RandOrthMat

Generates a random orthogonal (real) square matrix of given size.

Description

M = RANDORTHMAT(n)
Generates a random n x n orthogonal real matrix.

M = RANDORTHMAT(n,tol)
Explicitly specifies a thresh value that measures linear dependence of a newly formed column with the existing columns. Defaults to 1e-6.

The generated matrix distribution is now (as of Sept 06) uniform over the manifold O(n) w.r.t. the induced R^(n^2) Lebesgue measure. Thanks to Roger Stafford and his randsphere for the idea.

• MATLAB release: MATLAB 7.2 (R2006a)

[John D'Errico]

Its based on a reasonable choice of algorithm. I like that it has a default tolerance, and watches for problems in the matrix generation. Good help.

[Jesus Puente]

This is slower than generating a random nxn matrix, computing its qr decomposition and returning q

[dberm22]

Just what I was looking for! Thanks!