Function reference

Trace

Functions for estimating the trace of matrices and matrix functions.

trace.hutch Estimates the trace of a symmetric A or matrix function f(A) via a Girard-Hutchinson estimator.
trace.xtrace

Operators

Matrix operators

operator.matrix_function Constructs a LinearOperator approximating the action of the matrix function fun(A).

Random

Randomized module

random.rademacher Generates random vectors from the rademacher distribution.
random.normal Generates random vectors from the standard normal distribution.

Diagonalize

Diagonalization methods

diagonalize.lanczos Lanczos method for matrix tridiagonalization.

Misc

Miscellenous functions

get_include Return the directory that contains the primate’s *.h header files.