Improve memory efficiency (#40)

biona001 · Dec 2, 2024 · 81be700 · 81be700
1 parent bab54f4
commit 81be700
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Showing 2 changed files with 10 additions and 4 deletions.
diff --git a/Project.toml b/Project.toml
@@ -1,7 +1,7 @@
 name = "GhostKnockoffGWAS"
 uuid = "28dc8d00-4921-4061-9921-3f423e4be5cc"
 authors = ["Benjamin Chu <[email protected]>"]
-version = "0.2.3"
+version = "0.2.4"
 
 [deps]
 ArgParse = "c7e460c6-2fb9-53a9-8c5b-16f535851c63"

diff --git a/src/utilities.jl b/src/utilities.jl
@@ -302,8 +302,12 @@ function sample_mvn_efficient(C::AbstractMatrix{T}, D::AbstractMatrix{T}, m::Int
     end
     e2_avg = 1/m * sum(e2)
     Zko = T[]
+    storage = zeros(p)
     for i in 1:m
-        append!(Zko, L.L*e1 + e2[i] - e2_avg)
+        e2[i] .-= e2_avg
+        mul!(storage, L.U', e1) # faster than L.L*e1 since L.L makes a copy
+        e2[i] .+= storage
+        append!(Zko, e2[i])
     end
     return Zko
 end
@@ -338,8 +342,10 @@ function ghost_knockoffs(Zscores::AbstractVector{T}, D::AbstractMatrix{T},
     DΣinv = D * Σinv
     C = 2D - DΣinv * D
     v = sample_mvn_efficient(C, D, m) # Jiaqi's trick
-    P = repeat(I - DΣinv, m)
-    return P*Zscores + v
+    DΣinv .*= -1
+    DΣinv += I
+    Pz = DΣinv * Zscores
+    return repeat(Pz, m) + v
 end
 
 """