(* ========================================================================= *) (* - This code originates from John Harrison's HOL LIGHT 2.30 *) (* (see file LICENSE.sos for license, copyright and disclaimer) *) (* - Laurent Théry (thery@sophia.inria.fr) has isolated the HOL *) (* independent bits *) (* - Frédéric Besson (fbesson@irisa.fr) is using it to feed micromega *) (* ========================================================================= *) (* ========================================================================= *) (* Nonlinear universal reals procedure using SOS decomposition. *) (* ========================================================================= *) open Num;; open Sos_types;; open Sos_lib;; (* prioritize_real();; *) let debugging = ref false;; exception Sanity;; (* ------------------------------------------------------------------------- *) (* Turn a rational into a decimal string with d sig digits. *) (* ------------------------------------------------------------------------- *) let decimalize = let rec normalize y = if abs_num y =/ Int 1 then normalize (y // Int 10) + 1 else 0 in fun d x -> if x =/ Int 0 then "0.0" else let y = abs_num x in let e = normalize y in let z = pow10(-e) */ y +/ Int 1 in let k = round_num(pow10 d */ z) in (if x a | h::t -> itern (k + 1) t f (f h k a);; let rec iter (m,n) f a = if n < m then a else iter (m+1,n) f (f m a);; (* ------------------------------------------------------------------------- *) (* The main types. *) (* ------------------------------------------------------------------------- *) type vector = int*(int,num)func;; type matrix = (int*int)*(int*int,num)func;; type monomial = (vname,int)func;; type poly = (monomial,num)func;; (* ------------------------------------------------------------------------- *) (* Assignment avoiding zeros. *) (* ------------------------------------------------------------------------- *) let (|-->) x y a = if y =/ Int 0 then a else (x |-> y) a;; (* ------------------------------------------------------------------------- *) (* This can be generic. *) (* ------------------------------------------------------------------------- *) let element (d,v) i = tryapplyd v i (Int 0);; let mapa f (d,v) = d,foldl (fun a i c -> (i |--> f(c)) a) undefined v;; let is_zero (d,v) = match v with Empty -> true | _ -> false;; (* ------------------------------------------------------------------------- *) (* Vectors. Conventionally indexed 1..n. *) (* ------------------------------------------------------------------------- *) let vector_0 n = (n,undefined:vector);; let dim (v:vector) = fst v;; let vector_const c n = if c =/ Int 0 then vector_0 n else (n,List.fold_right (fun k -> k |-> c) (1--n) undefined :vector);; let vector_cmul c (v:vector) = let n = dim v in if c =/ Int 0 then vector_0 n else n,mapf (fun x -> c */ x) (snd v) let vector_of_list l = let n = List.length l in (n,List.fold_right2 (|->) (1--n) l undefined :vector);; (* ------------------------------------------------------------------------- *) (* Matrices; again rows and columns indexed from 1. *) (* ------------------------------------------------------------------------- *) let matrix_0 (m,n) = ((m,n),undefined:matrix);; let dimensions (m:matrix) = fst m;; let matrix_cmul c (m:matrix) = let (i,j) = dimensions m in if c =/ Int 0 then matrix_0 (i,j) else (i,j),mapf (fun x -> c */ x) (snd m);; let matrix_neg (m:matrix) = (dimensions m,mapf minus_num (snd m) :matrix);; let matrix_add (m1:matrix) (m2:matrix) = let d1 = dimensions m1 and d2 = dimensions m2 in if d1 <> d2 then failwith "matrix_add: incompatible dimensions" else (d1,combine (+/) (fun x -> x =/ Int 0) (snd m1) (snd m2) :matrix);; let row k (m:matrix) = let i,j = dimensions m in (j, foldl (fun a (i,j) c -> if i = k then (j |-> c) a else a) undefined (snd m) : vector);; let column k (m:matrix) = let i,j = dimensions m in (i, foldl (fun a (i,j) c -> if j = k then (i |-> c) a else a) undefined (snd m) : vector);; let diagonal (v:vector) = let n = dim v in ((n,n),foldl (fun a i c -> ((i,i) |-> c) a) undefined (snd v) : matrix);; (* ------------------------------------------------------------------------- *) (* Monomials. *) (* ------------------------------------------------------------------------- *) let monomial_eval assig (m:monomial) = foldl (fun a x k -> a */ power_num (apply assig x) (Int k)) (Int 1) m;; let monomial_1 = (undefined:monomial);; let monomial_var x = (x |=> 1 :monomial);; let (monomial_mul:monomial->monomial->monomial) = combine (+) (fun x -> false);; let monomial_degree x (m:monomial) = tryapplyd m x 0;; let monomial_multidegree (m:monomial) = foldl (fun a x k -> k + a) 0 m;; let monomial_variables m = dom m;; (* ------------------------------------------------------------------------- *) (* Polynomials. *) (* ------------------------------------------------------------------------- *) let eval assig (p:poly) = foldl (fun a m c -> a +/ c */ monomial_eval assig m) (Int 0) p;; let poly_0 = (undefined:poly);; let poly_isconst (p:poly) = foldl (fun a m c -> m = monomial_1 && a) true p;; let poly_var x = ((monomial_var x) |=> Int 1 :poly);; let poly_const c = if c =/ Int 0 then poly_0 else (monomial_1 |=> c);; let poly_cmul c (p:poly) = if c =/ Int 0 then poly_0 else mapf (fun x -> c */ x) p;; let poly_neg (p:poly) = (mapf minus_num p :poly);; let poly_add (p1:poly) (p2:poly) = (combine (+/) (fun x -> x =/ Int 0) p1 p2 :poly);; let poly_sub p1 p2 = poly_add p1 (poly_neg p2);; let poly_cmmul (c,m) (p:poly) = if c =/ Int 0 then poly_0 else if m = monomial_1 then mapf (fun d -> c */ d) p else foldl (fun a m' d -> (monomial_mul m m' |-> c */ d) a) poly_0 p;; let poly_mul (p1:poly) (p2:poly) = foldl (fun a m c -> poly_add (poly_cmmul (c,m) p2) a) poly_0 p1;; let poly_square p = poly_mul p p;; let rec poly_pow p k = if k = 0 then poly_const (Int 1) else if k = 1 then p else let q = poly_square(poly_pow p (k / 2)) in if k mod 2 = 1 then poly_mul p q else q;; let degree x (p:poly) = foldl (fun a m c -> max (monomial_degree x m) a) 0 p;; let multidegree (p:poly) = foldl (fun a m c -> max (monomial_multidegree m) a) 0 p;; let poly_variables (p:poly) = foldr (fun m c -> union (monomial_variables m)) p [];; (* ------------------------------------------------------------------------- *) (* Order monomials for human presentation. *) (* ------------------------------------------------------------------------- *) let humanorder_varpow (x1,k1) (x2,k2) = x1 < x2 || x1 = x2 && k1 > k2;; let humanorder_monomial = let rec ord l1 l2 = match (l1,l2) with _,[] -> true | [],_ -> false | h1::t1,h2::t2 -> humanorder_varpow h1 h2 || h1 = h2 && ord t1 t2 in fun m1 m2 -> m1 = m2 || ord (sort humanorder_varpow (graph m1)) (sort humanorder_varpow (graph m2));; (* ------------------------------------------------------------------------- *) (* Conversions to strings. *) (* ------------------------------------------------------------------------- *) let string_of_vname (v:vname): string = (v: string);; let string_of_varpow x k = if k = 1 then string_of_vname x else string_of_vname x^"^"^string_of_int k;; let string_of_monomial m = if m = monomial_1 then "1" else let vps = List.fold_right (fun (x,k) a -> string_of_varpow x k :: a) (sort humanorder_varpow (graph m)) [] in String.concat "*" vps;; let string_of_cmonomial (c,m) = if m = monomial_1 then string_of_num c else if c =/ Int 1 then string_of_monomial m else string_of_num c ^ "*" ^ string_of_monomial m;; let string_of_poly (p:poly) = if p = poly_0 then "<<0>>" else let cms = sort (fun (m1,_) (m2,_) -> humanorder_monomial m1 m2) (graph p) in let s = List.fold_left (fun a (m,c) -> if c >";; (* ------------------------------------------------------------------------- *) (* Printers. *) (* ------------------------------------------------------------------------- *) (* let print_vector v = Format.print_string(string_of_vector 0 20 v);; let print_matrix m = Format.print_string(string_of_matrix 20 m);; let print_monomial m = Format.print_string(string_of_monomial m);; let print_poly m = Format.print_string(string_of_poly m);; #install_printer print_vector;; #install_printer print_matrix;; #install_printer print_monomial;; #install_printer print_poly;; *) (* ------------------------------------------------------------------------- *) (* Conversion from term. *) (* ------------------------------------------------------------------------- *) let rec poly_of_term t = match t with Zero -> poly_0 | Const n -> poly_const n | Var x -> poly_var x | Opp t1 -> poly_neg (poly_of_term t1) | Inv t1 -> let p = poly_of_term t1 in if poly_isconst p then poly_const(Int 1 // eval undefined p) else failwith "poly_of_term: inverse of non-constant polyomial" | Add (l, r) -> poly_add (poly_of_term l) (poly_of_term r) | Sub (l, r) -> poly_sub (poly_of_term l) (poly_of_term r) | Mul (l, r) -> poly_mul (poly_of_term l) (poly_of_term r) | Div (l, r) -> let p = poly_of_term l and q = poly_of_term r in if poly_isconst q then poly_cmul (Int 1 // eval undefined q) p else failwith "poly_of_term: division by non-constant polynomial" | Pow (t, n) -> poly_pow (poly_of_term t) n;; (* ------------------------------------------------------------------------- *) (* String of vector (just a list of space-separated numbers). *) (* ------------------------------------------------------------------------- *) let sdpa_of_vector (v:vector) = let n = dim v in let strs = List.map (o (decimalize 20) (element v)) (1--n) in String.concat " " strs ^ "\n";; (* ------------------------------------------------------------------------- *) (* String for a matrix numbered k, in SDPA sparse format. *) (* ------------------------------------------------------------------------- *) let sdpa_of_matrix k (m:matrix) = let pfx = string_of_int k ^ " 1 " in let ms = foldr (fun (i,j) c a -> if i > j then a else ((i,j),c)::a) (snd m) [] in let mss = sort (increasing fst) ms in List.fold_right (fun ((i,j),c) a -> pfx ^ string_of_int i ^ " " ^ string_of_int j ^ " " ^ decimalize 20 c ^ "\n" ^ a) mss "";; (* ------------------------------------------------------------------------- *) (* String in SDPA sparse format for standard SDP problem: *) (* *) (* X = v_1 * [M_1] + ... + v_m * [M_m] - [M_0] must be PSD *) (* Minimize obj_1 * v_1 + ... obj_m * v_m *) (* ------------------------------------------------------------------------- *) let sdpa_of_problem comment obj mats = let m = List.length mats - 1 and n,_ = dimensions (List.hd mats) in "\"" ^ comment ^ "\"\n" ^ string_of_int m ^ "\n" ^ "1\n" ^ string_of_int n ^ "\n" ^ sdpa_of_vector obj ^ List.fold_right2 (fun k m a -> sdpa_of_matrix (k - 1) m ^ a) (1--List.length mats) mats "";; (* ------------------------------------------------------------------------- *) (* More parser basics. *) (* ------------------------------------------------------------------------- *) let word s = end_itlist (fun p1 p2 -> (p1 ++ p2) >> (fun (s,t) -> s^t)) (List.map a (explode s));; let token s = many (some isspace) ++ word s ++ many (some isspace) >> (fun ((_,t),_) -> t);; let decimal = let (||) = parser_or in let numeral = some isnum in let decimalint = atleast 1 numeral >> ((o) Num.num_of_string implode) in let decimalfrac = atleast 1 numeral >> (fun s -> Num.num_of_string(implode s) // pow10 (List.length s)) in let decimalsig = decimalint ++ possibly (a "." ++ decimalfrac >> snd) >> (function (h,[x]) -> h +/ x | (h,_) -> h) in let signed prs = a "-" ++ prs >> ((o) minus_num snd) || a "+" ++ prs >> snd || prs in let exponent = (a "e" || a "E") ++ signed decimalint >> snd in signed decimalsig ++ possibly exponent >> (function (h,[x]) -> h */ power_num (Int 10) x | (h,_) -> h);; let mkparser p s = let x,rst = p(explode s) in if rst = [] then x else failwith "mkparser: unparsed input";; (* ------------------------------------------------------------------------- *) (* Parse back a vector. *) (* ------------------------------------------------------------------------- *) let _parse_sdpaoutput, parse_csdpoutput = let (||) = parser_or in let vector = token "{" ++ listof decimal (token ",") "decimal" ++ token "}" >> (fun ((_,v),_) -> vector_of_list v) in let rec skipupto dscr prs inp = (dscr ++ prs >> snd || some (fun c -> true) ++ skipupto dscr prs >> snd) inp in let ignore inp = (),[] in let sdpaoutput = skipupto (word "xVec" ++ token "=") (vector ++ ignore >> fst) in let csdpoutput = (decimal ++ many(a " " ++ decimal >> snd) >> (fun (h,t) -> h::t)) ++ (a " " ++ a "\n" ++ ignore) >> ((o) vector_of_list fst) in mkparser sdpaoutput,mkparser csdpoutput;; (* ------------------------------------------------------------------------- *) (* The default parameters. Unfortunately this goes to a fixed file. *) (* ------------------------------------------------------------------------- *) let _sdpa_default_parameters = "100 unsigned int maxIteration;\ \n1.0E-7 double 0.0 < epsilonStar;\ \n1.0E2 double 0.0 < lambdaStar;\ \n2.0 double 1.0 < omegaStar;\ \n-1.0E5 double lowerBound;\ \n1.0E5 double upperBound;\ \n0.1 double 0.0 <= betaStar < 1.0;\ \n0.2 double 0.0 <= betaBar < 1.0, betaStar <= betaBar;\ \n0.9 double 0.0 < gammaStar < 1.0;\ \n1.0E-7 double 0.0 < epsilonDash;\ \n";; (* ------------------------------------------------------------------------- *) (* These were suggested by Makoto Yamashita for problems where we are *) (* right at the edge of the semidefinite cone, as sometimes happens. *) (* ------------------------------------------------------------------------- *) let sdpa_alt_parameters = "1000 unsigned int maxIteration;\ \n1.0E-7 double 0.0 < epsilonStar;\ \n1.0E4 double 0.0 < lambdaStar;\ \n2.0 double 1.0 < omegaStar;\ \n-1.0E5 double lowerBound;\ \n1.0E5 double upperBound;\ \n0.1 double 0.0 <= betaStar < 1.0;\ \n0.2 double 0.0 <= betaBar < 1.0, betaStar <= betaBar;\ \n0.9 double 0.0 < gammaStar < 1.0;\ \n1.0E-7 double 0.0 < epsilonDash;\ \n";; let _sdpa_params = sdpa_alt_parameters;; (* ------------------------------------------------------------------------- *) (* CSDP parameters; so far I'm sticking with the defaults. *) (* ------------------------------------------------------------------------- *) let csdp_default_parameters = "axtol=1.0e-8\ \natytol=1.0e-8\ \nobjtol=1.0e-8\ \npinftol=1.0e8\ \ndinftol=1.0e8\ \nmaxiter=100\ \nminstepfrac=0.9\ \nmaxstepfrac=0.97\ \nminstepp=1.0e-8\ \nminstepd=1.0e-8\ \nusexzgap=1\ \ntweakgap=0\ \naffine=0\ \nprintlevel=1\ \n";; let csdp_params = csdp_default_parameters;; (* ------------------------------------------------------------------------- *) (* Now call CSDP on a problem and parse back the output. *) (* ------------------------------------------------------------------------- *) let run_csdp dbg obj mats = let input_file = Filename.temp_file "sos" ".dat-s" in let output_file = String.sub input_file 0 (String.length input_file - 6) ^ ".out" and params_file = Filename.concat temp_path "param.csdp" in file_of_string input_file (sdpa_of_problem "" obj mats); file_of_string params_file csdp_params; let rv = Sys.command("cd "^temp_path^"; csdp "^input_file ^ " " ^ output_file ^ (if dbg then "" else "> /dev/null")) in let op = string_of_file output_file in let res = parse_csdpoutput op in ((if dbg then () else (Sys.remove input_file; Sys.remove output_file)); rv,res);; (* ------------------------------------------------------------------------- *) (* Try some apparently sensible scaling first. Note that this is purely to *) (* get a cleaner translation to floating-point, and doesn't affect any of *) (* the results, in principle. In practice it seems a lot better when there *) (* are extreme numbers in the original problem. *) (* ------------------------------------------------------------------------- *) let scale_then = let common_denominator amat acc = foldl (fun a m c -> lcm_num (denominator c) a) acc amat and maximal_element amat acc = foldl (fun maxa m c -> max_num maxa (abs_num c)) acc amat in fun solver obj mats -> let cd1 = List.fold_right common_denominator mats (Int 1) and cd2 = common_denominator (snd obj) (Int 1) in let mats' = List.map (mapf (fun x -> cd1 */ x)) mats and obj' = vector_cmul cd2 obj in let max1 = List.fold_right maximal_element mats' (Int 0) and max2 = maximal_element (snd obj') (Int 0) in let scal1 = pow2 (20-int_of_float(log(float_of_num max1) /. log 2.0)) and scal2 = pow2 (20-int_of_float(log(float_of_num max2) /. log 2.0)) in let mats'' = List.map (mapf (fun x -> x */ scal1)) mats' and obj'' = vector_cmul scal2 obj' in solver obj'' mats'';; (* ------------------------------------------------------------------------- *) (* Round a vector to "nice" rationals. *) (* ------------------------------------------------------------------------- *) let nice_rational n x = round_num (n */ x) // n;; let nice_vector n = mapa (nice_rational n);; (* ------------------------------------------------------------------------- *) (* Reduce linear program to SDP (diagonal matrices) and test with CSDP. This *) (* one tests A [-1;x1;..;xn] >= 0 (i.e. left column is negated constants). *) (* ------------------------------------------------------------------------- *) let linear_program_basic a = let m,n = dimensions a in let mats = List.map (fun j -> diagonal (column j a)) (1--n) and obj = vector_const (Int 1) m in let rv,res = run_csdp false obj mats in if rv = 1 || rv = 2 then false else if rv = 0 then true else failwith "linear_program: An error occurred in the SDP solver";; (* ------------------------------------------------------------------------- *) (* Test whether a point is in the convex hull of others. Rather than use *) (* computational geometry, express as linear inequalities and call CSDP. *) (* This is a bit lazy of me, but it's easy and not such a bottleneck so far. *) (* ------------------------------------------------------------------------- *) let in_convex_hull pts pt = let pts1 = (1::pt) :: List.map (fun x -> 1::x) pts in let pts2 = List.map (fun p -> List.map (fun x -> -x) p @ p) pts1 in let n = List.length pts + 1 and v = 2 * (List.length pt + 1) in let m = v + n - 1 in let mat = (m,n), itern 1 pts2 (fun pts j -> itern 1 pts (fun x i -> (i,j) |-> Int x)) (iter (1,n) (fun i -> (v + i,i+1) |-> Int 1) undefined) in linear_program_basic mat;; (* ------------------------------------------------------------------------- *) (* Filter down a set of points to a minimal set with the same convex hull. *) (* ------------------------------------------------------------------------- *) let minimal_convex_hull = let augment1 = function | [] -> assert false | (m::ms) -> if in_convex_hull ms m then ms else ms@[m] in let augment m ms = funpow 3 augment1 (m::ms) in fun mons -> let mons' = List.fold_right augment (List.tl mons) [List.hd mons] in funpow (List.length mons') augment1 mons';; (* ------------------------------------------------------------------------- *) (* Stuff for "equations" (generic A->num functions). *) (* ------------------------------------------------------------------------- *) let equation_cmul c eq = if c =/ Int 0 then Empty else mapf (fun d -> c */ d) eq;; let equation_add eq1 eq2 = combine (+/) (fun x -> x =/ Int 0) eq1 eq2;; let equation_eval assig eq = let value v = apply assig v in foldl (fun a v c -> a +/ value(v) */ c) (Int 0) eq;; (* ------------------------------------------------------------------------- *) (* Eliminate all variables, in an essentially arbitrary order. *) (* ------------------------------------------------------------------------- *) let eliminate_all_equations one = let choose_variable eq = let (v,_) = choose eq in if v = one then let eq' = undefine v eq in if is_undefined eq' then failwith "choose_variable" else let (w,_) = choose eq' in w else v in let rec eliminate dun eqs = match eqs with [] -> dun | eq::oeqs -> if is_undefined eq then eliminate dun oeqs else let v = choose_variable eq in let a = apply eq v in let eq' = equation_cmul (Int(-1) // a) (undefine v eq) in let elim e = let b = tryapplyd e v (Int 0) in if b =/ Int 0 then e else equation_add e (equation_cmul (minus_num b // a) eq) in eliminate ((v |-> eq') (mapf elim dun)) (List.map elim oeqs) in fun eqs -> let assig = eliminate undefined eqs in let vs = foldl (fun a x f -> subtract (dom f) [one] @ a) [] assig in setify vs,assig;; (* ------------------------------------------------------------------------- *) (* Hence produce the "relevant" monomials: those whose squares lie in the *) (* Newton polytope of the monomials in the input. (This is enough according *) (* to Reznik: "Extremal PSD forms with few terms", Duke Math. Journal, *) (* vol 45, pp. 363--374, 1978. *) (* *) (* These are ordered in sort of decreasing degree. In particular the *) (* constant monomial is last; this gives an order in diagonalization of the *) (* quadratic form that will tend to display constants. *) (* ------------------------------------------------------------------------- *) let newton_polytope pol = let vars = poly_variables pol in let mons = List.map (fun m -> List.map (fun x -> monomial_degree x m) vars) (dom pol) and ds = List.map (fun x -> (degree x pol + 1) / 2) vars in let all = List.fold_right (fun n -> allpairs (fun h t -> h::t) (0--n)) ds [[]] and mons' = minimal_convex_hull mons in let all' = List.filter (fun m -> in_convex_hull mons' (List.map (fun x -> 2 * x) m)) all in List.map (fun m -> List.fold_right2 (fun v i a -> if i = 0 then a else (v |-> i) a) vars m monomial_1) (List.rev all');; (* ------------------------------------------------------------------------- *) (* Diagonalize (Cholesky/LDU) the matrix corresponding to a quadratic form. *) (* ------------------------------------------------------------------------- *) let diag m = let nn = dimensions m in let n = fst nn in if snd nn <> n then failwith "diagonalize: non-square matrix" else let rec diagonalize i m = if is_zero m then [] else let a11 = element m (i,i) in if a11 a1k // a11) v in let m' = (n,n), iter (i+1,n) (fun j -> iter (i+1,n) (fun k -> ((j,k) |--> (element m (j,k) -/ element v j */ element v' k)))) undefined in (a11,v')::diagonalize (i + 1) m' in diagonalize 1 m;; (* ------------------------------------------------------------------------- *) (* Adjust a diagonalization to collect rationals at the start. *) (* ------------------------------------------------------------------------- *) let deration d = if d = [] then Int 0,d else let adj(c,l) = let a = foldl (fun a i c -> lcm_num a (denominator c)) (Int 1) (snd l) // foldl (fun a i c -> gcd_num a (numerator c)) (Int 0) (snd l) in (c // (a */ a)),mapa (fun x -> a */ x) l in let d' = List.map adj d in let a = List.fold_right ((o) lcm_num ( (o) denominator fst)) d' (Int 1) // List.fold_right ((o) gcd_num ( (o) numerator fst)) d' (Int 0) in (Int 1 // a),List.map (fun (c,l) -> (a */ c,l)) d';; (* ------------------------------------------------------------------------- *) (* Enumeration of monomials with given multidegree bound. *) (* ------------------------------------------------------------------------- *) let rec enumerate_monomials d vars = if d < 0 then [] else if d = 0 then [undefined] else if vars = [] then [monomial_1] else let alts = List.map (fun k -> let oths = enumerate_monomials (d - k) (List.tl vars) in List.map (fun ks -> if k = 0 then ks else (List.hd vars |-> k) ks) oths) (0--d) in end_itlist (@) alts;; (* ------------------------------------------------------------------------- *) (* Enumerate products of distinct input polys with degree <= d. *) (* We ignore any constant input polynomials. *) (* Give the output polynomial and a record of how it was derived. *) (* ------------------------------------------------------------------------- *) let rec enumerate_products d pols = if d = 0 then [poly_const num_1,Rational_lt num_1] else if d < 0 then [] else match pols with [] -> [poly_const num_1,Rational_lt num_1] | (p,b)::ps -> let e = multidegree p in if e = 0 then enumerate_products d ps else enumerate_products d ps @ List.map (fun (q,c) -> poly_mul p q,Product(b,c)) (enumerate_products (d - e) ps);; (* ------------------------------------------------------------------------- *) (* Multiply equation-parametrized poly by regular poly and add accumulator. *) (* ------------------------------------------------------------------------- *) let epoly_pmul p q acc = foldl (fun a m1 c -> foldl (fun b m2 e -> let m = monomial_mul m1 m2 in let es = tryapplyd b m undefined in (m |-> equation_add (equation_cmul c e) es) b) a q) acc p;; (* ------------------------------------------------------------------------- *) (* Convert regular polynomial. Note that we treat (0,0,0) as -1. *) (* ------------------------------------------------------------------------- *) let epoly_of_poly p = foldl (fun a m c -> (m |-> ((0,0,0) |=> minus_num c)) a) undefined p;; (* ------------------------------------------------------------------------- *) (* String for block diagonal matrix numbered k. *) (* ------------------------------------------------------------------------- *) let sdpa_of_blockdiagonal k m = let pfx = string_of_int k ^" " in let ents = foldl (fun a (b,i,j) c -> if i > j then a else ((b,i,j),c)::a) [] m in let entss = sort (increasing fst) ents in List.fold_right (fun ((b,i,j),c) a -> pfx ^ string_of_int b ^ " " ^ string_of_int i ^ " " ^ string_of_int j ^ " " ^ decimalize 20 c ^ "\n" ^ a) entss "";; (* ------------------------------------------------------------------------- *) (* SDPA for problem using block diagonal (i.e. multiple SDPs) *) (* ------------------------------------------------------------------------- *) let sdpa_of_blockproblem comment nblocks blocksizes obj mats = let m = List.length mats - 1 in "\"" ^ comment ^ "\"\n" ^ string_of_int m ^ "\n" ^ string_of_int nblocks ^ "\n" ^ (String.concat " " (List.map string_of_int blocksizes)) ^ "\n" ^ sdpa_of_vector obj ^ List.fold_right2 (fun k m a -> sdpa_of_blockdiagonal (k - 1) m ^ a) (1--List.length mats) mats "";; (* ------------------------------------------------------------------------- *) (* Hence run CSDP on a problem in block diagonal form. *) (* ------------------------------------------------------------------------- *) let run_csdp dbg nblocks blocksizes obj mats = let input_file = Filename.temp_file "sos" ".dat-s" in let output_file = String.sub input_file 0 (String.length input_file - 6) ^ ".out" and params_file = Filename.concat temp_path "param.csdp" in file_of_string input_file (sdpa_of_blockproblem "" nblocks blocksizes obj mats); file_of_string params_file csdp_params; let rv = Sys.command("cd "^temp_path^"; csdp "^input_file ^ " " ^ output_file ^ (if dbg then "" else "> /dev/null")) in let op = string_of_file output_file in let res = parse_csdpoutput op in ((if dbg then () else (Sys.remove input_file; Sys.remove output_file)); rv,res);; let csdp nblocks blocksizes obj mats = let rv,res = run_csdp (!debugging) nblocks blocksizes obj mats in (if rv = 1 || rv = 2 then failwith "csdp: Problem is infeasible" else if rv = 3 then () (*Format.print_string "csdp warning: Reduced accuracy"; Format.print_newline() *) else if rv <> 0 then failwith("csdp: error "^string_of_int rv) else ()); res;; (* ------------------------------------------------------------------------- *) (* 3D versions of matrix operations to consider blocks separately. *) (* ------------------------------------------------------------------------- *) let bmatrix_add = combine (+/) (fun x -> x =/ Int 0);; let bmatrix_cmul c bm = if c =/ Int 0 then undefined else mapf (fun x -> c */ x) bm;; let bmatrix_neg = bmatrix_cmul (Int(-1));; (* ------------------------------------------------------------------------- *) (* Smash a block matrix into components. *) (* ------------------------------------------------------------------------- *) let blocks blocksizes bm = List.map (fun (bs,b0) -> let m = foldl (fun a (b,i,j) c -> if b = b0 then ((i,j) |-> c) a else a) undefined bm in (((bs,bs),m):matrix)) (List.combine blocksizes (1--List.length blocksizes));; (* ------------------------------------------------------------------------- *) (* Positiv- and Nullstellensatz. Flag "linf" forces a linear representation. *) (* ------------------------------------------------------------------------- *) let real_positivnullstellensatz_general linf d eqs leqs pol = let vars = List.fold_right ((o) union poly_variables) (pol::eqs @ List.map fst leqs) [] in let monoid = if linf then (poly_const num_1,Rational_lt num_1):: (List.filter (fun (p,c) -> multidegree p <= d) leqs) else enumerate_products d leqs in let nblocks = List.length monoid in let mk_idmultiplier k p = let e = d - multidegree p in let mons = enumerate_monomials e vars in let nons = List.combine mons (1--List.length mons) in mons, List.fold_right (fun (m,n) -> (m |-> ((-k,-n,n) |=> Int 1))) nons undefined in let mk_sqmultiplier k (p,c) = let e = (d - multidegree p) / 2 in let mons = enumerate_monomials e vars in let nons = List.combine mons (1--List.length mons) in mons, List.fold_right (fun (m1,n1) -> List.fold_right (fun (m2,n2) a -> let m = monomial_mul m1 m2 in if n1 > n2 then a else let c = if n1 = n2 then Int 1 else Int 2 in let e = tryapplyd a m undefined in (m |-> equation_add ((k,n1,n2) |=> c) e) a) nons) nons undefined in let sqmonlist,sqs = List.split(List.map2 mk_sqmultiplier (1--List.length monoid) monoid) and idmonlist,ids = List.split(List.map2 mk_idmultiplier (1--List.length eqs) eqs) in let blocksizes = List.map List.length sqmonlist in let bigsum = List.fold_right2 (fun p q a -> epoly_pmul p q a) eqs ids (List.fold_right2 (fun (p,c) s a -> epoly_pmul p s a) monoid sqs (epoly_of_poly(poly_neg pol))) in let eqns = foldl (fun a m e -> e::a) [] bigsum in let pvs,assig = eliminate_all_equations (0,0,0) eqns in let qvars = (0,0,0)::pvs in let allassig = List.fold_right (fun v -> (v |-> (v |=> Int 1))) pvs assig in let mk_matrix v = foldl (fun m (b,i,j) ass -> if b < 0 then m else let c = tryapplyd ass v (Int 0) in if c =/ Int 0 then m else ((b,j,i) |-> c) (((b,i,j) |-> c) m)) undefined allassig in let diagents = foldl (fun a (b,i,j) e -> if b > 0 && i = j then equation_add e a else a) undefined allassig in let mats = List.map mk_matrix qvars and obj = List.length pvs, itern 1 pvs (fun v i -> (i |--> tryapplyd diagents v (Int 0))) undefined in let raw_vec = if pvs = [] then vector_0 0 else scale_then (csdp nblocks blocksizes) obj mats in let find_rounding d = (if !debugging then (Format.print_string("Trying rounding with limit "^string_of_num d); Format.print_newline()) else ()); let vec = nice_vector d raw_vec in let blockmat = iter (1,dim vec) (fun i a -> bmatrix_add (bmatrix_cmul (element vec i) (List.nth mats i)) a) (bmatrix_neg (List.nth mats 0)) in let allmats = blocks blocksizes blockmat in vec,List.map diag allmats in let vec,ratdias = if pvs = [] then find_rounding num_1 else tryfind find_rounding (List.map Num.num_of_int (1--31) @ List.map pow2 (5--66)) in let newassigs = List.fold_right (fun k -> List.nth pvs (k - 1) |-> element vec k) (1--dim vec) ((0,0,0) |=> Int(-1)) in let finalassigs = foldl (fun a v e -> (v |-> equation_eval newassigs e) a) newassigs allassig in let poly_of_epoly p = foldl (fun a v e -> (v |--> equation_eval finalassigs e) a) undefined p in let mk_sos mons = let mk_sq (c,m) = c,List.fold_right (fun k a -> (List.nth mons (k - 1) |--> element m k) a) (1--List.length mons) undefined in List.map mk_sq in let sqs = List.map2 mk_sos sqmonlist ratdias and cfs = List.map poly_of_epoly ids in let msq = List.filter (fun (a,b) -> b <> []) (List.map2 (fun a b -> a,b) monoid sqs) in let eval_sq sqs = List.fold_right (fun (c,q) -> poly_add (poly_cmul c (poly_mul q q))) sqs poly_0 in let sanity = List.fold_right (fun ((p,c),s) -> poly_add (poly_mul p (eval_sq s))) msq (List.fold_right2 (fun p q -> poly_add (poly_mul p q)) cfs eqs (poly_neg pol)) in if not(is_undefined sanity) then raise Sanity else cfs,List.map (fun (a,b) -> snd a,b) msq;; (* ------------------------------------------------------------------------- *) (* The ordering so we can create canonical HOL polynomials. *) (* ------------------------------------------------------------------------- *) let dest_monomial mon = sort (increasing fst) (graph mon);; let monomial_order = let rec lexorder l1 l2 = match (l1,l2) with [],[] -> true | vps,[] -> false | [],vps -> true | ((x1,n1)::vs1),((x2,n2)::vs2) -> if x1 < x2 then true else if x2 < x1 then false else if n1 < n2 then false else if n2 < n1 then true else lexorder vs1 vs2 in fun m1 m2 -> if m2 = monomial_1 then true else if m1 = monomial_1 then false else let mon1 = dest_monomial m1 and mon2 = dest_monomial m2 in let deg1 = List.fold_right ((o) (+) snd) mon1 0 and deg2 = List.fold_right ((o) (+) snd) mon2 0 in if deg1 < deg2 then false else if deg1 > deg2 then true else lexorder mon1 mon2;; (* ------------------------------------------------------------------------- *) (* Map back polynomials and their composites to HOL. *) (* ------------------------------------------------------------------------- *) let term_of_varpow = fun x k -> if k = 1 then Var x else Pow (Var x, k);; let term_of_monomial = fun m -> if m = monomial_1 then Const num_1 else let m' = dest_monomial m in let vps = List.fold_right (fun (x,k) a -> term_of_varpow x k :: a) m' [] in end_itlist (fun s t -> Mul (s,t)) vps;; let term_of_cmonomial = fun (m,c) -> if m = monomial_1 then Const c else if c =/ num_1 then term_of_monomial m else Mul (Const c,term_of_monomial m);; let term_of_poly = fun p -> if p = poly_0 then Zero else let cms = List.map term_of_cmonomial (sort (fun (m1,_) (m2,_) -> monomial_order m1 m2) (graph p)) in end_itlist (fun t1 t2 -> Add (t1,t2)) cms;; let term_of_sqterm (c,p) = Product(Rational_lt c,Square(term_of_poly p));; let term_of_sos (pr,sqs) = if sqs = [] then pr else Product(pr,end_itlist (fun a b -> Sum(a,b)) (List.map term_of_sqterm sqs));; (* ------------------------------------------------------------------------- *) (* Some combinatorial helper functions. *) (* ------------------------------------------------------------------------- *) let rec allpermutations l = if l = [] then [[]] else List.fold_right (fun h acc -> List.map (fun t -> h::t) (allpermutations (subtract l [h])) @ acc) l [];; let changevariables_monomial zoln (m:monomial) = foldl (fun a x k -> (List.assoc x zoln |-> k) a) monomial_1 m;; let changevariables zoln pol = foldl (fun a m c -> (changevariables_monomial zoln m |-> c) a) poly_0 pol;; (* ------------------------------------------------------------------------- *) (* Return to original non-block matrices. *) (* ------------------------------------------------------------------------- *) let sdpa_of_vector (v:vector) = let n = dim v in let strs = List.map (o (decimalize 20) (element v)) (1--n) in String.concat " " strs ^ "\n";; let sdpa_of_matrix k (m:matrix) = let pfx = string_of_int k ^ " 1 " in let ms = foldr (fun (i,j) c a -> if i > j then a else ((i,j),c)::a) (snd m) [] in let mss = sort (increasing fst) ms in List.fold_right (fun ((i,j),c) a -> pfx ^ string_of_int i ^ " " ^ string_of_int j ^ " " ^ decimalize 20 c ^ "\n" ^ a) mss "";; let sdpa_of_problem comment obj mats = let m = List.length mats - 1 and n,_ = dimensions (List.hd mats) in "\"" ^ comment ^ "\"\n" ^ string_of_int m ^ "\n" ^ "1\n" ^ string_of_int n ^ "\n" ^ sdpa_of_vector obj ^ List.fold_right2 (fun k m a -> sdpa_of_matrix (k - 1) m ^ a) (1--List.length mats) mats "";; let run_csdp dbg obj mats = let input_file = Filename.temp_file "sos" ".dat-s" in let output_file = String.sub input_file 0 (String.length input_file - 6) ^ ".out" and params_file = Filename.concat temp_path "param.csdp" in file_of_string input_file (sdpa_of_problem "" obj mats); file_of_string params_file csdp_params; let rv = Sys.command("cd "^temp_path^"; csdp "^input_file ^ " " ^ output_file ^ (if dbg then "" else "> /dev/null")) in let op = string_of_file output_file in let res = parse_csdpoutput op in ((if dbg then () else (Sys.remove input_file; Sys.remove output_file)); rv,res);; let csdp obj mats = let rv,res = run_csdp (!debugging) obj mats in (if rv = 1 || rv = 2 then failwith "csdp: Problem is infeasible" else if rv = 3 then () (* (Format.print_string "csdp warning: Reduced accuracy"; Format.print_newline()) *) else if rv <> 0 then failwith("csdp: error "^string_of_int rv) else ()); res;; (* ------------------------------------------------------------------------- *) (* Sum-of-squares function with some lowbrow symmetry reductions. *) (* ------------------------------------------------------------------------- *) let sumofsquares_general_symmetry tool pol = let vars = poly_variables pol and lpps = newton_polytope pol in let n = List.length lpps in let sym_eqs = let invariants = List.filter (fun vars' -> is_undefined(poly_sub pol (changevariables (List.combine vars vars') pol))) (allpermutations vars) in let lpns = List.combine lpps (1--List.length lpps) in let lppcs = List.filter (fun (m,(n1,n2)) -> n1 <= n2) (allpairs (fun (m1,n1) (m2,n2) -> (m1,m2),(n1,n2)) lpns lpns) in let clppcs = end_itlist (@) (List.map (fun ((m1,m2),(n1,n2)) -> List.map (fun vars' -> (changevariables_monomial (List.combine vars vars') m1, changevariables_monomial (List.combine vars vars') m2),(n1,n2)) invariants) lppcs) in let clppcs_dom = setify(List.map fst clppcs) in let clppcs_cls = List.map (fun d -> List.filter (fun (e,_) -> e = d) clppcs) clppcs_dom in let eqvcls = List.map (o setify (List.map snd)) clppcs_cls in let mk_eq cls acc = match cls with [] -> raise Sanity | [h] -> acc | h::t -> List.map (fun k -> (k |-> Int(-1)) (h |=> Int 1)) t @ acc in List.fold_right mk_eq eqvcls [] in let eqs = foldl (fun a x y -> y::a) [] (itern 1 lpps (fun m1 n1 -> itern 1 lpps (fun m2 n2 f -> let m = monomial_mul m1 m2 in if n1 > n2 then f else let c = if n1 = n2 then Int 1 else Int 2 in (m |-> ((n1,n2) |-> c) (tryapplyd f m undefined)) f)) (foldl (fun a m c -> (m |-> ((0,0)|=>c)) a) undefined pol)) @ sym_eqs in let pvs,assig = eliminate_all_equations (0,0) eqs in let allassig = List.fold_right (fun v -> (v |-> (v |=> Int 1))) pvs assig in let qvars = (0,0)::pvs in let diagents = end_itlist equation_add (List.map (fun i -> apply allassig (i,i)) (1--n)) in let mk_matrix v = ((n,n), foldl (fun m (i,j) ass -> let c = tryapplyd ass v (Int 0) in if c =/ Int 0 then m else ((j,i) |-> c) (((i,j) |-> c) m)) undefined allassig :matrix) in let mats = List.map mk_matrix qvars and obj = List.length pvs, itern 1 pvs (fun v i -> (i |--> tryapplyd diagents v (Int 0))) undefined in let raw_vec = if pvs = [] then vector_0 0 else tool obj mats in let find_rounding d = (if !debugging then (Format.print_string("Trying rounding with limit "^string_of_num d); Format.print_newline()) else ()); let vec = nice_vector d raw_vec in let mat = iter (1,dim vec) (fun i a -> matrix_add (matrix_cmul (element vec i) (List.nth mats i)) a) (matrix_neg (List.nth mats 0)) in deration(diag mat) in let rat,dia = if pvs = [] then let mat = matrix_neg (List.nth mats 0) in deration(diag mat) else tryfind find_rounding (List.map Num.num_of_int (1--31) @ List.map pow2 (5--66)) in let poly_of_lin(d,v) = d,foldl(fun a i c -> (List.nth lpps (i - 1) |-> c) a) undefined (snd v) in let lins = List.map poly_of_lin dia in let sqs = List.map (fun (d,l) -> poly_mul (poly_const d) (poly_pow l 2)) lins in let sos = poly_cmul rat (end_itlist poly_add sqs) in if is_undefined(poly_sub sos pol) then rat,lins else raise Sanity;; let sumofsquares = sumofsquares_general_symmetry csdp;;