bootSVD (version 0.1)

genQ: Generate random orthonormal matrix

Description

genQ generates a square matrix of random normal noise, and then takes the QR decomposition to return Q, a random orthogonal square matrix.

Usage

genQ(n, lim_attempts = 200)

Arguments

n

the dimension of the desired random orthonormal matrix

lim_attempts

the random matrix of normal noise must be full rank to generate the appropriate QR decomposition. lim_attempts gives the maximum number of attempts for generating a full rank matrix of normal noise.

Value

• a random orthonormal ($n$ by $n$) matrix

Examples

A<-genQ(3)
round(crossprod(A),digits=10)