diff options
Diffstat (limited to 'src/eigenlib.cpp')
| -rw-r--r-- | src/eigenlib.cpp | 94 |
1 files changed, 47 insertions, 47 deletions
diff --git a/src/eigenlib.cpp b/src/eigenlib.cpp index 14ffbf1..7ad250f 100644 --- a/src/eigenlib.cpp +++ b/src/eigenlib.cpp @@ -1,6 +1,6 @@ /* - Genome-wide Efficient Mixed Model Association (GEMMA) - Copyright (C) 2011 Xiang Zhou + Genome-wide Efficient Mixed Model Association (GEMMA) + Copyright (C) 2011-2017, 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 @@ -13,7 +13,7 @@ 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/>. + along with this program. If not, see <http://www.gnu.org/licenses/>. */ #include <iostream> @@ -27,19 +27,23 @@ using namespace std; using namespace Eigen; - - -//on two different clusters, compare eigen vs lapack/gsl -//dgemm, 5x or 0.5x faster or slower than lapack, 5x or 4x faster than gsl -//dgemv, 20x or 4x faster than gsl, -//eigen, 1x or 0.3x slower than lapack -//invert, 20x or 10x faster than lapack - -void eigenlib_dgemm (const char *TransA, const char *TransB, const double alpha, const gsl_matrix *A, const gsl_matrix *B, const double beta, gsl_matrix *C) -{ - Map<Matrix<double, Dynamic, Dynamic, RowMajor>, 0, OuterStride<Dynamic> > A_mat(A->data, A->size1, A->size2, OuterStride<Dynamic>(A->tda) ); - Map<Matrix<double, Dynamic, Dynamic, RowMajor>, 0, OuterStride<Dynamic> > B_mat(B->data, B->size1, B->size2, OuterStride<Dynamic>(B->tda) ); - Map<Matrix<double, Dynamic, Dynamic, RowMajor>, 0, OuterStride<Dynamic> > C_mat(C->data, C->size1, C->size2, OuterStride<Dynamic>(C->tda) ); +// On two different clusters, compare eigen vs lapack/gsl: +// +// dgemm, 5x or 0.5x faster or slower than lapack, 5x or 4x faster than gsl +// dgemv, 20x or 4x faster than gsl, +// eigen, 1x or 0.3x slower than lapack +// invert, 20x or 10x faster than lapack +// +void eigenlib_dgemm (const char *TransA, const char *TransB, + const double alpha, const gsl_matrix *A, + const gsl_matrix *B, const double beta, + gsl_matrix *C) { + Map<Matrix<double, Dynamic, Dynamic, RowMajor>, 0, OuterStride<Dynamic> > + A_mat(A->data, A->size1, A->size2, OuterStride<Dynamic>(A->tda) ); + Map<Matrix<double, Dynamic, Dynamic, RowMajor>, 0, OuterStride<Dynamic> > + B_mat(B->data, B->size1, B->size2, OuterStride<Dynamic>(B->tda) ); + Map<Matrix<double, Dynamic, Dynamic, RowMajor>, 0, OuterStride<Dynamic> > + C_mat(C->data, C->size1, C->size2, OuterStride<Dynamic>(C->tda) ); if (*TransA=='N' || *TransA=='n') { if (*TransB=='N' || *TransB=='n') { @@ -55,19 +59,18 @@ void eigenlib_dgemm (const char *TransA, const char *TransB, const double alpha, } } - //gsl_matrix_view C_view = gsl_matrix_view_array (C_mat.data(), C->size1, C->size2); - //gsl_matrix_memcpy (C, &C_view.matrix); - return; } - - -void eigenlib_dgemv (const char *TransA, const double alpha, const gsl_matrix *A, const gsl_vector *x, const double beta, gsl_vector *y) -{ - Map<Matrix<double, Dynamic, Dynamic, RowMajor>, 0, OuterStride<Dynamic> > A_mat(A->data, A->size1, A->size2, OuterStride<Dynamic>(A->tda) ); - Map<Matrix<double, Dynamic, 1>, 0, InnerStride<Dynamic> > x_vec(x->data, x->size, InnerStride<Dynamic>(x->stride) ); - Map<Matrix<double, Dynamic, 1>, 0, InnerStride<Dynamic> > y_vec(y->data, y->size, InnerStride<Dynamic>(y->stride) ); +void eigenlib_dgemv (const char *TransA, const double alpha, + const gsl_matrix *A, const gsl_vector *x, + const double beta, gsl_vector *y) { + Map<Matrix<double, Dynamic, Dynamic, RowMajor>, 0, OuterStride<Dynamic> > + A_mat(A->data, A->size1, A->size2, OuterStride<Dynamic>(A->tda) ); + Map<Matrix<double, Dynamic, 1>, 0, InnerStride<Dynamic> > + x_vec(x->data, x->size, InnerStride<Dynamic>(x->stride) ); + Map<Matrix<double, Dynamic, 1>, 0, InnerStride<Dynamic> > + y_vec(y->data, y->size, InnerStride<Dynamic>(y->stride) ); if (*TransA=='N' || *TransA=='n') { y_vec=alpha*A_mat*x_vec+beta*y_vec; @@ -78,38 +81,35 @@ void eigenlib_dgemv (const char *TransA, const double alpha, const gsl_matrix *A return; } - - -void eigenlib_invert(gsl_matrix *A) -{ - Map<Matrix<double, Dynamic, Dynamic, RowMajor> > A_mat(A->data, A->size1, A->size2); +void eigenlib_invert(gsl_matrix *A) { + Map<Matrix<double, Dynamic, Dynamic, RowMajor> > + A_mat(A->data, A->size1, A->size2); A_mat=A_mat.inverse(); return; } - -void eigenlib_dsyr (const double alpha, const gsl_vector *b, gsl_matrix *A) -{ - Map<Matrix<double, Dynamic, Dynamic, RowMajor> > A_mat(A->data, A->size1, A->size2); - Map<Matrix<double, Dynamic, 1>, 0, OuterStride<Dynamic> > b_vec(b->data, b->size, OuterStride<Dynamic>(b->stride) ); - +void eigenlib_dsyr (const double alpha, const gsl_vector *b, gsl_matrix *A) { + Map<Matrix<double, Dynamic, Dynamic, RowMajor> > + A_mat(A->data, A->size1, A->size2); + Map<Matrix<double, Dynamic, 1>, 0, OuterStride<Dynamic> > + b_vec(b->data, b->size, OuterStride<Dynamic>(b->stride) ); A_mat=alpha*b_vec*b_vec.transpose()+A_mat; - return; } - -void eigenlib_eigensymm (const gsl_matrix *G, gsl_matrix *U, gsl_vector *eval) -{ - Map<Matrix<double, Dynamic, Dynamic, RowMajor>, 0, OuterStride<Dynamic> > G_mat(G->data, G->size1, G->size2, OuterStride<Dynamic>(G->tda) ); - Map<Matrix<double, Dynamic, Dynamic, RowMajor>, 0, OuterStride<Dynamic> > U_mat(U->data, U->size1, U->size2, OuterStride<Dynamic>(U->tda) ); - Map<Matrix<double, Dynamic, 1>, 0, OuterStride<Dynamic> > eval_vec(eval->data, eval->size, OuterStride<Dynamic>(eval->stride) ); +void eigenlib_eigensymm (const gsl_matrix *G, gsl_matrix *U, + gsl_vector *eval) { + Map<Matrix<double, Dynamic, Dynamic, RowMajor>, 0, OuterStride<Dynamic> > + G_mat(G->data, G->size1, G->size2, OuterStride<Dynamic>(G->tda) ); + Map<Matrix<double, Dynamic, Dynamic, RowMajor>, 0, OuterStride<Dynamic> > + U_mat(U->data, U->size1, U->size2, OuterStride<Dynamic>(U->tda) ); + Map<Matrix<double, Dynamic, 1>, 0, OuterStride<Dynamic> > + eval_vec(eval->data, eval->size, OuterStride<Dynamic>(eval->stride) ); SelfAdjointEigenSolver<MatrixXd> es(G_mat); - if (es.info() != Success) abort(); - + if (es.info() != Success) + abort(); eval_vec=es.eigenvalues(); U_mat=es.eigenvectors(); - return; } |