THE EFFICIENT GENERATION OF RANDOM ORTHOGONAL MATRICES WITH AN APPLICATION TO CONDITION ESTIMATORS
THE EFFICIENT GENERATION OF RANDOM ORTHOGONAL MATRICES WITH AN APPLICATION TO CONDITION ESTIMATORS
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DOI：
10.1137/0717034
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发表时间：
1980-01-01
影响因子：
2.9
通讯作者：
STEWART, GW
中科院分区：
文献类型：
--
作者：
STEWART, GW
本文给出了一种由正交阵的Haar分布生成伪随机正交阵的方法。随机矩阵被表示为Household变换的乘积，该乘积可以及时计算。该技术被用于两种估计矩阵条件数的方法的实证研究中。
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 ofHouseholder transformations, which can be computed intime. The technique is used in an empirical study of two methods for estimating the condition number of a matrix.