/*
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;
}