Parallel compute_SOS

This commit is contained in:
kalmar 2017-01-14 15:24:16 +01:00
parent 2508dba1e4
commit b80e32f3a8
2 changed files with 36 additions and 25 deletions

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@ -2,11 +2,11 @@ using JuMP
import SCS: SCSSolver
import Mosek: MosekSolver
push!(LOAD_PATH, "./")
workers_processes = addprocs()
@everywhere push!(LOAD_PATH, "./")
using GroupAlgebras
include("property(T).jl")
@everywhere include("property(T).jl")
function E(i::Int, j::Int, N::Int=3)
@assert i≠j
@ -39,33 +39,41 @@ const TOL=10.0^-7
# κ, A = solve_for_property_T(S₁, solver, verbose=VERBOSE)
product_matrix = readdlm("SL3Z.product_matrix", Int)
L = readdlm("SL3Z.delta.coefficients")[:, 1]
Δ = GroupAlgebraElement(L, product_matrix)
const product_matrix = readdlm("SL3Z.product_matrix", Int)
const L = readdlm("SL3Z.delta.coefficients")[:, 1]
const Δ = GroupAlgebraElement(L, product_matrix)
A = readdlm("SL3Z.SDPmatrixA.Mosek")
κ = readdlm("SL3Z.kappa.Mosek")[1]
const A = readdlm("SL3Z.SDPmatrixA.Mosek")
const κ = readdlm("SL3Z.kappa.Mosek")[1]
@assert isapprox(eigvals(A), abs(eigvals(A)), atol=TOL)
@assert A == Symmetric(A)
const A_sqrt = real(sqrtm(A))
SOS_fp_diff, SOS_fp_L₁_distance = check_solution(κ, A_sqrt, Δ)
const SOS_fp_diff, SOS_fp_L₁_distance = check_solution(κ, A_sqrt, Δ)
@show SOS_fp_L₁_distance
@show GroupAlgebras.ɛ(SOS_fp_diff)
κ_rational = rationalize(BigInt, κ;)
A_sqrt_rational = rationalize(BigInt, A_sqrt)
Δ_rational = rationalize(BigInt, Δ)
const κ_rational = rationalize(BigInt, κ, tol=TOL)
const A_sqrt_rational = rationalize(BigInt, A_sqrt, tol=TOL)
const Δ_rational = rationalize(BigInt, Δ, tol=TOL)
SOS_rational_diff, SOS_rat_L₁_distance = check_solution(κ_rational, A_sqrt_rational, Δ_rational)
const SOS_rational_diff, SOS_rat_L₁_distance = check_solution(κ_rational, A_sqrt_rational, Δ_rational)
@assert isa(SOS_rat_L₁_distance, Rational{BigInt})
@show float(SOS_rat_L₁_distance)
@show float(GroupAlgebras.ɛ(SOS_rational_diff))
A_sqrt_augmented = correct_to_augmentation_ideal(A_sqrt_rational)
const A_sqrt_augmented = correct_to_augmentation_ideal(A_sqrt_rational)
SOS_rational_diff_aug, SOS_rat_L₁_distance_aug = check_solution(κ_rational, A_sqrt_augmented, Δ_rational)
const SOS_rational_aug_diff, SOS_aug_rat_L₁_distance = check_solution(κ_rational, A_sqrt_augmented, Δ_rational)
@assert isa(SOS_aug_rat_L₁_distance, Rational{BigInt})
@assert GroupAlgebras.ɛ(SOS_rational_aug_diff) == 0//1
@show float(SOS_aug_rat_L₁_distance)
@show float(κ_rational - 2^3*SOS_aug_rat_L₁_distance)
rmprocs(workers_processes)

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@ -1,5 +1,6 @@
using JuMP
import Base: rationalize
using GroupAlgebras
function products{T<:Real}(S1::Array{Array{T,2},1}, S2::Array{Array{T,2},1})
result = [0*similar(S1[1])]
@ -132,16 +133,19 @@ function EOI{T<:Number}(Δ::GroupAlgebraElement{T}, κ::T)
return Δ*Δ - κ*Δ
end
function resulting_SOS{T<:Number}(sqrt_matrix::Array{T,2},
elt::GroupAlgebraElement{T})
result = zeros(elt.coefficients)
@everywhere function square(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})
L = size(sqrt_matrix,2)
for i in 1:L
info("$i of $L")
zzz[1:L] = view(sqrt_matrix, :,i)
new_base = GroupAlgebraElement(zzz, elt.product_matrix)
result += (new_base*new_base).coefficients
result = @parallel (+) for i in 1:L
square(sqrt_matrix[:,i], elt)
end
return GroupAlgebraElement{T}(result, elt.product_matrix)
end
@ -161,14 +165,13 @@ function check_solution{T<:Number}(κ::T,
sqrt_matrix::Array{T,2},
Δ::GroupAlgebraElement{T})
eoi = EOI(Δ, κ)
result = resulting_SOS(sqrt_matrix, Δ)
result = compute_SOS(sqrt_matrix, Δ)
L₁_dist = norm(result - eoi,1)
return eoi - result, L₁_dist
end
function 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;