num::hutchinson_row_mean_square

Defined in header <stochastic/probe.hpp>

vec<real> hutchinson_row_mean_square(const mat<real> &probed);

Row-wise mean square of probed columns: the Hutchinson estimate.

If column \(k\) of probed is \(B z_k\) for Rademacher probes \(z_k\), entry \(j\) of the result estimates \((B B^T)_{jj}\).