rStiefel {CVarE}R Documentation

Random sample from Stiefel manifold.

Description

Draws a random sample from the invariant measure on the Stiefel manifold S(p, q).

Usage

rStiefel(p, q)

Arguments

p

row dimension

q

col dimension

Value

A p x q semi-orthogonal matrix.

Examples

V <- rStiefel(6, 4)

[Package CVarE version 1.1 Index]