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Hutchinson estimator of the trace
TrSigB(P, B, vh)
a scalar estimate of the trace of Sigma %*% B
Sigma %*% B
Matrix of dimension nk by N_s found by solve(Sig_inv,Vh)
solve(Sig_inv,Vh)
Matrix of dimension nk by nk inside the desired trace product
Matrix of dimension nk by N_s in which elements are -1 or 1 with equal probability.