X-Git-Url: http://gitweb.michael.orlitzky.com/?a=blobdiff_plain;f=mjo%2Fcone%2Fsymmetric_psd.py;h=89eba53c9687823a0882304a49d9ddefc1d009db;hb=7af2b9d146a6bf2fb8acc3c342983de577b417ce;hp=1b3dd8ab6d8905a1af202eec3816c46ece906561;hpb=f79e891ca154b0fa935a14001b0b6ed194425741;p=sage.d.git diff --git a/mjo/cone/symmetric_psd.py b/mjo/cone/symmetric_psd.py index 1b3dd8a..89eba53 100644 --- a/mjo/cone/symmetric_psd.py +++ b/mjo/cone/symmetric_psd.py @@ -1,4 +1,4 @@ -""" +r""" The positive semidefinite cone `$S^{n}_{+}$` is the cone consisting of all symmetric positive-semidefinite matrices (as a subset of `$\mathbb{R}^{n \times n}$` @@ -6,63 +6,6 @@ all symmetric positive-semidefinite matrices (as a subset of from sage.all import * -def is_symmetric_psd(A): - """ - Determine whether or not the matrix ``A`` is symmetric - positive-semidefinite. - - INPUT: - - - ``A`` - The matrix in question - - OUTPUT: - - Either ``True`` if ``A`` is symmetric positive-semidefinite, or - ``False`` otherwise. - - SETUP:: - - sage: from mjo.cone.symmetric_psd import is_symmetric_psd - - EXAMPLES: - - Every completely positive matrix is symmetric - positive-semidefinite:: - - sage: v = vector(map(abs, random_vector(ZZ, 10))) - sage: A = v.column() * v.row() - sage: is_symmetric_psd(A) - True - - The following matrix is symmetric but not positive semidefinite:: - - sage: A = matrix(ZZ, [[1, 2], [2, 1]]) - sage: is_symmetric_psd(A) - False - - This matrix isn't even symmetric:: - - sage: A = matrix(ZZ, [[1, 2], [3, 4]]) - sage: is_symmetric_psd(A) - False - - """ - - if A.base_ring() == SR: - msg = 'The matrix ``A`` cannot be symbolic.' - raise ValueError.new(msg) - - # First make sure that ``A`` is symmetric. - if not A.is_symmetric(): - return False - - # If ``A`` is symmetric, we only need to check that it is positive - # semidefinite. For that we can consult its minimum eigenvalue, - # which should be zero or greater. Since ``A`` is symmetric, its - # eigenvalues are guaranteed to be real. - return min(A.eigenvalues()) >= 0 - - def unit_eigenvectors(A): """ Return the unit eigenvectors of a symmetric positive-definite matrix. @@ -201,7 +144,7 @@ def factor_psd(A): return Q*root_D*Q.transpose() -def random_psd(V, accept_zero=True, rank=None): +def random_symmetric_psd(V, accept_zero=True, rank=None): """ Generate a random symmetric positive-semidefinite matrix over the vector space ``V``. That is, the returned matrix will be a linear @@ -242,42 +185,45 @@ def random_psd(V, accept_zero=True, rank=None): SETUP:: - sage: from mjo.cone.symmetric_psd import is_symmetric_psd, random_psd + sage: from mjo.cone.symmetric_psd import random_symmetric_psd EXAMPLES: Well, it doesn't crash at least:: + sage: set_random_seed() sage: V = VectorSpace(QQ, 2) - sage: A = random_psd(V) + sage: A = random_symmetric_psd(V) sage: A.matrix_space() Full MatrixSpace of 2 by 2 dense matrices over Rational Field - sage: is_symmetric_psd(A) + sage: A.is_positive_semidefinite() True A matrix with the desired rank is returned:: + sage: set_random_seed() sage: V = VectorSpace(QQ, 5) - sage: A = random_psd(V,False,1) + sage: A = random_symmetric_psd(V,False,1) sage: A.rank() 1 - sage: A = random_psd(V,False,2) + sage: A = random_symmetric_psd(V,False,2) sage: A.rank() 2 - sage: A = random_psd(V,False,3) + sage: A = random_symmetric_psd(V,False,3) sage: A.rank() 3 - sage: A = random_psd(V,False,4) + sage: A = random_symmetric_psd(V,False,4) sage: A.rank() 4 - sage: A = random_psd(V,False,5) + sage: A = random_symmetric_psd(V,False,5) sage: A.rank() 5 If the user asks for a rank that's too high, we fail:: + sage: set_random_seed() sage: V = VectorSpace(QQ, 2) - sage: A = random_psd(V,False,3) + sage: A = random_symmetric_psd(V,False,3) Traceback (most recent call last): ... ValueError: The ``rank`` must be between 0 and the dimension of ``V``. @@ -303,19 +249,23 @@ def random_psd(V, accept_zero=True, rank=None): # Use the one the user gave us. rank_A = rank - # Begin with the zero matrix, and add projectors to it if we have any. - A = V.zero().column()*V.zero().row() - - # Careful, begin at idx=1 so that we only generate a projector - # when rank_A is greater than zero. - while A.rank() < rank_A: - v = V.random_element() - A += v.column()*v.row() - - if accept_zero or not A.is_zero(): - # We either don't care what ``A`` is, or it's non-zero, so - # just return it. - return A - else: - # Uh oh, we need to generate a new one. - return random_psd(V, accept_zero, rank) + if n == 0 and not accept_zero: + # We're gonna loop forever trying to satisfy this... + raise ValueError('You must have accept_zero=True when V is trivial') + + # Loop until we find a suitable "A" that will then be returned. + while True: + # Begin with the zero matrix, and add projectors to it if we + # have any. + A = matrix.zero(V.base_ring(), n, n) + + # Careful, begin at idx=1 so that we only generate a projector + # when rank_A is greater than zero. + while A.rank() < rank_A: + v = V.random_element() + A += v.column()*v.row() + + if accept_zero or not A.is_zero(): + # We either don't care what ``A`` is, or it's non-zero, so + # just return it. + return A