/*
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 "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, 0, OuterStride > A_mat(A->data, A->size1, A->size2, OuterStride(A->tda) );
Map, 0, OuterStride > B_mat(B->data, B->size1, B->size2, OuterStride(B->tda) );
Map, 0, OuterStride > C_mat(C->data, C->size1, C->size2, OuterStride(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, 0, OuterStride > A_mat(A->data, A->size1, A->size2, OuterStride(A->tda) );
Map, 0, InnerStride > x_vec(x->data, x->size, InnerStride(x->stride) );
Map, 0, InnerStride > y_vec(y->data, y->size, InnerStride(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 > 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 > A_mat(A->data, A->size1, A->size2);
Map, 0, OuterStride > b_vec(b->data, b->size, OuterStride(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, 0, OuterStride > G_mat(G->data, G->size1, G->size2, OuterStride(G->tda) );
Map, 0, OuterStride > U_mat(U->data, U->size1, U->size2, OuterStride(U->tda) );
Map, 0, OuterStride > eval_vec(eval->data, eval->size, OuterStride(eval->stride) );
SelfAdjointEigenSolver es(G_mat);
if (es.info() != Success) abort();
eval_vec=es.eigenvalues();
U_mat=es.eigenvectors();
return;
}