randomOrthogonalMatrix: Random orthogonal matrix

In mclust: Gaussian Mixture Modelling for Model-Based Clustering, Classification, and Density Estimation

Random orthogonal matrix

Description

Generate a random orthogonal basis matrix of dimension (nrow x ncol) using the method in Heiberger (1978).

Usage

randomOrthogonalMatrix(nrow, ncol, n = nrow, d = ncol, seed = NULL)

Arguments

nrow	the number of rows of the resulting orthogonal matrix.
ncol	the number of columns of the resulting orthogonal matrix.
n	deprecated. See nrow above.
d	deprecated. See ncol above.
seed	an optional integer argument to use in set.seed() for reproducibility. By default the current seed will be used. Reproducibility can also be achieved by calling set.seed() before calling this function.

Details

The use of arguments n and d is deprecated and they will be removed in the future.

Value

An orthogonal matrix of dimension nrow x ncol such that each column is orthogonal to the other and has unit lenght. Because of the latter, it is also called orthonormal.

References

Heiberger R. (1978) Generation of random orthogonal matrices. Journal of the Royal Statistical Society. Series C (Applied Statistics), 27(2), 199-206.

See Also

coordProj

Examples

B <- randomOrthogonalMatrix(10,3)
zapsmall(crossprod(B))

mclust documentation built on Nov. 16, 2023, 5:10 p.m.