From: Michael Orlitzky Date: Mon, 3 Nov 2014 03:04:52 +0000 (-0500) Subject: Implement the is_extreme_doubly_nonnegative() function, first shot. X-Git-Url: https://gitweb.michael.orlitzky.com/?a=commitdiff_plain;h=a5700d65325514a505d24fb96b75c2b0f2f6e94f;p=sage.d.git Implement the is_extreme_doubly_nonnegative() function, first shot. --- diff --git a/mjo/cone/doubly_nonnegative.py b/mjo/cone/doubly_nonnegative.py index 03d23b4..4f7f950 100644 --- a/mjo/cone/doubly_nonnegative.py +++ b/mjo/cone/doubly_nonnegative.py @@ -14,13 +14,13 @@ It is represented typically by either `\mathcal{D}^{n}` or 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): @@ -188,6 +188,16 @@ def is_extreme_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:: @@ -196,15 +206,101 @@ def is_extreme_doubly_nonnegative(A): 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)