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-rw-r--r--sumofsquares/solver/cvxopt.py2
-rw-r--r--sumofsquares/solver/scs.py35
2 files changed, 14 insertions, 23 deletions
diff --git a/sumofsquares/solver/cvxopt.py b/sumofsquares/solver/cvxopt.py
index 11b7797..ef5aaaf 100644
--- a/sumofsquares/solver/cvxopt.py
+++ b/sumofsquares/solver/cvxopt.py
@@ -84,7 +84,7 @@ def solve_cone(prob: ConicProblem, verbose: bool = False,
# pprint(f"{b_rows = }")
if A_rows:
- # b is multiplied by -1 because it is on the RHS
+ # multiplied by -1 because it is on the RHS
b = cvxopt.matrix(np.vstack(b_rows))
A = cvxopt.matrix(np.vstack(A_rows)) * -1
diff --git a/sumofsquares/solver/scs.py b/sumofsquares/solver/scs.py
index 1e474da..662f78e 100644
--- a/sumofsquares/solver/scs.py
+++ b/sumofsquares/solver/scs.py
@@ -29,38 +29,29 @@ class SCSInfo(SolverInfo, UserDict):
raise KeyError(f"Key {key} was not found")
return self[key]
-
-def vec(m: NDArray) -> NDArray:
+def vec(S: NDArray) -> NDArray:
r"""
Vectorize a symmetric matrix for SCS by storing only a half of the entries
and multiplying the off-diaognal elements by :math:`\sqrt{2}`.
"""
- n, _ = m.shape
- # Since it is symmetric we only work with the lower triangular part
- scaling = np.tril(np.ones(n), k=-1) * np.sqrt(2) + np.eye(n)
- v = (m * scaling)[np.tril_indices(n)].reshape((-1, 1))
- assert v.shape[0] == n * (n + 1) // 2, "SCS Matrix vectorization is incorrect!"
- return v
+ n = S.shape[0]
+ S = np.copy(S)
+ S *= np.sqrt(2)
+ S[range(n), range(n)] /= np.sqrt(2)
+ return S[np.triu_indices(n)].reshape((-1,1))
-def mat(v: NDArray) -> NDArray:
+def mat(s: NDArray) -> NDArray:
r"""
Reconstruct a symmetric matrix from a vector that was created using
:py:fn:`vec`. This scales the off-diagonal entries by :math:`1/\sqrt{2}`.
"""
- n_float = .5 * (-1 + np.sqrt(1 + 8 * v.shape[0]))
- n = int(n_float)
- if not math.isclose(n, n_float):
- raise ValueError("To construct a n x n symmetric matrix, the vector "
- "must be an n * (n + 1) / 2 dimensional column.")
-
- m = np.zeros((n, n))
- m[np.tril_indices(n)] = v
-
- scaling = (np.tril(np.ones(n), k=-1) / np.sqrt(2) + np.eye(n))
- m = m * scaling
- m = m + m.T - np.diag(np.diag(m))
- return m
+ n = int((np.sqrt(8 * len(s) + 1) - 1) / 2)
+ S = np.zeros((n, n))
+ S[np.triu_indices(n)] = s / np.sqrt(2)
+ S = S + S.T
+ S[range(n), range(n)] /= np.sqrt(2)
+ return S
def solve_cone(prob: ConicProblem, verbose: bool = False,