Factorization, invariant measure, and random selection of matrices in SU(n) and other groups (Q1075008)

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scientific article; zbMATH DE number 3949572
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    Factorization, invariant measure, and random selection of matrices in SU(n) and other groups
    scientific article; zbMATH DE number 3949572

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      Factorization, invariant measure, and random selection of matrices in SU(n) and other groups (English)
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      1985
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      The authors study the random generation of elements of the matrix groups SU(n), U(n), SO(n) and O(n). The involved parametrizations of the groups have an interpretation in terms of a factoring of the groups. The algorithms are described and special cases of n are considered in detail. References to applications in physics are given. There are used results of the same authors [Inf. Process. Lett. 21, 17-21 (1985; reviewed above)].
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      random matrix generation
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      matrix groups
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