Timeline for Computing Haar measure of matrices sampled from SO(n)
Current License: CC BY-SA 4.0
8 events
when toggle format | what | by | license | comment | |
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Aug 20 at 19:01 | comment | added | Yaroslav Bulatov | BTW, you could sample from a density where eigenvalues are uniform on complex circle by sampling 2D rotations uniformly and using Jordan Normal form -- mathematica.stackexchange.com/a/306257/217 | |
Aug 19 at 17:46 | answer | added | Yaroslav Bulatov | timeline score: 1 | |
Apr 6 at 18:10 | comment | added | David Lehavi | It's probably better to sample matrices in $SO(n)$ by using the short exact sequence $SO(n-1)\to SO(n)\to S^n$, where points on $S^n$ are are normalized samples of a vector of random Gaussians. You need fewer random numbers this way, although you still need to perform some matrix multiplications. | |
Apr 6 at 15:55 | history | became hot network question | |||
Apr 6 at 10:44 | answer | added | Carlo Beenakker | timeline score: 12 | |
Apr 6 at 10:34 | comment | added | Carlo Beenakker | crossposted at math.stackexchange.com/q/4892310/87355 | |
S Apr 6 at 7:54 | review | First questions | |||
Apr 6 at 9:16 | |||||
S Apr 6 at 7:54 | history | asked | magnesium | CC BY-SA 4.0 |