From susanne.heim at stat.uni-muenchen.de  Fri Jun  3 20:07:46 2005
From: susanne.heim at stat.uni-muenchen.de (Susanne Heim)
Date: Fri Jun  3 20:08:10 2005
Subject: [Rd] using so-library involving Taucs
Message-ID: <42A09C72.5030701@stat.uni-muenchen.de>

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.

I am running R 2.0.0 on SuSE Linux.

Susanne Heim

-- 
Susanne Heim
Institute of Statistics, Ludwig-Maximilians-University
Ludwigstr.33/II, D-80539 Munich, Germany.
Phone: +49-89-2180-2226


[Rd] using so-library involving Taucs
Susanne Heim