/* 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" using namespace std; extern "C" void sgemm_(char *TRANSA, char *TRANSB, int *M, int *N, int *K, float *ALPHA, float *A, int *LDA, float *B, int *LDB, float *BETA, float *C, int *LDC); extern "C" void spotrf_(char *UPLO, int *N, float *A, int *LDA, int *INFO); extern "C" void spotrs_(char *UPLO, int *N, int *NRHS, float *A, int *LDA, float *B, int *LDB, int *INFO); extern "C" void ssyev_(char* JOBZ, char* UPLO, int *N, float *A, int *LDA, float *W, float *WORK, int *LWORK, int *INFO); extern "C" void ssyevr_(char* JOBZ, char *RANGE, char* UPLO, int *N, float *A, int *LDA, float *VL, float *VU, int *IL, int *IU, float *ABSTOL, int *M, float *W, float *Z, int *LDZ, int *ISUPPZ, float *WORK, int *LWORK, int *IWORK, int *LIWORK, int *INFO); extern "C" double sdot_(int *N, float *DX, int *INCX, float *DY, int *INCY); extern "C" void dgemm_(char *TRANSA, char *TRANSB, int *M, int *N, int *K, double *ALPHA, double *A, int *LDA, double *B, int *LDB, double *BETA, double *C, int *LDC); extern "C" void dpotrf_(char *UPLO, int *N, double *A, int *LDA, int *INFO); extern "C" void dpotrs_(char *UPLO, int *N, int *NRHS, double *A, int *LDA, double *B, int *LDB, int *INFO); extern "C" void dsyev_(char* JOBZ, char* UPLO, int *N, double *A, int *LDA, double *W, double *WORK, int *LWORK, int *INFO); extern "C" void dsyevr_(char* JOBZ, char *RANGE, char* UPLO, int *N, double *A, int *LDA, double *VL, double *VU, int *IL, int *IU, double *ABSTOL, int *M, double *W, double *Z, int *LDZ, int *ISUPPZ, double *WORK, int *LWORK, int *IWORK, int *LIWORK, int *INFO); extern "C" double ddot_(int *N, double *DX, int *INCX, double *DY, int *INCY); //cholesky decomposition, A is distroyed void lapack_float_cholesky_decomp (gsl_matrix_float *A) { int N=A->size1, LDA=A->size1, INFO; char UPLO='L'; if (N!=(int)A->size2) {cout<<"Matrix needs to be symmetric and same dimension in lapack_cholesky_decomp."<data, &LDA, &INFO); if (INFO!=0) {cout<<"Cholesky decomposition unsuccessful in lapack_cholesky_decomp."<size1, LDA=A->size1, INFO; char UPLO='L'; if (N!=(int)A->size2) {cout<<"Matrix needs to be symmetric and same dimension in lapack_cholesky_decomp."<data, &LDA, &INFO); if (INFO!=0) {cout<<"Cholesky decomposition unsuccessful in lapack_cholesky_decomp."<size1, NRHS=1, LDA=A->size1, LDB=b->size, INFO; char UPLO='L'; if (N!=(int)A->size2 || N!=LDB) {cout<<"Matrix needs to be symmetric and same dimension in lapack_cholesky_solve."<data, &LDA, x->data, &LDB, &INFO); if (INFO!=0) {cout<<"Cholesky solve unsuccessful in lapack_cholesky_solve."<size1, NRHS=1, LDA=A->size1, LDB=b->size, INFO; char UPLO='L'; if (N!=(int)A->size2 || N!=LDB) {cout<<"Matrix needs to be symmetric and same dimension in lapack_cholesky_solve."<data, &LDA, x->data, &LDB, &INFO); if (INFO!=0) {cout<<"Cholesky solve unsuccessful in lapack_cholesky_solve."<size1, LDB=B->size1, LDC=C->size2; if (*TransA=='N' || *TransA=='n') {M=A->size1; K1=A->size2;} else if (*TransA=='T' || *TransA=='t') {M=A->size2; K1=A->size1;} else {cout<<"need 'N' or 'T' in lapack_sgemm"<size2; K2=B->size1;} else if (*TransB=='T' || *TransB=='t') {N=B->size1; K2=B->size2;} else {cout<<"need 'N' or 'T' in lapack_sgemm"<size1!=(size_t)M || C->size2!=(size_t)N) {cout<<"C not compatible in lapack_sgemm"<size2, A->size1); gsl_matrix_float_transpose_memcpy (A_t, A); gsl_matrix_float *B_t=gsl_matrix_float_alloc (B->size2, B->size1); gsl_matrix_float_transpose_memcpy (B_t, B); gsl_matrix_float *C_t=gsl_matrix_float_alloc (C->size2, C->size1); gsl_matrix_float_transpose_memcpy (C_t, C); sgemm_(TransA, TransB, &M, &N, &K1, &alpha, A_t->data, &LDA, B_t->data, &LDB, &beta, C_t->data, &LDC); gsl_matrix_float_transpose_memcpy (C, C_t); gsl_matrix_float_free (A_t); gsl_matrix_float_free (B_t); gsl_matrix_float_free (C_t); return; } void lapack_dgemm (char *TransA, char *TransB, double alpha, const gsl_matrix *A, const gsl_matrix *B, double beta, gsl_matrix *C) { int M, N, K1, K2, LDA=A->size1, LDB=B->size1, LDC=C->size2; if (*TransA=='N' || *TransA=='n') {M=A->size1; K1=A->size2;} else if (*TransA=='T' || *TransA=='t') {M=A->size2; K1=A->size1;} else {cout<<"need 'N' or 'T' in lapack_dgemm"<size2; K2=B->size1;} else if (*TransB=='T' || *TransB=='t') {N=B->size1; K2=B->size2;} else {cout<<"need 'N' or 'T' in lapack_dgemm"<size1!=(size_t)M || C->size2!=(size_t)N) {cout<<"C not compatible in lapack_dgemm"<size2, A->size1); gsl_matrix_transpose_memcpy (A_t, A); gsl_matrix *B_t=gsl_matrix_alloc (B->size2, B->size1); gsl_matrix_transpose_memcpy (B_t, B); gsl_matrix *C_t=gsl_matrix_alloc (C->size2, C->size1); gsl_matrix_transpose_memcpy (C_t, C); dgemm_(TransA, TransB, &M, &N, &K1, &alpha, A_t->data, &LDA, B_t->data, &LDB, &beta, C_t->data, &LDC); gsl_matrix_transpose_memcpy (C, C_t); gsl_matrix_free (A_t); gsl_matrix_free (B_t); gsl_matrix_free (C_t); return; } //eigen value decomposition, matrix A is destroyed, float seems to have problem with large matrices (in mac) void lapack_float_eigen_symmv (gsl_matrix_float *A, gsl_vector_float *eval, gsl_matrix_float *evec, const size_t flag_largematrix) { if (flag_largematrix==1) { int N=A->size1, LDA=A->size1, INFO, LWORK=-1; char JOBZ='V', UPLO='L'; if (N!=(int)A->size2 || N!=(int)eval->size) {cout<<"Matrix needs to be symmetric and same dimension in lapack_eigen_symmv."<data, &LDA, eval->data, temp, &LWORK, &INFO); // if (INFO!=0) {cout<<"Work space estimate unsuccessful in lapack_eigen_symmv."<data, &LDA, eval->data, WORK, &LWORK, &INFO); if (INFO!=0) {cout<<"Eigen decomposition unsuccessful in lapack_eigen_symmv."<size1, LDA=A->size1, LDZ=A->size1, INFO, LWORK=-1, LIWORK=-1; char JOBZ='V', UPLO='L', RANGE='A'; float ABSTOL=1.0E-7; //VL, VU, IL, IU are not referenced; M equals N if RANGE='A' float VL=0.0, VU=0.0; int IL=0, IU=0, M; if (N!=(int)A->size2 || N!=(int)eval->size) {cout<<"Matrix needs to be symmetric and same dimension in lapack_float_eigen_symmv."<data, &LDA, &VL, &VU, &IL, &IU, &ABSTOL, &M, eval->data, evec->data, &LDZ, ISUPPZ, WORK_temp, &LWORK, IWORK_temp, &LIWORK, &INFO); if (INFO!=0) {cout<<"Work space estimate unsuccessful in lapack_float_eigen_symmv."<data, &LDA, &VL, &VU, &IL, &IU, &ABSTOL, &M, eval->data, evec->data, &LDZ, ISUPPZ, WORK, &LWORK, IWORK, &LIWORK, &INFO); if (INFO!=0) {cout<<"Eigen decomposition unsuccessful in lapack_float_eigen_symmv."<size1, LDA=A->size1, INFO, LWORK=-1; char JOBZ='V', UPLO='L'; if (N!=(int)A->size2 || N!=(int)eval->size) {cout<<"Matrix needs to be symmetric and same dimension in lapack_eigen_symmv."<data, &LDA, eval->data, temp, &LWORK, &INFO); // if (INFO!=0) {cout<<"Work space estimate unsuccessful in lapack_eigen_symmv."<data, &LDA, eval->data, WORK, &LWORK, &INFO); if (INFO!=0) {cout<<"Eigen decomposition unsuccessful in lapack_eigen_symmv."<size1, LDA=A->size1, LDZ=A->size1, INFO, LWORK=-1, LIWORK=-1; char JOBZ='V', UPLO='L', RANGE='A'; double ABSTOL=1.0E-7; //VL, VU, IL, IU are not referenced; M equals N if RANGE='A' double VL=0.0, VU=0.0; int IL=0, IU=0, M; if (N!=(int)A->size2 || N!=(int)eval->size) {cout<<"Matrix needs to be symmetric and same dimension in lapack_eigen_symmv."<data, &LDA, &VL, &VU, &IL, &IU, &ABSTOL, &M, eval->data, evec->data, &LDZ, ISUPPZ, WORK_temp, &LWORK, IWORK_temp, &LIWORK, &INFO); if (INFO!=0) {cout<<"Work space estimate unsuccessful in lapack_eigen_symmv."<data, &LDA, &VL, &VU, &IL, &IU, &ABSTOL, &M, eval->data, evec->data, &LDZ, ISUPPZ, WORK, &LWORK, IWORK, &LIWORK, &INFO); if (INFO!=0) {cout<<"Eigen decomposition unsuccessful in lapack_eigen_symmv."<size1); gsl_eigen_symmv (G, eval, U, w); gsl_eigen_symmv_free (w); #endif /* for (size_t i=0; isize; ++i) { if (gsl_vector_get (eval, i)<1e-10) { // cout<size; ++i) { d+=gsl_vector_get(eval, i); } d/=(double)eval->size; return d; } //DO NOT set eigen values to be positive double EigenDecomp (gsl_matrix_float *G, gsl_matrix_float *U, gsl_vector_float *eval, const size_t flag_largematrix) { #ifdef WITH_LAPACK lapack_float_eigen_symmv (G, eval, U, flag_largematrix); #else //gsl doesn't provide float precision eigen decomposition; plus, float precision eigen decomposition in lapack may not work on OS 10.4 //first change to double precision gsl_matrix *G_double=gsl_matrix_alloc (G->size1, G->size2); gsl_matrix *U_double=gsl_matrix_alloc (U->size1, U->size2); gsl_vector *eval_double=gsl_vector_alloc (eval->size); for (size_t i=0; isize1; i++) { for (size_t j=0; jsize2; j++) { gsl_matrix_set(G_double, i, j, gsl_matrix_float_get(G, i, j)); } } gsl_eigen_symmv_workspace *w_space=gsl_eigen_symmv_alloc (G->size1); gsl_eigen_symmv (G_double, eval_double, U_double, w_space); gsl_eigen_symmv_free (w_space); //change back to float precision for (size_t i=0; isize1; i++) { for (size_t j=0; jsize2; j++) { gsl_matrix_float_set(K, i, j, gsl_matrix_get(G_double, i, j)); } } for (size_t i=0; isize1; i++) { for (size_t j=0; jsize2; j++) { gsl_matrix_float_set(U, i, j, gsl_matrix_get(U_double, i, j)); } } for (size_t i=0; isize; i++) { gsl_vector_float_set(eval, i, gsl_vector_get(eval_double, i)); } //delete double precision matrices gsl_matrix_free (G_double); gsl_matrix_free (U_double); gsl_vector_free (eval_double); #endif /* for (size_t i=0; isize; ++i) { if (gsl_vector_float_get (eval, i)<1e-10) { gsl_vector_float_set (eval, i, 0); } } */ //calculate track_G=mean(diag(G)) double d=0.0; for (size_t i=0; isize; ++i) { d+=gsl_vector_float_get(eval, i); } d/=(double)eval->size; return d; } double CholeskySolve(gsl_matrix *Omega, gsl_vector *Xty, gsl_vector *OiXty) { double logdet_O=0.0; #ifdef WITH_LAPACK lapack_cholesky_decomp(Omega); for (size_t i=0; isize1; ++i) { logdet_O+=log(gsl_matrix_get (Omega, i, i)); } logdet_O*=2.0; lapack_cholesky_solve(Omega, Xty, OiXty); #else int status = gsl_linalg_cholesky_decomp(Omega); if(status == GSL_EDOM) { cout << "## non-positive definite matrix" << endl; // exit(0); } for (size_t i=0; isize1; ++i) { logdet_O+=log(gsl_matrix_get (Omega, i, i)); } logdet_O*=2.0; gsl_vector_memcpy (OiXty, Xty); gsl_blas_dtrsv(CblasLower, CblasNoTrans, CblasNonUnit, Omega, OiXty); gsl_blas_dtrsv(CblasUpper, CblasNoTrans, CblasNonUnit, Omega, OiXty); // gsl_linalg_cholesky_solve(XtX, Xty, iXty); #endif return logdet_O; } double CholeskySolve(gsl_matrix_float *Omega, gsl_vector_float *Xty, gsl_vector_float *OiXty) { double logdet_O=0.0; #ifdef WITH_LAPACK lapack_float_cholesky_decomp(Omega); for (size_t i=0; isize1; ++i) { logdet_O+=log(gsl_matrix_float_get (Omega, i, i)); } logdet_O*=2.0; lapack_float_cholesky_solve(Omega, Xty, OiXty); #else gsl_matrix *Omega_double=gsl_matrix_alloc (Omega->size1, Omega->size2); double d; for (size_t i=0; isize1; ++i) { for (size_t j=0; jsize2; ++j) { d=(double)gsl_matrix_float_get (Omega, i, j); gsl_matrix_set (Omega_double, i, j, d); } } int status = gsl_linalg_cholesky_decomp(Omega_double); if(status == GSL_EDOM) { cout << "## non-positive definite matrix" << endl; // exit(0); } for (size_t i=0; isize1; ++i) { for (size_t j=0; jsize2; ++j) { d=gsl_matrix_get (Omega_double, i, j); if (j==i) {logdet_O+=log(d);} gsl_matrix_float_set (Omega, i, j, (float)d); } } logdet_O*=2.0; gsl_vector_float_memcpy (OiXty, Xty); gsl_blas_strsv(CblasLower, CblasNoTrans, CblasNonUnit, Omega, OiXty); gsl_blas_strsv(CblasUpper, CblasNoTrans, CblasNonUnit, Omega, OiXty); // gsl_linalg_cholesky_solve(XtX, Xty, iXty); gsl_matrix_free (Omega_double); #endif return logdet_O; } //LU decomposition void LUDecomp (gsl_matrix *LU, gsl_permutation *p, int *signum) { gsl_linalg_LU_decomp (LU, p, signum); return; } void LUDecomp (gsl_matrix_float *LU, gsl_permutation *p, int *signum) { gsl_matrix *LU_double=gsl_matrix_alloc (LU->size1, LU->size2); //copy float matrix to double for (size_t i=0; isize1; i++) { for (size_t j=0; jsize2; j++) { gsl_matrix_set (LU_double, i, j, gsl_matrix_float_get(LU, i, j)); } } //LU decomposition gsl_linalg_LU_decomp (LU_double, p, signum); //copy float matrix to double for (size_t i=0; isize1; i++) { for (size_t j=0; jsize2; j++) { gsl_matrix_float_set (LU, i, j, gsl_matrix_get(LU_double, i, j)); } } //free matrix gsl_matrix_free (LU_double); return; } //LU invert void LUInvert (const gsl_matrix *LU, const gsl_permutation *p, gsl_matrix *inverse) { gsl_linalg_LU_invert (LU, p, inverse); return; } void LUInvert (const gsl_matrix_float *LU, const gsl_permutation *p, gsl_matrix_float *inverse) { gsl_matrix *LU_double=gsl_matrix_alloc (LU->size1, LU->size2); gsl_matrix *inverse_double=gsl_matrix_alloc (inverse->size1, inverse->size2); //copy float matrix to double for (size_t i=0; isize1; i++) { for (size_t j=0; jsize2; j++) { gsl_matrix_set (LU_double, i, j, gsl_matrix_float_get(LU, i, j)); } } //LU decomposition gsl_linalg_LU_invert (LU_double, p, inverse_double); //copy float matrix to double for (size_t i=0; isize1; i++) { for (size_t j=0; jsize2; j++) { gsl_matrix_float_set (inverse, i, j, gsl_matrix_get(inverse_double, i, j)); } } //free matrix gsl_matrix_free (LU_double); gsl_matrix_free (inverse_double); return; } //LU lndet double LULndet (gsl_matrix *LU) { double d; d=gsl_linalg_LU_lndet (LU); return d; } double LULndet (gsl_matrix_float *LU) { gsl_matrix *LU_double=gsl_matrix_alloc (LU->size1, LU->size2); double d; //copy float matrix to double for (size_t i=0; isize1; i++) { for (size_t j=0; jsize2; j++) { gsl_matrix_set (LU_double, i, j, gsl_matrix_float_get(LU, i, j)); } } //LU decomposition d=gsl_linalg_LU_lndet (LU_double); //copy float matrix to double /* for (size_t i=0; isize1; i++) { for (size_t j=0; jsize2; j++) { gsl_matrix_float_set (LU, i, j, gsl_matrix_get(LU_double, i, j)); } } */ //free matrix gsl_matrix_free (LU_double); return d; } //LU solve void LUSolve (const gsl_matrix *LU, const gsl_permutation *p, const gsl_vector *b, gsl_vector *x) { gsl_linalg_LU_solve (LU, p, b, x); return; } void LUSolve (const gsl_matrix_float *LU, const gsl_permutation *p, const gsl_vector_float *b, gsl_vector_float *x) { gsl_matrix *LU_double=gsl_matrix_alloc (LU->size1, LU->size2); gsl_vector *b_double=gsl_vector_alloc (b->size); gsl_vector *x_double=gsl_vector_alloc (x->size); //copy float matrix to double for (size_t i=0; isize1; i++) { for (size_t j=0; jsize2; j++) { gsl_matrix_set (LU_double, i, j, gsl_matrix_float_get(LU, i, j)); } } for (size_t i=0; isize; i++) { gsl_vector_set (b_double, i, gsl_vector_float_get(b, i)); } for (size_t i=0; isize; i++) { gsl_vector_set (x_double, i, gsl_vector_float_get(x, i)); } //LU decomposition gsl_linalg_LU_solve (LU_double, p, b_double, x_double); //copy float matrix to double for (size_t i=0; isize; i++) { gsl_vector_float_set (x, i, gsl_vector_get(x_double, i)); } //free matrix gsl_matrix_free (LU_double); gsl_vector_free (b_double); gsl_vector_free (x_double); return; } bool lapack_ddot(vector &x, vector &y, double &v) { bool flag=false; int incx=1; int incy=1; int n=(int)x.size(); if (x.size()==y.size()) { v=ddot_(&n, &x[0], &incx, &y[0], &incy); flag=true; } return flag; } bool lapack_sdot(vector &x, vector &y, double &v) { bool flag=false; int incx=1; int incy=1; int n=(int)x.size(); if (x.size()==y.size()) { v=sdot_(&n, &x[0], &incx, &y[0], &incy); flag=true; } return flag; }