Algorithm AS 127: Generation of Random Orthogonal Matrices
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Publication:3871802
DOI10.2307/2346957zbMath0433.65006OpenAlexW2800491450MaRDI QIDQ3871802
Publication date: 1978
Published in: Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2346957
simulationMonte Carlo methodrandom matrixrandom number generatororthogonal matrixrandom orthogonal matriceshaar measure
Monte Carlo methods (65C05) Random matrices (algebraic aspects) (15B52) Random number generation in numerical analysis (65C10) Algorithms in computer science (68W99) Software, source code, etc. for problems pertaining to numerical analysis (65-04)
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