TY - JOUR
T1 - Some methods for generating both an NT-net and the uniform distribution on a Stiefel manifold and their applications
AU - Fang, Kai Tai
AU - Li, Run Ze
N1 - Funding Information:
This work was partially supported by a Hong Kong UGC grant and Chinese Academy of Sciences.
Copyright:
Copyright 2020 Elsevier B.V., All rights reserved.
PY - 1997/3/6
Y1 - 1997/3/6
N2 - 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.
AB - 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.
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U2 - 10.1016/s0167-9473(96)00057-6
DO - 10.1016/s0167-9473(96)00057-6
M3 - Article
AN - SCOPUS:0031555842
SN - 0167-9473
VL - 24
SP - 29
EP - 46
JO - Computational Statistics and Data Analysis
JF - Computational Statistics and Data Analysis
IS - 1
ER -