unit_trace_runif_single: Obtain one uniform draw from d times d Hpd matrices with unit trace
See Algorithm 2 in Mittelbach et al. (adjusted to complex case)
Description
Obtain one uniform draw from d times d Hpd matrices with unit trace
See Algorithm 2 in Mittelbach et al. (adjusted to complex case)
Usage
unit_trace_runif_single(d)