X-Git-Url: http://gitweb.michael.orlitzky.com/?a=blobdiff_plain;f=mjo%2Fcone%2Fcone.py;h=e9d0f1e643e3a0d40d8a754faf551ac317e36f37;hb=d27a3f72ac6b898534615de9111ace4082a4c55e;hp=ff7d195d134c15943dbb75c1f26b741bb4a0afba;hpb=10142e85f34c47fa35df002f519d1d58a79a74f4;p=sage.d.git diff --git a/mjo/cone/cone.py b/mjo/cone/cone.py index ff7d195..e9d0f1e 100644 --- a/mjo/cone/cone.py +++ b/mjo/cone/cone.py @@ -8,210 +8,231 @@ addsitedir(abspath('../../')) from sage.all import * -def project_span(K): +def basically_the_same(K1,K2): r""" - Project ``K`` into its own span. - - EXAMPLES:: - - sage: K = Cone([(1,)]) - sage: project_span(K) == K - True + ``True`` if ``K1`` and ``K2`` are basically the same, and ``False`` + otherwise. This is intended as a lazy way to check whether or not + ``K1`` and ``K2`` are linearly isomorphic (i.e. ``A(K1) == K2`` for + some invertible linear transformation ``A``). + """ + if K1.lattice_dim() != K2.lattice_dim(): + return False - sage: K2 = Cone([(1,0)]) - sage: project_span(K2).rays() - N(1) - in 1-d lattice N - sage: K3 = Cone([(1,0,0)]) - sage: project_span(K3).rays() - N(1) - in 1-d lattice N - sage: project_span(K2) == project_span(K3) - True + if K1.nrays() != K2.nrays(): + return False - TESTS: + if K1.dim() != K2.dim(): + return False - The projected cone should always be solid:: + if K1.lineality() != K2.lineality(): + return False - sage: K = random_cone(max_dim = 10) - sage: K_S = project_span(K) - sage: K_S.is_solid() - True + if K1.is_solid() != K2.is_solid(): + return False - If we do this according to our paper, then the result is proper:: + if K1.is_strictly_convex() != K2.is_strictly_convex(): + return False - sage: K = random_cone(max_dim = 10) - sage: K_S = project_span(K) - sage: P = project_span(K_S.dual()).dual() - sage: P.is_proper() - True + if len(LL(K1)) != len(LL(K2)): + return False - """ - L = K.lattice() - F = L.base_field() - Q = L.quotient(K.sublattice_complement()) - vecs = [ vector(F, reversed(list(Q(r)))) for r in K.rays() ] + 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 - newL = None - if len(vecs) == 0: - newL = ToricLattice(0) + if len(K1.facets()) != len(K2.facets()): + return False - return Cone(vecs, lattice=newL) + return True -def lineality(K): +def rho(K, K2=None): r""" - Compute the lineality of this cone. + Restrict ``K`` into its own span, or the span of another cone. - The lineality of a cone is the dimension of the largest linear - subspace contained in that cone. + INPUT: + + - ``K2`` -- another cone whose lattice has the same rank as this + cone. OUTPUT: - A nonnegative integer; the dimension of the largest subspace - contained within this cone. + A new cone in a sublattice. - REFERENCES: + EXAMPLES:: - .. [Rockafellar] R.T. Rockafellar. Convex Analysis. Princeton - University Press, Princeton, 1970. + sage: K = Cone([(1,)]) + sage: rho(K) == K + True - EXAMPLES: + sage: K2 = Cone([(1,0)]) + sage: rho(K2).rays() + N(1) + in 1-d lattice N + sage: K3 = Cone([(1,0,0)]) + sage: rho(K3).rays() + N(1) + in 1-d lattice N + sage: rho(K2) == rho(K3) + True - The lineality of the nonnegative orthant is zero, since it clearly - contains no lines:: + TESTS: - sage: K = Cone([(1,0,0), (0,1,0), (0,0,1)]) - sage: lineality(K) - 0 + The projected cone should always be solid:: - 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: set_random_seed() + sage: K = random_cone(max_dim = 8) + sage: K_S = rho(K) + sage: K_S.is_solid() + True - sage: K = Cone([(1,0,0), (-1,0,0), (0,1,0), (0,0,1)]) - sage: lineality(K) - 1 + And the resulting cone should live in a space having the same + dimension as the space we restricted it to:: - 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: set_random_seed() + sage: K = random_cone(max_dim = 8) + sage: K_S = rho(K, K.dual() ) + sage: K_S.lattice_dim() == K.dual().dim() + True - sage: K = Cone([(1,0), (-1,0), (0,1), (0,-1)]) - sage: lineality(K) - 2 + This function should not affect the dimension of a cone:: - Per the definition, the lineality of the trivial cone in a trivial - space is zero:: + sage: set_random_seed() + sage: K = random_cone(max_dim = 8) + sage: K.dim() == rho(K).dim() + True - sage: K = Cone([], lattice=ToricLattice(0)) - sage: lineality(K) - 0 + Nor should it affect the lineality of a cone:: - TESTS: + sage: set_random_seed() + sage: K = random_cone(max_dim = 8) + sage: K.lineality() == rho(K).lineality() + True - The lineality of a cone should be an integer between zero and the - dimension of the ambient space, inclusive:: + No matter which space we restrict to, the lineality should not + increase:: - sage: K = random_cone(max_dim = 10) - sage: l = lineality(K) - sage: l in ZZ + sage: set_random_seed() + sage: K = random_cone(max_dim = 8) + sage: K.lineality() >= rho(K).lineality() True - sage: (0 <= l) and (l <= K.lattice_dim()) + sage: K.lineality() >= rho(K, K.dual()).lineality() True - A strictly convex cone should have lineality zero:: - - sage: K = random_cone(max_dim = 10, strictly_convex = True) - sage: lineality(K) - 0 - - """ - return K.linear_subspace().dimension() - - -def codim(K): - r""" - Compute the codimension of this cone. - - The codimension of a cone is the dimension of the space of all - elements perpendicular to every element of the cone. In other words, - the codimension is the difference between the dimension of the - ambient space and the dimension of the cone itself. - - OUTPUT: - - A nonnegative integer representing the dimension of the space of all - elements perpendicular to this cone. + If we do this according to our paper, then the result is proper:: - .. seealso:: + sage: set_random_seed() + sage: K = random_cone(max_dim = 8, strictly_convex=False, solid=False) + 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 - :meth:`dim`, :meth:`lattice_dim` + :: - EXAMPLES: - - The codimension of the nonnegative orthant is zero, since the span of - its generators equals the entire ambient space:: + sage: set_random_seed() + sage: K = random_cone(max_dim = 8, strictly_convex=True, solid=False) + 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 - sage: K = Cone([(1,0,0), (0,1,0), (0,0,1)]) - sage: codim(K) - 0 + :: - However, if we remove a ray so that the entire cone is contained - within the `x-y`-plane, then the resulting cone will have - codimension one, because the `z`-axis is perpendicular to every - element of the cone:: + sage: set_random_seed() + sage: K = random_cone(max_dim = 8, strictly_convex=False, solid=True) + 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 - sage: K = Cone([(1,0,0), (0,1,0)]) - sage: codim(K) - 1 + :: - If our cone is all of `\mathbb{R}^{2}`, then its codimension is zero:: + sage: set_random_seed() + sage: K = random_cone(max_dim = 8, strictly_convex=True, solid=True) + 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 - sage: K = Cone([(1,0), (-1,0), (0,1), (0,-1)]) - sage: codim(K) - 0 + 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:: - And if the cone is trivial in any space, then its codimension is - equal to the dimension of the ambient space:: + sage: set_random_seed() + sage: J = random_cone(max_dim = 8, solid=False, strictly_convex=False) + sage: K = Cone(random_sublist(J.rays(), 0.5), lattice=J.lattice()) + sage: K_W = rho(K, J) + sage: K_star_W_star = rho(K.dual(), J).dual() + sage: basically_the_same(K_W, K_star_W_star) + True - sage: K = Cone([], lattice=ToricLattice(0)) - sage: codim(K) - 0 + :: - sage: K = Cone([(0,)]) - sage: codim(K) - 1 + sage: set_random_seed() + sage: J = random_cone(max_dim = 8, solid=True, strictly_convex=False) + sage: K = Cone(random_sublist(J.rays(), 0.5), lattice=J.lattice()) + sage: K_W = rho(K, J) + sage: K_star_W_star = rho(K.dual(), J).dual() + sage: basically_the_same(K_W, K_star_W_star) + True - sage: K = Cone([(0,0)]) - sage: codim(K) - 2 + :: - TESTS: + sage: set_random_seed() + sage: J = random_cone(max_dim = 8, solid=False, strictly_convex=True) + sage: K = Cone(random_sublist(J.rays(), 0.5), lattice=J.lattice()) + sage: K_W = rho(K, J) + sage: K_star_W_star = rho(K.dual(), J).dual() + sage: basically_the_same(K_W, K_star_W_star) + True - The codimension of a cone should be an integer between zero and - the dimension of the ambient space, inclusive:: + :: - sage: K = random_cone(max_dim = 10) - sage: c = codim(K) - sage: c in ZZ - True - sage: (0 <= c) and (c <= K.lattice_dim()) + sage: set_random_seed() + sage: J = random_cone(max_dim = 8, solid=True, strictly_convex=True) + sage: K = Cone(random_sublist(J.rays(), 0.5), lattice=J.lattice()) + sage: K_W = rho(K, J) + sage: K_star_W_star = rho(K.dual(), J).dual() + sage: basically_the_same(K_W, K_star_W_star) True - A solid cone should have codimension zero:: + """ + if K2 is None: + K2 = K + + # 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) - sage: K = random_cone(max_dim = 10, solid = True) - sage: codim(K) - 0 + # 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() - The codimension of a cone is equal to the lineality of its dual:: + # 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() ] - sage: K = random_cone(max_dim = 10, solid = True) - sage: codim(K) == lineality(K.dual()) - True + L = ToricLattice(K2.dim()) + return Cone(W_rays, lattice=L) - """ - return (K.lattice_dim() - K.dim()) def discrete_complementarity_set(K): @@ -227,9 +248,7 @@ def discrete_complementarity_set(K): 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. @@ -268,11 +287,12 @@ 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 """ @@ -346,24 +366,47 @@ 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 @@ -465,8 +508,8 @@ def lyapunov_rank(K): [Orlitzky/Gowda]_:: sage: R5 = VectorSpace(QQ, 5) - sage: gens = R5.basis() + [ -r for r in R5.basis() ] - sage: K = Cone(gens) + sage: gs = R5.basis() + [ -r for r in R5.basis() ] + sage: K = Cone(gs) sage: lyapunov_rank(K) 25 @@ -499,11 +542,11 @@ def lyapunov_rank(K): sage: neg_e1 = (-1,0,0,0,0) sage: e2 = (0,1,0,0,0) sage: neg_e2 = (0,-1,0,0,0) - sage: zero = (0,0,0,0,0) - sage: K = Cone([e1, neg_e1, e2, neg_e2, zero, zero, zero]) + 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) + sage: K.lattice_dim()**2 - K.dim()*K.codim() 19 The Lyapunov rank should be additive on a product of proper cones @@ -535,8 +578,9 @@ def lyapunov_rank(K): The Lyapunov rank should be additive on a product of proper cones [Rudolf et al.]_:: - sage: K1 = random_cone(max_dim=10, strictly_convex=True, solid=True) - sage: K2 = random_cone(max_dim=10, strictly_convex=True, solid=True) + 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 @@ -544,7 +588,36 @@ 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 @@ -554,7 +627,8 @@ 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 @@ -565,7 +639,8 @@ 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 @@ -574,39 +649,74 @@ 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=10) + sage: set_random_seed() + sage: K = random_cone(max_dim=8) sage: actual = lyapunov_rank(K) - sage: K_S = project_span(K) - sage: P = project_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: 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 The Lyapunov rank of a proper cone is just the dimension of ``LL(K)``:: - 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: 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 + + Test Theorem 3 in [Orlitzky/Gowda]_:: + + sage: set_random_seed() + sage: K = random_cone(max_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 = lineality(K) + l = K.lineality() if m < n: - # K is not solid, project onto its span. - K = project_span(K) + # K is not solid, restrict to its span. + K = rho(K) # Lemma 2 beta += m*(n - m) + (n - m)**2 if l > 0: - # K is not pointed, project its dual onto its span. - K = project_span(K.dual()).dual() + # 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