Algorithm AS 127: Generation of Random Orthogonal Matrices

DOI10.2307/2346957MaRDI QIDQ3871802zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

simulationrandom matrixMonte Carlo methodorthogonal matrixrandom orthogonal matricesrandom number generatorhaar measure

Mathematics Subject Classification ID

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
• Marginal likelihood for parallel series
• Data-based interval estimation of classification error rates
• 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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