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OrthogonalMatrixGenerator

oxicuda_rand::matrix_gen

Struct OrthogonalMatrixGenerator 

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pub struct OrthogonalMatrixGenerator;
Expand description

Generates random orthogonal matrices uniformly distributed on O(n) according to the Haar measure.

The method is: generate a Gaussian random matrix, compute its QR decomposition via modified Gram-Schmidt, and return Q.

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impl OrthogonalMatrixGenerator

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pub fn generate(dim: usize, seed: u64) -> RandomMatrix

Generates a random dim x dim orthogonal matrix.

§Arguments
  • dim - Dimension of the square orthogonal matrix
  • seed - Random seed

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