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Diffstat (limited to 'src/eigenlib.cpp')
-rw-r--r-- | src/eigenlib.cpp | 115 |
1 files changed, 115 insertions, 0 deletions
diff --git a/src/eigenlib.cpp b/src/eigenlib.cpp new file mode 100644 index 0000000..14ffbf1 --- /dev/null +++ b/src/eigenlib.cpp @@ -0,0 +1,115 @@ +/* + 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; +} |