Function reference
Lanczos
| lanczos | Lanczos method for symmetric tridiagonalization. |
| rayleigh_ritz | Rayleigh-Ritz approximations of the eigenvalues of A can be further obtained by diagonalizing T via any |
Integrate
| quadrature | Compute the Gaussian quadrature rule of a tridiagonal Jacobi matrix. |
Trace
| hutch | Estimates the trace of a symmetric A via the Girard-Hutchinson estimator. |
| hutchpp | Hutch++ estimator. |
| xtrace | Estimates the trace of A using the XTrace estimator. |
Diagonal
| diag | Estimates the diagonal of a symmetric A via the Girard-Hutchinson estimator. |
| xdiag | Estimates the diagonal of A using m / 2 matrix-vector multiplications. |
Operators
| MatrixFunction | Linear operator class for matrix functions. |
| Toeplitz | Matrix-free operator for representing Toeplitz or circulant matrices. |
| normalize_unit | Normalizes a linear operator to have its spectra contained in the interval [-1,1]. |
Random
| isotropic | Generates random vectors from a specified isotropic distribution. |
| symmetric | Generates a random symmetric matrix of size n with eigenvalues ew. |
| haar | Generates a random matrix with prescribed eigenvalues by sampling uniformly from the orthogonal group O(n). |
Estimators
| Estimator | Protocol for generic updateable estimator for sequences. |
| MeanEstimator | Sample mean estimator with stable covariance updating. |
| ControlVariableEstimator | |
| ConvergenceCriterion | Generic lazy-evaluated stopping criteria for sequences. |
| CountCriterion | Convergence criterion that returns TRUE when above a given count. |
| ToleranceCriterion | |
| ConfidenceCriterion | Parameterizes an expected value estimator that checks convergence of a sample mean within a confidence interval using the CLT. |
| KneeCriterion |
Stats
| Covariance | Updateable covariance matrix. |
| confidence_interval | Confidence intervals for the sample mean of a set of measurements. |