Methods for generating random orthogonal matrices

MaRDI QIDQ4934374zbMATH OpenFDO

Authors A. Genz

Publication date 7 August 2000

zbMATH Keywords

\(n\)-dimensional integralsbutterfly matricescomplexityrandom orthogonal matricesspherically symmetric integration regions

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

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Cited in

(7)

• On spectral and numerical properties of random butterfly matrices
• Generation of Random Orthogonal Matrices
• Auto-regressive moving-average discrete-time dynamical systems and autocorrelation functions on real-valued Riemannian matrix manifolds
• Generating Correlation Matrices With Specified Eigenvalues Using the Method of Alternating Projections
• Efficient Identification of Butterfly Sparse Matrix Factorizations
• A unified approach to synchronization problems over subgroups of the orthogonal group
• Random orthogonal matrix simulation

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