X-Git-Url: http://gitweb.michael.orlitzky.com/?a=blobdiff_plain;f=mjo%2Fcone%2Fcone.py;h=f3543a147ad8da3c5000015f3c53e837781180e5;hb=fbaecc56ec029d6f813d76e26bd8891a41416bf0;hp=3f5a4fed4e1c49853f00eafcf6084744223ca296;hpb=3e6f51aa1f2d6f300cb22281701901add3631904;p=sage.d.git diff --git a/mjo/cone/cone.py b/mjo/cone/cone.py index 3f5a4fe..f3543a1 100644 --- a/mjo/cone/cone.py +++ b/mjo/cone/cone.py @@ -7,112 +7,236 @@ addsitedir(abspath('../../')) from sage.all import * -def rename_lattice(L,s): + +def _basically_the_same(K1, K2): r""" - Change all names of the given lattice to ``s``. + 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 + """ - L._name = s - L._dual_name = s - L._latex_name = s - L._latex_dual_name = s + 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 span_iso(K): + +def _restrict_to_space(K, W): r""" - Return an isomorphism (and its inverse) that will send ``K`` into a - lower-dimensional space isomorphic to its span (and back). + 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: - The inverse composed with the isomorphism should be the identity:: + 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 - sage: K = random_cone(max_dim=10) - sage: (phi, phi_inv) = span_iso(K) - sage: phi_inv(phi(K)) == K + 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 - The image of ``K`` under the isomorphism should have full dimension:: + TESTS: + + The projected cone should always be solid:: - sage: K = random_cone(max_dim=10) - sage: (phi, phi_inv) = span_iso(K) - sage: phi(K).dim() == phi(K).lattice_dim() + sage: set_random_seed() + sage: K = random_cone(max_ambient_dim = 8) + sage: _restrict_to_space(K, K.span()).is_solid() True - The isomorphism should be an inner product space isomorphism, and - thus it should preserve dual cones (and commute with the "dual" - operation). But beware the automatic renaming of the dual lattice. - OH AND YOU HAVE TO SORT THE CONES:: + And the resulting cone should live in a space having the same + dimension as the space we restricted it to:: - sage: K = random_cone(max_dim=10, strictly_convex=False, solid=True) - sage: L = K.lattice() - sage: rename_lattice(L, 'L') - sage: (phi, phi_inv) = span_iso(K) - sage: sorted(phi_inv( phi(K).dual() )) == sorted(K.dual()) + sage: set_random_seed() + sage: K = random_cone(max_ambient_dim = 8) + sage: K_P = _restrict_to_space(K, K.dual().span()) + sage: K_P.lattice_dim() == K.dual().dim() True - We may need to isomorph twice to make sure we stop moving down to - smaller spaces. (Once you've done this on a cone and its dual, the - result should be proper.) OH AND YOU HAVE TO SORT THE CONES:: - - sage: K = random_cone(max_dim=10, strictly_convex=False, solid=False) - sage: L = K.lattice() - sage: rename_lattice(L, 'L') - sage: (phi, phi_inv) = span_iso(K) - sage: K_S = phi(K) - sage: (phi_dual, phi_dual_inv) = span_iso(K_S.dual()) - sage: J_T = phi_dual(K_S.dual()).dual() - sage: phi_inv(phi_dual_inv(J_T)) == K + 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 - """ - phi_domain = K.sublattice().vector_space() - phi_codo = VectorSpace(phi_domain.base_field(), phi_domain.dimension()) + 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 - # S goes from the new space to the cone space. - S = linear_transformation(phi_codo, phi_domain, phi_domain.basis()) + No matter which space we restrict to, the lineality should not + increase:: - # 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) + 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 - return Cone(newrays, lattice=L) + 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 - 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()) + """ + # 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() ] - return (phi, phi_inverse) + L = ToricLattice(W.dimension()) + return Cone(K_W_rays, lattice=L) def discrete_complementarity_set(K): r""" - Compute the discrete complementarity set of this cone. + Compute a 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. + A discrete complementarity set of `K` is the set of all orthogonal + pairs `(x,s)` such that `x \in G_{1}` and `s \in G_{2}` for some + generating sets `G_{1}` of `K` and `G_{2}` of its dual. Polyhedral + convex cones are input in terms of their generators, so "the" (this + particular) discrete complementarity set corresponds to ``G1 + == K.rays()`` and ``G2 == K.dual().rays()``. 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. + * Both `x` and `s` are vectors (not rays). + * `x` is one of ``K.rays()``. + * `s` is one of ``K.dual().rays()``. * `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 @@ -143,24 +267,43 @@ 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] @@ -226,24 +369,47 @@ 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 @@ -274,7 +440,7 @@ def LL(K): def lyapunov_rank(K): r""" - Compute the Lyapunov (or bilinearity) rank of this cone. + Compute the Lyapunov rank (or bilinearity rank) of this cone. The Lyapunov rank of a cone can be thought of in (mainly) two ways: @@ -293,16 +459,7 @@ def lyapunov_rank(K): 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` + not possible (see [Orlitzky/Gowda]_). ALGORITHM: @@ -341,6 +498,15 @@ def lyapunov_rank(K): sage: lyapunov_rank(octant) 3 + The full space `\mathbb{R}^{n}` has Lyapunov rank `n^{2}` + [Orlitzky/Gowda]_:: + + sage: R5 = VectorSpace(QQ, 5) + sage: gs = R5.basis() + [ -r for r in R5.basis() ] + sage: K = Cone(gs) + sage: lyapunov_rank(K) + 25 + The `L^{3}_{1}` cone is known to have a Lyapunov rank of one [Rudolf et al.]_:: @@ -354,7 +520,30 @@ 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)]) @@ -380,19 +569,34 @@ 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 @@ -402,7 +606,10 @@ 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 @@ -413,7 +620,8 @@ 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 @@ -422,19 +630,107 @@ 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, phi1_inv) = span_iso(K) - sage: K_S = phi1(K) - sage: (phi2, phi2_inv) = span_iso(K_S.dual()) - sage: J_T = phi2(K_S.dual()).dual() - sage: phi1_inv(phi2_inv(J_T)) == K - True - sage: l = K.linear_subspace().dimension() - sage: codim = K.lattice_dim() - K.dim() - sage: expected = lyapunov_rank(J_T) + K.dim()*(l + codim) + codim**2 + sage: K_S = _restrict_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 ``LL(K)``:: + + sage: set_random_seed() + sage: K = random_cone(max_ambient_dim=8) + sage: lyapunov_rank(K) == len(LL(K)) + 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(LL(K)) + return beta + + + +def is_lyapunov_like(L,K): + r""" + Determine whether or not ``L`` is Lyapunov-like on ``K``. + + 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: + + - ``L`` -- A linear transformation or matrix. + + - ``K`` -- A polyhedral closed convex cone. + + OUTPUT: + + ``True`` if it can be proven that ``L`` is Lyapunov-like on ``K``, + and ``False`` otherwise. + + .. WARNING:: + + 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. + + REFERENCES: + + .. [Orlitzky] M. Orlitzky. The Lyapunov rank of an + improper cone (preprint). + + EXAMPLES: + + todo. + + TESTS: + + todo. + """ - return len(LL(K)) + return all([(L*x).inner_product(s) == 0 + for (x,s) in discrete_complementarity_set(K)])