The Efficient Generation of Random Orthogonal Matrices with an Application to Condition Estimators
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Publication:3886743
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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