estimate.trace | R Documentation |

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.

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

`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). |

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.

## Not run: library(brnn) data(Jersey) #Estimate the trace of the iverse of G matrix estimate.trace(G) #The TRUE value sum(diag(solve(G))) ## End(Not run)

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.