return CartesianProduct(self._K, self._K)
def _h(self):
- """
+ r"""
Return the ``h`` vector used in our CVXOPT construction.
The ``h`` vector appears on the right-hand side of :math:`Gx + s
@staticmethod
def b():
- """
+ r"""
Return the ``b`` vector used in our CVXOPT construction.
The vector ``b`` appears on the right-hand side of :math:`Ax =
def _L_specnorm(self):
"""
- Compute the spectral norm of ``L`` and cache it.
+ Compute the spectral norm of :meth:`L` and cache it.
+
+ The spectral norm of the matrix :meth:`L` is used in a few
+ places. Since it can be expensive to compute, we want to cache
+ its value. That is not possible in :func:`specnorm`, which lies
+ outside of a class, so this is the place to do it.
+
+ Returns
+ -------
+
+ float
+ A nonnegative real number; the largest singular value of
+ the matrix :meth:`L`.
+
"""
if self._L_specnorm_value is None:
self._L_specnorm_value = specnorm(self.L())
return self._L_specnorm_value
+
def tolerance_scale(self, solution):
- # Don't return anything smaller than 1... we can't go below
- # out "minimum tolerance."
+ r"""
+ Return a scaling factor that should be applied to ``ABS_TOL``
+ for this game.
+
+ When performing certain comparisons, the default tolernace
+ ``ABS_TOL`` may not be appropriate. For example, if we expect
+ ``x`` and ``y`` to be within ``ABS_TOL`` of each other, than the
+ inner product of ``L*x`` and ``y`` can be as far apart as the
+ spectral norm of ``L`` times the sum of the norms of ``x`` and
+ ``y``. Such a comparison is made in :meth:`solution`, and in
+ many of our unit tests.
+
+ The returned scaling factor found from the inner product mentioned
+ above is
+
+ .. math::
+
+ \left\lVert L \right\rVert_{2}
+ \left( \left\lVert \bar{x} \right\rVert
+ + \left\lVert \bar{y} \right\rVert
+ \right),
+
+ where :math:`\bar{x}` and :math:`\bar{y}` are optimal solutions
+ for players one and two respectively. This scaling factor is not
+ formally justified, but attempting anything smaller leads to
+ test failures.
+
+ .. warning::
+
+ Optimal solutions are not unique, so the scaling factor
+ obtained from ``solution`` may not work when comparing other
+ solutions.
+
+ Parameters
+ ----------
+
+ solution : Solution
+ A solution of this game, used to obtain the norms of the
+ optimal strategies.
+
+ Returns
+ -------
+
+ float
+ A scaling factor to be multiplied by ``ABS_TOL`` when
+ making comparisons involving solutions of this game.
+
+ """
norm_p1_opt = norm(solution.player1_optimal())
norm_p2_opt = norm(solution.player2_optimal())
scale = self._L_specnorm()*(norm_p1_opt + norm_p2_opt)
- return max(1, scale/2.0)
+
+ # Don't return anything smaller than 1... we can't go below
+ # out "minimum tolerance."
+ return max(1, scale)
def solution(self):