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authorxiangzhou2014-09-22 11:12:46 -0400
committerxiangzhou2014-09-22 11:12:46 -0400
commit9aa9f76cb16a0e71fea19dd125761034aaca4fd4 (patch)
tree450932dba530a3e5cbd5b0c0736eaad5ad9720a7 /lapack.cpp
parent7762722f264adc402ea3b0f21923b18f072253ba (diff)
downloadpangemma-9aa9f76cb16a0e71fea19dd125761034aaca4fd4.tar.gz
version 0.95alpha
Diffstat (limited to 'lapack.cpp')
-rw-r--r--lapack.cpp609
1 files changed, 0 insertions, 609 deletions
diff --git a/lapack.cpp b/lapack.cpp
deleted file mode 100644
index 83d5290..0000000
--- a/lapack.cpp
+++ /dev/null
@@ -1,609 +0,0 @@
-/*
-	Genome-wide Efficient Mixed Model Association (GEMMA)
-    Copyright (C) 2011  Xiang Zhou
-
-    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 <iostream>
-#include <cmath>
-#include "gsl/gsl_vector.h"
-#include "gsl/gsl_matrix.h"
-#include "gsl/gsl_linalg.h"
-
-using namespace std;
-
-extern "C" void sgemm_(char *TRANSA, char *TRANSB, int *M, int *N, int *K, float *ALPHA, float *A, int *LDA, float *B, int *LDB, float *BETA, float *C, int *LDC);
-extern "C" void spotrf_(char *UPLO, int *N, float *A, int *LDA, int *INFO);
-extern "C" void spotrs_(char *UPLO, int *N, int *NRHS, float *A, int *LDA, float *B, int *LDB, int *INFO);
-extern "C" void ssyev_(char* JOBZ, char* UPLO, int *N, float *A, int *LDA, float *W, float *WORK, int *LWORK, int *INFO);
-extern "C" void ssyevr_(char* JOBZ, char *RANGE, char* UPLO, int *N, float *A, int *LDA, float *VL, float *VU, int *IL, int *IU, float *ABSTOL, int *M, float *W, float *Z, int *LDZ, int *ISUPPZ, float *WORK, int *LWORK, int *IWORK, int *LIWORK, int *INFO);
-
-extern "C" void dgemm_(char *TRANSA, char *TRANSB, int *M, int *N, int *K, double *ALPHA, double *A, int *LDA, double *B, int *LDB, double *BETA, double *C, int *LDC);
-extern "C" void dpotrf_(char *UPLO, int *N, double *A, int *LDA, int *INFO);
-extern "C" void dpotrs_(char *UPLO, int *N, int *NRHS, double *A, int *LDA, double *B, int *LDB, int *INFO);
-extern "C" void dsyev_(char* JOBZ, char* UPLO, int *N, double *A, int *LDA, double *W, double *WORK, int *LWORK, int *INFO);
-extern "C" void dsyevr_(char* JOBZ, char *RANGE, char* UPLO, int *N, double *A, int *LDA, double *VL, double *VU, int *IL, int *IU, double *ABSTOL, int *M, double *W, double *Z, int *LDZ, int *ISUPPZ, double *WORK, int *LWORK, int *IWORK, int *LIWORK, int *INFO);
-
-
-//cholesky decomposition, A is distroyed
-void lapack_float_cholesky_decomp (gsl_matrix_float *A)
-{
-	int N=A->size1, LDA=A->size1, INFO;
-	char UPLO='L';
-	
-	if (N!=(int)A->size2) {cout<<"Matrix needs to be symmetric and same dimension in lapack_cholesky_decomp."<<endl; return;}
-	
-	spotrf_(&UPLO, &N, A->data, &LDA, &INFO);
-	if (INFO!=0) {cout<<"Cholesky decomposition unsuccessful in lapack_cholesky_decomp."<<endl; return;}	
-	
-	return;
-}
-
-//cholesky decomposition, A is distroyed
-void lapack_cholesky_decomp (gsl_matrix *A)
-{
-	int N=A->size1, LDA=A->size1, INFO;
-	char UPLO='L';
-	
-	if (N!=(int)A->size2) {cout<<"Matrix needs to be symmetric and same dimension in lapack_cholesky_decomp."<<endl; return;}
-	
-	dpotrf_(&UPLO, &N, A->data, &LDA, &INFO);
-	if (INFO!=0) {cout<<"Cholesky decomposition unsuccessful in lapack_cholesky_decomp."<<endl; return;}	
-	
-	return;
-}
-
-//cholesky solve, A is decomposed, 
-void lapack_float_cholesky_solve (gsl_matrix_float *A, const gsl_vector_float *b, gsl_vector_float *x)
-{
-	int N=A->size1, NRHS=1, LDA=A->size1, LDB=b->size, INFO;
-	char UPLO='L';
-	
-	if (N!=(int)A->size2 || N!=LDB) {cout<<"Matrix needs to be symmetric and same dimension in lapack_cholesky_solve."<<endl; return;}
-	
-	gsl_vector_float_memcpy (x, b);
-	spotrs_(&UPLO, &N, &NRHS, A->data, &LDA, x->data, &LDB, &INFO);
-	if (INFO!=0) {cout<<"Cholesky solve unsuccessful in lapack_cholesky_solve."<<endl; return;}	
-	
-	return;
-}
-
-//cholesky solve, A is decomposed, 
-void lapack_cholesky_solve (gsl_matrix *A, const gsl_vector *b, gsl_vector *x)
-{
-	int N=A->size1, NRHS=1, LDA=A->size1, LDB=b->size, INFO;
-	char UPLO='L';
-	
-	if (N!=(int)A->size2 || N!=LDB) {cout<<"Matrix needs to be symmetric and same dimension in lapack_cholesky_solve."<<endl; return;}
-	
-	gsl_vector_memcpy (x, b);
-	dpotrs_(&UPLO, &N, &NRHS, A->data, &LDA, x->data, &LDB, &INFO);
-	if (INFO!=0) {cout<<"Cholesky solve unsuccessful in lapack_cholesky_solve."<<endl; return;}	
-	
-	return;
-}
-
-
-void lapack_sgemm (char *TransA, char *TransB, float alpha, const gsl_matrix_float *A, const gsl_matrix_float *B, float beta, gsl_matrix_float *C)
-{
-	int M, N, K1, K2, LDA=A->size1, LDB=B->size1, LDC=C->size2;
-	
-	if (*TransA=='N' || *TransA=='n') {M=A->size1; K1=A->size2;}
-	else if (*TransA=='T' || *TransA=='t') {M=A->size2; K1=A->size1;}
-	else {cout<<"need 'N' or 'T' in lapack_sgemm"<<endl; return;}
-	
-	if (*TransB=='N' || *TransB=='n') {N=B->size2; K2=B->size1;}
-	else if (*TransB=='T' || *TransB=='t')  {N=B->size1; K2=B->size2;}
-	else {cout<<"need 'N' or 'T' in lapack_sgemm"<<endl;  return;}
-	
-	if (K1!=K2) {cout<<"A and B not compatible in lapack_sgemm"<<endl; return;}
-	if (C->size1!=(size_t)M || C->size2!=(size_t)N) {cout<<"C not compatible in lapack_sgemm"<<endl; return;}
-	
-	gsl_matrix_float *A_t=gsl_matrix_float_alloc (A->size2, A->size1);
-	gsl_matrix_float_transpose_memcpy (A_t, A);
-	gsl_matrix_float *B_t=gsl_matrix_float_alloc (B->size2, B->size1);
-	gsl_matrix_float_transpose_memcpy (B_t, B);
-	gsl_matrix_float *C_t=gsl_matrix_float_alloc (C->size2, C->size1);
-	gsl_matrix_float_transpose_memcpy (C_t, C);
-	
-	sgemm_(TransA, TransB, &M, &N, &K1, &alpha, A_t->data, &LDA, B_t->data, &LDB, &beta, C_t->data, &LDC);
-	gsl_matrix_float_transpose_memcpy (C, C_t);
-	
-	gsl_matrix_float_free (A_t);
-	gsl_matrix_float_free (B_t);
-	gsl_matrix_float_free (C_t);
-	return;
-}
-
-
-
-void lapack_dgemm (char *TransA, char *TransB, double alpha, const gsl_matrix *A, const gsl_matrix *B, double beta, gsl_matrix *C)
-{
-	int M, N, K1, K2, LDA=A->size1, LDB=B->size1, LDC=C->size2;
-	
-	if (*TransA=='N' || *TransA=='n') {M=A->size1; K1=A->size2;}
-	else if (*TransA=='T' || *TransA=='t') {M=A->size2; K1=A->size1;}
-	else {cout<<"need 'N' or 'T' in lapack_dgemm"<<endl; return;}
-	
-	if (*TransB=='N' || *TransB=='n') {N=B->size2; K2=B->size1;}
-	else if (*TransB=='T' || *TransB=='t')  {N=B->size1; K2=B->size2;}
-	else {cout<<"need 'N' or 'T' in lapack_dgemm"<<endl;  return;}
-	
-	if (K1!=K2) {cout<<"A and B not compatible in lapack_dgemm"<<endl; return;}
-	if (C->size1!=(size_t)M || C->size2!=(size_t)N) {cout<<"C not compatible in lapack_dgemm"<<endl; return;}
-	
-	gsl_matrix *A_t=gsl_matrix_alloc (A->size2, A->size1);
-	gsl_matrix_transpose_memcpy (A_t, A);
-	gsl_matrix *B_t=gsl_matrix_alloc (B->size2, B->size1);
-	gsl_matrix_transpose_memcpy (B_t, B);
-	gsl_matrix *C_t=gsl_matrix_alloc (C->size2, C->size1);
-	gsl_matrix_transpose_memcpy (C_t, C);
-
-	dgemm_(TransA, TransB, &M, &N, &K1, &alpha, A_t->data, &LDA, B_t->data, &LDB, &beta, C_t->data, &LDC);
-
-	gsl_matrix_transpose_memcpy (C, C_t);
-	
-	gsl_matrix_free (A_t);
-	gsl_matrix_free (B_t);
-	gsl_matrix_free (C_t);
-	return;
-}
-
-
-
-//eigen value decomposition, matrix A is destroyed, float seems to have problem with large matrices (in mac)
-void lapack_float_eigen_symmv (gsl_matrix_float *A, gsl_vector_float *eval, gsl_matrix_float *evec, const size_t flag_largematrix)
-{
-	if (flag_largematrix==1) {
-		int N=A->size1, LDA=A->size1, INFO, LWORK=-1;
-		char JOBZ='V', UPLO='L';
-				
-		if (N!=(int)A->size2 || N!=(int)eval->size) {cout<<"Matrix needs to be symmetric and same dimension in lapack_eigen_symmv."<<endl; return;}
-		
-		//	float temp[1];
-		//	ssyev_(&JOBZ, &UPLO, &N, A->data, &LDA, eval->data, temp, &LWORK, &INFO);
-		//	if (INFO!=0) {cout<<"Work space estimate unsuccessful in lapack_eigen_symmv."<<endl; return;}
-		//	LWORK=(int)temp[0];
-		
-		LWORK=3*N;
-		float *WORK=new float [LWORK];	
-		ssyev_(&JOBZ, &UPLO, &N, A->data, &LDA, eval->data, WORK, &LWORK, &INFO);
-		if (INFO!=0) {cout<<"Eigen decomposition unsuccessful in lapack_eigen_symmv."<<endl; return;}
-		
-		gsl_matrix_float_view A_sub=gsl_matrix_float_submatrix(A, 0, 0, N, N);
-		gsl_matrix_float_memcpy (evec, &A_sub.matrix);
-		gsl_matrix_float_transpose (evec);
-		
-		delete [] WORK;
-	} else {	
-		int N=A->size1, LDA=A->size1, LDZ=A->size1, INFO, LWORK=-1, LIWORK=-1;
-		char JOBZ='V', UPLO='L', RANGE='A';
-		float ABSTOL=1.0E-7;
-		
-		//VL, VU, IL, IU are not referenced; M equals N if RANGE='A'
-		float VL=0.0, VU=0.0;
-		int IL=0, IU=0, M;
-		
-		if (N!=(int)A->size2 || N!=(int)eval->size) {cout<<"Matrix needs to be symmetric and same dimension in lapack_float_eigen_symmv."<<endl; return;}
-		
-		int *ISUPPZ=new int [2*N];
-				
-		float WORK_temp[1];
-		int IWORK_temp[1];
-		ssyevr_(&JOBZ, &RANGE, &UPLO, &N, A->data, &LDA, &VL, &VU, &IL, &IU, &ABSTOL, &M, eval->data, evec->data, &LDZ, ISUPPZ, WORK_temp, &LWORK, IWORK_temp, &LIWORK, &INFO);
-		if (INFO!=0) {cout<<"Work space estimate unsuccessful in lapack_float_eigen_symmv."<<endl; return;}	
-		LWORK=(int)WORK_temp[0]; LIWORK=(int)IWORK_temp[0];	
-		 
-		//LWORK=26*N;
-		//LIWORK=10*N;
-		float *WORK=new float [LWORK];
-		int *IWORK=new int [LIWORK];
-		
-		ssyevr_(&JOBZ, &RANGE, &UPLO, &N, A->data, &LDA, &VL, &VU, &IL, &IU, &ABSTOL, &M, eval->data, evec->data, &LDZ, ISUPPZ, WORK, &LWORK, IWORK, &LIWORK, &INFO);
-		if (INFO!=0) {cout<<"Eigen decomposition unsuccessful in lapack_float_eigen_symmv."<<endl; return;}
-		
-		gsl_matrix_float_transpose (evec);
-		
-		delete [] ISUPPZ;
-		delete [] WORK;
-		delete [] IWORK;
-	}
-	
-	
-	return;
-}
-
-
-
-//eigen value decomposition, matrix A is destroyed
-void lapack_eigen_symmv (gsl_matrix *A, gsl_vector *eval, gsl_matrix *evec, const size_t flag_largematrix)
-{
-	if (flag_largematrix==1) {
-		int N=A->size1, LDA=A->size1, INFO, LWORK=-1;
-		char JOBZ='V', UPLO='L';		
-		
-		if (N!=(int)A->size2 || N!=(int)eval->size) {cout<<"Matrix needs to be symmetric and same dimension in lapack_eigen_symmv."<<endl; return;}
-		
-		//	double temp[1];
-		//	dsyev_(&JOBZ, &UPLO, &N, A->data, &LDA, eval->data, temp, &LWORK, &INFO);
-		//	if (INFO!=0) {cout<<"Work space estimate unsuccessful in lapack_eigen_symmv."<<endl; return;}		
-		//	LWORK=(int)temp[0];
-		
-		LWORK=3*N;
-		double *WORK=new double [LWORK];	
-		dsyev_(&JOBZ, &UPLO, &N, A->data, &LDA, eval->data, WORK, &LWORK, &INFO);
-		if (INFO!=0) {cout<<"Eigen decomposition unsuccessful in lapack_eigen_symmv."<<endl; return;}
-		
-		gsl_matrix_view A_sub=gsl_matrix_submatrix(A, 0, 0, N, N);
-		gsl_matrix_memcpy (evec, &A_sub.matrix);
-		gsl_matrix_transpose (evec);
-		
-		delete [] WORK;
-	} else {	
-		int N=A->size1, LDA=A->size1, LDZ=A->size1, INFO, LWORK=-1, LIWORK=-1;
-		char JOBZ='V', UPLO='L', RANGE='A';
-		double ABSTOL=1.0E-7;
-		
-		//VL, VU, IL, IU are not referenced; M equals N if RANGE='A'
-		double VL=0.0, VU=0.0;
-		int IL=0, IU=0, M;
-		
-		if (N!=(int)A->size2 || N!=(int)eval->size) {cout<<"Matrix needs to be symmetric and same dimension in lapack_eigen_symmv."<<endl; return;}
-		
-		int *ISUPPZ=new int [2*N];
-		
-		double WORK_temp[1];
-		int IWORK_temp[1];
-
-		dsyevr_(&JOBZ, &RANGE, &UPLO, &N, A->data, &LDA, &VL, &VU, &IL, &IU, &ABSTOL, &M, eval->data, evec->data, &LDZ, ISUPPZ, WORK_temp, &LWORK, IWORK_temp, &LIWORK, &INFO);
-		if (INFO!=0) {cout<<"Work space estimate unsuccessful in lapack_eigen_symmv."<<endl; return;}	
-		LWORK=(int)WORK_temp[0]; LIWORK=(int)IWORK_temp[0];	
-
-		//LWORK=26*N;
-		//LIWORK=10*N;
-		double *WORK=new double [LWORK];
-		int *IWORK=new int [LIWORK];
-		
-		dsyevr_(&JOBZ, &RANGE, &UPLO, &N, A->data, &LDA, &VL, &VU, &IL, &IU, &ABSTOL, &M, eval->data, evec->data, &LDZ, ISUPPZ, WORK, &LWORK, IWORK, &LIWORK, &INFO);
-		if (INFO!=0) {cout<<"Eigen decomposition unsuccessful in lapack_eigen_symmv."<<endl; return;}
-
-		gsl_matrix_transpose (evec);
-		
-		delete [] ISUPPZ;
-		delete [] WORK;
-		delete [] IWORK;
-	}
-	
-	return;
-}
-
-//DO NOT set eigen values to be positive
-double EigenDecomp (gsl_matrix *G, gsl_matrix *U, gsl_vector *eval, const size_t flag_largematrix)
-{
-#ifdef WITH_LAPACK
-	lapack_eigen_symmv (G, eval, U, flag_largematrix);
-#else
-	gsl_eigen_symmv_workspace *w=gsl_eigen_symmv_alloc (G->size1);
-	gsl_eigen_symmv (G, eval, U, w);
-	gsl_eigen_symmv_free (w);	
-#endif	
-	/*
-	for (size_t i=0; i<eval->size; ++i) {
-		if (gsl_vector_get (eval, i)<1e-10) {
-//			cout<<gsl_vector_get (eval, i)<<endl;
-			gsl_vector_set (eval, i, 0);			
-		}
-	}
-	*/
-	//calculate track_G=mean(diag(G))	
-	double d=0.0;
-	for (size_t i=0; i<eval->size; ++i) {
-		d+=gsl_vector_get(eval, i);
-	}
-	d/=(double)eval->size;
-	
-	return d;
-}
-
-
-//DO NOT set eigen values to be positive
-double EigenDecomp (gsl_matrix_float *G, gsl_matrix_float *U, gsl_vector_float *eval, const size_t flag_largematrix)
-{
-#ifdef WITH_LAPACK
-	lapack_float_eigen_symmv (G, eval, U, flag_largematrix);
-#else
-	//gsl doesn't provide float precision eigen decomposition; plus, float precision eigen decomposition in lapack may not work on OS 10.4
-	//first change to double precision
-	gsl_matrix *G_double=gsl_matrix_alloc (G->size1, G->size2);
-	gsl_matrix *U_double=gsl_matrix_alloc (U->size1, U->size2);
-	gsl_vector *eval_double=gsl_vector_alloc (eval->size);
-	for (size_t i=0; i<G->size1; i++) {
-		for (size_t j=0; j<G->size2; j++) {
-			gsl_matrix_set(G_double, i, j, gsl_matrix_float_get(G, i, j));
-		}
-	}	
-	gsl_eigen_symmv_workspace *w_space=gsl_eigen_symmv_alloc (G->size1);
-	gsl_eigen_symmv (G_double, eval_double, U_double, w_space);
-	gsl_eigen_symmv_free (w_space);	
-	
-	//change back to float precision
-	for (size_t i=0; i<G->size1; i++) {
-		for (size_t j=0; j<G->size2; j++) {
-			gsl_matrix_float_set(K, i, j, gsl_matrix_get(G_double, i, j));
-		}
-	}
-	for (size_t i=0; i<U->size1; i++) {
-		for (size_t j=0; j<U->size2; j++) {
-			gsl_matrix_float_set(U, i, j, gsl_matrix_get(U_double, i, j));
-		}
-	}
-	for (size_t i=0; i<eval->size; i++) {
-		gsl_vector_float_set(eval, i, gsl_vector_get(eval_double, i));
-	}	
-	
-	//delete double precision matrices
-	gsl_matrix_free (G_double);
-	gsl_matrix_free (U_double);
-	gsl_vector_free (eval_double);
-#endif
-	/*
-	for (size_t i=0; i<eval->size; ++i) {
-		if (gsl_vector_float_get (eval, i)<1e-10) {
-			gsl_vector_float_set (eval, i, 0);
-		}
-	}
-	*/
-	//calculate track_G=mean(diag(G))	
-	double d=0.0;
-	for (size_t i=0; i<eval->size; ++i) {
-		d+=gsl_vector_float_get(eval, i);
-	}
-	d/=(double)eval->size;
-	
-	return d;
-}
-
-
-double CholeskySolve(gsl_matrix *Omega, gsl_vector *Xty, gsl_vector *OiXty)
-{
-	double logdet_O=0.0;
-	
-#ifdef WITH_LAPACK
-	lapack_cholesky_decomp(Omega);
-	for (size_t i=0; i<Omega->size1; ++i) {
-		logdet_O+=log(gsl_matrix_get (Omega, i, i));
-	}	
-	logdet_O*=2.0;	
-	lapack_cholesky_solve(Omega, Xty, OiXty);	
-#else	
-	int status = gsl_linalg_cholesky_decomp(Omega);
-	if(status == GSL_EDOM) {
-		cout << "## non-positive definite matrix" << endl; 
-		//		exit(0); 
-	}
-	
-	for (size_t i=0; i<Omega->size1; ++i) {
-		logdet_O+=log(gsl_matrix_get (Omega, i, i));
-	}
-	logdet_O*=2.0;	
-	
-	gsl_vector_memcpy (OiXty, Xty);
-	gsl_blas_dtrsv(CblasLower, CblasNoTrans, CblasNonUnit, Omega, OiXty); 
-	gsl_blas_dtrsv(CblasUpper, CblasNoTrans, CblasNonUnit, Omega, OiXty); 	
-	//	gsl_linalg_cholesky_solve(XtX, Xty, iXty);
-#endif
-	
-	return logdet_O;
-}
-
-
-double CholeskySolve(gsl_matrix_float *Omega, gsl_vector_float *Xty, gsl_vector_float *OiXty)
-{
-	double logdet_O=0.0;
-	
-#ifdef WITH_LAPACK
-	lapack_float_cholesky_decomp(Omega);
-	for (size_t i=0; i<Omega->size1; ++i) {
-		logdet_O+=log(gsl_matrix_float_get (Omega, i, i));
-	}	
-	logdet_O*=2.0;	
-	lapack_float_cholesky_solve(Omega, Xty, OiXty);	
-#else
-	gsl_matrix *Omega_double=gsl_matrix_alloc (Omega->size1, Omega->size2);
-	double d;
-	for (size_t i=0; i<Omega->size1; ++i) {
-		for (size_t j=0; j<Omega->size2; ++j) {
-			d=(double)gsl_matrix_float_get (Omega, i, j);
-			gsl_matrix_set (Omega_double, i, j, d);
-		}
-	}
-	
-	int status = gsl_linalg_cholesky_decomp(Omega_double);
-	if(status == GSL_EDOM) {
-		cout << "## non-positive definite matrix" << endl; 
-		//		exit(0); 
-	}	
-	
-	for (size_t i=0; i<Omega->size1; ++i) {
-		for (size_t j=0; j<Omega->size2; ++j) {
-			d=gsl_matrix_get (Omega_double, i, j);
-			if (j==i) {logdet_O+=log(d);}
-			gsl_matrix_float_set (Omega, i, j, (float)d);
-		}
-	}
-	logdet_O*=2.0;	
-	
-	gsl_vector_float_memcpy (OiXty, Xty);
-	gsl_blas_strsv(CblasLower, CblasNoTrans, CblasNonUnit, Omega, OiXty); 
-	gsl_blas_strsv(CblasUpper, CblasNoTrans, CblasNonUnit, Omega, OiXty); 	
-	//	gsl_linalg_cholesky_solve(XtX, Xty, iXty);
-	
-	gsl_matrix_free (Omega_double);
-#endif
-	
-	return logdet_O;
-}	
-
-
-//LU decomposition
-void LUDecomp (gsl_matrix *LU, gsl_permutation *p, int *signum)
-{
-	gsl_linalg_LU_decomp (LU, p, signum);
-	return;
-}
-
-void LUDecomp (gsl_matrix_float *LU, gsl_permutation *p, int *signum)
-{
-	gsl_matrix *LU_double=gsl_matrix_alloc (LU->size1, LU->size2);
-	
-	//copy float matrix to double	
-	for (size_t i=0; i<LU->size1; i++) {
-		for (size_t j=0; j<LU->size2; j++) {
-			gsl_matrix_set (LU_double, i, j, gsl_matrix_float_get(LU, i, j));
-		}
-	}
-	
-	//LU decomposition
-	gsl_linalg_LU_decomp (LU_double, p, signum);
-	
-	//copy float matrix to double
-	for (size_t i=0; i<LU->size1; i++) {
-		for (size_t j=0; j<LU->size2; j++) {
-			gsl_matrix_float_set (LU, i, j, gsl_matrix_get(LU_double, i, j));
-		}
-	}
-	
-	//free matrix
-	gsl_matrix_free (LU_double);
-	return;
-}
-
-
-//LU invert
-void LUInvert (const gsl_matrix *LU, const gsl_permutation *p, gsl_matrix *inverse)
-{
-	gsl_linalg_LU_invert (LU, p, inverse);
-	return;
-}
-
-void LUInvert (const gsl_matrix_float *LU, const gsl_permutation *p, gsl_matrix_float *inverse)
-{
-	gsl_matrix *LU_double=gsl_matrix_alloc (LU->size1, LU->size2);
-	gsl_matrix *inverse_double=gsl_matrix_alloc (inverse->size1, inverse->size2);
-	
-	//copy float matrix to double	
-	for (size_t i=0; i<LU->size1; i++) {
-		for (size_t j=0; j<LU->size2; j++) {
-			gsl_matrix_set (LU_double, i, j, gsl_matrix_float_get(LU, i, j));
-		}
-	}
-	
-	//LU decomposition
-	gsl_linalg_LU_invert (LU_double, p, inverse_double);
-	
-	//copy float matrix to double
-	for (size_t i=0; i<inverse->size1; i++) {
-		for (size_t j=0; j<inverse->size2; j++) {
-			gsl_matrix_float_set (inverse, i, j, gsl_matrix_get(inverse_double, i, j));
-		}
-	}
-	
-	//free matrix
-	gsl_matrix_free (LU_double);
-	gsl_matrix_free (inverse_double);
-	return;
-}
-
-//LU lndet
-double LULndet (gsl_matrix *LU)
-{
-	double d;
-	d=gsl_linalg_LU_lndet (LU);
-	return d;
-}
-
-double LULndet (gsl_matrix_float *LU)
-{
-	gsl_matrix *LU_double=gsl_matrix_alloc (LU->size1, LU->size2);
-	double d;
-	
-	//copy float matrix to double	
-	for (size_t i=0; i<LU->size1; i++) {
-		for (size_t j=0; j<LU->size2; j++) {
-			gsl_matrix_set (LU_double, i, j, gsl_matrix_float_get(LU, i, j));
-		}
-	}
-	
-	//LU decomposition
-	d=gsl_linalg_LU_lndet (LU_double);
-	
-	//copy float matrix to double
-	/*
-	for (size_t i=0; i<LU->size1; i++) {
-		for (size_t j=0; j<LU->size2; j++) {
-			gsl_matrix_float_set (LU, i, j, gsl_matrix_get(LU_double, i, j));
-		}
-	}
-	*/
-	//free matrix
-	gsl_matrix_free (LU_double);
-	return d;
-}
-
-
-//LU solve
-void LUSolve (const gsl_matrix *LU, const gsl_permutation *p, const gsl_vector *b, gsl_vector *x)
-{
-	gsl_linalg_LU_solve (LU, p, b, x);
-	return;
-}
-
-void LUSolve (const gsl_matrix_float *LU, const gsl_permutation *p, const gsl_vector_float *b, gsl_vector_float *x)
-{
-	gsl_matrix *LU_double=gsl_matrix_alloc (LU->size1, LU->size2);
-	gsl_vector *b_double=gsl_vector_alloc (b->size);
-	gsl_vector *x_double=gsl_vector_alloc (x->size);	
-	
-	//copy float matrix to double	
-	for (size_t i=0; i<LU->size1; i++) {
-		for (size_t j=0; j<LU->size2; j++) {
-			gsl_matrix_set (LU_double, i, j, gsl_matrix_float_get(LU, i, j));
-		}
-	}
-	
-	for (size_t i=0; i<b->size; i++) {
-		gsl_vector_set (b_double, i, gsl_vector_float_get(b, i));
-	}
-	
-	for (size_t i=0; i<x->size; i++) {
-		gsl_vector_set (x_double, i, gsl_vector_float_get(x, i));
-	}
-	
-	//LU decomposition
-	gsl_linalg_LU_solve (LU_double, p, b_double, x_double);
-	
-	//copy float matrix to double
-	for (size_t i=0; i<x->size; i++) {
-		gsl_vector_float_set (x, i, gsl_vector_get(x_double, i));
-	}
-	
-	//free matrix
-	gsl_matrix_free (LU_double);
-	gsl_vector_free (b_double);
-	gsl_vector_free (x_double);
-	return;
-}
-
-