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+/*
+ 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 <vector>
+#include "gsl/gsl_vector.h"
+#include "gsl/gsl_matrix.h"
+#include "gsl/gsl_linalg.h"
+#include "Eigen/Dense"
+
+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) );
+
+ if (*TransA=='N' || *TransA=='n') {
+ if (*TransB=='N' || *TransB=='n') {
+ C_mat=alpha*A_mat*B_mat+beta*C_mat;
+ } else {
+ C_mat=alpha*A_mat*B_mat.transpose()+beta*C_mat;
+ }
+ } else {
+ if (*TransB=='N' || *TransB=='n') {
+ C_mat=alpha*A_mat.transpose()*B_mat+beta*C_mat;
+ } else {
+ C_mat=alpha*A_mat.transpose()*B_mat.transpose()+beta*C_mat;
+ }
+ }
+
+ //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) );
+
+ if (*TransA=='N' || *TransA=='n') {
+ y_vec=alpha*A_mat*x_vec+beta*y_vec;
+ } else {
+ y_vec=alpha*A_mat.transpose()*x_vec+beta*y_vec;
+ }
+
+ return;
+}
+
+
+
+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) );
+
+ 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) );
+
+ SelfAdjointEigenSolver<MatrixXd> es(G_mat);
+ if (es.info() != Success) abort();
+
+ eval_vec=es.eigenvalues();
+ U_mat=es.eigenvectors();
+
+ return;
+}