function EstimateMoMDiagonal(A::Matrix{Float64},Algorithm::Symbol, StoppingCriterion::Symbol, distribution::Symbol, ngroups::Int, groupsize::Int, normalizationParam::Bool=true, parallelizationParam::Bool=false ;maxqueries::Int,O=nothing)

Function that computes a randomized estimate of the diagonal of a matrix using the median of means principle

Input:

• A: Matrix to estimate the diagonal of
• Algorithm: Choose which diagonal estimator is used, options are
  • :GirardHutchinson
  • :DiagPP
  • :NysDiagPP
  • :XDiag
  • :XNysDiag
  • :GirardHutchinsonShift
  • :RSVD
  • :AdaptiveDiagPP
• StoppingCriterion: How to terminate, possible options
  • queries: terminate when the maximum number of queries to A is reacher
    • maxqueries: maximum number of queries to A
  • Note potential further stopping criteria will be added in future versions
• distribution: Select the distribution from which the random vectors are drawn, inbuilt options are
  • :Rademacher
  • :Gaussion
  • :custom, in this case provide a matrix with the test vectors as columns
    • O: matrix with the test vectors as columns
• ngroups: Number of groups for the Median of Means estimator
• groupsize: Groupsize for the Median of Means estimator