https://github.com/cran/pracma
Tip revision: 708a2ad382a163d1eef5af0665e3ae2aad200ced authored by HwB on 21 March 2013, 00:00:00 UTC
version 1.4.5
version 1.4.5
Tip revision: 708a2ad
rortho.R
##
## r o r t h o . R Generate Random Orthogonal Matrix
##
rortho <- function(n) {
stopifnot(is.numeric(n), length(n) == 1, floor(n) == ceiling(n), n >= 1)
if (n == 1) return(matrix(1, 1, 1))
H <- diag(1, n, n)
H[2:n, 2:n] <- H[2:n, 1 + sample.int(n-1,n-1)]
u0 <- runif(n)
u1 <- u0 + sqrt(sum(u0^2)) * c(1, rep(0, n-1))
u1 <- u1/sqrt(sum(u1^2))
Q <- diag(1, n, n) - 2 * as.matrix(u1) %*% t(u1)
return(Q)
}