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 |
ir |
the second dimension |
Details
The Stiefel manifold with dimension and
(
) is a space whose points are
-frames in
.
A set of
orthonormal vectors in
is called an
-frame in
.
The Stiefel manifold is a collection of
full rank matrices
such that
.
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]