mirror of
https://github.com/kalmarek/PropertyT.jl.git
synced 2024-11-15 06:25:28 +01:00
153 lines
5.4 KiB
Julia
153 lines
5.4 KiB
Julia
using ProgressMeter
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import Base: rationalize
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using ValidatedNumerics
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setrounding(Interval, :narrow)
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setdisplay(:standard)
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function EOI{T<:Number}(Δ::GroupAlgebraElement{T}, κ::T)
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return Δ*Δ - κ*Δ
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end
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function algebra_square(vector, elt)
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zzz = zeros(eltype(vector), elt.coefficients)
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zzz[1:length(vector)] = vector
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# new_base_elt = GroupAlgebraElement(zzz, elt.product_matrix)
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# return (new_base_elt*new_base_elt).coefficients
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return GroupAlgebras.algebra_multiplication(zzz, zzz, elt.product_matrix)
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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)
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# result = zeros(T, length(elt.coefficients))
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# for i in 1:n
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# result += algebra_square(sqrt_matrix[:,i], elt)
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# end
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result = @parallel (+) for i in 1:n
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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
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function correct_to_augmentation_ideal{T<:Rational}(sqrt_matrix::Array{T,2})
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sqrt_corrected = similar(sqrt_matrix)
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l = size(sqrt_matrix,2)
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for i in 1:l
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col = view(sqrt_matrix,:,i)
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sqrt_corrected[:,i] = col - sum(col)//l
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# @assert sum(sqrt_corrected[:,i]) == 0
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end
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return sqrt_corrected
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end
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import ValidatedNumerics.±
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function (±){T<:Number}(X::AbstractArray{T}, tol::Real)
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r{T}(x::T) = (x == zero(T)? @biginterval(0) : 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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ℚ(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 = $κ (≈$(float(κ)))")
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ɛ_dist = GroupAlgebras.ɛ(SOS_diff)
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if ɛ_dist ≠ 0//1
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warn(logger, "The SOS is not in the augmentation ideal, number below are meaningless!")
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end
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info(logger, "ɛ(Δ² - κΔ - ∑ξᵢ*ξᵢ) = $ɛ_dist")
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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
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return distance_to_cone
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end
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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)
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info(logger, "ɛ(∑ξᵢ*ξᵢ) ∈ $(GroupAlgebras.ɛ(SOS))")
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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 = $κ (≈$(float(κ)))")
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ɛ_dist = GroupAlgebras.ɛ(SOS_diff)
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info(logger, "ɛ(Δ² - κΔ - ∑ξᵢ*ξᵢ) ∈ $(ɛ_dist)")
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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
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return distance_to_cone
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end
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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)
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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 = $κ")
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ɛ_dist = GroupAlgebras.ɛ(SOS_diff)
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info(logger, "ɛ(Δ² - κΔ - ∑ξᵢ*ξᵢ) ≈ $(@sprintf("%.10f\n", ɛ_dist))")
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info(logger, "‖Δ² - κΔ - ∑ξᵢ*ξᵢ‖₁ ≈ $(@sprintf("%.10f\n", eoi_SOS_L₁_dist))")
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distance_to_cone = κ - 2^3*eoi_SOS_L₁_dist
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return distance_to_cone
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end
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function check_distance_to_positive_cone(Δ::GroupAlgebraElement, κ, A;
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tol=1e-7, 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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info(logger, "------------------------------------------------------------")
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info(logger, "")
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info(logger, "Checking in floating-point arithmetic...")
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@time fp_distance = distance_to_cone(κ, A_sqrt, Δ)
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info(logger, "Floating point distance (to positive cone) ≈ $(Float64(trunc(fp_distance,10)))")
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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)
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A_sqrt_ℚ = ℚ(A_sqrt, δ)
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A_sqrt_ℚ_aug = correct_to_augmentation_ideal(A_sqrt_ℚ)
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κ_ℚ = ℚ(κ, δ)
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Δ_ℚ = ℚ(Δ, δ)
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info(logger, "Checking in interval arithmetic")
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A_sqrt_ℚ_augᴵ = A_sqrt_ℚ_aug ± δ
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@time Interval_dist_to_Σ² = distance_to_cone(κ_ℚ, A_sqrt_ℚ_augᴵ, Δ_ℚ)
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info(logger, "The Augmentation-projected actual distance (to positive cone) belongs to $Interval_dist_to_Σ²")
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info(logger, "------------------------------------------------------------")
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if Interval_dist_to_Σ².lo ≤ 0
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return Interval_dist_to_Σ².lo
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else
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info(logger, "Checking Projected SOS decomposition in exact rational arithmetic...")
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@time ℚ_dist_to_Σ² = distance_to_cone(κ_ℚ, A_sqrt_ℚ_aug, Δ_ℚ)
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@assert isa(ℚ_dist_to_Σ², Rational)
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info(logger, "Augmentation-projected rational distance (to positive cone) ≥ $(Float64(trunc(ℚ_dist_to_Σ²,8)))")
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info(logger, "------------------------------------------------------------")
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return ℚ_dist_to_Σ²
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end
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end
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