Skip to main content

All Questions

Filter by
Sorted by
Tagged with
8 votes
2 answers
754 views

Computing Haar measure of matrices sampled from SO(n)

I am looking to sample uniform matrices from SO(n). I know that uniform matrices can be sampled from O(n) by taking the QR decomposition of Gaussian random square matrices and adjusting the sign of ...
magnesium's user avatar
  • 181