num::rademacher_probe

Defined in header <stochastic/probe.hpp>

template <typename RNG = rng>
mat<real> rademacher_probe(idx n, idx probes, RNG &generator);  // (1)

mat<real> rademacher_probe(idx n, idx probes, unsigned seed);  // (2)

(1) An \(n \times p\) matrix of independent Rademacher (\(\pm 1\)) probes.

Column \(k\) is a probe vector \(z_k\) with \(E[z_k z_k^T] = I\), the input to Hutchinson-type estimators of \(\operatorname{tr}(A)\) and \(\operatorname{diag}(A)\).

(2) The same probe from a fixed seed.