2. Add unit testing for crazier things like random invertible matrices.

6. Add real docstrings everywhere.

7. Try to eliminate the code in matrices.py.

8. Make it work on a cartesian product of cones in the correct order.

9. Make it work on a cartesian product of cones in the wrong order
   (apply a perm utation before/after).

10. Add (strict) cone containment tests to sanity check e1,e2.

11. Rename all of my variables so that they don't conflict with CVXOPT.
    Maybe x -> xi and y -> gamma in my paper, if that works out.

12. Make sure we have the dimensions of the PSD cone correct.

13. Use a positive tolerance when comparing floating point numbers.