xtrace

trace.xtrace(
    A,
    batch=32,
    pdf='sphere',
    converge='default',
    seed=None,
    full=False,
    callback=None,
    **kwargs,
)

Estimates the trace of A using the XTrace estimator.

This function implements Epperly’s exchangeable ‘XTrace’ estimator.

Parameters

Name	Type	Description	Default
A	Union[LinearOperator, np.ndarray]	real symmetric matrix or linear operator.	required
batch	int	Number of random vectors to sample at a time for batched matrix multiplication.	32
pdf	Union[str, Callable]	Choice of zero-centered distribution to sample random vectors from.	'sphere'
converge	Union[str, ConvergenceCriterion]	Convergence criterion to test for estimator convergence. See details.	'default'
seed	Union[int, np.random.Generator, None]	Seed to initialize the rng entropy source. Set seed > -1 for reproducibility.	None
full	bool	Whether to return additional information about the computation.	False
callback	Optional[Callable]	Optional callable to execute after each batch of samples.	None
**kwargs	dict	Additional keyword arguments to parameterize the convergence criterion.	{}

Returns

Name	Type	Description
	Union[float, tuple]	Estimate the trace of A. If info = True, additional information about the computation is also returned.