From 99527865c00b74a3a48daa2e1e5eb7c71bd861b5 Mon Sep 17 00:00:00 2001
From: Pjotr Prins
Date: Tue, 22 Aug 2017 07:56:07 +0000
Subject: 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)
---
 src/mathfunc.h | 9 +++++++--
 1 file changed, 7 insertions(+), 2 deletions(-)

(limited to 'src/mathfunc.h')

diff --git a/src/mathfunc.h b/src/mathfunc.h
index 8a2ea64..6e20b37 100644
--- a/src/mathfunc.h
+++ b/src/mathfunc.h
@@ -23,6 +23,9 @@
 #include "gsl/gsl_matrix.h"
 #include "gsl/gsl_vector.h"
 
+#define CONDITIONED_MAXRATIO 2e+6 // based on http://mathworld.wolfram.com/ConditionNumber.html
+#define EIGEN_MINVALUE 1e-10
+
 using namespace std;
 using namespace Eigen;
 
@@ -34,10 +37,12 @@ void CenterMatrix(gsl_matrix *G, const gsl_vector *w);
 void CenterMatrix(gsl_matrix *G, const gsl_matrix *W);
 void StandardizeMatrix(gsl_matrix *G);
 double ScaleMatrix(gsl_matrix *G);
+bool has_negative_values_but_one(const gsl_vector *v);
+uint count_small_values(const gsl_vector *v, double min);
 bool isMatrixPositiveDefinite(const gsl_matrix *G);
-bool isMatrixIllConditioned(const gsl_matrix *G, double max_ratio=4.0);
+bool isMatrixIllConditioned(const gsl_vector *eigenvalues, double max_ratio=CONDITIONED_MAXRATIO);
 bool isMatrixSymmetric(const gsl_matrix *G);
-bool checkMatrixEigen(const gsl_matrix *G, double min=1e-5);
+gsl_vector *getEigenValues(const gsl_matrix *G);
 double SumVector(const gsl_vector *v);
 double CenterVector(gsl_vector *y);
 void CenterVector(gsl_vector *y, const gsl_matrix *W);
-- 
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