library(Matrix)
library(susieR)
set.seed(1)In this vignette, we provide line profiles for revised version SuSiE,
which allows for a sparse matrix structure. We compare speed performance
when the form of the matrix X is dense and sparse.
In this minimal example, we observe that given a large sparse matrix,
if it is in the dense form, the speed is around 40% slower
than that in a sparse form.
We randomly simulate a n=1000 by p=1000
dense matrix and a sparse matrix at sparsity \(99\%\), i.e. \(99\%\) entries are zeros.
create_sparsity_mat = function(sparsity, n, p) {
nonzero <- round(n*p*(1-sparsity))
nonzero.idx <- sample(n*p, nonzero)
mat <- numeric(n*p)
mat[nonzero.idx] <- 1
mat <- matrix(mat, nrow=n, ncol=p)
return(mat)
}n <- 1000
p <- 1000
beta <- rep(0,p)
beta[c(1,300,400,1000)] <- 10
X.dense <- create_sparsity_mat(0.99,n,p)
X.sparse <- as(X.dense,"CsparseMatrix")
y <- c(X.dense %*% beta + rnorm(n))X in a dense formsusie.dense <- susie(X.dense,y)X in a sparse formsusie.sparse <- susie(X.sparse,y)We encourage people who are insterested in improving SuSiE can get insights from those line profiles provided.