from sage.all import *
# Sage doesn't load ~/.sage/init.sage during testing (sage -t), so we
-# have to explicitly mangle our sitedir here so that "mjo.cone"
-# resolves.
+# have to explicitly mangle our sitedir here so that our module names
+# resolve.
from os.path import abspath
from site import addsitedir
addsitedir(abspath('../../'))
from mjo.cone.symmetric_psd import factor_psd, is_symmetric_psd
-
+from mjo.matrix_vector import isomorphism
def is_doubly_nonnegative(A):
Returns ``True`` if the given matrix is an extreme matrix of the
doubly-nonnegative cone, and ``False`` otherwise.
+ REFERENCES:
+
+ 1. Hamilton-Jester, Crista Lee; Li, Chi-Kwong. Extreme Vectors of
+ Doubly Nonnegative Matrices. Rocky Mountain Journal of Mathematics
+ 26 (1996), no. 4, 1371--1383. doi:10.1216/rmjm/1181071993.
+ http://projecteuclid.org/euclid.rmjm/1181071993.
+
+ 2. Berman, Abraham and Shaked-Monderer, Naomi. Completely Positive
+ Matrices. World Scientific, 2003.
+
EXAMPLES:
The zero matrix is an extreme matrix::
sage: is_extreme_doubly_nonnegative(A)
True
+ Any extreme vector of the completely positive cone is an extreme
+ vector of the doubly-nonnegative cone::
+
+ sage: v = vector([1,2,3,4,5,6])
+ sage: A = v.column() * v.row()
+ sage: A = A.change_ring(QQ)
+ sage: is_extreme_doubly_nonnegative(A)
+ True
+
+ We should be able to generate the extreme completely positive
+ vectors randomly::
+
+ sage: v = vector(map(abs, random_vector(ZZ, 4)))
+ sage: A = v.column() * v.row()
+ sage: A = A.change_ring(QQ)
+ sage: is_extreme_doubly_nonnegative(A)
+ True
+ sage: v = vector(map(abs, random_vector(ZZ, 10)))
+ sage: A = v.column() * v.row()
+ sage: A = A.change_ring(QQ)
+ sage: is_extreme_doubly_nonnegative(A)
+ True
+
+ The following matrix is completely positive but has rank 3, so by a
+ remark in reference #1 it is not extreme::
+
+ sage: A = matrix(QQ, [[1,2,1],[2,6,3],[1,3,5]])
+ sage: is_extreme_doubly_nonnegative(A)
+ False
+
+ The following matrix is completely positive (diagonal) with rank 2,
+ so it is also not extreme::
+
+ sage: A = matrix(QQ, [[1,0,0],[2,0,0],[0,0,0]])
+ sage: is_extreme_doubly_nonnegative(A)
+ False
+
"""
- r = A.rank()
+ if not A.base_ring().is_exact() and not A.base_ring() is SR:
+ msg = 'The base ring of ``A`` must be either exact or symbolic.'
+ raise ValueError(msg)
- if r == 0:
+ if not A.base_ring().is_field():
+ raise ValueError('The base ring of ``A`` must be a field.')
+
+ if not A.base_ring() is SR:
+ # Change the base field of ``A`` so that we are sure we can take
+ # roots. The symbolic ring has no algebraic_closure method.
+ A = A.change_ring(A.base_ring().algebraic_closure())
+
+ # Step 1 (see reference #1)
+ k = A.rank()
+
+ if k == 0:
# Short circuit, we know the zero matrix is extreme.
return True
- if not is_admissible_extreme_rank(r):
+ if not is_symmetric_psd(A):
+ return False
+
+ # Step 1.5, appeal to Theorem 3.1 in reference #1 to short
+ # circuit.
+ if not has_admissible_extreme_rank(A):
return False
- raise NotImplementedError()
+ # Step 2
+ X = factor_psd(A)
+
+ # Step 3
+ #
+ # Begin with an empty spanning set, and add a new matrix to it
+ # whenever we come across an index pair `$(i,j)$` with
+ # `$A_{ij} = 0$`.
+ spanning_set = []
+ for j in range(0, A.ncols()):
+ for i in range(0,j):
+ if A[i,j] == 0:
+ M = A.matrix_space()
+ S = X.transpose() * (E(M,i,j) + E(M,j,i)) * X
+ spanning_set.append(S)
+
+ # The spanning set that we have at this point is of matrices. We
+ # only care about the dimension of the spanned space, and Sage
+ # can't compute the dimension of a set of matrices anyway, so we
+ # convert them all to vectors and just ask for the dimension of the
+ # resulting vector space.
+ (phi, phi_inverse) = isomorphism(A.matrix_space())
+ vectors = map(phi,spanning_set)
+
+ V = span(vectors, A.base_ring())
+ d = V.dimension()
+
+ # Needed to safely divide by two here (we don't want integer
+ # division). We ensured that the base ring of ``A`` is a field
+ # earlier.
+ two = A.base_ring()(2)
+ return d == (k*(k + 1)/two - 1)