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Everything the deals with properties and definitions of Haar measure, as well as related fields when the question relies heavily on the notion of haar measure - group harmonic analysis, group ergodic theory etc.

8 votes
2 answers
680 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 th …