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Using ValidatedNumerics (Interval Arithmetic)
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@ -4,6 +4,7 @@ import Base: rationalize
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using GroupAlgebras
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using ProgressMeter
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using ValidatedNumerics
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function create_product_matrix(basis, limit)
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product_matrix = zeros(Int, (limit,limit))
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@ -125,7 +126,14 @@ end
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function check_solution{T<:Number}(κ::T, sqrt_matrix::Array{T,2}, Δ::GroupAlgebraElement{T}; verbose=true, augmented=false)
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result = compute_SOS(sqrt_matrix, Δ)
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if augmented
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@assert GroupAlgebras.ɛ(result) == 0//1
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epsilon = GroupAlgebras.ɛ(result)
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if isa(epsilon, Interval)
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@assert 0 in epsilon
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elseif isa(epsilon, Rational)
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@assert epsilon == 0//1
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else
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warn("Does checking for augmentation has meaning for $(typeof(epsilon))?")
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end
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end
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SOS_diff = EOI(Δ, κ) - result
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@ -136,56 +144,100 @@ function check_solution{T<:Number}(κ::T, sqrt_matrix::Array{T,2}, Δ::GroupAlge
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if augmented
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println("ɛ(Δ² - κΔ - ∑ξᵢ*ξᵢ) = ", GroupAlgebras.ɛ(SOS_diff))
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else
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ɛ_dist = Float64(round(GroupAlgebras.ɛ(SOS_diff),12))
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println("ɛ(Δ² - κΔ - ∑ξᵢ*ξᵢ) ≈ $ɛ_dist")
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ɛ_dist = GroupAlgebras.ɛ(SOS_diff)
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if typeof(ɛ_dist) <: Interval
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ɛ_dist = ɛ_dist.lo
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end
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L₁_dist = Float64(round(eoi_SOS_L₁_dist, 12))
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println("‖Δ² - κΔ - ∑ξᵢ*ξᵢ‖₁ ≈ $L₁_dist")
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@printf("ɛ(Δ² - κΔ - ∑ξᵢ*ξᵢ) ≈ %.10f\n", ɛ_dist)
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end
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L₁_dist = eoi_SOS_L₁_dist
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if typeof(L₁_dist) <: Interval
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L₁_dist = L₁_dist.lo
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end
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@printf("‖Δ² - κΔ - ∑ξᵢ*ξᵢ‖₁ ≈ %.10f\n", L₁_dist)
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end
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distance_to_cone = κ - 2^2*eoi_SOS_L₁_dist
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return distance_to_cone
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end
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function rationalize{T<:Integer, S<:Real}(::Type{T},
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import ValidatedNumerics.±
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function (±)(X::AbstractArray, tol::Real)
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r{T}(x::T) = ( x==zero(T) ? @interval(x) : x ± tol)
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return r.(X)
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end
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(±)(X::GroupAlgebraElement, tol::Real) = GroupAlgebraElement(X.coefficients ± tol, X.product_matrix)
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function Base.rationalize{T<:Integer, S<:Real}(::Type{T},
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X::AbstractArray{S}; tol::Real=eps(eltype(X)))
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r(x) = rationalize(T, x, tol=tol)
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return r.(X)
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end;
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end
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ℚ(x, tol::Real) = rationalize(BigInt, x, tol=tol)
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function ℚ_distance_to_positive_cone(Δ::GroupAlgebraElement, κ, A;
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tol=10.0^-7, verbose=true)
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tol=1e-7, verbose=true, rational=false)
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isapprox(eigvals(A), abs(eigvals(A)), atol=tol) ||
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warn("The solution matrix doesn't seem to be positive definite!")
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@assert A == Symmetric(A)
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A_sqrt = real(sqrtm(A))
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println("")
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println("Checking in floating-point arithmetic...")
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@time fp_distance = check_solution(κ, A_sqrt, Δ, verbose=verbose)
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println("Floating point distance (to positive cone) ≈ $(Float64(trunc(fp_distance,8)))")
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# println("")
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# println("Checking in floating-point arithmetic...")
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# @time fp_distance = check_solution(κ, A_sqrt, Δ, verbose=verbose)
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# println("Floating point distance (to positive cone) ≈ $(Float64(trunc(fp_distance,8)))")
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# println("-------------------------------------------------------------")
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# println("")
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#
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# if fp_distance ≤ 0
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# return fp_distance
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# end
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println("Checking in interval arithmetic...")
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A_sqrtᴵ = A_sqrt ± tol
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κᴵ = κ ± tol
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Δᴵ = Δ ± tol
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@time Interval_distance = check_solution(κᴵ, A_sqrtᴵ, Δᴵ, verbose=verbose)
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# @assert isa(ℚ_distance, Rational)
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println("The actual distance (to positive cone) is contained in $Interval_distance")
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println("-------------------------------------------------------------")
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println("")
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if fp_distance ≤ 0
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return fp_distance
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if Interval_distance.lo ≤ 0
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return Interval_distance.lo
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end
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println("Checking in rational arithmetic...")
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κ_ℚ = ℚ(trunc(κ,Int(abs(log10(tol)))), tol)
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A_sqrt_ℚ, Δ_ℚ = ℚ(A_sqrt, tol), ℚ(Δ, tol)
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@time ℚ_distance = check_solution(κ_ℚ, A_sqrt_ℚ, Δ_ℚ, verbose=verbose)
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@assert isa(ℚ_distance, Rational)
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println("Rational distance (to positive cone) ≈ $(Float64(trunc(ℚ_distance,8)))")
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println("Projecting columns of A_sqrt to the augmentation ideal...")
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A_sqrt_ℚ = ℚ(A_sqrt, tol)
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A_sqrt_ℚ_aug = correct_to_augmentation_ideal(A_sqrt_ℚ)
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κ_ℚ = ℚ(κ, tol)
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Δ_ℚ = ℚ(Δ, tol)
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A_sqrt_ℚ_augᴵ = A_sqrt_ℚ_aug ± tol
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κᴵ = κ_ℚ ± tol
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Δᴵ = Δ_ℚ ± tol
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@time Interval_dist_to_Σ² = check_solution(κᴵ, A_sqrt_ℚ_augᴵ, Δᴵ, verbose=verbose, augmented=true)
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println("The Augmentation-projected actual distance (to positive cone) is contained in $Interval_dist_to_Σ²")
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println("-------------------------------------------------------------")
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println("")
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if ℚ_distance ≤ 0
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return ℚ_distance
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if Interval_dist_to_Σ².lo ≤ 0 || !rational
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return Interval_dist_to_Σ².lo
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else
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println("Checking Projected SOS decomposition in exact rational arithmetic...")
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@time ℚ_dist_to_Σ² = check_solution(κ_ℚ, A_sqrt_ℚ_aug, Δ_ℚ, verbose=verbose, augmented=true)
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@assert isa(ℚ_dist_to_Σ², Rational)
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println("Augmentation-projected rational distance (to positive cone) ≥ $(Float64(trunc(ℚ_dist_to_Σ²,8)))")
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println("-------------------------------------------------------------")
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return ℚ_dist_to_Σ²
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end
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end
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function pmΔfilenames(name::String)
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if !isdir(name)
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