From: Michael Orlitzky <michael@orlitzky.com>
Date: Thu, 13 Oct 2016 23:14:26 +0000 (-0400)
Subject: Make sure SymmetricPSD doesn't contain asymmetric matrices.
X-Git-Tag: 0.1.0~142
X-Git-Url: https://gitweb.michael.orlitzky.com/?a=commitdiff_plain;h=d1f749bdc31dcaef1dce62f303c1889f40ec0fe2;p=dunshire.git

Make sure SymmetricPSD doesn't contain asymmetric matrices.
---

diff --git a/src/dunshire/cones.py b/src/dunshire/cones.py
index 92a03a9..61feab4 100644
--- a/src/dunshire/cones.py
+++ b/src/dunshire/cones.py
@@ -384,10 +384,10 @@ class SymmetricPSD(SymmetricCone):
 
             >>> K = SymmetricPSD(5)
             >>> A = matrix([[5,4,3,2,1],
-            ...            [4,5,4,3,2],
-            ...            [3,4,5,4,3],
-            ...            [2,3,4,5,4],
-            ...            [1,2,3,4,5]])
+            ...             [4,5,4,3,2],
+            ...             [3,4,5,4,3],
+            ...             [2,3,4,5,4],
+            ...             [1,2,3,4,5]])
             >>> A in K
             True
 
@@ -409,8 +409,16 @@ class SymmetricPSD(SymmetricCone):
         However, this matrix has a negative eigenvalue:
 
            >>> K = SymmetricPSD(2)
-           >>> A = matrix([[1,-2],
-           ...             [-2,1]])
+           >>> A = matrix([[ 1, -2],
+           ...             [-2,  1]])
+           >>> A in K
+           False
+
+        An asymmetric cone with positive eigenvalues is not in the cone:
+
+           >>> K = SymmetricPSD(2)
+           >>> A = matrix([[10, 2],
+           ...             [4,  8]])
            >>> A in K
            False
 
@@ -435,6 +443,9 @@ class SymmetricPSD(SymmetricCone):
             raise TypeError('the given point has the wrong dimensions')
         if not point.typecode == 'd':
             point = matrix(point, (self.dimension(), self.dimension()), 'd')
+        if not norm(point - point.trans()) < options.ABS_TOL:
+            # It's not symmetric.
+            return False
         return all([e > -options.ABS_TOL for e in eigenvalues(point)])