Algorithm AS 127: Generation of Random Orthogonal Matrices
DOI10.2307/2346957zbMATH Open0433.65006OpenAlexW2800491450MaRDI QIDQ3871802FDOQ3871802
Authors: Richard M Heiberger 
Publication date: 1978
Published in: Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2346957
simulationrandom matrixMonte Carlo methodorthogonal matrixrandom orthogonal matricesrandom number generatorhaar measure
Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Random matrices (algebraic aspects) (15B52) Software, source code, etc. for problems pertaining to numerical analysis (65-04) Algorithms in computer science (68W99)
Cited In (13)
- Generating Correlation Matrices With Specified Eigenvalues Using the Method of Alternating Projections
- The Subgroup Algorithm for Generating Uniform Random Variables
- Some methods for generating both an NT-net and the uniform distribution on a Stiefel manifold and their applications
- Data-based interval estimation of classification error rates
- Marginal likelihood for parallel series
- A comparison of biased regression estimators using a pitman nearness criterion
- Cross-validation methods in principal component analysis: a comparison
- On the distribution of order types
- Uniformly distributed sequences in the orthogonal group and on the Grassmannian manifold
- Choosing among imputation techniques for incomplete multivariate data: a simulation study
- Probabilistic-statistical programs from ``Applied Statistics
- Orthogonalization of multivariate location estimators: The orthomedian
- Algebraic varieties characterizing matroids and oriented matroids
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