sum of ``P`` and ``S``. EXAMPLES: - A random element of the trivial cone is zero:: + The nonnegative orthant is strictly convex, so it is its own + strictly convex component and its subspace component is trivial:: - sage: set_random_seed() - sage: K = Cone([], ToricLattice(0)) - sage: random_element(K) - () - sage: K = Cone([(0,)]) - sage: random_element(K) - (0) - sage: K = Cone([(0,0)]) - sage: random_element(K) - (0, 0) - sage: K = Cone([(0,0,0)]) - sage: random_element(K) - (0, 0, 0) + sage: K = Cone([(1,0,0),(0,1,0),(0,0,1)]) + sage: (P,S) = motzkin_decomposition(K) + sage: K.is_equivalent(P) + True + sage: S.is_trivial() + True + + Likewise, full spaces are their own subspace components:: + + sage: K = Cone([(1,0),(-1,0),(0,1),(0,-1)]) + sage: K.is_full_space() + True + sage: (P,S) = motzkin_decomposition(K) + sage: K.is_equivalent(S) + True + sage: P.is_trivial() + True TESTS: - Any cone should contain an element of itself:: + A random point in the cone should belong to either the strictly + convex component or the subspace component. If the point is nonzero, + it cannot be in both:: sage: set_random_seed() - sage: K = random_cone(max_rays = 8) - sage: K.contains(random_element(K)) + sage: K = random_cone(max_ambient_dim=8) + sage: (P,S) = motzkin_decomposition(K) + sage: x = K.random_element() + sage: P.contains(x) or S.contains(x) + True + sage: x.is_zero() or (P.contains(x) != S.contains(x)) True + The strictly convex component should always be strictly convex, and + the subspace component should always be a subspace:: + + sage: set_random_seed() + sage: K = random_cone(max_ambient_dim=8) + sage: (P,S) = motzkin_decomposition(K) + sage: P.is_strictly_convex() + True + 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:: + + 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) + True """ - V = K.lattice().vector_space() - F = V.base_ring() - coefficients = [ F.random_element().abs() for i in range(K.nrays()) ] - vector_gens = map(V, K.rays()) - scaled_gens = [ coefficients[i]*vector_gens[i] - for i in range(len(vector_gens)) ] + 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()) - # Make sure we return a vector. Without the coercion, we might - # return ``0`` when ``K`` has no rays. - v = V(sum(scaled_gens)) - return v + # Since ``S`` is a subspace, its dual is its orthogonal complement + # (albeit in the wrong lattice). + S_perp = Cone(S.dual(), K.lattice()) + P = K.intersection(S_perp) + return (P,S) -def positive_operators(K): +def positive_operator_gens(K): r""" Compute generators of the cone of positive operators on this cone. @@ -599,17 +172,17 @@ def positive_operators(K): The trivial cone in a trivial space has no positive operators:: sage: K = Cone([], ToricLattice(0)) - sage: positive_operators(K) + sage: positive_operator_gens(K) [] Positive operators on the nonnegative orthant are nonnegative matrices:: sage: K = Cone([(1,)]) - sage: positive_operators(K) + sage: positive_operator_gens(K) [[1]] sage: K = Cone([(1,0),(0,1)]) - sage: positive_operators(K) + sage: positive_operator_gens(K) [ [1 0] [0 1] [0 0] [0 0] [0 0], [0 0], [1 0], [0 1] @@ -620,13 +193,13 @@ def positive_operators(K): sage: K = Cone([(1,),(-1,)]) sage: K.is_full_space() True - sage: positive_operators(K) + sage: positive_operator_gens(K) [[1], [-1]] sage: K = Cone([(1,0),(-1,0),(0,1),(0,-1)]) sage: K.is_full_space() True - sage: positive_operators(K) + 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] @@ -636,43 +209,76 @@ def positive_operators(K): A positive operator on a cone should send its generators into the cone:: - sage: K = random_cone(max_ambient_dim = 6) - sage: pi_of_K = positive_operators(K) + sage: set_random_seed() + sage: K = random_cone(max_ambient_dim=5) + sage: pi_of_K = positive_operator_gens(K) sage: all([K.contains(p*x) for p in pi_of_K for x in K.rays()]) True + The dimension of the cone of positive operators is given by the + corollary in my paper:: + + sage: set_random_seed() + sage: K = random_cone(max_ambient_dim=5) + 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: actual = Cone([p.list() for p in pi_of_K], lattice=L).dim() + sage: expected = n**2 - l*(m - l) - (n - m)*m + sage: actual == expected + True + + The lineality of the cone of positive operators is given by the + corollary in my paper:: + + sage: set_random_seed() + sage: K = random_cone(max_ambient_dim=5) + sage: n = K.lattice_dim() + sage: pi_of_K = positive_operator_gens(K) + sage: L = ToricLattice(n**2) + sage: actual = Cone([p.list() for p in pi_of_K], lattice=L).lineality() + sage: expected = n**2 - K.dim()*K.dual().dim() + sage: actual == expected + True + + The cone ``K`` is proper if and only if the cone of positive + operators on ``K`` is proper:: + + sage: set_random_seed() + sage: K = random_cone(max_ambient_dim=5) + 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) + sage: K.is_proper() == pi_cone.is_proper() + True """ - # Sage doesn't think matrices are vectors, so we have to convert - # our matrices to vectors explicitly before we can figure out how - # many are linearly-indepenedent. - # - # The space W has the same base ring as V, but dimension - # dim(V)^2. So it has the same dimension as the space of linear - # transformations on V. In other words, it's just the right size - # to create an isomorphism between it and our matrices. - V = K.lattice().vector_space() - W = VectorSpace(V.base_ring(), V.dimension()**2) + # 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() tensor_products = [ s.tensor_product(x) for x in K for s in K.dual() ] - # Turn our matrices into long vectors... - vectors = [ W(m.list()) for m in tensor_products ] + # Convert those tensor products to long vectors. + W = VectorSpace(F, n**2) + vectors = [ W(tp.list()) for tp in tensor_products ] # Create the *dual* cone of the positive operators, expressed as # long vectors.. - L = ToricLattice(W.dimension()) - pi_dual = Cone(vectors, lattice=L) + pi_dual = Cone(vectors, ToricLattice(W.dimension())) # Now compute the desired cone from its dual... pi_cone = pi_dual.dual() # And finally convert its rays back to matrix representations. - M = MatrixSpace(V.base_ring(), V.dimension()) - + M = MatrixSpace(F, n) return [ M(v.list()) for v in pi_cone.rays() ] -def Z_transformations(K): +def Z_transformation_gens(K): r""" Compute generators of the cone of Z-transformations on this cone. @@ -686,10 +292,26 @@ def Z_transformations(K): EXAMPLES: + Z-transformations 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_transformation_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_transformation_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-transformations:: sage: K = Cone([], ToricLattice(0)) - sage: Z_transformations(K) + sage: Z_transformation_gens(K) [] Z-transformations on a subspace are Lyapunov-like and vice-versa:: @@ -697,57 +319,93 @@ def Z_transformations(K): sage: K = Cone([(1,0),(-1,0),(0,1),(0,-1)]) sage: K.is_full_space() True - sage: llvs = span([ vector(l.list()) for l in K.LL() ]) - sage: zvs = span([ vector(z.list()) for z in Z_transformations(K) ]) - sage: zvs == llvs + sage: lls = span([ vector(l.list()) for l in K.lyapunov_like_basis() ]) + sage: zs = span([ vector(z.list()) for z in Z_transformation_gens(K) ]) + sage: zs == lls True TESTS: The Z-property is possessed by every Z-transformation:: - sage: K = random_cone(max_ambient_dim = 6) - sage: Z_of_K = Z_transformations(K) + sage: set_random_seed() + sage: K = random_cone(max_ambient_dim=6) + sage: Z_of_K = Z_transformation_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]) + sage: all([(z*x).inner_product(s) <= 0 for z in Z_of_K + ....: for (x,s) in dcs]) True The lineality space of Z is LL:: - sage: K = random_cone(min_ambient_dim = 1, max_ambient_dim = 6) - sage: llvs = span([ vector(l.list()) for l in K.LL() ]) - sage: z_cone = Cone([ z.list() for z in Z_transformations(K) ]) - sage: z_cone.linear_subspace() == llvs + sage: set_random_seed() + sage: K = random_cone(min_ambient_dim=1, max_ambient_dim=6) + sage: lls = span([ vector(l.list()) for l in K.lyapunov_like_basis() ]) + sage: z_cone = Cone([ z.list() for z in Z_transformation_gens(K) ]) + sage: z_cone.linear_subspace() == lls True + And thus, the lineality of Z is the Lyapunov rank:: + + sage: set_random_seed() + sage: K = random_cone(max_ambient_dim=6) + sage: Z_of_K = Z_transformation_gens(K) + sage: L = ToricLattice(K.lattice_dim()**2) + sage: z_cone = Cone([ z.list() for z in Z_of_K ], lattice=L) + sage: z_cone.lineality() == K.lyapunov_rank() + True + + The lineality spaces of pi-star and Z-star are equal: + + sage: set_random_seed() + sage: K = random_cone(max_ambient_dim=5) + sage: pi_of_K = positive_operator_gens(K) + sage: Z_of_K = Z_transformation_gens(K) + sage: L = ToricLattice(K.lattice_dim()**2) + sage: pi_star = Cone([p.list() for p in pi_of_K], lattice=L).dual() + sage: z_star = Cone([ z.list() for z in Z_of_K], lattice=L).dual() + sage: pi_star.linear_subspace() == z_star.linear_subspace() + True """ - # Sage doesn't think matrices are vectors, so we have to convert - # our matrices to vectors explicitly before we can figure out how - # many are linearly-indepenedent. - # - # The space W has the same base ring as V, but dimension - # dim(V)^2. So it has the same dimension as the space of linear - # transformations on V. In other words, it's just the right size - # to create an isomorphism between it and our matrices. - V = K.lattice().vector_space() - W = VectorSpace(V.base_ring(), V.dimension()**2) - - C_of_K = K.discrete_complementarity_set() - tensor_products = [ s.tensor_product(x) for (x,s) in C_of_K ] + # 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 transformations. + 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 ] - # Create the *dual* cone of the positive operators, expressed as - # long vectors.. - L = ToricLattice(W.dimension()) - Z_dual = Cone(vectors, lattice=L) + # Create the *dual* cone of the cross-positive operators, + # expressed as long vectors.. + Sigma_dual = Cone(vectors, lattice=ToricLattice(W.dimension())) # Now compute the desired cone from its dual... - Z_cone = Z_dual.dual() + Sigma_cone = Sigma_dual.dual() # And finally convert its rays back to matrix representations. - M = MatrixSpace(V.base_ring(), V.dimension()) - - return [ M(v.list()) for v in Z_cone.rays() ] + # But first, make them negative, so we get Z-transformations and + # not cross-positive ones. + M = MatrixSpace(F, n) + return [ -M(v.list()) for v in Sigma_cone.rays() ] + + +def Z_cone(K): + gens = Z_transformation_gens(K) + L = None + if len(gens) == 0: + L = ToricLattice(0) + return Cone([ g.list() for g in gens ], lattice=L) + +def pi_cone(K): + gens = positive_operator_gens(K) + L = None + if len(gens) == 0: + L = ToricLattice(0) + return Cone([ g.list() for g in gens ], lattice=L)