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BayesfMRI (version 0.3.11)

TrSigB: Hutchinson estimator of the trace

Description

Hutchinson estimator of the trace

Usage

TrSigB(P, B, vh)

Value

a scalar estimate of the trace of Sigma %*% B

Arguments

P

Matrix of dimension nk by N_s found by solve(Sig_inv,Vh)

B

Matrix of dimension nk by nk inside the desired trace product

vh

Matrix of dimension nk by N_s in which elements are -1 or 1 with equal probability.