/*
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 .
*/
#include "gsl/gsl_linalg.h"
#include "gsl/gsl_matrix.h"
#include "gsl/gsl_vector.h"
#include "gsl/gsl_sys.h" // for gsl_isnan, gsl_isinf, gsl_isfinite
#include
#include
#include
#include "debug.h"
#include "lapack.h"
#include "mathfunc.h"
using namespace std;
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 destroyed.
void lapack_cholesky_decomp(gsl_matrix *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." << endl;
return;
}
dpotrf_(&UPLO, &N, A->data, &LDA, &INFO);
if (INFO != 0) {
cout << "Cholesky decomposition unsuccessful in "
<< "lapack_cholesky_decomp." << endl;
return;
}
return;
}
// Cholesky solve, A is decomposed.
void lapack_cholesky_solve(gsl_matrix *A, const gsl_vector *b, gsl_vector *x) {
int N = A->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." << endl;
return;
}
gsl_vector_memcpy(x, b);
dpotrs_(&UPLO, &N, &NRHS, A->data, &LDA, x->data, &LDB, &INFO);
if (INFO != 0) {
cout << "Cholesky solve unsuccessful in lapack_cholesky_solve." << endl;
return;
}
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" << endl;
return;
}
if (*TransB == 'N' || *TransB == 'n') {
N = B->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" << endl;
return;
}
if (K1 != K2) {
cout << "A and B not compatible in lapack_dgemm" << endl;
return;
}
if (C->size1 != (size_t)M || C->size2 != (size_t)N) {
cout << "C not compatible in lapack_dgemm" << endl;
return;
}
gsl_matrix *A_t = gsl_matrix_alloc(A->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);
check_int_mult_overflow(M,K1);
check_int_mult_overflow(N,K1);
check_int_mult_overflow(M,N);
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;
}
// Eigenvalue decomposition, matrix A is destroyed. Returns eigenvalues in
// 'eval'. Also returns matrix 'evec' (U).
void lapack_eigen_symmv(gsl_matrix *A, gsl_vector *eval, gsl_matrix *evec,
const size_t flag_largematrix) {
if (flag_largematrix == 1) { // not sure this flag is used!
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." << endl;
return;
}
LWORK = 3 * N;
double *WORK = new double[LWORK];
dsyev_(&JOBZ, &UPLO, &N, A->data, &LDA, eval->data, WORK, &LWORK, &INFO);
if (INFO != 0) {
cout << "Eigen decomposition unsuccessful in "
<< "lapack_eigen_symmv." << endl;
return;
}
gsl_matrix_view A_sub = gsl_matrix_submatrix(A, 0, 0, N, N);
gsl_matrix_memcpy(evec, &A_sub.matrix);
gsl_matrix_transpose(evec);
delete[] WORK;
} else {
// entering here
int N = A->size1, LDA = A->size1, LDZ = A->size1, INFO;
int 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." << endl;
return;
}
int *ISUPPZ = new int[2 * N];
double WORK_temp[1];
int IWORK_temp[1];
// disable fast NaN checking for now - dsyevr throws NaN errors,
// but fixes them (apparently)
if (is_check_mode()) disable_segfpe();
// DSYEVR - computes selected eigenvalues and, optionally,
// eigenvectors of a real symmetric matrix
// Here compute both (JOBZ is V), all eigenvalues (RANGE is A)
// Lower triangle is stored (UPLO is L)
dsyevr_(&JOBZ, &RANGE, &UPLO, &N, A->data, &LDA, &VL, &VU, &IL, &IU,
&ABSTOL, &M, eval->data, evec->data, &LDZ, ISUPPZ, WORK_temp,
&LWORK, IWORK_temp, &LIWORK, &INFO);
// If info = 0, the execution is successful.
// If info = -i, the i-th parameter had an illegal value.
// If info = i, an internal error has occurred.
if (INFO != 0) cerr << "ERROR: value of INFO is " << INFO;
enforce_msg(INFO == 0, "lapack_eigen_symmv failed");
LWORK = (int)WORK_temp[0]; // The dimension of the array work.
LIWORK = (int)IWORK_temp[0]; // The dimension of the array iwork, lwork≥ max(1, 10n).
double *WORK = new double[LWORK];
int *IWORK = new int[LIWORK];
dsyevr_(&JOBZ, &RANGE, &UPLO, &N, A->data, &LDA, &VL, &VU, &IL, &IU,
&ABSTOL, &M, eval->data, evec->data, &LDZ, ISUPPZ, WORK, &LWORK,
IWORK, &LIWORK, &INFO);
if (INFO != 0) cerr << "ERROR: value of INFO is " << INFO;
enforce_msg(INFO == 0, "lapack_eigen_symmv failed");
if (is_check_mode()) enable_segfpe(); // reinstate fast NaN checking
gsl_matrix_transpose(evec);
delete[] ISUPPZ;
delete[] WORK;
delete[] IWORK;
}
return;
}
// Does NOT set eigenvalues to be positive. G gets destroyed. Returns
// eigen trace and values in U and eval (eigenvalues).
double EigenDecomp(gsl_matrix *G, gsl_matrix *U, gsl_vector *eval,
const size_t flag_largematrix) {
lapack_eigen_symmv(G, eval, U, flag_largematrix);
assert(!has_nan(eval));
// write(eval,"eval");
// Calculate track_G=mean(diag(G)).
double d = 0.0;
for (size_t i = 0; i < eval->size; ++i)
d += gsl_vector_get(eval, i);
d /= (double)eval->size;
return d;
}
// Does NOT set eigenvalues to be positive. G gets destroyed. Returns
// eigen trace and values in U and eval (eigenvalues). Same as
// EigenDecomp but zeroes eigenvalues close to zero. When negative
// eigenvalues remain a warning is issued.
double EigenDecomp_Zeroed(gsl_matrix *G, gsl_matrix *U, gsl_vector *eval,
const size_t flag_largematrix) {
EigenDecomp(G,U,eval,flag_largematrix);
auto d = 0.0;
int count_zero_eigenvalues = 0;
int count_negative_eigenvalues = 0;
for (size_t i = 0; i < eval->size; i++) {
// if (std::abs(gsl_vector_get(eval, i)) < EIGEN_MINVALUE)
if (gsl_vector_get(eval, i) < 1e-10)
gsl_vector_set(eval, i, 0.0);
// checks
if (gsl_vector_get(eval,i) == 0.0)
count_zero_eigenvalues += 1;
if (gsl_vector_get(eval,i) < -EIGEN_MINVALUE) // count smaller than -EIGEN_MINVALUE
count_negative_eigenvalues += 1;
d += gsl_vector_get(eval, i);
}
d /= (double)eval->size;
if (count_zero_eigenvalues > 1) {
write(eval,"eigenvalues");
std::string msg = "Matrix G has ";
msg += std::to_string(count_zero_eigenvalues);
msg += " eigenvalues close to zero";
warning_msg(msg);
}
const bool negative_eigen_values = has_negative_values_but_one(eval);
if (negative_eigen_values) {
write(eval,"eigenvalues");
warning_msg("K has more than one negative eigenvalues!");
}
return d;
}
double CholeskySolve(gsl_matrix *Omega, gsl_vector *Xty, gsl_vector *OiXty) {
double logdet_O = 0.0;
lapack_cholesky_decomp(Omega);
for (size_t i = 0; i < Omega->size1; ++i) {
logdet_O += log(gsl_matrix_get(Omega, i, i));
}
logdet_O *= 2.0;
lapack_cholesky_solve(Omega, Xty, OiXty);
return logdet_O;
}
// LU decomposition.
//
// The functions return GSL_SUCCESS for non-singular matrices. If the
// matrix is singular, the factorization is still completed: U is
// singular and the decomposition should not be used to solve linear
// systems
void LUDecomp(gsl_matrix *LU, gsl_permutation *p, int *signum) {
// debug_msg("entering");
enforce_gsl(gsl_linalg_LU_decomp(LU, p, signum));
return;
}
// LU invert. Returns inverse. Note that GSL does not recommend using
// this function
// These functions compute the inverse of a matrix A from its LU
// decomposition (LU,p), storing the result in the matrix inverse. The
// inverse is computed by solving the system A x = b for each column
// of the identity matrix. It is preferable to avoid direct use of the
// inverse whenever possible, as the linear solver functions can
// obtain the same result more efficiently and reliably (consult any
// introductory textbook on numerical linear algebra for details).
void LUInvert(const gsl_matrix *LU, const gsl_permutation *p, gsl_matrix *ret_inverse) {
// debug_msg("entering");
if (is_check_mode())
LULndet(LU);
enforce_gsl(gsl_linalg_LU_invert(LU, p, ret_inverse));
}
// LU lndet.
// These functions compute the logarithm of the absolute value of the
// determinant of a matrix A, \ln|\det(A)|, from its LU decomposition,
// LU. This function may be useful if the direct computation of the
// determinant would overflow or underflow.
double LULndet(const gsl_matrix *LU) {
// debug_msg("entering");
double res = gsl_linalg_LU_lndet((gsl_matrix *)LU);
enforce_msg(!is_inf(res), "LU determinant is zero -> LU is not invertable");
return res;
}
// LU solve.
void LUSolve(const gsl_matrix *LU, const gsl_permutation *p,
const gsl_vector *b, gsl_vector *x) {
// debug_msg("entering");
enforce_gsl(gsl_linalg_LU_solve(LU, p, b, x));
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;
}