Description Usage Arguments References Examples
Uniformly sample an orthornormal matrix from the collection of all possible orthonormal matrices of a certain size. The QR decomposition is used on a matrix containing Gaussian random numbers. The QR decomposition might not be the most efficient algorithm under some circumstances.
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nrow |
Integer giving the number of rows required. |
ncol |
Integer giving the number of columns required. |
sd |
The standard deviation passed to |
Stewart, G. W. (1980). The efficient generation of random orthogonal matrices with an application to condition estimators. SIAM Journal on Numerical Analysis, 17(3), 403-409.
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