@jdelange wrote:
I am studying the easiest way to create (uniform) random filled orthogonal matrices. I think one way would be a A=QR-decomposition of a random filled matrix A, whereby Q would give me the orthogonal matrix. A different recipe is given here Orthogonal matrix where first a symmetric matrix B is created by multiplying a random matrix A with its transpose: B=A^TA, whereby the eigen vectors of B are linearly independent and all real values, and then a modal matrix is created by horizontally concatenating the eigen vectors. However, if the number of eigen vectors is less than the dimension, the matrix is defective. I haven't yet figured out if defective matrices can occur in this manner.
Are there better / faster ways to do this?
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