gistfile1.txt

from pylab import *

from shogun.Mathematics import LogDetEstimator
from shogun.Mathematics import ProbingSampler
from shogun.Library import SerialComputationEngine
from shogun.Mathematics import LogRationalApproximationCGM
from shogun.Mathematics import RealSparseMatrixOperator
from shogun.Mathematics import LanczosEigenSolver
from shogun.Mathematics import CCGMShiftedFamilySolver
from shogun.Mathematics import Statistics

from scipy.sparse import csc_matrix
from scipy.sparse import spdiags


data=abs(randn(10))
matrix=spdiags(data, 0, 10, 10);
print matrix
op=RealSparseMatrixOperator(csc_matrix(matrix))
trace_sampler=ProbingSampler(op)

engine=SerialComputationEngine()
linear_solver=CCGMShiftedFamilySolver()
num_shifts=10
eigen_solver=LanczosEigenSolver(op)
op_func=LogRationalApproximationCGM(op, engine, eigen_solver, linear_solver, num_shifts)


log_det_estimator=LogDetEstimator(trace_sampler, op_func, engine)

print sum(log(data))
print Statistics.log_det(csc_matrix(matrix))
print mean(log_det_estimator.sample(10000))