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randPedPCA (version 1.0.1)

getNumVectorsHutchinson: Compute the number of vectors to use for Hutchinson trace estimation

Description

Follows Skorski, M. (2021). Modern Analysis of Hutchinson’s Trace Estimator. 2021 55th Annual Conference on Information Sciences and Systems (CISS), 1–5. https://doi.org/10.1109/CISS50987.2021.9400306

Usage

getNumVectorsHutchinson(e, d)

Value

a scalar

Arguments

e

A numeric denoting the relative error margin

d

A numeric. 1-d is the probability the the relative error is bounded by e.