On 6/3/05, Susanne Heim <[EMAIL PROTECTED]> 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
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 103 but S is sparse I would like to employ Taucs
linear solver ( http://www.tau.ac.il/~stoledo/taucs/ ) on
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
