Some methods for generating both an NT-net and the uniform distribution on a Stiefel manifold and their applications

DOI10.1016/S0167-9473(96)00057-6zbMath0900.62262MaRDI QIDQ1391883

Kai-Tai Fang, Run-Ze Li

Publication date: 23 July 1998

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

Stiefel manifoldHouseholder transformGivens transformNumber-theoretic methodSpherical distributionTest of spherical symmetry

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Uses Software

• AS 127

Cites Work

• Relationships among classes of spherical matrix distributions
• A characterization of spherical distributions
• On methods for generating uniform random points on the surface of a sphere
• Extendibility of spherical matrix distributions
• Testing for ellipsoidal symmetry of a multivariate density
• Testing for spherical symmetry of a multivariate distribution
• Generation of Random Orthogonal Matrices
• Algorithm AS 127: Generation of Random Orthogonal Matrices
• The Efficient Generation of Random Orthogonal Matrices with an Application to Condition Estimators
• Applications of Number Theory to Numerical Analysis
• Convergence of stochastic processes
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