TODO

   1 1. Add doctests for simple examples like the ones in Dr. Gowda's paper
   2    and the identity operator.
   3
   4 2. Add unit testing for crazier things like random invertible matrices.
   5
   6 6. Add real docstrings everywhere.
   7
   8 7. Try to eliminate the code in matrices.py.
   9
  10 8. Make it work on a cartesian product of cones in the correct order.
  11
  12 9. Make it work on a cartesian product of cones in the wrong order
  13    (apply a perm utation before/after).
  14
  15 10. Add (strict) cone containment tests to sanity check e1,e2.
  16
  17 11. Rename all of my variables so that they don't conflict with CVXOPT.
  18     Maybe x -> xi and y -> gamma in my paper, if that works out.
  19
  20 12. Make sure we have the dimensions of the PSD cone correct.
  21
  22 13. Use a positive tolerance when comparing floating point numbers.