The background of this question is how a random variable $X$ on the orthogonal group $O(n)$ whose distribution is the normalized Haar measure $\mu$, i.e., $\mu( O(n) ) = 1$, can be realized on a ...
My intuition is that the answer is yes: Let $G$ be the original group, and let $H$ be a subgroup of $G$. Let $\mu$ be a Haar measure on $G$ that is both right- and left-invariant. I think that if we ...
Hurwitz defined a decomposition of the Haar measure on $SO(n)$ based on Given's rotation. So by left multiplication of Givens rotation one can always bring an orthogonal matrix into the identity. The ...
In my research, I do need to know the Haar measure. I have spent some time on this subject, understanding theoretical part of the Haar measure, i.e existence and uniqueness, Haar measure on quotient. ...