TODO

   1 2. Add unit testing for crazier things like random invertible matrices.
   2
   3 6. Add real docstrings everywhere.
   4
   5 7. Try to eliminate the code in matrices.py.
   6
   7 8. Make it work on a cartesian product of cones in the correct order.
   8
   9 9. Make it work on a cartesian product of cones in the wrong order
  10    (apply a perm utation before/after).
  11
  12 10. Add (strict) cone containment tests to sanity check e1,e2.
  13
  14 11. Rename all of my variables so that they don't conflict with CVXOPT.
  15     Maybe x -> xi and y -> gamma in my paper, if that works out.
  16
  17 12. Make sure we have the dimensions of the PSD cone correct.
  18
  19 13. Use a positive tolerance when comparing floating point numbers.