New answers tagged orthogonal-matrices
8
votes
Computing Haar measure of matrices sampled from SO(n)
Indeed, the distribution function of the eigenphases of a random matrix in $\operatorname{SO}(n)$ has a peak at 0 and at $\pm\pi$. It only becomes uniform for large $n$. The joint distribution ...
Top 50 recent answers are included
Related Tags
orthogonal-matrices × 105linear-algebra × 46
matrices × 42
matrix-analysis × 10
matrix-theory × 10
reference-request × 9
co.combinatorics × 9
orthogonal-groups × 9
dg.differential-geometry × 8
lie-groups × 8
gr.group-theory × 6
riemannian-geometry × 6
oc.optimization-and-control × 6
real-analysis × 5
nonlinear-optimization × 5
matrix-equations × 5
rt.representation-theory × 4
soft-question × 4
terminology × 4
random-matrices × 4
permutations × 4
orthogonal-polynomials × 4
matrix-inverse × 4
mg.metric-geometry × 3
lie-algebras × 3