# Taylor Series and Accelerometers

In my book, A Programmer’s Introduction to Mathematics, I describe the Taylor Series as a “hammer for every nail.” I learned about another nail in the design of modern smartphone accelerometers from “Eight Amazing Engineering Stories” by Hammack, Ryan, and Ziech, which I’ll share here.

These accelerometers are designed using a system involving three plates, which correspond to two capacitors. A quick recap on my (limited) understanding of how capacitors work. A capacitor involving two conductive plates looks like this:

The voltage provided by the battery pushes electrons along the negative direction, or equivalently pushing “charge” along the positive direction (see the difference between charge flow and election flow). These elections build up in the plate labeled $-Q$, and the difference in charge across the two plates generates an electric field. If that electric field is strong enough, the electrons can jump the gap to the positive plate and complete the circuit. Otherwise, the plate reaches “capacity” and current stops flowing. Whether the jump happens or the current stops depends on the area of the plate $A$, the distance between the plates $d$, and the properties of the material between the plates, the last one is called the “dielectric constant” $\varepsilon$. (Nb., I’m not sure why it doesn’t depend on the material the plate is composed of, but I imagine it’s smooshed into the dielectric constant if necessary) This relationship is summarized by the formula

$\displaystyle C = \frac{\varepsilon A}{d}$

Then, an external event can cause the plates to move close enough together so that the electrons can jump the gap and current can begin to flow. This discharges the negatively charged plate.

A naive, Taylor-series-free accelerometer could work as follows:

1. Allow the negatively charged plate to wobble a little bit by fixing just one end of the plate, pictured like a diving board (a cantilever).
2. The amount of wobble will be proportional to the force of acceleration due to Hooke’s law for springs.
3. When displaced by a distance of $\delta$, the capacitance in the plate changes to $C = \frac{\varepsilon A}{d - \delta}$.
4. Use the amount of discharge to tell how much the plate displaced.

This is able to measure the force of acceleration in one dimension, and so thee of these devices are arranged in perpendicular axes to allow one to measure acceleration in 3-dimensional space.

The problem with this design is that $C = \frac{\varepsilon A}{d - \delta}$ is a nonlinear change in capacitance with respect to the amount of displacement. To see how nonlinear, expand this as a Taylor series:

\displaystyle \begin{aligned} C &= \frac{\varepsilon A}{d - \delta} \\ &= \frac{\varepsilon A}{d} \left ( \frac{1}{1 - \frac{\delta}{d}} \right ) \\ &= \frac{\varepsilon A}{d} \left ( 1 + \frac{\delta}{d} + \left ( \frac{\delta}{d} \right )^2 + O_{\delta \to 0}(\delta^3) \right ) \end{aligned}

I’m using the big-O notation $O_{\delta \to 0}(\delta^3)$ to more rigorously say that I’m “ignoring” all cubic and higher terms. I can do this because in these engineering systems (I’m taking Hammack at his word here), the quantity $(\delta / d)^2$ is meaningfully large, but later terms like $(\delta / d)^3$ are negligibly small. Of course, this is only true when the displacement $\delta$ is very small compared to $d$, which is why the big-O has a subscript $\delta \to 0$.

Apparently, working backwards through the nonlinearity in the capacitance change is difficult enough to warrant changing the design of the system. (I don’t know why this is difficult, but I imagine it has to do with the engineering constraints of measurement devices; please do chime in if you know more)

The system design that avoids this is a three-plate system instead of a two-plate system.

In this system, the middle plate moves back and forth between two stationary plates that are connected to a voltage source. As it moves away from one and closer to the other, the increased capacitance on one side is balanced by the decreased capacitance on the other. The Taylor series shows how these two changes cancel out on the squared term only.

If $C_1 = \frac{\varepsilon A}{d - \delta}$ represents the changed capacitance of the left plate (the middle plate moves closer to it), and $C_2 = \frac{\varepsilon A}{d + \delta}$ represents the right plate (the middle plate moves farther from it), then we expand the difference in capacitances via Taylor series (using the Taylor series for $1/(1-x)$ for both, but in the $1 + \delta/d$ case it’s $1 / (1 - (-x))$).

\displaystyle \begin{aligned} C_1 - C_2 &= \frac{\varepsilon A}{d - \delta} - \frac{\varepsilon A}{d + \delta} \\ &= \frac{\varepsilon A}{d} \left ( \frac{1}{1 - \frac{\delta}{d}} - \frac{1}{1 + \frac{\delta}{d}} \right ) \\ &= \frac{\varepsilon A}{d} \left ( 1 + \frac{\delta}{d} + \left ( \frac{\delta}{d} \right )^2 + O_{\delta \to 0}(\delta^3) - 1 + \frac{\delta}{d} - \left ( \frac{\delta}{d} \right )^2 + O_{\delta \to 0}(\delta^3) \right ) \\ &= \frac{\varepsilon A}{d} \left ( \frac{2\delta}{d} + O_{\delta \to 0}(\delta^3) \right ) \end{aligned}

Again, since the cubic and higher terms are negligibly small, we can “ignore” those parts. What remains is a linear response to the change in the middle plate’s displacement. This makes it significantly easier to measure. Because we’re measuring the difference in capacitance, this design is called a “differential capacitor.”

Though the math is tidy in retrospect, I marvel at how one might have conceived of this design from scratch. Did the inventor notice the symmetries in the Taylor series approximations could be arranged to negate each other? Was there some other sort of “physical intuition” at play?

Until next time!

# Silent Duels—Parsing the Construction

Last time we discussed the setup for the silent duel problem: two players taking actions in $[0,1]$, player 1 gets $n$ chances to act, player 2 gets $m$, and each knows their probability of success when they act.

The solution is in a paper of Rodrigo Restrepo from the 1950s. In this post I’ll start detailing how I study this paper, and talk through my thought process for approaching a bag of theorems and proofs. If you want to follow along, I re-typeset the paper on Github.

## Game Theory Basics

The Introduction starts with a summary of the setting of game theory. I remember most of this so I will just summarize the basics of the field. Skip ahead if you already know what the minimax theorem is, and what I mean when I say the “value” of a game.

A two-player game consists of a set of actions for each player—which may be finite or infinite, and need not be the same for both players—and a payoff function for each possible choice of actions. The payoff function is interpreted as the “utility” that player 1 gains and player 2 loses. If the payoff is negative, you interpret it as player 1 losing utility to player 2. Utility is just a fancy way of picking a common set of units for what each player treasures in their heart of hearts. Often it’s stated as money and we assume both players value cash the same way. Games in which the utility is always “one player gains exactly the utility lost by the other player” are called zero-sum.

With a finite set of actions, the payoff function is a table. For rock-paper-scissors the table is:

Rock, paper: -1
Rock, scissors: 1
Rock, rock: 0
Paper, paper: 0
Paper, scissors: -1
Paper, rock: 1
Scissors, paper: 1
Scissors, scissors: 0
Scissors, rock: -1

You could arrange this in a matrix and analyze the structure of the matrix, but we won’t. It doesn’t apply to our forthcoming setting where the players have infinitely many strategies.

A strategy is a possibly-randomized algorithm (whose inputs are just the data of the game, not including any past history of play) that outputs an action. In some games, the optimal strategy is to choose a single action no matter what your opponent does. This is sometimes called a pure, dominating strategy, not because it dominates your opponent, but because it’s better than all of your other options no matter what your opponent does. The output action is deterministic.

However, as with rock-paper-scissors, the optimal strategy for most interesting games requires each player to act randomly according to a fixed distribution. Such strategies are called mixed or randomized. For rock-paper-scissors, the optimal strategy is to choose rock, paper, and scissors with equal probability.  Computers are only better than humans at rock-paper-scissors because humans are bad at behaving consistently and uniformly random.

The famous minimax theorem says that every two-player zero-sum game has an optimal strategy for each player, which is possibly randomized. This strategy is optimal in the sense that it maximizes your expected winnings no matter what your opponent does. However, if your opponent is playing a particularly suboptimal strategy, the minimax solution might not be as good as a solution that takes advantage of the opponent’s dumb choices. A uniform random rock-paper-scissors strategy is not optimal if your opponent always plays “rock.”  However, the optimal strategy doesn’t need special knowledge or space to store information about past play. If you played against God, you would blindly use the minimax strategy and God would have no upper hand. I wonder if the pope would have excommunicated me for saying that in the 1600’s.

The expected winnings for player 1 when both players play a minimax-optimal strategy is called the value of the game, and this number is unique (even if there are possibly multiple optimal strategies). If a game is symmetric—meaning both players have the same actions and the payoff function is symmetric—then the value is guaranteed to be zero. The game is fair.

The version of the minimax theorem that most people use (in particular, the version that often comes up in theoretical computer science) shows that finding an optimal strategy is equivalent to solving a linear program. This is great because it means that any such (finite) game is easy to solve. You don’t need insight; just compile and run. The minimax theorem is also true for sufficiently well-behaved continuous action spaces. The silent duel is well-behaved, so our goal is to compute an explicit, easy-to-implement strategy that the minimax theorem guarantees exists. As a side note, here is an example of a poorly-behaved game with no minimax optimum.

While the minimax theorem guarantees optimal strategies and a value, the concept of the “value” of the game has an independent definition:

Let $X, Y$ be finite sets of actions for players 1, 2 respectively, and $p(x), q(y)$ be strategies, i.e., probability distributions over $X$ and $Y$ so that $p(x)$ is the probability that $x$ is chosen. Let $\Psi(x, y)$ be the payoff function for the game. The value of the game is a real number $v$ such that there exist two strategies $p, q$ with the two following properties. First, for every fixed $y \in Y$,

$\displaystyle \sum_{x \in X} p(x) \Psi(x, y) \geq v$

(no matter what player 2 does, player 1’s strategy guarantees at least $v$ payoff), and for every fixed $x \in X$,

$\displaystyle \sum_{y \in Y} q(y) \Psi(x, y) \leq v$

(no matter what player 1 does, player 2’s strategy prevents a loss of more than $v$).

Since silent duels are continuous, Restrepo opens the paper with the corresponding definition for continuous games. Here a probability distribution is the same thing as a “positive measure with total measure 1.” Restrepo uses $F$ and $G$ for the strategies, and the corresponding statement of expected payoff for player 1 is that, for all fixed actions $y \in Y$,

$\displaystyle \int \Psi(x, y) dF(x) \geq v$

And likewise, for all $x \in X$,

$\displaystyle \int \Psi(x, y) dG(y) \leq v$

All of this background gets us through the very first paragraph of the Restrepo paper. As I elaborate in my book, this is par for the course for math papers, because written math is optimized for experts already steeped in the context. Restrepo assumes the reader knows basic game theory so we can get on to the details of his construction, at which point he slows down considerably to focus on the details.

## Description of the Optimal Strategies

Starting in section 2, Restrepo describes the construction of the optimal strategy, but first he explains the formal details of the setting of the game. We already know the two players are taking $n$ and $m$ actions between $0 \leq t \leq 1$, but we also fix the probability of success. Player 1 knows a distribution $P(t)$ on $[0,1]$ for which $P(t)$ is the probability of success when acting at time $t$. Likewise, player 2 has a possibly different distribution $Q(t)$, and (crucially) $P(t), Q(t)$ both increase continuously on $[0,1]$. (In section 3 he clarifies further that $P$ satisfies $P(0) = 0, P(1) = 1$, and $P'(t) > 0$, likewise for $Q(t)$.) Moreover, both players know both $P, Q$. One could say that each player has an estimate of their opponent’s firing accuracy, and wants to be optimal compared to that estimate.

The payoff function $\Psi(x, y)$ is defined informally as: 1 if Player one succeeds before Player 2, -1 if Player 2 succeeds first, and 0 if both players exhaust their actions before the end and none succeed. Though Restrepo does not state it, if the players act and succeed at the same time—say both players fire at time $t=1$—the payoff should also be zero. We’ll see how this is converted to a more formal (and cumbersome!) mathematical definition in a future post.

Next we’ll describe the statement of the fully general optimal strategy (which will be essentially meaningless, but have some notable features we can infer information from), and get a sneak peek at how to build this strategy algorithmically. Then we’ll see a simplified example of the optimal strategy.

The optimal strategy presented depends only on the values $n, m$ (the number of actions each player gets) and their success probability distributions $P, Q$. For player 1, the strategy splits up $[0,1]$ into subintervals

$\displaystyle [a_i, a_{i+1}] \qquad 0 < a_1 < a_2, < \cdots < a_n < a_{n+1} = 1$

Crucially, this strategy ignores the initial interval $[0, a_1]$. In each other subinterval Player 1 attempts an action at a time chosen by a probability distribution specific to that interval, independently of previous attempts. But no matter what, there is some initial wait time during which no action will ever be taken. This makes sense: if player 1 fired at time 0, it is a guaranteed wasted shot. Likewise, firing at time 0.000001 is basically wasted (due to continuity, unless $P(t)$ is obnoxiously steep early on).

Likewise for player 2, the optimal strategy is determined by numbers $b_1, \dots, b_m$ resulting in $m$ intervals $[b_j, b_{j+1}]$ with $b_{m+1} = 1$.

The difficult part of the construction is describing the distributions dictating when a player should act during an interval. It’s difficult because an interval for player 1 and player 2 can overlap partially. Maybe $a_2 = 0.5, a_3 = 0.75$ and $b_1 = 0.25, b_2 = 0.6$. Player 1 knows that Player 2 (using their corresponding minimax strategy) must act before time $t = 0.6$, and gets another chance after that time. This suggests that the distribution determining when Player 1 should act within $[a_2, a_3]$ may have a discontinuous jump at $t = 0.6$.

Call $F_i$ the distribution for Player 1 to act in the interval $[a_i, a_{i+1}]$. Since it is a continuous distribution, Restrepo uses $F_i$ for the cumulative distribution function and $dF_i$ for the probability density function. Then these functions are defined by (note this should be mostly meaningless for the moment)

$\displaystyle dF_i(x_i) = \begin{cases} h_i f^*(x_i) dx_i & \textup{ if } a_i < x_i < a_{i+1} \\ 0 & \textup{ if } x_i \not \in [a_i, a_{i+1}] \\ \end{cases}$

where $f^*$ is defined as

$\displaystyle f^*(t) = \prod_{b_j > t} \left [ 1 - Q(b_j) \right ] \frac{Q'(t)}{Q^2(t) P(t)}.$

The constants $h_i$ and $h_{i+1}$ are related by the equation

$\displaystyle h_i = [1 - D_i] h_{i+1},$

where

$\displaystyle D_i = \int_{a_i}^{a_{i+1}} P(t) dF_i(t)$

What can we glean from this mashup of symbols? The first is that (obviously) the distribution is zero outside the interval $[a_i, a_{i+1}]$. Within it, there is this mysterious $h_i$ that is related to the $h_{i+1}$ used to define the next interval’s probability. This suggests we will likely build up the strategy in reverse starting with $F_n$ as the “base case” (if $n=1$, then it is the only one).

Next, we notice the curious definition of $f^*$. It unsurprisingly requires knowledge of both $P$ and $Q$, but the coefficient is strangely chosen: it’s a product over all failure probabilities ($1 - Q(b_j)$) of all interval-starts happening later for the opponent.

[Side note: it’s very important that this is a constant; when I first read this, I thought that it was $\prod_{b_j > t}[1 - Q(t)]$, which makes the eventual task of integrating $f^*$ much harder.]

Finally, the last interval (the one ending at $t=1$) may include the option to simply “wait for a guaranteed hit,” which Restrepo calls a “discrete mass of $\alpha$ at $t=1$.” That is, $F_n$ may have a different representation than the rest. Indeed, at the end of the paper we will find that Restrepo gives a base-case definition for $h_n$ that allows us to bootstrap the construction.

Player 2’s strategy is the same as Player 1’s, but replacing the roles of $P, Q, n, m, a_i, b_j$ in the obvious way.

## The symmetric example

As with most math research, the best way to parse a complicated definition or construction is to simplify the different aspects of the problem until they become tractable. One way to do this is to have only a single action for both players, with $P = Q$. Restrepo provides a more general example to demonstrate, which results in the five most helpful lines in the paper. I’ll reproduce them here verbatim:

EXAMPLE. Symmetric Game: $P(t) = Q(t),$ and $n = m$. In this case the two
players have the same optimal strategies; $\alpha = 0$, and $a_k = b_k, k=1, \dots, n$. Furthermore

\displaystyle \begin{aligned} P(a_{n-k}) &= \frac{1}{2k+3} & k = 0, 1, \dots, n-1, \\ dF_{n-k}(t) &= \frac{1}{4(k+1)} \frac{P'(t)}{P^3(t)} dt & a_{n-k} < t < a_{n-k+1}. \end{aligned}

Saying $\alpha = 0$ means there is no “wait until $t=1$ to guarantee a hit”, which makes intuitive sense. You’d only want to do that if your opponent has exhausted all their actions before the end, which is only likely to happen if they have fewer actions than you do.

When Restrepo writes $P(a_{n-k}) = \frac{1}{2k+3}$, there are a few things happening. First, we confirm that we’re working backwards from $a_n$. Second, he’s implicitly saying “choose $a_{n-k}$ such that $P(a_{n-k})$ has the desired cumulative density.” After a bit of reflection, there’s no other way to specify the $a_i$ except implicitly: we don’t have a formula for $P$ to lean on.

Finally, the definition of the density function $dF_{n-k}(t)$ helps us understand under what conditions the probability function would be increasing or decreasing from the start of the interval to the end. Looking at the expression $P'(t) / P^3(t)$, we can see that polynomials will result in an expression dominated by $1/t^k$ for some $k$, which is decreasing. By taking the derivative, an increasing density would have to be built from a $P$ satisfying $P''(t) P(t) - 3(P'(t))^2 > 0$. However, I wasn’t able to find any examples that satisfy this. Polynomials, square roots, logs and exponentials, all seem to result in decreasing density functions.

Finally, we’ll plot two examples. The first is the most reductive: $P(t) = Q(t) = t$, and $n = m = 1$. In this case $n=1$, and there is only one term $k=0$, for which $a_n = 1/3$. Then $dF_1(t) = 1/4t^3$. (For verification, note the integral of $dF_1$ on $[1/3, 1]$ is indeed 1).

With just one action and P(t) = Q(t) = t, the region before t=1/3 has zero probability, and the probability decreases from 6.75 to 1/4.

Note that the reason $a_n = 1/3$ is so nice is that $P(t)$ is so simple. If $P(t)$ were, say, $t^2$, then $a_n$ should shift to being $\sqrt{1/3}$. If $P(t)$ were more complicated, we’d have to invert it (or use an approximate search) to find the location $a_n$ for which $P(a_n) = 1/3$.

Next, we loosen the example to let $n=m=4$, still with $P(t) = Q(t) = t$. In this case, we have the same final interval $[1/3,1]$. The new actions all occur in the time before $t=1/3$, in the intervals $[1/5, 1/3], [1/7, 1/5], [1/9,1/7].$ If there were more actions, we’d get smaller inverse-of-odd-spaced intervals approaching zero. The probability densities are now steeper versions of the same $1/4t^3$, with the constant getting smaller to compensate for the fact that $1/t^3$ gets larger and maintain the normalized distribution. For example, the earliest interval results in $\int_{1/9}^{1/7} \frac{1}{16t^3} dt = 1$. Closer to zero the densities are somewhat shallower compared to the size of the interval; for example in $[1/9, 1/7],$ the density toward the beginning of the interval is only about twice as large as the density toward the end.

The combination of the four F_i’s for the four intervals in which actions are taken. This is a complete description of the optimal strategy for our simple symmetric version of the silent duel.

Since the early intervals are getting smaller and smaller as we add more actions, the optimal strategy will resemble a burst of action at the beginning, gradually tapering off as the accuracy increases and we work through our budget. This is an explicit tradeoff between the value of winning (lots of early, low probability attempts) and keeping some actions around for the end where you’re likely to succeed.

## Next step: get to the example from the general theorem

At this point, we’ve parsed the general statement of the theorem, and while much of it is still mysterious, we extracted some useful qualitative information from the statement, and tinkered with some simple examples.

At this point, I have confidence that the simple symmetric example Restrepo provided is correct; it passed some basic unit tests, like that each $dF_i$ is normalized. My next task in fully understanding the paper is to be able to derive the symmetric example from the general construction. We’ll do this next time, and include a program that constructs the optimal solution for any input.

Until then!

# Visualizing an Assassin Puzzle

Over at Math3ma, Tai-Danae Bradley shared the following puzzle, which she also featured in a fantastic (spoiler-free) YouTube video. If you’re seeing this for the first time, watch the video first.

Consider a square in the xy-plane, and let A (an “assassin”) and T (a “target”) be two arbitrary-but-fixed points within the square. Suppose that the square behaves like a billiard table, so that any ray (a.k.a “shot”) from the assassin will bounce off the sides of the square, with the angle of incidence equaling the angle of reflection.

Puzzle: Is it possible to block any possible shot from A to T by placing a finite number of points in the square?

This puzzle found its way to me through Tai-Danae’s video, via category theorist Emily Riehl, via a talk by the recently deceased Fields Medalist Maryam Mirzakhani, who studied the problem in more generality. I’m not familiar with her work, but knowing mathematicians it’s probably set in an arbitrary complex $n$-manifold.

See Tai-Danae’s post for a proof, which left such an impression on me I had to dig deeper. In this post I’ll discuss a visualization I made—now posted at the end of Tai-Danae’s article—as well as here and below (to avoid spoilers). In the visualization, mouse movement chooses the firing direction for the assassin, and the target is in green. Dragging the target with the mouse updates the position of the guards. The source code is on Github.

## Outline

The visualization uses d3 library, which was made for visualizations that dynamically update with data. I use it because it can draw SVGs real nice.

The meat of the visualization is in two geometric functions.

1. Decompose a ray into a series of line segments—its path as it bounces off the walls—stopping if it intersects any of the points in the plane.
2. Compute the optimal position of the guards, given the boundary square and the positions of the assassin and target.

Both of these functions, along with all the geometry that supports them, is in geometry.js. The rest of the demo is defined in main.js, in which I oafishly trample over d3 best practices to arrive miraculously at a working product. Critiques welcome 🙂

As with most programming and software problems, the key to implementing these functions while maintaining your sanity is breaking it down into manageable pieces. Incrementalism is your friend.

## Vectors, rays, rectangles, and ray splitting

We start at the bottom with a Vector class with helpful methods for adding, scaling, and computing norms and inner products.

function innerProduct(a, b) {
return a.x * b.x + a.y * b.y;
}

class Vector {
constructor(x, y) {
this.x = x;
this.y = y;
}

normalized() { ... }
norm() { ... }
subtract(vector) { ... }
scale(length) { ... }
distance(vector) { ... }
midpoint(b) { ... }
}


This allows one to compute the distance between two points, e.g., with vector.subtract(otherVector).norm().

Next we define a class for a ray, which is represented by its center (a vector) and a direction (a vector).

class Ray {
constructor(center, direction, length=100000) {
this.center = center;
this.length = length;

if (direction.x == 0 && direction.y == 0) {
throw "Can't have zero direction";
}
this.direction = direction.normalized();
}

endpoint() {
}

intersects(point) {
let shiftedPoint = point.subtract(this.center);
let signedLength = innerProduct(shiftedPoint, this.direction);
let projectedVector = this.direction.scale(signedLength);
let differenceVector = shiftedPoint.subtract(projectedVector);

if (signedLength > 0
&& this.length > signedLength
} else {
return null;
}
}
}


The ray must be finite for us to draw it, but the length we've chosen is so large that, as you can see in the visualization, it's effectively infinite. Feel free to scale it up even longer.

The interesting bit is the intersection function. We want to compute whether a ray intersects a point. To do this, we use the inner product as a decision rule to compute the distance of a point from a line. If that distance is very small, we say they intersect.

In our demo points are not infinitesimal, but rather have a small radius described by intersectionRadius. For the sake of being able to see anything we set this to 3 pixels. If it’s too small the demo will look bad. The ray won’t stop when it should appear to stop, and it can appear to hit the target when it doesn’t.

Next up we have a class for a Rectangle, which is where the magic happens. The boilerplate and helper methods:

class Rectangle {
constructor(bottomLeft, topRight) {
this.bottomLeft = bottomLeft;
this.topRight = topRight;
}

topLeft() { ... }
center() { ... }
width() { .. }
height() { ... }
contains(vector) { ... }


The function rayToPoints that splits a ray into line segments from bouncing depends on three helper functions:

1. rayIntersection: Compute the intersection point of a ray with the rectangle.
2. isOnVerticalWall: Determine if a point is on a vertical or horizontal wall of the rectangle, raising an error if neither.
3. splitRay: Split a ray into a line segment and a shorter ray that’s “bounced” off the wall of the rectangle.

(2) is trivial, computing some x- and y-coordinate distances up to some error tolerance. (1) involves parameterizing the ray and checking one of four inequalities. If the bottom left of the rectangle is $(x_1, y_1)$ and the top right is $(x_2, y_2)$ and the ray is written as $\{ (c_1 + t v_1, c_2 + t v_2) \mid t > 0 \}$, then—with some elbow grease—the following four equations provide all possibilities, with some special cases for vertical or horizontal rays:

\displaystyle \begin{aligned} c_2 + t v_2 &= y_2 & \textup{ and } \hspace{2mm} & x_1 \leq c_1 + t v_1 \leq x_2 & \textup{ (intersects top)} \\ c_2 + t v_2 &= y_1 & \textup{ and } \hspace{2mm} & x_1 \leq c_1 + t v_1 \leq x_2 & \textup{ (intersects bottom)} \\ c_1 + t v_1 &= x_1 & \textup{ and } \hspace{2mm} & y_1 \leq c_2 + t v_2 \leq y_2 & \textup{ (intersects left)} \\ c_1 + t v_1 &= x_2 & \textup{ and } \hspace{2mm} & y_1 \leq c_2 + t v_2 \leq y_2 & \textup{ (intersects right)} \\ \end{aligned}

In code:

  rayIntersection(ray) {
let c1 = ray.center.x;
let c2 = ray.center.y;
let v1 = ray.direction.x;
let v2 = ray.direction.y;
let x1 = this.bottomLeft.x;
let y1 = this.bottomLeft.y;
let x2 = this.topRight.x;
let y2 = this.topRight.y;

// ray is vertically up or down
if (epsilon > Math.abs(v1)) {
return new Vector(c1, (v2 > 0 ? y2 : y1));
}

// ray is horizontally left or right
if (epsilon > Math.abs(v2)) {
return new Vector((v1 > 0 ? x2 : x1), c2);
}

let tTop = (y2 - c2) / v2;
let tBottom = (y1 - c2) / v2;
let tLeft = (x1 - c1) / v1;
let tRight = (x2 - c1) / v1;

// Exactly one t value should be both positive and result in a point
// within the rectangle

let tValues = [tTop, tBottom, tLeft, tRight];
for (let i = 0; i  epsilon && this.contains(intersection)) {
return intersection;
}
}

throw "Unexpected error: ray never intersects rectangle!";
}


Next, splitRay splits a ray into a single line segment and the “remaining” ray, by computing the ray’s intersection with the rectangle, and having the “remaining” ray mirror the direction of approach with a new center that lies on the wall of the rectangle. The new ray length is appropriately shorter. If we run out of ray length, we simply return a segment with a null ray.

  splitRay(ray) {
let segment = [ray.center, this.rayIntersection(ray)];
let segmentLength = segment[0].subtract(segment[1]).norm();
let remainingLength = ray.length - segmentLength;

if (remainingLength < 10) {
return {
segment: [ray.center, ray.endpoint()],
ray: null
};
}

let vertical = this.isOnVerticalWall(segment[1]);
let newRayDirection = null;

if (vertical) {
newRayDirection = new Vector(-ray.direction.x, ray.direction.y);
} else {
newRayDirection = new Vector(ray.direction.x, -ray.direction.y);
}

let newRay = new Ray(segment[1], newRayDirection, length=remainingLength);
return {
segment: segment,
ray: newRay
};
}


As you have probably guessed, rayToPoints simply calls  splitRay over and over again until the ray hits an input “stopping point”—a guard, the target, or the assassin—or else our finite ray length has been exhausted. The output is a list of points, starting from the original ray’s center, for which adjacent pairs are interpreted as line segments to draw.

  rayToPoints(ray, stoppingPoints) {
let points = [ray.center];
let remainingRay = ray;

while (remainingRay) {
// check if the ray would hit any guards or the target
if (stoppingPoints) {
let hardStops = stoppingPoints.map(p => remainingRay.intersects(p))
.filter(p => p != null);
if (hardStops.length > 0) {
// find first intersection and break
let closestStop = remainingRay.closestToCenter(hardStops);
points.push(closestStop);
break;
}
}

let rayPieces = this.splitRay(remainingRay);
points.push(rayPieces.segment[1]);
remainingRay = rayPieces.ray;
}

return points;
}


That’s sufficient to draw the shot emanating from the assassin. This method is called every time the mouse moves.

## Optimal guards

The function to compute the optimal position of the guards takes as input the containing rectangle, the assassin, and the target, and produces as output a list of 16 points.

/*
* Compute the 16 optimal guards to prevent the assassin from hitting the
* target.
*/
function computeOptimalGuards(square, assassin, target) {
...
}


If you read Tai-Danae’s proof, you’ll know that this construction is to

1. Compute mirrors of the target across the top, the right, and the top+right of the rectangle. Call this resulting thing the 4-mirrored-targets.
2. Replicate the 4-mirrored-targets four times, by translating three of the copies left by the entire width of the 4-mirrored-targets shape, down by the entire height, and both left-and-down.
3. Now you have 16 copies of the target, and one assassin. This gives 16 line segments from assassin-to-target-copy. Place a guard at the midpoint of each of these line segments.
4. Finally, apply the reverse translation and reverse mirroring to return the guards to the original square.

Due to WordPress being a crappy blogging platform I need to migrate off of, the code snippets below have been magically disappearing. I’ve included links to github lines as well.

Step 1 (after adding simple helper functions on Rectangle to do the mirroring):

  // First compute the target copies in the 4 mirrors
let target1 = target.copy();
let target2 = square.mirrorTop(target);
let target3 = square.mirrorRight(target);
let target4 = square.mirrorTop(square.mirrorRight(target));
target1.guardLabel = 1;
target2.guardLabel = 2;
target3.guardLabel = 3;
target4.guardLabel = 4;

  // for each mirrored target, compute the four two-square-length translates
let mirroredTargets = [target1, target2, target3, target4];
let horizontalShift = 2 * square.width();
let verticalShift = 2 * square.height();
let translateLeft = new Vector(-horizontalShift, 0);
let translateRight = new Vector(horizontalShift, 0);
let translateUp = new Vector(0, verticalShift);
let translateDown = new Vector(0, -verticalShift);

let translatedTargets = [];
for (let i = 0; i < mirroredTargets.length; i++) {
let target = mirroredTargets[i];
translatedTargets.push([
target,
]);
}


Step 3, computing the midpoints:

  // compute the midpoints between the assassin and each translate
let translatedMidpoints = [];
for (let i = 0; i  t.midpoint(assassin)));
}


Step 4, returning the guards back to the original square, is harder than it seems, because the midpoint of an assassin-to-target-copy segment might not be in the same copy of the square as the target-copy being fired at. This means you have to detect which square copy the midpoint lands in, and use that to determine which operations are required to invert. This results in the final block of this massive function.

  // determine which of the four possible translates the midpoint is in
// and reverse the translation. Since midpoints can end up in completely
// different copies of the square, we have to check each one for all cases.
function untranslate(point) {
if (point.x  square.bottomLeft.y) {
} else if (point.x >= square.bottomLeft.x && point.y <= square.bottomLeft.y) {
} else if (point.x < square.bottomLeft.x && point.y <= square.bottomLeft.y) {
} else {
return point;
}
}

// undo the translations to get the midpoints back to the original 4-mirrored square.
let untranslatedMidpoints = [];
for (let i = 0; i  square.topRight.x && point.y > square.topRight.y) {
return square.mirrorTop(square.mirrorRight(point));
} else if (point.x > square.topRight.x && point.y <= square.topRight.y) {
return square.mirrorRight(point);
} else if (point.x  square.topRight.y) {
return square.mirrorTop(point);
} else {
return point;
}
}

return untranslatedMidpoints.map(unmirror);


And that’s all there is to it!

## Improvements, if I only had the time

There are a few improvements I’d like to make to this puzzle, but haven’t made the time (I’m writing a book, after all!).

1. Be able to drag the guards around.
2. Create new guards from an empty set of guards, with a button to “reveal” the solution.
3. Include a toggle that, when pressed, darkens the entire region of the square that can be hit by the assassin. For example, this would allow you to see if the target is in the only possible safe spot, or if there are multiple safe spots for a given configuration.
4. Perhaps darken the vulnerable spots by the number of possible paths that hit it, up to some limit.
5. The most complicated one: generalize to an arbitrary polygon (convex or not!), for which there may be no optional solution. The visualization would allow you to look for a solution using 2-4.

Pull requests are welcome if you attempt any of these improvements.

Until next time!

# A parlor trick for SET

Tai-Danae Bradley is one of the hosts of PBS Infinite Series, a delightful series of vignettes into fun parts of math. The video below is about the same of SET, a favorite among mathematicians. Specifically, Tai-Danae explains how SET cards lie in (using more technical jargon) a vector space over a finite field, and that valid sets correspond to lines. If you don’t immediately know how this would work, watch the video.

In this post I want to share a parlor trick for SET that I originally heard from Charlotte Chan. It uses the same ideas from the video above, which I’ll only review briefly.

In the game of SET you see a board of cards like the following, and players look for sets.

Image source: theboardgamefamily.com

A valid set is a triple of cards where, feature by feature, the characteristics on the cards are either all the same or all different. A valid set above is {one empty blue oval, two solid blue ovals, three shaded blue ovals}. The feature of “fill” is different on all the cards, but the feature of “color” is the same, etc.

In a game of SET, the cards are dealt in order from a shuffled deck, players race to claim sets, removing the set if it’s valid, and three cards are dealt to replace the removed set. Eventually the deck is exhausted and the game is over, and the winner is the player who collected the most sets.

There are a handful of mathematical tricks you can use to help you search for sets faster, but the parlor trick in this post adds a fun variant to the end of the game.

Play the game of SET normally, but when you get down to the last card in the deck, don’t reveal it. Keep searching for sets until everyone agrees no visible sets are left. Then you start the variant: the first player to guess the last un-dealt card in the deck gets a bonus set.

The math comes in when you discover that you don’t need to guess, or remember anything about the game that was just played! A clever stranger could walk into the room at the end of the game and win the bonus point.

Theorem: As long as every player claimed a valid set throughout the game, the information on the remaining board uniquely determines the last (un-dealt) card.

Before we get to the proof, some reminders. Recall that there are four features on a SET card, each of which has three options. Enumerate the options for each feature (e.g., {Squiggle, Oval, Diamond} = {0, 1, 2}).

While we will not need the geometry induced by this, this implies each card is a vector in the vector space $\mathbb{F}_3^4$, where $\mathbb{F}_3 = \mathbb{Z}/3\mathbb{Z}$ is the finite field of three elements, and the exponent means “dimension 4.” As Tai-Danae points out in the video, each SET is an affine line in this vector space. For example, if this is the enumeration:

Source: “The Joy of Set

Then using the enumeration, a set might be given by

$\displaystyle \{ (1, 1, 1, 1), (1, 2, 0, 1), (1, 0, 2, 1) \}$

The crucial feature for us is that the vector-sum (using the modular field arithmetic on each entry) of the cards in a valid set is the zero vector $(0, 0, 0, 0)$. This is because $1+1+1 = 0, 2+2+2 = 0,$ and $1+2+3=0$ are all true mod 3.

Proof of Theorem. Consider the vector-valued invariant $S_t$ equal to the sum of the remaining cards after $t$ sets have been taken. At the beginning of the game the deck has 81 cards that can be partitioned into valid sets. Because each valid set sums to the zero vector, $S_0 = (0, 0, 0, 0)$. Removing a valid set via normal play does not affect the invariant, because you’re subtracting a set of vectors whose sum is zero. So $S_t = 0$ for all $t$.

At the end of the game, the invariant still holds even if there are no valid sets left to claim. Let $x$ be the vector corresponding to the last un-dealt card, and $c_1, \dots, c_n$ be the remaining visible cards. Then $x + \sum_{i=1}^n c_i = (0,0,0,0)$, meaning $x = -\sum_{i=1}^n c_i$.

$\square$

I would provide an example, but I want to encourage everyone to play a game of SET and try it out live!

Charlotte, who originally showed me this trick, was quick enough to compute this sum in her head. So were the other math students we played SET with. It’s a bit easier than it seems since you can do the sum feature by feature. Even though I’ve known about this trick for years, I still require a piece of paper and a few minutes.

Because this is Math Intersect Programming, the reader is encouraged to implement this scheme as an exercise, and simulate a game of SET by removing randomly chosen valid sets to verify experimentally that this scheme works.

Until next time!