       Re: FindInstance puzzler

• To: mathgroup at smc.vnet.net
• Subject: [mg83648] Re: [mg83633] FindInstance puzzler
• From: Andrzej Kozlowski <akoz at mimuw.edu.pl>
• Date: Tue, 27 Nov 2007 06:12:10 -0500 (EST)
• References: <200711260849.DAA29897@smc.vnet.net> <55F7C11F-CAB8-47B4-AE40-DA470C74C8C1@mimuw.edu.pl> <474AF639.50705@wolfram.com>

```On 27 Nov 2007, at 01:37, Adam Strzebonski wrote:

> Andrzej Kozlowski wrote:
>> *This message was transferred with a trial version of
>> CommuniGate(tm) Pro*
>> On 26 Nov 2007, at 17:49, Mark Fisher wrote:
>>> Hi all,
>>>
>>> I'm puzzled by the results of FindInstance which seems to restrict
>>> its
>>> results to a subregion of the valid space.
>>>
>>> conds = And @@
>>>  Append[Thread[(Abs[L] /. Solve[1 - z1 L - z2 L^2 == 0, L]) >= 1],
>>>   z1 + z2 >= 0];
>>>
>>> RegionPlot[conds, {z1, -.75, 2.25}, {z2, -1.25, 1.25}, PlotPoints ->
>>> 90,
>>> Epilog ->  Point[{z1, z2} /. FindInstance[conds, {z1, z2}, Reals,
>>> 10^3]]]
>>>
>>> I suppose this isn't a bug, because the results of FindInstance are
>>> all valid, but nevertheless I find it unpleasing (to say the least)
>>> that part of the valid space seems to get no representation. It
>>> means
>>> that FindInstance is of limited use for exploring such spaces.
>>>
>>> --Mark
>>>
>>>
>> It seems to me that you have found a more serious problem than just
>> "unpleasing" behaviour of FindInstance. In fact, this looks to me
>> like a quite serious bug in Reduce. The easiest way to see it is
>> this:
>> conds = And @@
>>   Append[Thread[(Abs[L] /. Solve[1 - z1 L - z2 L^2 == 0, L]) >= 1],
>>    z1 + z2 >= 0];
>> conds1 = Reduce[conds, {z1, z2}, Reals];
>> Now, conds1 ought to be equivalent (over the reals) to conds. But
>> it is not! For example:
>> conds /. Thread[{z1, z2} -> {3/2, -3/5}]
>> True
>> but
>> conds1 /. Thread[{z1, z2} -> {3/2, -3/5}]
>> False
>> This certianly should not happen! How is this related to your
>> problem? You can see this immediately by looking at:
>> RegionPlot[conds1, {z1, -.75, 2.25}, {z2, -1.25, 1.25}, PlotPoints -
>> > 90,  Epilog -> Point[{z1, z2} /. FindInstance[conds1, {z1, z2},
>> Reals, 10^3]]]
>> Note that conds was replaced by conds1, which ought to be
>> equivalent to it over the reals (but is not). So unless I have had
>> a sudden attack of insanity there is a serious bug in Reduce and it
>> was not intrduced in Mathematica 6 as the same behaviour is present
>> in 5.2
>> Andrzej Kozlowski
>
> There is a significant difference between
>
> (1)  Reduce[conds, {z1, z2}, Reals]
>
> and
>
> (2)  Reduce[conds && Element[z1|z2, Reals], {z1, z2}]
>
> When domain Reals is specified in Reduce or FindInstance, not only
> all variables are required to be real, but also all functions
> present in the input system are required to be real valued.
>
> Let's look at conds:
>
> In:= (conds = And @@
>   Append[Thread[(Abs[L] /. Solve[1 - z1 L - z2 L^2 == 0, L]) >= 1],
>    z1 + z2 >= 0])//InputForm
>
> Out//InputForm=
> Abs[(-z1 + Sqrt[z1^2 + 4*z2])/z2]/2 >= 1 &&
> Abs[(z1 + Sqrt[z1^2 + 4*z2])/z2]/2 >= 1 && z1 + z2 >= 0
>
> {z1->3/2, z2->-3/5} is not an allowed solution of (1),
> because Sqrt[z1^2 + 4*z2] is not real.
>
> In:= conds1 = Reduce[conds, {z1, z2}, Reals];
>
> In:= {conds1, Sqrt[z1^2 + 4*z2]} /. {z1->3/2, z2->-3/5}
>
>                I      3
> Out= {False, - Sqrt[-]}
>                2      5
>
> In:= conds2 = Reduce[conds && Element[z1|z2, Reals], {z1, z2}];
> ...
>
> Unfortunately, this is a much harder problem than (1) and it does
> not finish in 15 minutes (might not finish in a day either...).
>
> Reduce uses the cylindrical algebraic decomposition (CAD) algorithm
> to solve inequalities. The inequalities need to be polynomials in real
> variables. Let's see what it takes to transform conds into a
> polynomial
> system in real variables. First, we replace
>
> Sqrt[z1^2 + 4*z2] -> s
>
> and add an equation s^2 == z1^2 + 4*z2.
> With domain Reals we assume that Sqrt[z1^2 + 4*z2] is real, so
> s is a real variable, and we have an additional inequality s>=0.
> Without assuming that Sqrt[z1^2 + 4*z2] is real, we need to introduce
> two new real variables for Re[s] and Im[s] and add inequalities
>
> Re[s] > 0 || Re[s] == 0 && Im[s] >= 0
>
> Now we need to polynomialize the two Abs[_] expressions present in
> conds. With domain Reals, Abs is just a piecewise function, and so
> it can be eliminated using the transformation
>
> F(Abs[e]) -> e>=0 && F(e) || e<0 && F(-e)
>
> Over the complex domain Abs is an algebraic function
>
> Abs[e] -> Sqrt[Re[e]^2+Im[e]^2]
>
> and we need to introduce a new variable for each Abs[_] and add
> equations and inequalities similar to those we added for s.
>
> Hence, (1) translates to a CAD problem with 3 variables, but (2)
> translates to a CAD problem with 6 variables. CAD has a doubly
> exponential complexity in the number of variables, so a difference
> between 3 and 6 variables may mean a difference between a simple
> problem and a problem not solvable in a reasonable time.
>
> Best Regards,
>
> Wolfram Research

Yes, I can confirm, it was indeed the case of "sudden attack of
insanity" ;-)
In fact, this has come up before, but I have forgotten about it and
continued to linger in the illusion that Reduce[expr,variables,domain]
will always be equivalent to expr for values of variables in domain.
In fact, however, (if my present understanding is correct), the only
thing that is guaranteed is that the the expression returned by
Reduce[expr,variables,domain] will be satisfied on the subset of
"domain" on which expr is satisfied. This subset is the one obtained
by adjoining to expr  inequalities which insure that all the functions
appearing in expr have real values are satisfied. Is this right?

This explains the answer returned by:

Reduce[y*Sqrt[-x] == 0 && x >= 0, {x, y}, Reals]
x == 0

here the condition x<=0 was first added to insure that Sqrt[-x] is
real valued and then the conclusion x==0 was drawn. Now this does not
happen in this case:

Reduce[y*Sqrt[-x] + y*(y - Sqrt[-x]) == 0 && x > 0,
{x, y}, Reals]
x > 0 && y == 0

Here Reduce ignored the fact that under the assumption x>0 Sqrt[-x] is
not real valued presumably because it noticed that t Sqrt[-x] can be
eliminated (by applying Simplify?). However, with an explicit I Reduce
refuses even to try to work on the problem:

Reduce[2*y*I*Sqrt[x] + 2*(y - I*Sqrt[x]) == 0, {x, y}, Reals]

Reduce::nddc:The system 2 \[ImaginaryI] Sqrt[x] y+2 (y-\[ImaginaryI]
Sqrt[x])\[LongEqual]0 contains a nonreal constant 2 \[ImaginaryI].
With the domain specified, all constants should be real. >>
Reduce[2*I*Sqrt[x]*y + 2*(y - I*Sqrt[x]) == 0, {x, y}, Reals]

This seems to be slightly inconsistent (though not harmfully so). It
seems that complex valued functions are, after all,  allowed in expr
in  Reduce[expr,vars,Reals] provided they do not involve explicit "I"
and Reduce can re-write expr in terms of real valued functions (?)

Andrzej Kozlowski

```

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