From 17deca2d54827a00df3ea4d98df700fc2b8ed777 Mon Sep 17 00:00:00 2001 From: xiangzhou Date: Sat, 20 Sep 2014 10:17:34 -0400 Subject: initial upload, version 0.95alpha --- bslmm.cpp | 1927 +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 1927 insertions(+) create mode 100644 bslmm.cpp (limited to 'bslmm.cpp') diff --git a/bslmm.cpp b/bslmm.cpp new file mode 100644 index 0000000..ff9618d --- /dev/null +++ b/bslmm.cpp @@ -0,0 +1,1927 @@ +/* + 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 . + */ + +#include +#include +#include + +#include +#include +#include +#include +#include +#include +#include +#include + +#include "gsl/gsl_vector.h" +#include "gsl/gsl_matrix.h" +#include "gsl/gsl_linalg.h" +#include "gsl/gsl_blas.h" +#include "gsl/gsl_eigen.h" +#include "gsl/gsl_randist.h" +#include "gsl/gsl_cdf.h" +#include "gsl/gsl_roots.h" + + + + +#include "lapack.h" + +#ifdef FORCE_FLOAT +#include "param_float.h" +#include "bslmm_float.h" +#include "lmm_float.h" //for class FUNC_PARAM and MatrixCalcLR +#include "lm_float.h" +#include "mathfunc_float.h" //for function CenterVector +#else +#include "param.h" +#include "bslmm.h" +#include "lmm.h" +#include "lm.h" +#include "mathfunc.h" +#endif + +using namespace std; + + + + +void BSLMM::CopyFromParam (PARAM &cPar) +{ + a_mode=cPar.a_mode; + d_pace=cPar.d_pace; + + file_bfile=cPar.file_bfile; + file_geno=cPar.file_geno; + file_out=cPar.file_out; + + l_min=cPar.h_min; + l_max=cPar.h_max; + n_region=cPar.n_region; + pve_null=cPar.pve_null; + pheno_mean=cPar.pheno_mean; + + time_UtZ=0.0; + time_Omega=0.0; + n_accept=0; + + h_min=cPar.h_min; + h_max=cPar.h_max; + h_scale=cPar.h_scale; + rho_min=cPar.rho_min; + rho_max=cPar.rho_max; + rho_scale=cPar.rho_scale; + logp_min=cPar.logp_min; + logp_max=cPar.logp_max; + logp_scale=cPar.logp_scale; + + s_min=cPar.s_min; + s_max=cPar.s_max; + w_step=cPar.w_step; + s_step=cPar.s_step; + r_pace=cPar.r_pace; + w_pace=cPar.w_pace; + n_mh=cPar.n_mh; + geo_mean=cPar.geo_mean; + randseed=cPar.randseed; + trace_G=cPar.trace_G; + + ni_total=cPar.ni_total; + ns_total=cPar.ns_total; + ni_test=cPar.ni_test; + ns_test=cPar.ns_test; + n_cvt=cPar.n_cvt; + + indicator_idv=cPar.indicator_idv; + indicator_snp=cPar.indicator_snp; + snpInfo=cPar.snpInfo; + + return; +} + + +void BSLMM::CopyToParam (PARAM &cPar) +{ + cPar.time_UtZ=time_UtZ; + cPar.time_Omega=time_Omega; + cPar.time_Proposal=time_Proposal; + cPar.cHyp_initial=cHyp_initial; + cPar.n_accept=n_accept; + cPar.pheno_mean=pheno_mean; + cPar.randseed=randseed; + + return; +} + + + +void BSLMM::WriteBV (const gsl_vector *bv) +{ + string file_str; + file_str="./output/"+file_out; + file_str+=".bv.txt"; + + ofstream outfile (file_str.c_str(), ofstream::out); + if (!outfile) {cout<<"error writing file: "< > &beta_g, const gsl_vector *alpha, const size_t w) +{ + string file_str; + file_str="./output/"+file_out; + file_str+=".param.txt"; + + ofstream outfile (file_str.c_str(), ofstream::out); + if (!outfile) {cout<<"error writing file: "< &rank) +{ + size_t pos; + for (size_t i=0; isize2, UtXgamma->size2); + gsl_vector *Xty=gsl_vector_alloc (UtXgamma->size2); + gsl_vector *OiXty=gsl_vector_alloc (UtXgamma->size2); + + gsl_matrix_set_identity (Omega); + gsl_matrix_scale (Omega, 1.0/sigma_a2); + +#ifdef WITH_LAPACK + lapack_dgemm ((char *)"T", (char *)"N", 1.0, UtXgamma, UtXgamma, 1.0, Omega); +#else + gsl_blas_dgemm (CblasTrans, CblasNoTrans, 1.0, UtXgamma, UtXgamma, 1.0, Omega); +#endif + gsl_blas_dgemv (CblasTrans, 1.0, UtXgamma, Uty, 0.0, Xty); + + CholeskySolve(Omega, Xty, OiXty); + + gsl_blas_ddot (Xty, OiXty, &pve); + gsl_blas_ddot (Uty, Uty, &var_y); + + pve/=var_y; + + gsl_matrix_free (Omega); + gsl_vector_free (Xty); + gsl_vector_free (OiXty); + + return pve; +} + + +void BSLMM::InitialMCMC (const gsl_matrix *UtX, const gsl_vector *Uty, vector &rank, class HYPBSLMM &cHyp, vector > &pos_loglr) +{ + double q_genome=gsl_cdf_chisq_Qinv(0.05/(double)ns_test, 1); + + cHyp.n_gamma=0; + for (size_t i=0; iq_genome) {cHyp.n_gamma++;} + } + if (cHyp.n_gamma<10) {cHyp.n_gamma=10;} + + if (cHyp.n_gamma>s_max) {cHyp.n_gamma=s_max;} + if (cHyp.n_gamma1.0) {cHyp.rho=1.0;} + + if (cHyp.hh_max) {cHyp.h=h_max;} + if (cHyp.rhorho_max) {cHyp.rho=rho_max;} + if (cHyp.logplogp_max) {cHyp.logp=logp_max;} + + +// if (fix_sigma>=0) { +// fix_sigma=cHyp.h; +// rho_max=1-cHyp.h; +// cHyp.rho=rho_max/2.0; +// } + + //Initial for grid sampling: +// cHyp.h=0.225; +// cHyp.rho=1.0; +// cHyp.logp=-4.835429; + + cout<<"initial value of h = "<size; i++) + { + d=gsl_ran_gaussian(gsl_r, 1); + gsl_vector_set(beta, i, d); + } + gsl_blas_dtrsv(CblasUpper, CblasNoTrans, CblasNonUnit, Omega, beta); + + + //it compuates inv(L^T(Omega)) %*% beta; + gsl_vector_scale(beta, sqrt(sigma_a2/tau)); + gsl_vector_add(beta, beta_hat); + gsl_blas_dgemv (CblasNoTrans, 1.0, UtXgamma, beta, 0.0, UtXb); + + //sample alpha + gsl_vector_memcpy (alpha_prime, Uty); + gsl_vector_sub (alpha_prime, UtXb); + gsl_vector_mul (alpha_prime, weight_Hi); + gsl_vector_scale (alpha_prime, sigma_b2); + + //sample u + gsl_vector_memcpy (Utu, alpha_prime); + gsl_vector_mul (Utu, K_eval); + + if (a_mode==11) {gsl_vector_scale (Utu_rand, sqrt(1.0/tau));} + gsl_vector_add (Utu, Utu_rand); + + + //for quantitative traits, calculate pve and pge + if (a_mode==11) { + gsl_blas_ddot (UtXb, UtXb, &d); + cHyp.pge=d/(double)ni_test; + + gsl_blas_ddot (Utu, Utu, &d); + cHyp.pve=cHyp.pge+d/(double)ni_test; + + if (cHyp.pve==0) {cHyp.pge=0.0;} + else {cHyp.pge/=cHyp.pve;} + cHyp.pve/=cHyp.pve+1.0/tau; + } + + + gsl_matrix_free (UtXgamma_eval); + gsl_matrix_free (Omega); + gsl_vector_free (XtHiy); + gsl_vector_free (beta_hat); + gsl_vector_free (Utu_rand); + gsl_vector_free (weight_Hi); + + logpost=-0.5*logdet_H-0.5*logdet_O; + if (a_mode==11) {logpost-=0.5*(double)ni_test*log(P_yy);} + else {logpost-=0.5*P_yy;} +// else {logpost+=-0.5*P_yy*tau+0.5*(double)ni_test*log(tau);} + logpost+=((double)cHyp.n_gamma-1.0)*cHyp.logp+((double)ns_test-(double)cHyp.n_gamma)*log(1.0-exp(cHyp.logp)); + + return logpost; +} + + + +//calculate pve and pge, and calculate z_hat for case-control data +void BSLMM::CalcCC_PVEnZ (const gsl_matrix *U, const gsl_vector *Utu, gsl_vector *z_hat, class HYPBSLMM &cHyp) +{ + double d; + + gsl_blas_ddot (Utu, Utu, &d); + cHyp.pve=d/(double)ni_test; + + gsl_blas_dgemv (CblasNoTrans, 1.0, U, Utu, 0.0, z_hat); + + cHyp.pve/=cHyp.pve+1.0; + cHyp.pge=0.0; + + return; +} + + +//calculate pve and pge, and calculate z_hat for case-control data +void BSLMM::CalcCC_PVEnZ (const gsl_matrix *U, const gsl_vector *UtXb, const gsl_vector *Utu, gsl_vector *z_hat, class HYPBSLMM &cHyp) +{ + double d; + gsl_vector *UtXbU=gsl_vector_alloc (Utu->size); + + gsl_blas_ddot (UtXb, UtXb, &d); + cHyp.pge=d/(double)ni_test; + + gsl_blas_ddot (Utu, Utu, &d); + cHyp.pve=cHyp.pge+d/(double)ni_test; + + gsl_vector_memcpy (UtXbU, Utu); + gsl_vector_add (UtXbU, UtXb); + gsl_blas_dgemv (CblasNoTrans, 1.0, U, UtXbU, 0.0, z_hat); + + if (cHyp.pve==0) {cHyp.pge=0.0;} + else {cHyp.pge/=cHyp.pve;} + + cHyp.pve/=cHyp.pve+1.0; + + gsl_vector_free(UtXbU); + return; +} + + + + +void BSLMM::SampleZ (const gsl_vector *y, const gsl_vector *z_hat, gsl_vector *z) +{ + double d1, d2, z_rand=0.0; + for (size_t i=0; isize; ++i) { + d1=gsl_vector_get (y, i); + d2=gsl_vector_get (z_hat, i); + //y is centerred for case control studies + if (d1<=0.0) { + //control, right truncated + do { + z_rand=d2+gsl_ran_gaussian(gsl_r, 1.0); + } while (z_rand>0.0); + } + else { + do { + z_rand=d2+gsl_ran_gaussian(gsl_r, 1.0); + } while (z_rand<0.0); + } + + gsl_vector_set (z, i, z_rand); + } + + return; +} + + + + + +double BSLMM::ProposeHnRho (const class HYPBSLMM &cHyp_old, class HYPBSLMM &cHyp_new, const size_t &repeat) +{ + + double h=cHyp_old.h, rho=cHyp_old.rho; + + double d_h=(h_max-h_min)*h_scale, d_rho=(rho_max-rho_min)*rho_scale; + + for (size_t i=0; ih_max) {h=2*h_max-h;} + + rho=rho+(gsl_rng_uniform(gsl_r)-0.5)*d_rho; + if (rhorho_max) {rho=2*rho_max-rho;} + } + /* + //Grid Sampling + for (size_t i=0; ih_max) {h=h_min;} + } + + for (size_t i=0; irho_max) {rho=rho_min;} + } + */ + cHyp_new.h=h; + cHyp_new.rho=rho; + return 0.0; +} + + +double BSLMM::ProposePi (const class HYPBSLMM &cHyp_old, class HYPBSLMM &cHyp_new, const size_t &repeat) +{ + double logp_old=cHyp_old.logp, logp_new=cHyp_old.logp; + double log_ratio=0.0; + + double d_logp=min(0.1, (logp_max-logp_min)*logp_scale); + + for (size_t i=0; ilogp_max) {logp_new=2*logp_max-logp_new;} + + log_ratio+=logp_new-logp_old; + logp_old=logp_new; + } + /* + //Grid Sampling + for (size_t i=0; ilogp_max) {logp_new=logp_min;} + + log_ratio+=logp_new-logp_old; + logp_old=logp_new; + } + */ + cHyp_new.logp=logp_new; + + return log_ratio; +} + +bool comp_vec (size_t a, size_t b) +{ + return (a < b); +} + + +double BSLMM::ProposeGamma (const vector &rank_old, vector &rank_new, const double *p_gamma, const class HYPBSLMM &cHyp_old, class HYPBSLMM &cHyp_new, const size_t &repeat) +{ + map mapRank2in; + size_t r; + double unif, logp=0.0; + int flag_gamma; + size_t r_add, r_remove, col_id; + + rank_new.clear(); + if (cHyp_old.n_gamma!=rank_old.size()) {cout<<"size wrong"<=0.40 && unif < 0.80 && cHyp_new.n_gamma>s_min) {flag_gamma=2;} + else if (unif>=0.80 && cHyp_new.n_gamma>0 && cHyp_new.n_gamma a, pair b) +{ + return (a.second > b.second); +} + + + + + + + +//if a_mode==13 then Uty==y +void BSLMM::MCMC (const gsl_matrix *U, const gsl_matrix *UtX, const gsl_vector *Uty, const gsl_vector *K_eval, const gsl_vector *y) { + clock_t time_start; + + class HYPBSLMM cHyp_old, cHyp_new; + + gsl_matrix *Result_hyp=gsl_matrix_alloc (w_pace, 6); + gsl_matrix *Result_gamma=gsl_matrix_alloc (w_pace, s_max); + + gsl_vector *alpha_prime=gsl_vector_alloc (ni_test); + gsl_vector *alpha_new=gsl_vector_alloc (ni_test); + gsl_vector *alpha_old=gsl_vector_alloc (ni_test); + gsl_vector *Utu=gsl_vector_alloc (ni_test); + gsl_vector *Utu_new=gsl_vector_alloc (ni_test); + gsl_vector *Utu_old=gsl_vector_alloc (ni_test); + + gsl_vector *UtXb_new=gsl_vector_alloc (ni_test); + gsl_vector *UtXb_old=gsl_vector_alloc (ni_test); + + gsl_vector *z_hat=gsl_vector_alloc (ni_test); + gsl_vector *z=gsl_vector_alloc (ni_test); + gsl_vector *Utz=gsl_vector_alloc (ni_test); + + gsl_vector_memcpy (Utz, Uty); + + double logPost_new, logPost_old; + double logMHratio; + double mean_z=0.0; + + gsl_matrix_set_zero (Result_gamma); + gsl_vector_set_zero (Utu); + gsl_vector_set_zero (alpha_prime); + if (a_mode==13) { + pheno_mean=0.0; + } + + vector > beta_g; + for (size_t i=0; i rank_new, rank_old; + vector beta_new, beta_old; + + vector > pos_loglr; + + time_start=clock(); + MatrixCalcLR (U, UtX, Utz, K_eval, l_min, l_max, n_region, pos_loglr); + time_Proposal=(clock()-time_start)/(double(CLOCKS_PER_SEC)*60.0); + + stable_sort (pos_loglr.begin(), pos_loglr.end(), comp_lr); + for (size_t i=0; itm_hour%24*3600+ptm->tm_min*60+ptm->tm_sec); + } + gsl_r = gsl_rng_alloc(gslType); + gsl_rng_set(gsl_r, randseed); + + double *p_gamma = new double[ns_test]; + CalcPgamma (p_gamma); + + gsl_t=gsl_ran_discrete_preproc (ns_test, p_gamma); + + //initial parameters + InitialMCMC (UtX, Utz, rank_old, cHyp_old, pos_loglr); +// if (fix_sigma>=0) { +// rho_max=1-fix_sigma; +// cHyp_old.h=fix_sigma/(1-cHyp_old.rho); +// } + + cHyp_initial=cHyp_old; + + if (cHyp_old.n_gamma==0 || cHyp_old.rho==0) { + logPost_old=CalcPosterior(Utz, K_eval, Utu_old, alpha_old, cHyp_old); + + beta_old.clear(); + for (size_t i=0; isize; ++i) { + beta_old.push_back(gsl_vector_get(beta, i)); + } + gsl_matrix_free (UtXgamma); + gsl_vector_free (beta); + } + + //calculate centered z_hat, and pve + if (a_mode==13) { + time_start=clock(); + if (cHyp_old.n_gamma==0 || cHyp_old.rho==0) { + CalcCC_PVEnZ (U, Utu_old, z_hat, cHyp_old); + } + else { + CalcCC_PVEnZ (U, UtXb_old, Utu_old, z_hat, cHyp_old); + } + time_UtZ+=(clock()-time_start)/(double(CLOCKS_PER_SEC)*60.0); + } + + //start MCMC + int accept; + size_t total_step=w_step+s_step; + size_t w=0, w_col, pos; + size_t repeat=0; + + for (size_t t=0; t10) {break;} + + if (a_mode==13) { + SampleZ (y, z_hat, z); + mean_z=CenterVector (z); + + time_start=clock(); + gsl_blas_dgemv (CblasTrans, 1.0, U, z, 0.0, Utz); + time_UtZ+=(clock()-time_start)/(double(CLOCKS_PER_SEC)*60.0); + + //First proposal + if (cHyp_old.n_gamma==0 || cHyp_old.rho==0) { + logPost_old=CalcPosterior(Utz, K_eval, Utu_old, alpha_old, cHyp_old); + beta_old.clear(); + for (size_t i=0; isize; ++i) { + beta_old.push_back(gsl_vector_get(beta, i)); + } + gsl_matrix_free (UtXgamma); + gsl_vector_free (beta); + } + } + + //MH steps + for (size_t i=0; i=0) { +// cHyp_new.h=fix_sigma/(1-cHyp_new.rho); +// } + + if (cHyp_new.n_gamma==0 || cHyp_new.rho==0) { + logPost_new=CalcPosterior(Utz, K_eval, Utu_new, alpha_new, cHyp_new); + beta_new.clear(); + for (size_t i=0; isize; ++i) { + beta_new.push_back(gsl_vector_get(beta, i)); + } + gsl_matrix_free (UtXgamma); + gsl_vector_free (beta); + } + + logMHratio+=logPost_new-logPost_old; + + if (logMHratio>0 || log(gsl_rng_uniform(gsl_r))size2); + gsl_vector *H_eval=gsl_vector_alloc (Uty->size); + gsl_vector *bv=gsl_vector_alloc (Uty->size); + + gsl_vector_memcpy (H_eval, eval); + gsl_vector_scale (H_eval, lambda); + gsl_vector_add_constant (H_eval, 1.0); + + gsl_vector_memcpy (bv, Uty); + gsl_vector_div (bv, H_eval); + + gsl_blas_dgemv (CblasTrans, lambda/(double)UtX->size2, UtX, bv, 0.0, beta); + gsl_vector_add_constant (H_eval, -1.0); + gsl_vector_mul (H_eval, bv); + gsl_blas_dgemv (CblasNoTrans, 1.0, U, H_eval, 0.0, bv); + + WriteParam (beta); + WriteBV(bv); + + gsl_vector_free (H_eval); + gsl_vector_free (beta); + gsl_vector_free (bv); + + return; +} + + + + + + + + + + + + + + + + + +//below fits MCMC for rho=1 +void BSLMM::CalcXtX (const gsl_matrix *X, const gsl_vector *y, const size_t s_size, gsl_matrix *XtX, gsl_vector *Xty) +{ + time_t time_start=clock(); + gsl_matrix_const_view X_sub=gsl_matrix_const_submatrix(X, 0, 0, X->size1, s_size); + gsl_matrix_view XtX_sub=gsl_matrix_submatrix(XtX, 0, 0, s_size, s_size); + gsl_vector_view Xty_sub=gsl_vector_subvector(Xty, 0, s_size); + +#ifdef WITH_LAPACK + lapack_dgemm ((char *)"T", (char *)"N", 1.0, &X_sub.matrix, &X_sub.matrix, 0.0, &XtX_sub.matrix); +#else + gsl_blas_dgemm (CblasTrans, CblasNoTrans, 1.0, &X_sub.matrix, &X_sub.matrix, 0.0, &XtX_sub.matrix); +#endif + gsl_blas_dgemv(CblasTrans, 1.0, &X_sub.matrix, y, 0.0, &Xty_sub.vector); + + time_Omega+=(clock()-time_start)/(double(CLOCKS_PER_SEC)*60.0); + + return; +} + + +void BSLMM::SetXgamma (const gsl_matrix *X, const gsl_matrix *X_old, const gsl_matrix *XtX_old, const gsl_vector *Xty_old, const gsl_vector *y, const vector &rank_old, const vector &rank_new, gsl_matrix *X_new, gsl_matrix *XtX_new, gsl_vector *Xty_new) +{ + double d; + + //rank_old and rank_new are sorted already inside PorposeGamma + //calculate vectors rank_remove and rank_add + // size_t v_size=max(rank_old.size(), rank_new.size()); + //make sure that v_size is larger than repeat + size_t v_size=20; + vector rank_remove(v_size), rank_add(v_size), rank_union(s_max+v_size); + vector::iterator it; + + it=set_difference (rank_old.begin(), rank_old.end(), rank_new.begin(), rank_new.end(), rank_remove.begin()); + rank_remove.resize(it-rank_remove.begin()); + + it=set_difference (rank_new.begin(), rank_new.end(), rank_old.begin(), rank_old.end(), rank_add.begin()); + rank_add.resize(it-rank_add.begin()); + + it=set_union (rank_new.begin(), rank_new.end(), rank_old.begin(), rank_old.end(), rank_union.begin()); + rank_union.resize(it-rank_union.begin()); + + //map rank_remove and rank_add + map mapRank2in_remove, mapRank2in_add; + for (size_t i=0; isize1, rank_old.size()); + gsl_matrix_const_view XtXold_sub=gsl_matrix_const_submatrix(XtX_old, 0, 0, rank_old.size(), rank_old.size()); + gsl_vector_const_view Xtyold_sub=gsl_vector_const_subvector(Xty_old, 0, rank_old.size()); + + gsl_matrix_view Xnew_sub=gsl_matrix_submatrix(X_new, 0, 0, X_new->size1, rank_new.size()); + gsl_matrix_view XtXnew_sub=gsl_matrix_submatrix(XtX_new, 0, 0, rank_new.size(), rank_new.size()); + gsl_vector_view Xtynew_sub=gsl_vector_subvector(Xty_new, 0, rank_new.size()); + + //get X_new and calculate XtX_new + /* + if (rank_remove.size()==0 && rank_add.size()==0) { + gsl_matrix_memcpy(&Xnew_sub.matrix, &Xold_sub.matrix); + gsl_matrix_memcpy(&XtXnew_sub.matrix, &XtXold_sub.matrix); + gsl_vector_memcpy(&Xtynew_sub.vector, &Xtyold_sub.vector); + } else { + gsl_matrix *X_temp=gsl_matrix_alloc(X_old->size1, rank_old.size()-rank_remove.size() ); + gsl_matrix *XtX_temp=gsl_matrix_alloc(X_temp->size2, X_temp->size2); + gsl_vector *Xty_temp=gsl_vector_alloc(X_temp->size2); + + if (rank_remove.size()==0) { + gsl_matrix_memcpy (X_temp, &Xold_sub.matrix); + gsl_matrix_memcpy (XtX_temp, &XtXold_sub.matrix); + gsl_vector_memcpy (Xty_temp, &Xtyold_sub.vector); + } else { + size_t i_temp=0, j_temp; + for (size_t i=0; isize1, rank_add.size() ); + gsl_matrix *XtX_aa=gsl_matrix_alloc(X_add->size2, X_add->size2); + gsl_matrix *XtX_at=gsl_matrix_alloc(X_add->size2, X_temp->size2); + gsl_vector *Xty_add=gsl_vector_alloc(X_add->size2); + + //get X_add + SetXgamma (X_add, X, rank_add); + + //get t(X_add)X_add and t(X_add)X_temp + clock_t time_start=clock(); + + //somehow the lapack_dgemm does not work here + //#ifdef WITH_LAPACK + //lapack_dgemm ((char *)"T", (char *)"N", 1.0, X_add, X_add, 0.0, XtX_aa); + //lapack_dgemm ((char *)"T", (char *)"N", 1.0, X_add, X_temp, 0.0, XtX_at); + + //#else + gsl_blas_dgemm (CblasTrans, CblasNoTrans, 1.0, X_add, X_add, 0.0, XtX_aa); + gsl_blas_dgemm (CblasTrans, CblasNoTrans, 1.0, X_add, X_temp, 0.0, XtX_at); + //#endif + gsl_blas_dgemv(CblasTrans, 1.0, X_add, y, 0.0, Xty_add); + + time_Omega+=(clock()-time_start)/(double(CLOCKS_PER_SEC)*60.0); + + //save to X_new, XtX_new and Xty_new + size_t i_temp=0, j_temp, i_flag=0, j_flag=0; + for (size_t i=0; isize1, rank_add.size() ); + gsl_matrix *XtX_aa=gsl_matrix_alloc(X_add->size2, X_add->size2); + gsl_matrix *XtX_ao=gsl_matrix_alloc(X_add->size2, X_old->size2); + gsl_vector *Xty_add=gsl_vector_alloc(X_add->size2); + + //get X_add + SetXgamma (X_add, X, rank_add); + + //get t(X_add)X_add and t(X_add)X_temp + clock_t time_start=clock(); + + //somehow the lapack_dgemm does not work here + //#ifdef WITH_LAPACK + //lapack_dgemm ((char *)"T", (char *)"N", 1.0, X_add, X_add, 0.0, XtX_aa); + //lapack_dgemm ((char *)"T", (char *)"N", 1.0, X_add, X_old, 0.0, XtX_ao); + + //#else + gsl_blas_dgemm (CblasTrans, CblasNoTrans, 1.0, X_add, X_add, 0.0, XtX_aa); + gsl_blas_dgemm (CblasTrans, CblasNoTrans, 1.0, X_add, X_old, 0.0, XtX_ao); + //#endif + gsl_blas_dgemv(CblasTrans, 1.0, X_add, y, 0.0, Xty_add); + + time_Omega+=(clock()-time_start)/(double(CLOCKS_PER_SEC)*60.0); + + //save to X_new, XtX_new and Xty_new + i_old=0; i_new=0; i_add=0; + for (size_t i=0; isize1, s_size); + gsl_matrix_const_view XtX_sub=gsl_matrix_const_submatrix (XtX, 0, 0, s_size, s_size); + gsl_vector_const_view Xty_sub=gsl_vector_const_subvector (Xty, 0, s_size); + + gsl_matrix *Omega=gsl_matrix_alloc (s_size, s_size); + gsl_matrix *M_temp=gsl_matrix_alloc (s_size, s_size); + gsl_vector *beta_hat=gsl_vector_alloc (s_size); + gsl_vector *Xty_temp=gsl_vector_alloc (s_size); + + gsl_vector_memcpy (Xty_temp, &Xty_sub.vector); + + //calculate Omega + gsl_matrix_memcpy (Omega, &XtX_sub.matrix); + gsl_matrix_scale (Omega, sigma_a2); + gsl_matrix_set_identity (M_temp); + gsl_matrix_add (Omega, M_temp); + + //calculate beta_hat + logdet_O=CholeskySolve(Omega, Xty_temp, beta_hat); + gsl_vector_scale (beta_hat, sigma_a2); + + gsl_blas_ddot (Xty_temp, beta_hat, &d); + P_yy-=d; + + //sample tau + double tau=1.0; + if (a_mode==11) {tau =gsl_ran_gamma (gsl_r, (double)ni_test/2.0, 2.0/P_yy); } + + //sample beta + for (size_t i=0; i > beta_g; + for (size_t i=0; i rank_new, rank_old; + vector > pos_loglr; + + time_start=clock(); + MatrixCalcLmLR (X, z, pos_loglr); + time_Proposal=(clock()-time_start)/(double(CLOCKS_PER_SEC)*60.0); + + stable_sort (pos_loglr.begin(), pos_loglr.end(), comp_lr); + for (size_t i=0; itm_hour%24*3600+ptm->tm_min*60+ptm->tm_sec); + } + gsl_r = gsl_rng_alloc(gslType); + gsl_rng_set(gsl_r, randseed); + + double *p_gamma = new double[ns_test]; + CalcPgamma (p_gamma); + + gsl_t=gsl_ran_discrete_preproc (ns_test, p_gamma); + + //initial parameters + InitialMCMC (X, z, rank_old, cHyp_old, pos_loglr); + + cHyp_initial=cHyp_old; + + if (cHyp_old.n_gamma==0) { + logPost_old=CalcPosterior (ztz, cHyp_old); + } + else { + SetXgamma (Xgamma_old, X, rank_old); + CalcXtX (Xgamma_old, z, rank_old.size(), XtX_old, Xtz_old); + logPost_old=CalcPosterior (Xgamma_old, XtX_old, Xtz_old, ztz, rank_old.size(), Xb_old, beta_old, cHyp_old); + } + + //calculate centered z_hat, and pve + if (a_mode==13) { + if (cHyp_old.n_gamma==0) { + CalcCC_PVEnZ (z_hat, cHyp_old); + } + else { + CalcCC_PVEnZ (Xb_old, z_hat, cHyp_old); + } + } + + //start MCMC + int accept; + size_t total_step=w_step+s_step; + size_t w=0, w_col, pos; + size_t repeat=0; + + for (size_t t=0; t10) {break;} + if (a_mode==13) { + SampleZ (y, z_hat, z); + mean_z=CenterVector (z); + gsl_blas_ddot(z,z,&ztz); + + //First proposal + if (cHyp_old.n_gamma==0) { + logPost_old=CalcPosterior (ztz, cHyp_old); + } else { + gsl_matrix_view Xold_sub=gsl_matrix_submatrix(Xgamma_old, 0, 0, ni_test, rank_old.size()); + gsl_vector_view Xtz_sub=gsl_vector_subvector(Xtz_old, 0, rank_old.size()); + gsl_blas_dgemv (CblasTrans, 1.0, &Xold_sub.matrix, z, 0.0, &Xtz_sub.vector); + logPost_old=CalcPosterior (Xgamma_old, XtX_old, Xtz_old, ztz, rank_old.size(), Xb_old, beta_old, cHyp_old); + } + } + + //MH steps + for (size_t i=0; i0 || log(gsl_rng_uniform(gsl_r))