randomOrthogonalMatrix.hh

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#ifndef NPSTAT_RANDOMORTHOGONALMATRIX_HH_
#define NPSTAT_RANDOMORTHOGONALMATRIX_HH_
 
/*!
// \file randomOrthogonalMatrix.hh
//
// \brief Generating random orthogonal matrices uniformly in the Haar measure
//
// Author: I. Volobouev
//
// February 2023
*/
 
#include "npstat/nm/Matrix.hh"
#include "npstat/rng/AbsRandomGenerator.hh"
 
namespace npstat {
    npstat::Matrix<double> randomOrthogonalMatrix(
        npstat::AbsRandomGenerator& g, unsigned dim);
}
 
#endif // NPSTAT_RANDOMORTHOGONALMATRIX_HH_