Bootstrap Julia Package

This commit is contained in:
kalmar 2017-03-13 14:49:55 +01:00
parent 22750b0be5
commit d6435c1d44
12 changed files with 561 additions and 370 deletions

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comment: false

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.gitignore vendored
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.*~
.ipynb_checkpoints
*.ipynb
*.gws
*.jl.cov
*.jl.*.cov
*.jl.mem

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# Documentation: http://docs.travis-ci.com/user/languages/julia/
language: julia
os:
- linux
- osx
julia:
- release
- nightly
notifications:
email: false
# uncomment the following lines to override the default test script
#script:
# - if [[ -a .git/shallow ]]; then git fetch --unshallow; fi
# - julia -e 'Pkg.clone(pwd()); Pkg.build("Property(T)"); Pkg.test("Property(T)"; coverage=true)'
after_success:
# push coverage results to Coveralls
- julia -e 'cd(Pkg.dir("Property(T)")); Pkg.add("Coverage"); using Coverage; Coveralls.submit(Coveralls.process_folder())'
# push coverage results to Codecov
- julia -e 'cd(Pkg.dir("Property(T)")); Pkg.add("Coverage"); using Coverage; Codecov.submit(Codecov.process_folder())'

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README.md Normal file
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# Property(T)

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REQUIRE Normal file
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julia 0.5

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environment:
matrix:
- JULIAVERSION: "julialang/bin/winnt/x86/0.5/julia-0.5-latest-win32.exe"
- JULIAVERSION: "julialang/bin/winnt/x64/0.5/julia-0.5-latest-win64.exe"
- JULIAVERSION: "julianightlies/bin/winnt/x86/julia-latest-win32.exe"
- JULIAVERSION: "julianightlies/bin/winnt/x64/julia-latest-win64.exe"
branches:
only:
- master
- /release-.*/
notifications:
- provider: Email
on_build_success: false
on_build_failure: false
on_build_status_changed: false
install:
# Download most recent Julia Windows binary
- ps: (new-object net.webclient).DownloadFile(
$("http://s3.amazonaws.com/"+$env:JULIAVERSION),
"C:\projects\julia-binary.exe")
# Run installer silently, output to C:\projects\julia
- C:\projects\julia-binary.exe /S /D=C:\projects\julia
build_script:
# Need to convert from shallow to complete for Pkg.clone to work
- IF EXIST .git\shallow (git fetch --unshallow)
- C:\projects\julia\bin\julia -e "versioninfo();
Pkg.clone(pwd(), \"Property(T)\"); Pkg.build(\"Property(T)\")"
test_script:
- C:\projects\julia\bin\julia -e "Pkg.test(\"Property(T)\")"

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using JuMP
import MathProgBase: AbstractMathProgSolver
import Base: rationalize
using GroupAlgebras
using ProgressMeter
using ValidatedNumerics
function create_product_matrix(basis, limit)
product_matrix = zeros(Int, (limit,limit))
basis_dict = Dict{Array, Int}(x => i
for (i,x) in enumerate(basis))
for i in 1:limit
x_inv::eltype(basis) = inv(basis[i])
for j in 1:limit
w = x_inv*basis[j]
product_matrix[i,j] = basis_dict[w]
# index = findfirst(basis, w)
# index ≠ 0 || throw(ArgumentError("Product is not supported on basis: $w"))
# product_matrix[i,j] = index
end
end
return product_matrix
end
function constraints_from_pm(pm, total_length=maximum(pm))
n = size(pm,1)
constraints = constraints = [Array{Int,1}[] for x in 1:total_length]
for j in 1:n
Threads.@threads for i in 1:n
idx = pm[i,j]
push!(constraints[idx], [i,j])
end
end
return constraints
end
function splaplacian_coeff(S, basis, n=length(basis))
result = spzeros(n)
result[1] = float(length(S))
for s in S
ind = findfirst(basis, s)
result[ind] += -1.0
end
return result
end
function laplacian_coeff(S, basis)
return full(splaplacian_coeff(S,basis))
end
function create_SDP_problem(matrix_constraints, Δ::GroupAlgebraElement; upper_bound=Inf)
N = size(Δ.product_matrix,1)
const Δ² = Δ*Δ
@assert length(Δ) == length(matrix_constraints)
m = JuMP.Model();
JuMP.@variable(m, A[1:N, 1:N], SDP)
JuMP.@SDconstraint(m, A >= 0)
JuMP.@constraint(m, sum(A[i] for i in eachindex(A)) == 0)
JuMP.@variable(m, κ >= 0.0)
if upper_bound < Inf
JuMP.@constraint(m, κ <= upper_bound)
end
JuMP.@objective(m, Max, κ)
for (pairs, δ², δ) in zip(matrix_constraints, Δ².coefficients, Δ.coefficients)
JuMP.@constraint(m, sum(A[i,j] for (i,j) in pairs) == δ² - κ*δ)
end
return m
end
function solve_SDP(SDP_problem, solver)
@show SDP_problem
@show solver
JuMP.setsolver(SDP_problem, solver);
# @time MathProgBase.writeproblem(SDP_problem, "/tmp/SDP_problem")
solution_status = JuMP.solve(SDP_problem);
if solution_status != :Optimal
warn("The solver did not solve the problem successfully!")
end
@show solution_status
κ = JuMP.getvalue(JuMP.getvariable(SDP_problem, ))
A = JuMP.getvalue(JuMP.getvariable(SDP_problem, :A))
return κ, A
end
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
if augmented
println("ɛ(Δ² - κΔ - ∑ξᵢ*ξᵢ) = ", GroupAlgebras.ɛ(SOS_diff))
else
ɛ_dist = GroupAlgebras.ɛ(SOS_diff)
if typeof(ɛ_dist) <: Interval
ɛ_dist = ɛ_dist.lo
end
@printf("ɛ(Δ² - κΔ - ∑ξᵢ*ξᵢ) ≈ %.10f\n", ɛ_dist)
end
L₁_dist = eoi_SOS_L₁_dist
if typeof(L₁_dist) <: Interval
L₁_dist = L₁_dist.lo
end
@printf("‖Δ² - κΔ - ∑ξᵢ*ξᵢ‖₁ ≈ %.10f\n", 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
function pmΔfilenames(name::String)
if !isdir(name)
mkdir(name)
end
prefix = name
pm_filename = joinpath(prefix, "product_matrix.jld")
Δ_coeff_filename = joinpath(prefix, "delta.coefficients.jld")
return pm_filename, Δ_coeff_filename
end
function κSDPfilenames(name::String)
if !isdir(name)
mkdir(name)
end
prefix = name
κ_filename = joinpath(prefix, "kappa.jld")
SDP_filename = joinpath(prefix, "SDPmatrixA.jld")
return κ_filename, SDP_filename
end
function ΔandSDPconstraints(name::String)
pm_fname, Δ_fname = pmΔfilenames(name)
f₁ = isfile(pm_fname)
f₂ = isfile(Δ_fname)
if f₁ && f₂
println("Loading precomputed pm, Δ, sdp_constraints...")
product_matrix = load(pm_fname, "pm")
L = load(Δ_fname, "Δ")[:, 1]
Δ = GroupAlgebraElement(L, Array{Int,2}(product_matrix))
sdp_constraints = constraints_from_pm(product_matrix)
else
throw(ArgumentError("You need to precompute pm and Δ to load it!"))
end
return Δ, sdp_constraints
end
function ΔandSDPconstraints(name::String, ID, generating_func::Function)
pm_fname, Δ_fname = pmΔfilenames(name)
Δ, sdp_constraints = ΔandSDPconstraints(ID, generating_func())
save(pm_fname, "pm", Δ.product_matrix)
save(Δ_fname, "Δ", Δ.coefficients)
return Δ, sdp_constraints
end
function κandA(name::String)
κ_fname, SDP_fname = κSDPfilenames(name)
f₁ = isfile(κ_fname)
f₂ = isfile(SDP_fname)
if f₁ && f₂
println("Loading precomputed κ, A...")
κ = load(κ_fname, "κ")
A = load(SDP_fname, "A")
else
throw(ArgumentError("You need to precompute κ and SDP matrix A to load it!"))
end
return κ, A
end
function κandA(name::String, sdp_constraints, Δ::GroupAlgebraElement, solver::AbstractMathProgSolver; upper_bound=Inf)
println("Creating SDP problem...")
@time SDP_problem = create_SDP_problem(sdp_constraints, Δ; upper_bound=upper_bound)
println("Solving SDP problem maximizing κ...")
κ, A = solve_SDP(SDP_problem, solver)
κ_fname, A_fname = κSDPfilenames(name)
if κ > 0
save(κ_fname, "κ", κ)
save(A_fname, "A", A)
else
throw(ErrorException("Solver $solver did not produce a valid solution!: κ = "))
end
return κ, A
end
function check_property_T(name::String, ID, generate_B₄::Function;
verbose=true, tol=1e-6, upper_bound=Inf)
# solver = MosekSolver(INTPNT_CO_TOL_REL_GAP=tol, QUIET=!verbose)
solver = SCSSolver(eps=tol, max_iters=100000, verbose=verbose)
@show name
@show verbose
@show tol
Δ, sdp_constraints = try
ΔandSDPconstraints(name)
catch err
if isa(err, ArgumentError)
ΔandSDPconstraints(name, ID, generate_B₄)
else
throw(err)
end
end
println("|S| = $(countnz(Δ.coefficients) -1)")
@show length(Δ)
@show size(Δ.product_matrix)
κ, A = try
κandA(name)
catch err
if isa(err, ArgumentError)
κandA(name, sdp_constraints, Δ, solver; upper_bound=upper_bound)
else
throw(err)
end
end
@show κ
@show sum(A)
@show maximum(A)
@show minimum(A)
if κ > 0
true_kappa = _distance_to_positive_cone(Δ, κ, A, tol=tol, verbose=verbose, rational=true)
true_kappa = Float64(trunc(true_kappa,12))
if true_kappa > 0
println("κ($name, S) ≥ $true_kappa: Group HAS property (T)!")
else
println("κ($name, S) ≥ $true_kappa: Group may NOT HAVE property (T)!")
end
else
println("κ($name, S) ≥ < 0: Tells us nothing about property (T)")
end
end

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module GroupAlgebras
import Base: convert, show, isequal, ==
import Base: +, -, *, //
import Base: size, length, norm, rationalize
export GroupAlgebraElement
immutable GroupAlgebraElement{T<:Number}
coefficients::AbstractVector{T}
product_matrix::Array{Int,2}
# basis::Array{Any,1}
function GroupAlgebraElement(coefficients::AbstractVector,
product_matrix::Array{Int,2})
size(product_matrix, 1) == size(product_matrix, 2) ||
throw(ArgumentError("Product matrix has to be square"))
new(coefficients, product_matrix)
end
end
# GroupAlgebraElement(c,pm,b) = GroupAlgebraElement(c,pm)
GroupAlgebraElement{T}(c::AbstractVector{T},pm) = GroupAlgebraElement{T}(c,pm)
convert{T<:Number}(::Type{T}, X::GroupAlgebraElement) =
GroupAlgebraElement(convert(AbstractVector{T}, X.coefficients), X.product_matrix)
show{T}(io::IO, X::GroupAlgebraElement{T}) = print(io,
"Element of Group Algebra over $T of length $(length(X)):\n $(X.coefficients)")
function isequal{T, S}(X::GroupAlgebraElement{T}, Y::GroupAlgebraElement{S})
if T != S
warn("Comparing elements with different coefficients Rings!")
end
X.product_matrix == Y.product_matrix || return false
X.coefficients == Y.coefficients || return false
return true
end
(==)(X::GroupAlgebraElement, Y::GroupAlgebraElement) = isequal(X,Y)
function add{T<:Number}(X::GroupAlgebraElement{T}, Y::GroupAlgebraElement{T})
X.product_matrix == Y.product_matrix || throw(ArgumentError(
"Elements don't seem to belong to the same Group Algebra!"))
return GroupAlgebraElement(X.coefficients+Y.coefficients, X.product_matrix)
end
function add{T<:Number, S<:Number}(X::GroupAlgebraElement{T},
Y::GroupAlgebraElement{S})
warn("Adding elements with different base rings!")
return GroupAlgebraElement(+(promote(X.coefficients, Y.coefficients)...),
X.product_matrix)
end
(+)(X::GroupAlgebraElement, Y::GroupAlgebraElement) = add(X,Y)
(-)(X::GroupAlgebraElement) = GroupAlgebraElement(-X.coefficients, X.product_matrix)
(-)(X::GroupAlgebraElement, Y::GroupAlgebraElement) = add(X,-Y)
function algebra_multiplication{T<:Number}(X::AbstractVector{T}, Y::AbstractVector{T}, pm::Array{Int,2})
result = zeros(X)
for (j,y) in enumerate(Y)
if y != zero(T)
for (i, index) in enumerate(pm[:,j])
if X[i] != zero(T)
index == 0 && throw(ArgumentError("The product don't seem to belong to the span of basis!"))
result[index] += X[i]*y
end
end
end
end
return result
end
function group_star_multiplication{T<:Number}(X::GroupAlgebraElement{T},
Y::GroupAlgebraElement{T})
X.product_matrix == Y.product_matrix || ArgumentError(
"Elements don't seem to belong to the same Group Algebra!")
result = algebra_multiplication(X.coefficients, Y.coefficients, X.product_matrix)
return GroupAlgebraElement(result, X.product_matrix)
end
function group_star_multiplication{T<:Number, S<:Number}(
X::GroupAlgebraElement{T},
Y::GroupAlgebraElement{S})
S == T || warn("Multiplying elements with different base rings!")
return group_star_multiplication(promote(X,Y)...)
end
(*){T<:Number, S<:Number}(X::GroupAlgebraElement{T},
Y::GroupAlgebraElement{S}) = group_star_multiplication(X,Y);
(*){T<:Number}(a::T, X::GroupAlgebraElement{T}) = GroupAlgebraElement(
a*X.coefficients, X.product_matrix)
function scalar_multiplication{T<:Number, S<:Number}(a::T,
X::GroupAlgebraElement{S})
promote_type(T,S) == S || warn("Scalar and coefficients are in different rings! Promoting result to $(promote_type(T,S))")
return GroupAlgebraElement(a*X.coefficients, X.product_matrix)
end
(*){T<:Number}(a::T,X::GroupAlgebraElement) = scalar_multiplication(a, X)
//{T<:Rational, S<:Rational}(X::GroupAlgebraElement{T}, a::S) =
GroupAlgebraElement(X.coefficients//a, X.product_matrix)
//{T<:Rational, S<:Integer}(X::GroupAlgebraElement{T}, a::S) =
X//convert(T,a)
length(X::GroupAlgebraElement) = length(X.coefficients)
size(X::GroupAlgebraElement) = size(X.coefficients)
function norm(X::GroupAlgebraElement, p=2)
if p == 1
return sum(abs(X.coefficients))
elseif p == Inf
return max(abs(X.coefficients))
else
return norm(X.coefficients, p)
end
end
ɛ(X::GroupAlgebraElement) = sum(X.coefficients)
function rationalize{T<:Integer, S<:Number}(
::Type{T}, X::GroupAlgebraElement{S}; tol=eps(S))
v = rationalize(T, X.coefficients, tol=tol)
return GroupAlgebraElement(v, X.product_matrix)
end
end

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module Property(T)
using GroupAlgebras
import SCS.SCSSolver
include("sdps.jl")
include("checksolution.jl")
function pmΔfilenames(name::String)
if !isdir(name)
mkdir(name)
end
prefix = name
pm_filename = joinpath(prefix, "product_matrix.jld")
Δ_coeff_filename = joinpath(prefix, "delta.coefficients.jld")
return pm_filename, Δ_coeff_filename
end
function κSDPfilenames(name::String)
if !isdir(name)
mkdir(name)
end
prefix = name
κ_filename = joinpath(prefix, "kappa.jld")
SDP_filename = joinpath(prefix, "SDPmatrixA.jld")
return κ_filename, SDP_filename
end
function ΔandSDPconstraints(name::String)
pm_fname, Δ_fname = pmΔfilenames(name)
f₁ = isfile(pm_fname)
f₂ = isfile(Δ_fname)
if f₁ && f₂
println("Loading precomputed pm, Δ, sdp_constraints...")
product_matrix = load(pm_fname, "pm")
L = load(Δ_fname, "Δ")[:, 1]
Δ = GroupAlgebraElement(L, Array{Int,2}(product_matrix))
sdp_constraints = constraints_from_pm(product_matrix)
else
throw(ArgumentError("You need to precompute pm and Δ to load it!"))
end
return Δ, sdp_constraints
end
function ΔandSDPconstraints(name::String, ID, generating_func::Function)
pm_fname, Δ_fname = pmΔfilenames(name)
Δ, sdp_constraints = ΔandSDPconstraints(ID, generating_func())
save(pm_fname, "pm", Δ.product_matrix)
save(Δ_fname, "Δ", Δ.coefficients)
return Δ, sdp_constraints
end
function κandA(name::String)
κ_fname, SDP_fname = κSDPfilenames(name)
f₁ = isfile(κ_fname)
f₂ = isfile(SDP_fname)
if f₁ && f₂
println("Loading precomputed κ, A...")
κ = load(κ_fname, "κ")
A = load(SDP_fname, "A")
else
throw(ArgumentError("You need to precompute κ and SDP matrix A to load it!"))
end
return κ, A
end
function κandA(name::String, sdp_constraints, Δ::GroupAlgebraElement, solver::AbstractMathProgSolver; upper_bound=Inf)
println("Creating SDP problem...")
@time SDP_problem = create_SDP_problem(sdp_constraints, Δ; upper_bound=upper_bound)
println("Solving SDP problem maximizing κ...")
κ, A = solve_SDP(SDP_problem, solver)
κ_fname, A_fname = κSDPfilenames(name)
if κ > 0
save(κ_fname, "κ", κ)
save(A_fname, "A", A)
else
throw(ErrorException("Solver $solver did not produce a valid solution!: κ = "))
end
return κ, A
end
function check_property_T(name::String, ID, generate_B₄::Function;
verbose=true, tol=1e-6, upper_bound=Inf)
# solver = MosekSolver(INTPNT_CO_TOL_REL_GAP=tol, QUIET=!verbose)
solver = SCSSolver(eps=tol, max_iters=100000, verbose=verbose)
@show name
@show verbose
@show tol
Δ, sdp_constraints = try
ΔandSDPconstraints(name)
catch err
if isa(err, ArgumentError)
ΔandSDPconstraints(name, ID, generate_B₄)
else
throw(err)
end
end
println("|S| = $(countnz(Δ.coefficients) -1)")
@show length(Δ)
@show size(Δ.product_matrix)
κ, A = try
κandA(name)
catch err
if isa(err, ArgumentError)
κandA(name, sdp_constraints, Δ, solver; upper_bound=upper_bound)
else
throw(err)
end
end
@show κ
@show sum(A)
@show maximum(A)
@show minimum(A)
if κ > 0
true_kappa = _distance_to_positive_cone(Δ, κ, A, tol=tol, verbose=verbose, rational=true)
true_kappa = Float64(trunc(true_kappa,12))
if true_kappa > 0
println("κ($name, S) ≥ $true_kappa: Group HAS property (T)!")
else
println("κ($name, S) ≥ $true_kappa: Group may NOT HAVE property (T)!")
end
else
println("κ($name, S) ≥ < 0: Tells us nothing about property (T)")
end
end
end # module Property(T)

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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

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using JuMP
import MathProgBase: AbstractMathProgSolver
function create_product_matrix(basis, limit)
product_matrix = zeros(Int, (limit,limit))
basis_dict = Dict{Array, Int}(x => i
for (i,x) in enumerate(basis))
for i in 1:limit
x_inv::eltype(basis) = inv(basis[i])
for j in 1:limit
w = x_inv*basis[j]
product_matrix[i,j] = basis_dict[w]
# index = findfirst(basis, w)
# index ≠ 0 || throw(ArgumentError("Product is not supported on basis: $w"))
# product_matrix[i,j] = index
end
end
return product_matrix
end
function constraints_from_pm(pm, total_length)
n = size(pm,1)
constraints = constraints = [Array{Int,1}[] for x in 1:total_length]
for j in 1:n
Threads.@threads for i in 1:n
idx = pm[i,j]
push!(constraints[idx], [i,j])
end
end
return constraints
end
constraints_from_pm(pm) = constraints_from_pm(pm, maximum(pm))
function splaplacian_coeff(S, basis, n=length(basis))
result = spzeros(n)
result[1] = float(length(S))
for s in S
ind = findfirst(basis, s)
result[ind] += -1.0
end
return result
end
function laplacian_coeff(S, basis)
return full(splaplacian_coeff(S,basis))
end
function create_SDP_problem(matrix_constraints, Δ::GroupAlgebraElement; upper_bound=Inf)
N = size(Δ.product_matrix,1)
const Δ² = Δ*Δ
@assert length(Δ) == length(matrix_constraints)
m = JuMP.Model();
JuMP.@variable(m, A[1:N, 1:N], SDP)
JuMP.@SDconstraint(m, A >= 0)
JuMP.@constraint(m, sum(A[i] for i in eachindex(A)) == 0)
JuMP.@variable(m, κ >= 0.0)
if upper_bound < Inf
JuMP.@constraint(m, κ <= upper_bound)
end
JuMP.@objective(m, Max, κ)
for (pairs, δ², δ) in zip(matrix_constraints, Δ².coefficients, Δ.coefficients)
JuMP.@constraint(m, sum(A[i,j] for (i,j) in pairs) == δ² - κ*δ)
end
return m
end
function solve_SDP(SDP_problem, solver)
@show SDP_problem
@show solver
JuMP.setsolver(SDP_problem, solver);
# @time MathProgBase.writeproblem(SDP_problem, "/tmp/SDP_problem")
solution_status = JuMP.solve(SDP_problem);
if solution_status != :Optimal
warn("The solver did not solve the problem successfully!")
end
@show solution_status
κ = JuMP.getvalue(JuMP.getvariable(SDP_problem, ))
A = JuMP.getvalue(JuMP.getvariable(SDP_problem, :A))
return κ, A
end

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using Property(T)
using Base.Test
# write your own tests here
@test 1 == 2