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PropertyT.jl/src/checksolution.jl

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2017-03-13 14:49:55 +01:00
using ProgressMeter
using ValidatedNumerics
import Base: rationalize
function EOI{T<:Number}(Δ::GroupAlgebraElement{T}, κ::T)
return Δ*Δ - κ*Δ
end
function square_as_elt(vector, elt)
zzz = zeros(elt.coefficients)
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
function compute_SOS{T<:Number}(sqrt_matrix::Array{T,2},
elt::GroupAlgebraElement{T})
n = size(sqrt_matrix,2)
result = zeros(T, length(elt.coefficients))
p = Progress(n, 1, "Checking SOS decomposition...", 50)
for i in 1:n
result .+= square_as_elt(sqrt_matrix[:,i], elt)
next!(p)
end
return GroupAlgebraElement{T}(result, elt.product_matrix)
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
function check_solution{T<:Number}(κ::T, sqrt_matrix::Array{T,2}, Δ::GroupAlgebraElement{T}; verbose=true, augmented=false)
result = compute_SOS(sqrt_matrix, Δ)
if augmented
epsilon = GroupAlgebras.ɛ(result)
if isa(epsilon, Interval)
@assert 0 in epsilon
elseif isa(epsilon, Rational)
@assert epsilon == 0//1
else
warn("Does checking for augmentation has meaning for $(typeof(epsilon))?")
end
end
SOS_diff = EOI(Δ, κ) - result
eoi_SOS_L₁_dist = norm(SOS_diff,1)
if verbose
@show κ
ɛ_dist = GroupAlgebras.ɛ(SOS_diff)
@printf("ɛ(Δ² - κΔ - ∑ξᵢ*ξᵢ) ≈ %.10f\n", ɛ_dist)
@printf("‖Δ² - κΔ - ∑ξᵢ*ξᵢ‖₁ ≈ %.10f\n", eoi_SOS_L₁_dist)
end
distance_to_cone = κ - 2^3*eoi_SOS_L₁_dist
return distance_to_cone
end
import ValidatedNumerics
function (±)(X::AbstractArray, tol::Real)
r{T}(x::T) = ( x==zero(T) ? @interval(x) : 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)
function _distance_to_positive_cone(Δ::GroupAlgebraElement, κ, A;
tol=1e-7, verbose=true, rational=false)
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))
# println("")
# println("Checking in floating-point arithmetic...")
# @time fp_distance = check_solution(κ, A_sqrt, Δ, verbose=verbose)
# println("Floating point distance (to positive cone) ≈ $(Float64(trunc(fp_distance,8)))")
# println("-------------------------------------------------------------")
# println("")
#
# if fp_distance ≤ 0
# return fp_distance
# end
println("Checking in interval arithmetic...")
A_sqrtᴵ = A_sqrt ± tol
κᴵ = κ ± tol
Δᴵ = Δ ± tol
@time Interval_distance = check_solution(κᴵ, A_sqrtᴵ, Δᴵ, verbose=verbose)
# @assert isa(_distance, Rational)
println("The actual distance (to positive cone) is contained in $Interval_distance")
println("-------------------------------------------------------------")
println("")
if Interval_distance.lo 0
return Interval_distance.lo
end
println("Projecting columns of A_sqrt to the augmentation ideal...")
A_sqrt_ = (A_sqrt, tol)
A_sqrt__aug = correct_to_augmentation_ideal(A_sqrt_)
κ_ = (κ, tol)
Δ_ = (Δ, tol)
A_sqrt__augᴵ = A_sqrt__aug ± tol
κᴵ = κ_ ± tol
Δᴵ = Δ_ ± tol
@time Interval_dist_to_Σ² = check_solution(κᴵ, A_sqrt__augᴵ, Δᴵ, verbose=verbose, augmented=true)
println("The Augmentation-projected actual distance (to positive cone) is contained in $Interval_dist_to_Σ²")
println("-------------------------------------------------------------")
println("")
if Interval_dist_to_Σ².lo 0 || !rational
return Interval_dist_to_Σ².lo
else
println("Checking Projected SOS decomposition in exact rational arithmetic...")
@time _dist_to_Σ² = check_solution(κ_, A_sqrt__aug, Δ_, verbose=verbose, augmented=true)
@assert isa(_dist_to_Σ², Rational)
println("Augmentation-projected rational distance (to positive cone) ≥ $(Float64(trunc(_dist_to_Σ²,8)))")
println("-------------------------------------------------------------")
return _dist_to_Σ²
end
end