/* Genome-wide Efficient Mixed Model Association (GEMMA) Copyright (C) 2011-2017, 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; } } 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; }