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DOI 10.5286/raltr.2013006
Persistent URL http://purl.org/net/epubs/work/66272
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Record Id 66272
Title Tensor product of random orthogonal matrices
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Abstract In this short note, we introduce a class of orthogonal matrices of order n for which the matrix by vector product can be be computed in O(nlogn) instead of O(n^2). The matrices in this class form a proper Lie subgroup of the set of the orthogonal matrices random generated following the Haar's measure distribution. Given a vector that has the absolute values of its entries presenting large variations of magnitude, the product of a matrix in the subgroup by this vector will produce a new vector where the magnitude of the absolute values of the entries does not vary by a very large amount.
Organisation CSE-NAG , STFC , SCI-COMP
Keywords Random orthogonal matrices , SCI COM 2013-2014 , Gaussian factorization , Engineering
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Language English (EN)
Type Details URI(s) Local file(s) Year
Report RAL Technical Reports RAL-TR-2013-006. 2013. RAL-TR-2013-006.pdf 2013