TrSigB | R Documentation |
Hutchinson estimator of the trace
TrSigB(P, B, vh)
P |
Matrix of dimension nk by N_s found by |
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. |
a scalar estimate of the trace of Sigma %*% B
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