TrSigB: Hutchinson estimator of the trace

View source: R/EM_utils.R

TrSigBR Documentation

Hutchinson estimator of the trace

Description

Hutchinson estimator of the trace

Usage

TrSigB(P, B, vh)

Arguments

P

Matrix of dimension nk by N_s found by solve(Sig_inv,Vh)

B

Matrix of dimension nk by nk inside the desired trace product

vh

Matrix of dimension nk by N_s in which elements are -1 or 1 with equal probability.

Value

a scalar estimate of the trace of Sigma %*% B


BayesfMRI documentation built on April 4, 2025, 1:58 a.m.