/*
Genome-wide Efficient Mixed Model Association (GEMMA)
Copyright © 2011-2017, Xiang Zhou
Copyright © 2017, Peter Carbonetto
Copyright © 2017-2020, Pjotr Prins
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program. If not, see <http://www.gnu.org/licenses/>.
*/
#include <algorithm> // std::min
#include <cmath>
#include <iomanip>
#include <vector>
#include "debug.h"
#include "mathfunc.h"
#include <string.h>
#include "fastblas.h"
const char *FastblasTrans = "T";
const char *FastblasNoTrans = "N";
using namespace std;
/*
Reasonably fast function to copy data from standard C array into
gsl_matrix. Avoid it for performance critical sections.
*/
gsl_matrix *fast_copy(gsl_matrix *m, const double *mem) {
auto rows = m->size1;
auto cols = m->size2;
if (is_strict_mode()) { // slower correct version
for (size_t r=0; r<rows; r++) {
for (size_t c=0; c<cols; c++) {
gsl_matrix_set(m,r,c,mem[r*cols+c]);
}
}
} else { // faster goes by row
auto v = gsl_vector_calloc(cols);
enforce(v); // just to be sure
for (size_t r=0; r<rows; r++) {
assert(v->size == cols);
assert(v->block->size == cols);
assert(v->stride == 1);
memcpy(v->block->data,&mem[r*cols],cols*sizeof(double));
gsl_matrix_set_row(m,r,v);
}
gsl_vector_free(v);
}
return m;
}
/*
Helper function fast_cblas_dgemm runs the local dgemm
*/
void fast_cblas_dgemm(const enum CBLAS_ORDER Order,
const enum CBLAS_TRANSPOSE TransA,
const enum CBLAS_TRANSPOSE TransB,
const size_t M,
const size_t N,
const size_t K,
const double alpha,
const double *A,
const size_t lda,
const double *B,
const size_t ldb,
const double beta,
double *C,
const size_t ldc) {
#ifndef NDEBUG
if (is_debug_mode()) {
#ifdef DISABLED
size_t i,j;
printf (" Top left corner of matrix A: \n");
for (i=0; i<min(M,6); i++) {
for (j=0; j<min(K,6); j++) {
printf ("%12.0f", A[j+i*K]);
}
printf ("\n");
}
printf ("\n Top left corner of matrix B: \n");
for (i=0; i<min(K,6); i++) {
for (j=0; j<min(N,6); j++) {
printf ("%12.0f", B[j+i*N]);
}
printf ("\n");
}
printf ("\n Top left corner of matrix C: \n");
for (i=0; i<min(M,6); i++) {
for (j=0; j<min(N,6); j++) {
printf ("%12.5G", C[j+i*N]);
}
printf ("\n");
}
#endif
cout << scientific << setprecision(3) << "* RowMajor " << Order << "\t" ;
cout << "transA " << TransA << "\t" ;
cout << "transB " << TransB << "\t" ;
cout << "m " << M << "\t" ;
cout << "n " << N << "\t" ;
cout << "k " << K << "\n" ;
cout << "* lda " << lda << "\t" ;
cout << "ldb " << ldb << "\t" ;
cout << "ldc " << ldc << "\t" ;
cout << "alpha " << alpha << "\t" ;
cout << "beta " << beta << "\n" ;
cout << "* A03 " << A[3] << "\t" ;
cout << "B03 " << B[3] << "\t" ;
cout << "C03 " << C[3] << "\t" ;
cout << "Asum " << sum(A,M,K) << "\t" ;
cout << "Bsum " << sum(B,K,N) << "\n" ;
cout << "Csum " << sum(C,M,N) << "\n" ;
}
#endif // NDEBUG
// Check for (integer) overflows
enforce(M>0);
enforce(N>0);
enforce(K>0);
// check_int_mult_overflow(560000,8000); // fails on default int (32-bits)
check_int_mult_overflow(M,K);
check_int_mult_overflow(N,K);
check_int_mult_overflow(M,N);
cblas_dgemm(Order,TransA,TransB,M,N,K,alpha,A,lda,B,ldb,beta,C,ldc);
#ifndef NDEBUG
#ifdef DISABLED
if (is_debug_mode()) {
printf (" Top left corner of matrix A (cols=k %i, rows=m %i): \n",K,M);
for (i=0; i<min(M,6); i++) {
for (j=0; j<min(K,6); j++) {
printf ("%12.0f", A[j+i*K]);
}
printf ("\n");
}
printf ("\n Top left corner of matrix B: \n");
for (i=0; i<min(K,6); i++) {
for (j=0; j<min(N,6); j++) {
printf ("%12.0f", B[j+i*N]);
}
printf ("\n");
}
printf ("\n Top left corner of matrix C: \n");
for (i=0; i<min(M,6); i++) {
for (j=0; j<min(N,6); j++) {
printf ("%12.5G", C[j+i*N]);
}
printf ("\n");
}
}
#endif
#endif // NDEBUG
}
/*
Helper function fast_cblas_dgemm converts a GEMMA layout to cblas_dgemm.
*/
static void fast_cblas_dgemm(const char *TransA, const char *TransB, const double alpha,
const gsl_matrix *A, const gsl_matrix *B, const double beta,
gsl_matrix *C) {
// C++ is row-major
auto transA = (*TransA == 'N' || *TransA == 'n' ? CblasNoTrans : CblasTrans);
auto transB = (*TransB == 'N' || *TransB == 'n' ? CblasNoTrans : CblasTrans);
const size_t M = C->size1;
const size_t N = C->size2;
const size_t MA = (transA == CblasNoTrans) ? A->size1 : A->size2;
const size_t NA = (transA == CblasNoTrans) ? A->size2 : A->size1;
const size_t MBx = (transB == CblasNoTrans) ? B->size1 : B->size2;
const size_t NB = (transB == CblasNoTrans) ? B->size2 : B->size1;
if (M == MA && N == NB && NA == MBx) { /* [MxN] = [MAxNA][MBxNB] */
auto K = NA;
// Check for (integer) overflows
enforce(M>0);
enforce(N>0);
enforce(K>0);
// check_int_mult_overflow(560000,8000);
check_int_mult_overflow(M,K);
check_int_mult_overflow(N,K);
check_int_mult_overflow(M,N);
cblas_dgemm (CblasRowMajor, transA, transB, M, N, NA,
alpha, A->data, A->tda, B->data, B->tda, beta,
C->data, C->tda);
} else {
fail_msg("Range error in dgemm");
}
}
/*
Use the fast/supported way to call BLAS dgemm
*/
void fast_dgemm(const char *TransA, const char *TransB, const double alpha,
const gsl_matrix *A, const gsl_matrix *B, const double beta,
gsl_matrix *C) {
fast_cblas_dgemm(TransA,TransB,alpha,A,B,beta,C);
#ifdef DISABLE
if (is_check_mode()) {
// ---- validate with original implementation
gsl_matrix *C1 = gsl_matrix_alloc(C->size1,C->size2);
eigenlib_dgemm(TransA,TransB,alpha,A,B,beta,C1);
enforce_msg(gsl_matrix_equal(C,C1),"dgemm outcomes are not equal for fast & eigenlib");
gsl_matrix_free(C1);
}
#endif
}
void fast_eigen_dgemm(const char *TransA, const char *TransB, const double alpha,
const gsl_matrix *A, const gsl_matrix *B, const double beta,
gsl_matrix *C) {
fast_cblas_dgemm(TransA,TransB,alpha,A,B,beta,C);
}
/*
* Inverse in place
*/
#include <gsl/gsl_permutation.h>
// #include <gsl/gsl_linalg.h>
extern "C" {
int gsl_linalg_LU_invert(const gsl_matrix * LU, const gsl_permutation * p, gsl_matrix * inverse);
int gsl_linalg_LU_decomp(gsl_matrix * A, gsl_permutation * p, int * signum);
}
void gsl_matrix_inv(gsl_matrix *m)
{
size_t n=m->size1;
gsl_matrix *temp1=gsl_matrix_calloc(n,n);
gsl_matrix_memcpy(temp1,m);
gsl_permutation *p=gsl_permutation_calloc(n);
int sign=0;
gsl_linalg_LU_decomp(temp1,p,&sign);
gsl_matrix *inverse=gsl_matrix_calloc(n,n);
gsl_linalg_LU_invert(temp1,p,inverse);
gsl_matrix_memcpy(m,inverse);
gsl_permutation_free(p);
gsl_matrix_free(temp1);
gsl_matrix_free(inverse);
}
void fast_inverse(gsl_matrix *m) {
gsl_matrix_inv(m);
}