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