hutchpp

trace.hutchpp(
    A,
    m=None,
    batch=32,
    mode='reduced',
    pdf='rademacher',
    seed=None,
    full=False,
)

Hutch++ estimator.

Parameters

Name	Type	Description	Default
A	Union[LinearOperator, np.ndarray]	Matrix or LinearOperator to estimate the trace of.	required
m	Optional[int]	number of matvecs to use. If not given, defaults to n // 3.	None
batch	int	currently unused.	32