The Efficient Generation of Random Orthogonal Matrices with an Application to Condition Estimators
From MaRDI portal
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)
Cited in
(83)- Generating extreme-scale matrices with specified singular values or condition number
- Mixed-precision iterative refinement using tensor cores on GPUs to accelerate solution of linear systems
- Toward Single Particle Reconstruction without Particle Picking: Breaking the Detection Limit
- Matchgate shadows for fermionic quantum simulation
- An efficient algorithm for the minimal least squares solution of linear systems with indefinite symmetric matrices
- Growth Factors of Random Butterfly Matrices and the Stability of Avoiding Pivoting
- Exploiting the symmetry of \(\mathbb{Z}^n\): randomization and the automorphism problem
- Stochastic trust-region algorithm in random subspaces with convergence and expected complexity analyses
- Analysis of eigenvalue condition numbers for a class of randomized numerical methods for singular matrix pencils
- Quantum random state generation with predefined entanglement constraint
- Distribution of the number of pivots needed using Gaussian elimination with partial pivoting on random matrices
- Numerical computation of multivariate normal probabilities using bivariate conditioning
- Generating Correlation Matrices With Specified Eigenvalues Using the Method of Alternating Projections
- Constrained definite Hessians tend to be well conditioned
- Bayesian semiparametric multivariate density deconvolution via stochastic rotation of replicates
- Determinantal reinforcement learning with techniques to avoid poor local optima
- A unified performance analysis of likelihood-informed subspace methods
- Least-squares bilinear clustering of three-way data
- Random matrices generating large growth in LU factorization with pivoting
- Mesh adaptive direct search with simplicial Hessian update
- Marginal likelihood for parallel series
- Local Procrustes for manifold embedding: a measure of embedding quality and embedding algorithms
- A polynomial time constraint-reduced algorithm for semidefinite optimization problems
- A stochastic algorithm for high-dimensional integrals over unbounded regions with Gaussian weight
- On estimating the least singular value of a matrix
- An arithmetic for matrix pencils: theory and new algorithms
- Rotation-based multiple testing in the multivariate linear model
- Principal component analysis using frequency components of multivariate time series
- Sampling unitary ensembles
- Modified Cholesky algorithms: A catalog with new approaches
- A QR algorithm with variable iteration multiplicity
- Fully symmetric interpolatory rules for multiple integrals over hyper-spherical surfaces
- Mesh adaptive direct search with second directional derivative-based Hessian update
- Correlation matrices with average constraints
- Fast computation of robust subspace estimators
- Factor modeling of multivariate time series: a frequency components approach
- Methods and algorithms of solving spectral problems for polynomial and rational matrices
- On the weighting method for least squares problems with linear equality constraints
- Unsupervised streaming anomaly detection for instrumented infrastructure
- Random test problems and parallel methods for quadratic programs and quadratic stochastic programs∗
- On the distribution of order types
- How to pick a random integer matrix? (and other questions)
- Sampling the eigenvalues of random orthogonal and unitary matrices
- Computational complexity of a piecewise linear homotopy algorithm
- On spectral and numerical properties of random butterfly matrices
- Quantum circuits synthesis using Householder transformations
- Generating MCMC proposals by randomly rotating the regular simplex
- Block Modified Gram--Schmidt Algorithms and Their Analysis
- The singular value decomposition: anatomy of optimizing an algorithm for extreme scale
- Equivariant mappings: A new approach in stochastic simulations
- The Subgroup Algorithm for Generating Uniform Random Variables
- On iterative algorithms for the polar decomposition of a matrix and the matrix sign function
- Computation of generalized matrix functions with rational Krylov methods
- Numerical solution of linear least-squares problems with linear equality constraints
- Hurwitz and the origins of random matrix theory in mathematics
- A new method for simultaneous estimation of the factor model parameters, factor scores, and unique parts
- Report on test matrices for generalized inverses
- Fast linear algebra is stable
- An estimate for the spectral norm of the inverse of a matrix with the Gauss-Jordan algorithm
- A unified approach to synchronization problems over subgroups of the orthogonal group
- An efficient LDU algorithm for the minimal least squares solution of linear systems
- Zero-knowledge interactive proof systems for new lattice problems
- Hierarchical-block conditioning approximations for high-dimensional multivariate normal probabilities
- Uniformly distributed sequences in the orthogonal group and on the Grassmannian manifold
- Generating polycrystalline microstructures with prescribed tensorial texture coefficients
- Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron–Frobenius property
- The arithmetic mean preconditioner for multivector computers
- Primes in arithmetic progressions
- A modified projection algorithm for large strictly-convex quadratic programs
- Bivariate conditioning approximations for multivariate normal probabilities
- Quasi-stochastic integration filter for nonlinear estimation
- Numerical methods and questions in the organization of calculus. XII. Transl. from the Russian
- Evaluating nearly singular multinormal expectations with application to wave distributions
- Control design with hard/soft performance specifications: aQ-parameter randomization approach
- Effective population size in simple infectious disease models
- A topological view on the identification of structural vector autoregressions
- A class of methods for solving large, convex quadratic programs subject to box constraints
- Direct search methods on reductive homogeneous spaces
- Optimal low-rank approximations of Bayesian linear inverse problems
- The growth factor and efficiency of Gaussian elimination with rook pivoting
- Error analysis of an algorithm for equality-constrained quadratic programming problems
- A probabilistic framework for problems with real structured uncertainty in systems and control
- Some methods for generating both an NT-net and the uniform distribution on a Stiefel manifold and their applications
This page was built for publication: The Efficient Generation of Random Orthogonal Matrices with an Application to Condition Estimators
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3886743)
