bundles / scipy 1.18.0 / scipy / sparse / linalg / _expm_multiply / traceest

function

`scipy.sparse.linalg._expm_multiply:traceest`

source: /scipy/sparse/linalg/_expm_multiply.py:45

Signature

def traceest(A, m3, seed = None)

Summary

Estimate np.trace(A) using 3*m3 matrix-vector products.

Extended Summary

The result is not deterministic.

Parameters

A : LinearOperator: Linear operator whose trace will be estimated. Has to be square.
m3 : int: Number of matrix-vector products divided by 3 used to estimate the trace.
seed : optional: Seed for numpy.random.default_rng. Can be provided to obtain deterministic results.

Returns

trace : LinearOperator.dtype: Estimate of the trace

Notes

This is the Hutch++ algorithm given in ^[1].

Aliases

scipy.sparse.linalg._expm_multiply.traceest