X-Git-Url: https://gitweb.michael.orlitzky.com/?a=blobdiff_plain;f=dunshire%2Fgames.py;h=c841caae752b9075ee28030d2a15df5d42354308;hb=3ee9db27adb69d68871ef26ec22ef144f351e99d;hp=46092c380eca141ff993313bd30ec55989a32ed8;hpb=0e2a195d7b947aff65893c000292f7742028afdc;p=dunshire.git diff --git a/dunshire/games.py b/dunshire/games.py index 46092c3..c841caa 100644 --- a/dunshire/games.py +++ b/dunshire/games.py @@ -222,7 +222,7 @@ class SymmetricLinearGame: e2 = [ 1] [ 2] [ 3], - Condition((L, K, e1, e2)) = 63.669790. + Condition((L, K, e1, e2)) = 31.834895. Lists can (and probably should) be used for every argument:: @@ -241,7 +241,7 @@ class SymmetricLinearGame: [ 1], e2 = [ 1] [ 1], - Condition((L, K, e1, e2)) = 3.414214. + Condition((L, K, e1, e2)) = 1.707107. The points ``e1`` and ``e2`` can also be passed as some other enumerable type (of the correct length) without much harm, since @@ -264,7 +264,7 @@ class SymmetricLinearGame: [ 1], e2 = [ 1] [ 1], - Condition((L, K, e1, e2)) = 3.414214. + Condition((L, K, e1, e2)) = 1.707107. However, ``L`` will always be intepreted as a list of rows, even if it is passed as a :class:`cvxopt.base.matrix` which is @@ -286,7 +286,7 @@ class SymmetricLinearGame: [ 1], e2 = [ 1] [ 1], - Condition((L, K, e1, e2)) = 12.147542. + Condition((L, K, e1, e2)) = 6.073771. >>> L = cvxopt.matrix(L) >>> print(L) [ 1 3] @@ -302,7 +302,7 @@ class SymmetricLinearGame: [ 1], e2 = [ 1] [ 1], - Condition((L, K, e1, e2)) = 12.147542. + Condition((L, K, e1, e2)) = 6.073771. """ def __init__(self, L, K, e1, e2): @@ -520,11 +520,18 @@ class SymmetricLinearGame: In the CVXOPT construction of this game, two matrices ``G`` and ``A`` appear. When those matrices are nasty, numerical problems can show up. We define the condition number of this game to be - the sum of the condition numbers of ``G`` and ``A`` in the + the average of the condition numbers of ``G`` and ``A`` in the CVXOPT construction. If the condition number of this game is high, then you can expect numerical difficulty (such as :class:`PoorScalingException`). + Returns + ------- + + float + A real number greater than or equal to one that measures how + bad this game is numerically. + Examples -------- @@ -535,12 +542,12 @@ class SymmetricLinearGame: >>> e2 = e1 >>> SLG = SymmetricLinearGame(L, K, e1, e2) >>> actual = SLG._condition() - >>> expected = 3.6180339887498953 + >>> expected = 1.8090169943749477 >>> abs(actual - expected) < options.ABS_TOL True """ - return condition_number(self._G()) + condition_number(self._A()) + return (condition_number(self._G()) + condition_number(self._A()))/2 def dual(self): @@ -573,7 +580,7 @@ class SymmetricLinearGame: e2 = [ 1] [ 1] [ 1], - Condition((L, K, e1, e2)) = 88.953530. + Condition((L, K, e1, e2)) = 44.476765. """ # We pass ``self._L`` right back into the constructor, because