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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 -...

...ere it is in the src/contrib/1.9.0/Other directory. It requires some of the packages that will appear in R-1.9.0. This version marks a major redesign of the Matrix package to use S4 classes and methods and to incorporate sparse matrix manipulations using routines from TAUCS (http://www.tau.ac.il/~stoledo/taucs/), Metis (http://www-users.cs.umn.edu/~karypis/metis/) and UMFPACK (http://www.cise.ufl.edu/research/sparse/umfpack). Although this package is very much a work in progress and the documentation is, shall we say, sketchy, there are two vignettes included with the package. One of these illust...