Algorithm AS 127: Generation of Random Orthogonal Matrices (Q3871802)
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scientific article; zbMATH DE number 3675202
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| English | Algorithm AS 127: Generation of Random Orthogonal Matrices |
scientific article; zbMATH DE number 3675202 |
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Algorithm AS 127: Generation of Random Orthogonal Matrices (English)
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1978
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random orthogonal matrices
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haar measure
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Monte Carlo method
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orthogonal matrix
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random matrix
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random number generator
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simulation
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