Euclid: Fast two-point correlation function covariance through linear construction

Abstract

We present a method for fast evaluation of the covariance matrix for a two-point galaxy correlation function (2PCF) measured with the Landy- Szalay estimator. The standard way of evaluating the covariance matrix consists in running the estimator on a large number of mock catalogs, and evaluating their sample covariance. With large random catalog sizes (random-to-data objects'ratio M≫ 1) the computational cost of the standard method is dominated by that of counting the data-random and random-random pairs, while the uncertainty of the estimate is dominated by that of data-data pairs. We present a method called Linear Construction (LC), where the covariance is estimated for small random catalogs with a size of M = 1 and M = 2, and the covariance for arbitrary M is constructed as a linear combination of the two. We show that the LC covariance estimate is unbiased. We validated the method with PINOCCHIO simulations in the range r = 20-200 h-1 Mpc. With M = 50 and with 2 h-1 Mpc bins, the theoretical speedup of the method is a factor of 14. We discuss the impact on the precision matrix and parameter estimation, and present a formula for the covariance of covariance.