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Generation of Random Orthogonal Matrices

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  • Richard M. Heiberger

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  • Richard M. Heiberger, 1978. "Generation of Random Orthogonal Matrices," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 27(2), pages 199-206, June.
    • Handle: RePEc:bla:jorssc:v:27:y:1978:i:2:p:199-206
    DOI: 10.2307/2346957
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    Cited by:

    1. W. J. Krzanowski, 2001. "Data-based interval estimation of classification error rates," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(5), pages 585-595.
    2. Pausinger, Florian, 2019. "Uniformly distributed sequences in the orthogonal group and on the Grassmannian manifold," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 160(C), pages 13-22.
    3. Kai-Tai Fang & Run-Ze Li, 1997. "Some methods for generating both an NT-net and the uniform distribution on a Stiefel manifold and their applications," Computational Statistics & Data Analysis, Elsevier, vol. 24(1), pages 29-46, March.

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