| randomOrthogonalMatrix {mclust} | R Documentation |
Generate a random orthogonal basis matrix of dimension (n x d) using the method in Heiberger (1978).
randomOrthogonalMatrix(n, d)
n |
the number of rows of the resulting orthogonal matrix. |
d |
the number of columns of the resulting orthogonal matrix. |
An orthogonal matrix of dimension n x d such that each column is orthogonal to the other and has unit lenght.
Heiberger R. (1978) Generation of random orthogonal matrices. Journal of the Royal Statistical Society. Series C (Applied Statistics), 27(2), 199-206.
B <- randomOrthogonalMatrix(10,3) zapsmall(crossprod(B))