R: Random orthogonal matrix

randomOrthogonalMatrix {mclust} | R Documentation

## Random orthogonal matrix

### Description

Generate a random orthogonal basis matrix of dimension (n x d) using the method in Heiberger (1978).

### Usage

    randomOrthogonalMatrix(n, d)

### Arguments

`n` | the number of rows of the resulting orthogonal matrix.
`d` | the number of columns of the resulting orthogonal matrix.

### Value

An orthogonal matrix of dimension n x d such that each column is orthogonal to the other and has unit lenght.

### References

Heiberger R. (1978) Generation of random orthogonal matrices. Journal of the Royal Statistical Society. Series C (Applied Statistics), 27(2), 199-206.

### See Also

`coordProj`

### Examples

    B <- randomOrthogonalMatrix(10,3)
    zapsmall(crossprod(B))

[Package mclust version 5.4.5 Index]