Timeline for Is svd of a Gaussian iid matrix corresponds to Haar measure on the Stiefel manifold?
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
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| Jan 24, 2023 at 5:32 | comment | added | Student88 | Than you @CarloBeenakker . I can’t seem to find a reference that supports this, all the textbooks I find mentioned the QR decomposition. Do you maybe know one ? | |
| Jan 24, 2023 at 5:30 | vote | accept | Student88 | ||
| Jan 22, 2023 at 21:32 | comment | added | Carlo Beenakker | indeed, this non-uniqueness of the SVD can be remedied by multiplying $U$ from the right with a diagonal matrix of random phase factors $e^{i\phi_1},e^{i\phi_2},\ldots e^{i\phi_n}$. | |
| Jan 22, 2023 at 21:17 | comment | added | Dustin G. Mixon | I think more care is needed here. What if when we compute the SVD, we negate the the first column of U and V as needed so that the (1,1) entry of U is nonnegative? | |
| Jan 22, 2023 at 20:26 | history | answered | Carlo Beenakker | CC BY-SA 4.0 |