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The efficient generation of random orthogonal matrices with an application to condition estimators. (With mircofiche section). (English) Zbl 0443.65027


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)
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