using so-library involving Taucs
On 6/3/05, Susanne Heim <susanne.heim@stat.uni-muenchen.de> wrote:
Dear R developers, The trace of the hat matrix H~(n,n) is computed as follows: tr(H) = tr(BS^-1B') = tr(S^-1B'B) := tr(X) = sum(diag(X)) with B~(n,p), S~(p,p). Since p is of the order 10^3 but S is sparse I would like to employ Taucs linear solver ( http://www.tau.ac.il/~stoledo/taucs/ ) on SX = B'B. (Further improvement by implying a looping over i=1,...,p, calling taucs_linsolve(S, X[,i], (B'B)[,i]) and saving X[i,i] only is pending.) For this purpose I compiled the C code "hattrace.c" to a shared object using: gcc -g -Wall -I/usr/local/taucs/src -I/usr/local/taucs/build/linux -c hattrace.c -o hattrace.o gcc -g -L/usr/local/taucs/external/lib/linux -L/usr/local/taucs/lib/linux -L/usr/local/lib -L/opt/gnome/lib -L/usr/lib/R/lib -shared -fpic -o hattrace.so hattrace.o -ltaucs -llapack -lf77blas -lcblas -latlas -lmetis -lm -lg2c -lR I tried the following test commands: library(splines) library(SparseM) B <- splineDesign(knots = 1:10, x = 4:7) D <- diff(diag(dim(B)[2]), differences = 1) BB <- t(B) %*% B S <- as.matrix.ssc(BB + t(D) %*% D) if (!is.loaded(symbol.C("hattrace"))) { dyn.load(paste("hattrace", .Platform$dynlib.ext, sep = "")) } out <- 0 spur <- (.C("hattrace", as.double(as.vector(slot(S, "ra"))), as.integer(as.vector(slot(S, "ja") - 1)), as.integer(as.vector(slot(S, "ia") - 1)), as.integer(dim(S)[1]), as.double(as.vector(BB)), as.double(out), PACKAGE = "hattrace"))[[6]] Unfortunately, I get an R process segmentation fault although the C Code outputs the correct trace value to /tmp/hattrace.log which I checked by a equivalent R routine. Since this segmentation fault does not occur every time, I assume a pointer problem. Any help on how to solve it is greatly appreciated.
Is S positive definite? If so, it may be more effective to take the Cholesky decomposition of S and solve the system S^(1/2)X = B then take the sum of the squares of the elements of X. If you wish to provide me off-list with examples of the matrices S and B, I can check how best to do this with the Matrix package.