Some methods for generating both an NT-net and the uniform distribution on a Stiefel manifold and their applications

Kai Tai Fang, Run Ze Li

Research output: Contribution to journalArticle

10 Scopus citations

Abstract

We propose in this paper two methods for generating both an NT-net (see below) and the uniform distribution on a Stiefel manifold O(n,m), where O(n,m) ={H : H is an n×m matrix and H′H =Im}. One method is based on the Householder transform while another is based on the Givens transform. Some applications of these two algorithms are presented and some numerical comparisons among these methods are given also.

Original languageEnglish (US)
Pages (from-to)29-46
Number of pages18
JournalComputational Statistics and Data Analysis
Volume24
Issue number1
DOIs
StatePublished - Mar 6 1997

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Computational Mathematics
  • Computational Theory and Mathematics
  • Applied Mathematics

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