[GenABEL-dev] [Genabel-commits] r1671 - in branches/ProbABEL-0.50: examples src

[Yurii Aulchenko]

agree!


On Mon, Apr 7, 2014 at 9:52 PM, L.C. Karssen <lennart at karssen.org> wrote:

> Hi Diego,
>
> On 07-04-14 20:08, Diego Fabregat wrote:
> > Hi guys,
> >
> > If I may...
>
> Of course! More than welcome :-).
>
> I like your suggestion a lot. It's seems the cleanest one, with the
> added advantage that it documents the algorithm explicitly in the code.
>
>
> Thanks,
>
> Lennart.
>
> >>>> +    /*
> >>>> +     in ProbABEL <0.50 this calculation was performed like t(X)*W
> >>>> +     This changed to W*X since this is better vectorized since the
> >>>> left hand
> >>>> +     side has more rows: this introduces an additional transpose,
> >>>> but can be
> >>>> +     neglected compared to the speedup this brings(about a factor 2
> >>>> for the
> >>>> +     palinear with 1 predictor)
> >>>> +     */
> >>>> +    MatrixXd tXW = W_masked.masked_data->data * X.data;
> >>> I think the variable naming should be more apropriate here: tXW sounds
> >>> like X^t * W, but you store W * X in that variable.
> >> Yepp, your right it should be called tWX. We skip the transpose of W
> >> since it is a symmetric matrix: however in terms of mathematics it
> >> makes sense to call what we achieve. You can read in the code what we
> >> do.  This might need some explanation in form of comments.
> >>>
> >>>> +    MatrixXd xWx = tXW.transpose() * X.data;
> >>> Similarly here, I'm not sure how to interpret xWx. Since you calculate
> >>> (W*X)^t * X a name like WXtX seems more reasonable.
> >>
> >> So this will be something like ttWXX ??? Any other good solution?
> > I don't know the context of the discussion, but what do you think about
> > documenting the algorithm somewhere in the code (like at the top of the
> > source file), giving simple names to the variables, and then just using
> > those names instead of getting to a point where you have to juggle with
> > cryptic variable names. For instance, in case you want to solve a
> > least-squares problem  inv(X^T X) X^T y:
> >
> > /*
> >  *  Algorithm for LSQ  [ b := inv(X^T X) X^T y ]
> >  *
> >  *  S := X^T X
> >  *  v := X^T y
> >  *  b := inv(S) y   (notice that this should be solved as a linear
> > system, not explicitly inverting S)
> >  */
> >
> > And then you can simply use S, v, and b in the code.
> >
> > Best,
> > Diego
> > _______________________________________________
> > genabel-devel mailing list
> > genabel-devel at lists.r-forge.r-project.org
> >
> https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/genabel-devel
>
> --
> *-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*
> L.C. Karssen
> Utrecht
> The Netherlands
>
> lennart at karssen.org
> http://blog.karssen.org
> GPG key ID: A88F554A
> -*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-
>
>
> _______________________________________________
> genabel-devel mailing list
> genabel-devel at lists.r-forge.r-project.org
> https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/genabel-devel
>



-- 
-----------------------------------------------------
Yurii S. Aulchenko

[ LinkedIn <http://nl.linkedin.com/in/yuriiaulchenko> ] [
Twitter<http://twitter.com/YuriiAulchenko>] [
Blog <http://yurii-aulchenko.blogspot.nl/> ]
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.r-forge.r-project.org/pipermail/genabel-devel/attachments/20140408/5dd97ea8/attachment-0001.html>