X-Git-Url: http://gitweb.michael.orlitzky.com/?a=blobdiff_plain;f=mjo%2Fcone%2Fcone.py;h=a1ded5270032de21f2647de8453384fde4804c72;hb=090b2c77aa4bd371d66885451f9df44c6b6d818f;hp=f5371d6d803cdbc97fe4ba41cb26f0ee691f1a2a;hpb=4418c497a443fb1f5cb068ced5a2ddd5a9a0ad05;p=sage.d.git diff --git a/mjo/cone/cone.py b/mjo/cone/cone.py index f5371d6..a1ded52 100644 --- a/mjo/cone/cone.py +++ b/mjo/cone/cone.py @@ -1,893 +1,411 @@ -# 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 drop_dependent(vs): - r""" - Return the largest linearly-independent subset of ``vs``. - """ - 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 - - return result - - -def basically_the_same(K1,K2): +def is_lyapunov_like(L,K): r""" - ``True`` if ``K1`` and ``K2`` are basically the same, and ``False`` - otherwise. - """ - if K1.lattice_dim() != K2.lattice_dim(): - return False - - 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 + Determine whether or not ``L`` is Lyapunov-like on ``K``. - 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 unrestrict_span(K, K2=None): - if K2 is None: - K2 = K - - _,phi_inv = ips_iso(K2) - V_iso = iso_space(K2) - (W, W_perp) = V_iso.cartesian_factors() - - rays = [] - for r in K.rays(): - w = sum([ r[idx]*W.basis()[idx] for idx in range(0,len(r)) ]) - pair = V_iso( (w, W_perp.zero()) ) - rays.append( phi_inv(pair) ) - - L = ToricLattice(W.dimension() + W_perp.dimension()) - - return Cone(rays, lattice=L) - - - -def restrict_span(K, K2=None): - r""" - Restrict ``K`` into its own span, or the span of another cone. + 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. INPUT: - - ``K2`` -- another cone whose lattice has the same rank as this cone. + - ``L`` -- A linear transformation or matrix. + + - ``K`` -- A polyhedral closed convex cone. OUTPUT: - A new cone in a sublattice. + ``True`` if it can be proven that ``L`` is Lyapunov-like on ``K``, + and ``False`` otherwise. - EXAMPLES:: + .. WARNING:: - 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 + 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. - TESTS: + REFERENCES: - The projected cone should always be solid:: + M. Orlitzky. The Lyapunov rank of an improper cone. + http://www.optimization-online.org/DB_HTML/2015/10/5135.html - sage: set_random_seed() - sage: K = random_cone(max_dim = 8) - sage: K_S = restrict_span(K) - sage: K_S.is_solid() - True + EXAMPLES: - And the resulting cone should live in a space having the same - dimension as the space we restricted it to:: + The identity is always Lyapunov-like in a nontrivial space:: 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() + 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 - This function has ``unrestrict_span()`` as its inverse:: + As is the "zero" transformation:: - sage: set_random_seed() - sage: K = random_cone(max_dim = 8, solid=True) - sage: J = restrict_span(K) - sage: K == unrestrict_span(J,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) True - This function should not affect the dimension of a cone:: + Everything in ``K.lyapunov_like_basis()`` should be Lyapunov-like + on ``K``:: - sage: set_random_seed() - sage: K = random_cone(max_dim = 8) - sage: K.dim() == restrict_span(K).dim() + 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 - 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 + """ + return all([(L*x).inner_product(s) == 0 + for (x,s) in K.discrete_complementarity_set()]) - 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 +def motzkin_decomposition(K): + r""" + Return the pair of components in the motzkin decomposition of this cone. - If we do this according to our paper, then the result is proper:: + 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``. - 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 + OUTPUT: - :: + 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``. - 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 + EXAMPLES: - :: + 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 = 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() + 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: P = restrict_span(K_S, K_S.dual()) - sage: P.is_proper() + sage: S.is_trivial() True - :: + Likewise, full spaces are their own subspace components:: - 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() + sage: K = Cone([(1,0),(-1,0),(0,1),(0,-1)]) + sage: K.is_full_space() True - sage: P = restrict_span(K_S, K_S.dual()) - sage: P.is_proper() + sage: (P,S) = motzkin_decomposition(K) + sage: K.is_equivalent(S) True - - Test the proposition in our paper concerning the duals, where the - subspace `W` is the span of `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) + sage: P.is_trivial() True - :: - - 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 + TESTS: - :: + 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_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) + 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: 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) + sage: x.is_zero() or (P.contains(x) != S.contains(x)) True - """ - 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) - - - -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: - - A nonnegative integer; the dimension of the largest subspace - contained within this cone. - - REFERENCES: - - .. [Rockafellar] R.T. Rockafellar. Convex Analysis. Princeton - University Press, Princeton, 1970. - - 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:: + 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_dim = 8) - sage: l = lineality(K) - sage: l in ZZ + sage: K = random_cone(max_ambient_dim=8) + sage: (P,S) = motzkin_decomposition(K) + sage: P.is_strictly_convex() True - sage: (0 <= l) and (l <= K.lattice_dim()) + sage: S.lineality() == S.dim() True - A strictly convex cone should have lineality zero:: + 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_dim = 8, strictly_convex = True) - sage: lineality(K) - 0 - - """ - return K.linear_subspace().dimension() - - -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. - - OUTPUT: - - A list of pairs `(x,s)` such that, - - * `x` is in this cone. - * `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. - - EXAMPLES: - - The discrete complementarity set of the nonnegative orthant consists - of pairs of standard basis vectors:: - - sage: K = Cone([(1,0),(0,1)]) - sage: discrete_complementarity_set(K) - [((1, 0), (0, 1)), ((0, 1), (1, 0))] - - If the cone consists of a single ray, the second components of the - discrete complementarity set should generate the orthogonal - complement of that ray:: - - sage: K = Cone([(1,0)]) - sage: discrete_complementarity_set(K) - [((1, 0), (0, 1)), ((1, 0), (0, -1))] - sage: K = Cone([(1,0,0)]) - sage: discrete_complementarity_set(K) - [((1, 0, 0), (0, 1, 0)), - ((1, 0, 0), (0, -1, 0)), - ((1, 0, 0), (0, 0, 1)), - ((1, 0, 0), (0, 0, -1))] - - When the cone is the entire space, its dual is the trivial cone, so - the discrete complementarity set is empty:: - - sage: K = Cone([(1,0),(-1,0),(0,1),(0,-1)]) - 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: 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: sorted(actual) == sorted(expected) + 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() + linspace_gens = [ copy(b) for b in K.linear_subspace().basis() ] + linspace_gens += [ -b for b in linspace_gens ] - # Convert the rays to vectors so that we can compute inner - # products. - xs = [V(x) for x in K.rays()] - ss = [V(s) for s in K.dual().rays()] + S = Cone(linspace_gens, K.lattice()) - return [(x,s) for x in xs for s in ss if x.inner_product(s) == 0] + # 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 LL(K): +def positive_operator_gens(K): r""" - Compute the space `\mathbf{LL}` of all Lyapunov-like transformations - on this cone. + Compute generators of the cone of positive operators on this cone. OUTPUT: - A list of matrices forming a basis for the space of all - Lyapunov-like transformations on the given cone. + A list of `n`-by-``n`` matrices where ``n == K.lattice_dim()``. + Each matrix ``P`` in the list should have the property that ``P*x`` + is an element of ``K`` whenever ``x`` is an element of + ``K``. Moreover, any nonnegative linear combination of these + matrices shares the same property. EXAMPLES: - The trivial cone has no Lyapunov-like transformations:: + The trivial cone in a trivial space has no positive operators:: - sage: L = ToricLattice(0) - sage: K = Cone([], lattice=L) - sage: LL(K) + sage: K = Cone([], ToricLattice(0)) + sage: positive_operator_gens(K) [] - The Lyapunov-like transformations on the nonnegative orthant are - simply diagonal matrices:: + Positive operators on the nonnegative orthant are nonnegative matrices:: sage: K = Cone([(1,)]) - sage: LL(K) + sage: positive_operator_gens(K) [[1]] sage: K = Cone([(1,0),(0,1)]) - sage: LL(K) + sage: positive_operator_gens(K) [ - [1 0] [0 0] - [0 0], [0 1] + [1 0] [0 1] [0 0] [0 0] + [0 0], [0 0], [1 0], [0 1] ] - sage: K = Cone([(1,0,0),(0,1,0),(0,0,1)]) - sage: LL(K) - [ - [1 0 0] [0 0 0] [0 0 0] - [0 0 0] [0 1 0] [0 0 0] - [0 0 0], [0 0 0], [0 0 1] - ] + Every operator is positive on the ambient vector space:: - Only the identity matrix is Lyapunov-like on the `L^{3}_{1}` and - `L^{3}_{\infty}` cones [Rudolf et al.]_:: - - sage: L31 = Cone([(1,0,1), (0,-1,1), (-1,0,1), (0,1,1)]) - sage: LL(L31) - [ - [1 0 0] - [0 1 0] - [0 0 1] - ] + sage: K = Cone([(1,),(-1,)]) + sage: K.is_full_space() + True + sage: positive_operator_gens(K) + [[1], [-1]] - sage: L3infty = Cone([(0,1,1), (1,0,1), (0,-1,1), (-1,0,1)]) - sage: LL(L3infty) + sage: K = Cone([(1,0),(-1,0),(0,1),(0,-1)]) + sage: K.is_full_space() + True + sage: positive_operator_gens(K) [ - [1 0 0] - [0 1 0] - [0 0 1] + [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] ] - 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:: + A positive operator on a cone should send its generators into the cone:: 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 + 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 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)` + 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_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) + 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 - """ - V = K.lattice().vector_space() - - C_of_K = discrete_complementarity_set(K) + The lineality of the cone of positive operators is given by the + corollary in my paper:: - tensor_products = [ s.tensor_product(x) for (x,s) in C_of_K ] + 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 - # 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. - W = VectorSpace(V.base_ring(), V.dimension()**2) + The cone ``K`` is proper if and only if the cone of positive + operators on ``K`` is proper:: - # Turn our matrices into long vectors... - vectors = [ W(m.list()) for m in tensor_products ] + 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 + """ + # 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() - # Vector space representation of Lyapunov-like matrices - # (i.e. vec(L) where L is Luapunov-like). - LL_vector = W.span(vectors).complement() + tensor_products = [ s.tensor_product(x) for x in K for s in K.dual() ] - # Now construct an ambient MatrixSpace in which to stick our - # transformations. - M = MatrixSpace(V.base_ring(), V.dimension()) + # Convert those tensor products to long vectors. + W = VectorSpace(F, n**2) + vectors = [ W(tp.list()) for tp in tensor_products ] - matrix_basis = [ M(v.list()) for v in LL_vector.basis() ] + # Create the *dual* cone of the positive operators, expressed as + # long vectors.. + pi_dual = Cone(vectors, ToricLattice(W.dimension())) - return matrix_basis + # Now compute the desired cone from its dual... + pi_cone = pi_dual.dual() + # And finally convert its rays back to matrix representations. + M = MatrixSpace(F, n) + return [ M(v.list()) for v in pi_cone.rays() ] -def lyapunov_rank(K): +def Z_transformation_gens(K): r""" - Compute the Lyapunov (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. + Compute generators of the cone of Z-transformations on this 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 the first reference). - - .. note:: - - In the references, the cones are always assumed to be proper. We - do not impose this restriction. - - .. seealso:: - - :meth:`is_proper` - - 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. + 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 the + discrete complementarity set of ``K``. Moreover, any nonnegative + linear combination of these matrices shares the same property. 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()*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)]) - 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_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 - - 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_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:: + Z-transformations on the nonnegative orthant are just Z-matrices. + That is, matrices whose off-diagonal elements are nonnegative:: - sage: set_random_seed() - sage: K = random_cone(max_dim=8, strictly_convex=False, solid=True) - sage: lyapunov_rank(K) == lyapunov_rank(K.dual()) + 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: 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: K = Cone([], ToricLattice(0)) + sage: Z_transformation_gens(K) + [] - :: + Z-transformations on a subspace are Lyapunov-like and vice-versa:: - sage: set_random_seed() - sage: K = random_cone(max_dim=8, strictly_convex=True, solid=True) - sage: lyapunov_rank(K) == lyapunov_rank(K.dual()) + sage: K = Cone([(1,0),(-1,0),(0,1),(0,-1)]) + sage: K.is_full_space() 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_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 + 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 - 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_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_dim=8) - sage: actual = lyapunov_rank(K) - 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 + TESTS: - The Lyapunov rank of a proper cone is just the dimension of ``LL(K)``:: + The Z-property is possessed by every Z-transformation:: sage: set_random_seed() - sage: K = random_cone(max_dim=8, strictly_convex=True, solid=True) - sage: lyapunov_rank(K) == len(LL(K)) + 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]) True - In fact the same can be said of any cone. These additional tests - just increase our confidence that the reduction scheme works:: + The lineality space of Z is LL:: sage: set_random_seed() - sage: K = random_cone(max_dim=8, strictly_convex=True, solid=False) - sage: lyapunov_rank(K) == len(LL(K)) + 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_dim=8, strictly_convex=False, solid=True) - sage: lyapunov_rank(K) == len(LL(K)) + 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_dim=8, strictly_convex=False, solid=False) - sage: lyapunov_rank(K) == len(LL(K)) + 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 - """ - K_orig = K - beta = 0 - - m = K.dim() + # 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() - 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 + # 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() ] - 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 + # Turn our matrices into long vectors... + W = VectorSpace(F, n**2) + vectors = [ W(m.list()) for m in tensor_products ] - beta += len(LL(K)) - return beta + # 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... + Sigma_cone = Sigma_dual.dual() + + # And finally convert its rays back to matrix representations. + # 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)