# estimate.trace

### Description

The estimate.trace function estimates the trace of the inverse of a possitive definite and symmetric matrix using the algorithm developed by Bai et al. (1996). It is specially useful when the matrix is huge.

### Usage

1 | ```
estimate.trace(A,tol=1E-6,samples=40,cores=1)
``` |

### Arguments

`A` |
(numeric), positive definite and symmetric matrix. |

`tol` |
numeric tolerance, a very small number useful for checking convergenge in the Bai's algorithm. |

`samples` |
integer, number of Monte Carlo replicates to estimate the trace of the inverse. |

`cores` |
Number of cpu cores to use for calculations (only availible in UNIX-like operating systems). |

### References

Bai, Z. J., M. Fahey and G. Golub (1996). "Some large-scale matrix computation problems."
*Journal of Computational and Applied Mathematics* 74(1-2): 71-89.

### Examples

1 2 3 4 5 6 7 8 9 10 11 12 |

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