PropertyT.jl/src/checksolution.jl

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import Base: rationalize
using ValidatedNumerics
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ValidatedNumerics.setrounding(Interval, :correct)
ValidatedNumerics.setformat(:standard)
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function EOI{T<:Number}(Δ::GroupAlgebraElement{T}, κ::T)
return Δ*Δ - κ*Δ
end
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function algebra_square(vector, elt)
zzz = zeros(eltype(vector), elt.coefficients)
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zzz[1:length(vector)] = vector
# new_base_elt = GroupAlgebraElement(zzz, elt.product_matrix)
# return (new_base_elt*new_base_elt).coefficients
return GroupAlgebras.algebra_multiplication(zzz, zzz, elt.product_matrix)
end
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function compute_SOS(sqrt_matrix, elt)
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n = size(sqrt_matrix,2)
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T = eltype(sqrt_matrix)
# result = zeros(T, length(elt.coefficients))
# for i in 1:n
# result += algebra_square(sqrt_matrix[:,i], elt)
# end
result = @parallel (+) for i in 1:n
PropertyT.algebra_square(sqrt_matrix[:,i], elt)
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end
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return GroupAlgebraElement(result, elt.product_matrix)
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end
function correct_to_augmentation_ideal{T<:Rational}(sqrt_matrix::Array{T,2})
sqrt_corrected = similar(sqrt_matrix)
l = size(sqrt_matrix,2)
for i in 1:l
col = view(sqrt_matrix,:,i)
sqrt_corrected[:,i] = col - sum(col)//l
# @assert sum(sqrt_corrected[:,i]) == 0
end
return sqrt_corrected
end
import ValidatedNumerics
function (±){T<:Number}(X::AbstractArray{T}, tol::Real)
r{T}(x::T) = (x == zero(T)? @interval(0) : x ± tol)
return r.(X)
end
(±)(X::GroupAlgebraElement, tol::Real) = GroupAlgebraElement(X.coefficients ± tol, X.product_matrix)
function Base.rationalize{T<:Integer, S<:Real}(::Type{T},
X::AbstractArray{S}; tol::Real=eps(eltype(X)))
r(x) = rationalize(T, x, tol=tol)
return r.(X)
end
(x, tol::Real) = rationalize(BigInt, x, tol=tol)
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function distance_to_cone{T<:Rational}(κ::T, sqrt_matrix::Array{T,2}, Δ::GroupAlgebraElement{T})
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SOS = compute_SOS(sqrt_matrix, Δ)
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SOS_diff = EOI(Δ, κ) - SOS
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eoi_SOS_L₁_dist = norm(SOS_diff,1)
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info(logger, "κ = (≈$(@sprintf("%.10f", float(κ)))")
ɛ_dist = GroupAlgebras.ɛ(SOS_diff)
if ɛ_dist 0//1
warn(logger, "The SOS is not in the augmentation ideal, number below are meaningless!")
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end
info(logger, "ɛ(Δ² - κΔ - ∑ξᵢ*ξᵢ) = $ɛ_dist")
info(logger, "‖Δ² - κΔ - ∑ξᵢ*ξᵢ‖₁ = $(@sprintf("%.10f", float(eoi_SOS_L₁_dist)))")
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distance_to_cone = κ - 2^3*eoi_SOS_L₁_dist
return distance_to_cone
end
function distance_to_cone{T<:Rational, S<:Interval}(κ::T, sqrt_matrix::Array{S,2}, Δ::GroupAlgebraElement{T})
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SOS = compute_SOS(sqrt_matrix, Δ)
info(logger, "ɛ(∑ξᵢ*ξᵢ) ∈ $(GroupAlgebras.ɛ(SOS))")
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SOS_diff = EOI(Δ, κ) - SOS
eoi_SOS_L₁_dist = norm(SOS_diff,1)
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info(logger, "κ = (≈$(@sprintf("%.10f",float(κ))))")
ɛ_dist = GroupAlgebras.ɛ(SOS_diff)
info(logger, "ɛ(Δ² - κΔ - ∑ξᵢ*ξᵢ) ∈ $(ɛ_dist)")
info(logger, "‖Δ² - κΔ - ∑ξᵢ*ξᵢ‖₁ ∈ $(eoi_SOS_L₁_dist)")
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distance_to_cone = κ - 2^3*eoi_SOS_L₁_dist
return distance_to_cone
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end
function distance_to_cone{T<:AbstractFloat}(κ::T, sqrt_matrix::Array{T,2}, Δ::GroupAlgebraElement{T})
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SOS = compute_SOS(sqrt_matrix, Δ)
SOS_diff = EOI(Δ, κ) - SOS
eoi_SOS_L₁_dist = norm(SOS_diff,1)
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info(logger, "κ = ")
ɛ_dist = GroupAlgebras.ɛ(SOS_diff)
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info(logger, "ɛ(Δ² - κΔ - ∑ξᵢ*ξᵢ) ≈ $(@sprintf("%.10f", ɛ_dist))")
info(logger, "‖Δ² - κΔ - ∑ξᵢ*ξᵢ‖₁ ≈ $(@sprintf("%.10f", eoi_SOS_L₁_dist))")
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distance_to_cone = κ - 2^3*eoi_SOS_L₁_dist
return distance_to_cone
end
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function check_distance_to_positive_cone(Δ::GroupAlgebraElement, κ, A;
tol=1e-7, rational=false)
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isapprox(eigvals(A), abs(eigvals(A)), atol=tol) ||
warn("The solution matrix doesn't seem to be positive definite!")
@assert A == Symmetric(A)
A_sqrt = real(sqrtm(A))
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info(logger, "------------------------------------------------------------")
info(logger, "")
info(logger, "Checking in floating-point arithmetic...")
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t = @timed fp_distance = distance_to_cone(κ, A_sqrt, Δ)
info(logger, timed_msg(t))
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info(logger, "Floating point distance (to positive cone) ≈ $(@sprintf("%.10f", fp_distance))")
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info(logger, "------------------------------------------------------------")
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info(logger, "Projecting columns of rationalized A_sqrt to the augmentation ideal...")
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δ = eps(κ)
A_sqrt_ = (A_sqrt, δ)
t = @timed A_sqrt__aug = correct_to_augmentation_ideal(A_sqrt_)
info(logger, timed_msg(t))
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κ_ = (κ, δ)
Δ_ = (Δ, δ)
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info(logger, "Checking in interval arithmetic")
A_sqrt__augⁱⁿᵗ = Float64.(A_sqrt__aug) ± δ
t = @timed Interval_dist_to_Σ² = distance_to_cone(κ_, A_sqrt__augⁱⁿᵗ, Δ_)
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info(logger, timed_msg(t))
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info(logger, "The Augmentation-projected actual distance (to positive cone) ≥ $(@sprintf("%.10f", Interval_dist_to_Σ².lo))")
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info(logger, "------------------------------------------------------------")
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if Interval_dist_to_Σ².lo 0 || !rational
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return Interval_dist_to_Σ².lo
else
info(logger, "Checking Projected SOS decomposition in exact rational arithmetic...")
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t = @timed _dist_to_Σ² = distance_to_cone(κ_, A_sqrt__aug, Δ_)
info(logger, timed_msg(t))
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@assert isa(_dist_to_Σ², Rational)
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info(logger, "Augmentation-projected rational distance (to positive cone) ≥ $(Float64(trunc(_dist_to_Σ²,8)))")
info(logger, "------------------------------------------------------------")
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return _dist_to_Σ²
end
end