runif_sm {SMFilter}R Documentation

Sample from the uniform distribution on the Stiefel manifold.

Description

This function draws a sample from the uniform distribution on the Stiefel manifold.

Usage

runif_sm(num, ip, ir)

Arguments

num

number of observations or sample size.

ip

the first dimension pp of the matrix.

ir

the second dimension rr of the matrix.

Details

The Stiefel manifold with dimension pp and rr (prp \geq r) is a space whose points are rr-frames in RpR^p. A set of rr orthonormal vectors in RpR^p is called an rr-frame in RpR^p. The Stiefel manifold is a collection of p×rp \times r full rank matrices XX such that XX=IrX'X = I_r.

Value

an array with dimension num, ip and ir containing a sample of draws from the uniform distribution on the Stiefel manifold.

Author(s)

Yukai Yang, yukai.yang@statistik.uu.se

Examples


runif_sm(10,4,2)


[Package SMFilter version 1.0.3 Index]