Hutch#: Optimal non-adaptive Frobenius norm estimation
The Girard--Hutchinson estimator provides an extremely simple randomized estimate of the Frobenius norm of a matrix $A$ that can only be accessed implicitly via matrix-vector products. In particular, if $\Omega$ is a random Gaussian matrix with $r = O(1/\varepsilon^2)$ columns, than $\frac{1}{r}\|A\Omega\|_F^2$ provide...