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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
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Apr 6 at 9:16
S Apr 6 at 7:54 history asked magnesium CC BY-SA 4.0