From 7577aaf1786d897fa1517bb8fd4ff367fd09113c Mon Sep 17 00:00:00 2001
From: Michael Orlitzky <michael@orlitzky.com>
Date: Thu, 6 Oct 2016 14:53:15 -0400
Subject: [PATCH] Add rough eigenvalue-based containment testing for
 SymmetricPSD.

---
 src/dunshire/cones.py | 84 ++++++++++++++++++++++++++++++++++++++++++-
 1 file changed, 83 insertions(+), 1 deletion(-)

diff --git a/src/dunshire/cones.py b/src/dunshire/cones.py
index 18e6a1b..4176f57 100644
--- a/src/dunshire/cones.py
+++ b/src/dunshire/cones.py
@@ -4,7 +4,7 @@ SymmetricCone) supported by CVXOPT.
 """
 
 from cvxopt import matrix
-from matrices import norm
+from matrices import eigenvalues, norm
 
 class SymmetricCone:
     """
@@ -37,6 +37,7 @@ class SymmetricCone:
 
         self._dimension = dimension
 
+
     def __contains__(self, point):
         """
         Return whether or not ``point`` belongs to this cone.
@@ -333,6 +334,87 @@ class SymmetricPSD(SymmetricCone):
         return tpl.format(self.dimension())
 
 
+    def __contains__(self, point):
+        """
+        Return whether or not ``point`` belongs to this cone.
+
+        INPUT:
+
+        An instance of the ``cvxopt.base.matrix`` class having
+        dimensions ``(n,n)`` where ``n`` is the dimension of this cone.
+        Its type code must be 'd'.
+
+        EXAMPLES:
+
+            >>> K = SymmetricPSD(2)
+            >>> matrix([[1,0],[0,1]], tc='d') in K
+            True
+
+            >>> K = SymmetricPSD(2)
+            >>> matrix([[0,0],[0,0]], tc='d') in K
+            True
+
+            >>> K = SymmetricPSD(2)
+            >>> [[1,2],[2,3]] in K
+            Traceback (most recent call last):
+            ...
+            TypeError: the given point is not a cvxopt.base.matrix
+
+            >>> K = SymmetricPSD(3)
+            >>> matrix([[1,2],[3,4]], tc='d') in K
+            Traceback (most recent call last):
+            ...
+            TypeError: the given point has the wrong dimensions
+
+        """
+        if not isinstance(point, matrix):
+            raise TypeError('the given point is not a cvxopt.base.matrix')
+        if not point.size == (self.dimension(), self.dimension()):
+            raise TypeError('the given point has the wrong dimensions')
+        return all([e >= 0 for e in eigenvalues(point)])
+
+
+    def contains_strict(self, point):
+        """
+        Return whether or not ``point`` belongs to the interior
+        of this cone.
+
+        INPUT:
+
+        An instance of the ``cvxopt.base.matrix`` class having
+        dimensions ``(n,n)`` where ``n`` is the dimension of this cone.
+        Its type code must be 'd'.
+
+        EXAMPLES:
+
+            >>> K = SymmetricPSD(2)
+            >>> K.contains_strict(matrix([[1,0],[0,1]], tc='d'))
+            True
+
+            >>> K = SymmetricPSD(2)
+            >>> K.contains_strict(matrix([[0,0],[0,0]], tc='d'))
+            False
+
+            >>> K = SymmetricPSD(2)
+            >>> K.contains_strict([[1,2],[2,3]])
+            Traceback (most recent call last):
+            ...
+            TypeError: the given point is not a cvxopt.base.matrix
+
+            >>> K = SymmetricPSD(3)
+            >>> K.contains_strict(matrix([[1,2],[3,4]], tc='d'))
+            Traceback (most recent call last):
+            ...
+            TypeError: the given point has the wrong dimensions
+
+        """
+        if not isinstance(point, matrix):
+            raise TypeError('the given point is not a cvxopt.base.matrix')
+        if not point.size == (self.dimension(), self.dimension()):
+            raise TypeError('the given point has the wrong dimensions')
+        return all([e > 0 for e in eigenvalues(point)])
+
+
 class CartesianProduct(SymmetricCone):
     """
     A cartesian product of symmetric cones, which is itself a symmetric
-- 
2.43.2