How can I generate a random element of SU(n) or SO(n)?
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Anonymous
said...
equivalent to generating a random orthonormal basis of R^n. Generate any set of n vectors (linearly independent a.s) and use Gram-Schmidt to make them orthonormal. Uniform over O(n) by symmetry. If determinant is -1, negate a random basis element.
1 comment :
equivalent to generating a random orthonormal basis of R^n. Generate any set of n vectors (linearly independent a.s) and use Gram-Schmidt to make them orthonormal. Uniform over O(n) by symmetry. If determinant is -1, negate a random basis element.
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