Fixes matrix checks - looking saner now

- Matrix checks as described in https://github.com/genetics-statistics/GEMMA/issues/72
- introduces -strict switch which will exit on certain conditions
- zero small eigenvalues in EigenDecomp_Zeroed which also checks for negative values
- commented out float versions of functions in lapack.cpp (pre-removal)
- reverted on disabled regression tests (GEMMA shows its previous behaviour now)

1 files changed, 21 insertions, 6 deletions

diff --git a/src/debug.cpp b/src/debug.cpp
index 4e37538..da0d06f 100644
--- a/src/debug.cpp
+++ b/src/debug.cpp
@@ -19,12 +19,27 @@
 #include "mathfunc.h"
 
 // Helper function called by macro validate_K(K, check)
-void do_validate_K(const gsl_matrix *K, bool do_check, const char *__file, int __line) {
+void do_validate_K(const gsl_matrix *K, bool do_check, bool strict, const char *__file, int __line) {
   if (do_check) {
-    debug_msg("Validating K");
-    if (!checkMatrixEigen(K)) warning_at_msg(__file,__line,"K has small or negative eigenvalues!");
-    if (!isMatrixIllConditioned(K)) warning_at_msg(__file,__line,"K is ill conditioned!")    if (!isMatrixSymmetric(K)) fail_at_msg(__file,__line,"K is not symmetric!" );
-    if (!isMatrixPositiveDefinite(K)) fail_at_msg(__file,__line,"K is not positive definite!");
-;
+    // debug_msg("Validating K");
+    auto eigenvalues = getEigenValues(K);
+    uint count_small;
+    if (count_small = count_small_values(eigenvalues,EIGEN_MINVALUE)>1) {
+      std::string msg = "K has ";
+      msg += std::to_string(count_small);
+      msg += " eigenvalues close to zero";
+      warning_at_msg(__file,__line,msg);
+    }
+    if (!isMatrixIllConditioned(eigenvalues))
+      warning_at_msg(__file,__line,"K is ill conditioned!");
+    if (!isMatrixSymmetric(K))
+      fail_at_msg(strict,__file,__line,"K is not symmetric!" );
+    bool negative_values;
+    if (negative_values = has_negative_values_but_one(eigenvalues)) {
+      warning_at_msg(__file,__line,"K has more than one negative eigenvalues!");
+    }
+    if (count_small>=0 && negative_values && !isMatrixPositiveDefinite(K))
+      fail_at_msg(strict,__file,__line,"K is not positive definite!");
+    gsl_vector_free(eigenvalues);
   }
 }