Generation of Random Orthogonal Matrices (Q3777300)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generation of Random Orthogonal Matrices |
scientific article |
Statements
Generation of Random Orthogonal Matrices (English)
0 references
1987
0 references
simulation
0 references
random normal numbers
0 references
random orthogonal matrices
0 references
Haar measure
0 references
orthogonal group
0 references
QR factorization
0 references
eigenvalue decomposition
0 references
singular value decomposition
0 references
Householder transformation
0 references
Givens transformations
0 references
chi-square random variables
0 references
beta densities
0 references
