Stewart, G. W. The efficient generation of random orthogonal matrices with an application to condition estimators. (With mircofiche section). (English) Zbl 0443.65027 SIAM J. Numer. Anal. 17, 403-409 (1980). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 64 Documents MathOverflow Questions: How to correctly generate uniformly distibuted random elements from SO(n)? Random matrices from QR MSC: 65F30 Other matrix algorithms (MSC2010) 65F20 Numerical solutions to overdetermined systems, pseudoinverses 65F35 Numerical computation of matrix norms, conditioning, scaling 65F05 Direct numerical methods for linear systems and matrix inversion 65C10 Random number generation in numerical analysis 15B52 Random matrices (algebraic aspects) Keywords:generation of random orthogonal matrices; Haar distribution; random matrices; Householder transformations; estimating the condition number of a matrix PDF BibTeX XML Cite \textit{G. W. Stewart}, SIAM J. Numer. Anal. 17, 403--409 (1980; Zbl 0443.65027) Full Text: DOI OpenURL