random_ortho: Generate a list of orthogonal matrices drawn from Haar...

In dcgerard/tensr: Covariance Inference and Decompositions for Tensor Datasets

Generate a list of orthogonal matrices drawn from Haar distribution.

Description

Given a vector p, random_ortho will generate a list ortho_list such that ortho_list[[i]] is a matrix with row and column dimensions p[[i]] and is drawn from the uniform (Haar) distribution over the space of orthogonal matrices.

Usage

random_ortho(p)

Arguments

p	A vector of dimensions for the matrices.

Details

This function is primarily used by multiway_takemura in its averaging over uniformly minimum risk equivariant estimators under rotations of the data array.

Value

ortho_list A list of orthogonal matrices whose dimensions are given in p.

Author(s)

David Gerard.

See Also

multiway_takemura.

dcgerard/tensr documentation built on Oct. 4, 2022, 5:58 p.m.