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Check matrix properties (5 out of 7 implemented in 0.97) #72

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pjotrp opened this issue Aug 20, 2017 · 3 comments
Open

Check matrix properties (5 out of 7 implemented in 0.97) #72

pjotrp opened this issue Aug 20, 2017 · 3 comments
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pjotrp commented Aug 20, 2017

GEMMA should give hints if matrix properties are invalid, such as discussed in #45 (comment). E.g.

  1. Fail if K has negative eigen values
  2. Fail if K is not symmetric
  3. Fail if K is not positive definite
  4. Warn in eigen values are very small
  5. Warn if K is ill conditioned
  6. Warn on related pairs
  7. Warn on MAF problems

@xiangzhou @pcarbo anything else we can think of?

Failures and warnings should be reported in the log file. These checks can be disabled with the --no-checks switch (i.e., dangerous mode but faster).
@pjotrp pjotrp self-assigned this Aug 20, 2017
@pjotrp pjotrp mentioned this issue Aug 20, 2017
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pjotrp commented Aug 20, 2017

Implemented points 1..5 in PR #73

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pcarbo commented Aug 21, 2017

@pjotrp That is a great summary. The cholesky factorization methods in most libraries has a check for a matrix being s.p.d. (symmetric positive definite), so you could use this to implement item 4.

pjotrp added a commit to genenetwork/GEMMA that referenced this issue Aug 22, 2017
@pjotrp
Fixes matrix checks - looking saner now
9952786 
- Matrix checks as described in genetics-statistics#72
- introduces -strict switch which will exit on certain conditions
- zero small eigenvalues in EigenDecomp_Zeroed which also checks for negative values
- commented out float versions of functions in lapack.cpp (pre-removal)
- reverted on disabled regression tests (GEMMA shows its previous behaviour now)
@pjotrp pjotrp mentioned this issue Aug 22, 2017
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pjotrp commented Oct 5, 2017

1-4 have been implemented. 5 and 6 probably show up now as warnings.

@pjotrp pjotrp added this to the 0.99 release milestone Oct 10, 2017
@pjotrp pjotrp changed the title Check matrix properties Check matrix properties (5 out of 7 implemented in 0.97) Dec 19, 2017
@pjotrp pjotrp mentioned this issue Jul 14, 2018
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@pjotrp pjotrp modified the milestones: 0.99 release, faster-lmm-d Nov 21, 2018
@pjotrp pjotrp removed this from the faster-lmm-d milestone Nov 28, 2020
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