rStiefel {CVE}R Documentation

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

Description

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

Usage

rStiefel(p, q)

Arguments

p

row dimension

q

col dimension

Value

p x q semi-orthogonal matrix.

Examples

 V <- rStiefel(6, 4)

[Package CVE version 0.2 Index]