The Efficient Generation of Random Orthogonal Matrices with an Application to Condition Estimators
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Publication:3886743
DOI10.1137/0717034zbMATH Open0443.65027OpenAlexW2086351984WikidataQ56115602 ScholiaQ56115602MaRDI QIDQ3886743FDOQ3886743
Authors: G. W. Stewart 
Publication date: 1980
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0717034
random matricesHaar distributionHouseholder transformationsgeneration of random orthogonal matricesestimating the condition number of a matrix
Random number generation in numerical analysis (65C10) Direct numerical methods for linear systems and matrix inversion (65F05) Random matrices (algebraic aspects) (15B52) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical computation of matrix norms, conditioning, scaling (65F35)
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