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June 1, 1980SIAM Journal on Numerical Analysis379 citations

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

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GSG. W. Stewart

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Abstract

This paper presents a method for generating pseudo-random orthogonal matrices from the Haar distribution for the group of orthogonal matrices. The random matrices are expressed as products of n - 1 Householder transformations, which can be computed in O (n²) time. The technique is used in an empirical study of two methods for estimating the condition number of a matrix.

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G. W. Stewart (1980) studied this question.

synapsesocial.com/papers/6a1d6cfbba65f5ee325e5e2bhttps://doi.org/10.1137/0717034
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