TODO

   1 1. Add doctests for simple examples like the ones in Dr. Gowda's paper
   2    and the identity operator.
   3
   4 2. Add unit testing for crazier things like random invertible matrices.
   5
   6 3. Test that the primal/dual optimal values always agree (this implies
   7    that we always get a solution).
   8
   9 4. Run the tests with make test.
  10
  11 5. Use pylint or whatever to perform static analysis.
  12
  13 6. Add real docstrings everywhere.
  14
  15 7. Try to eliminate the code in matrices.py.
  16
  17 8. Make it work on a cartesian product of cones in the correct order.
  18
  19 9. Make it work on a cartesian product of cones in the wrong order
  20    (apply a perm utation before/after).
  21
  22 10. Add (strict) cone containment tests to sanity check e1,e2.
  23
  24 11. Rename all of my variables so that they don't conflict with CVXOPT.
  25     Maybe x -> xi and y -> gamma in my paper, if that works out.
  26
  27 12. Make sure we have the dimensions of the PSD cone correct.