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taucs_linsolve
2005 Jun 03
2
using so-library involving Taucs
...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/...