26 lines
646 B
R
26 lines
646 B
R
% Generated by roxygen2: do not edit by hand
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% Please edit documentation in R/RcppExports.R
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\name{rStiefel}
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\alias{rStiefel}
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\title{Random element from Stiefel Manifold `S(p, q)`.}
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\usage{
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rStiefel(p, q)
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}
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\arguments{
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\item{p}{Row dimension}
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\item{q}{Column dimension}
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}
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\value{
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Matrix of dim `(p, q)`.
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}
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\description{
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Draws an element of \eqn{S(p, q)} which is the Stiefel Manifold.
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This is done by taking the Q-component of the QR decomposition
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from a `(p, q)` Matrix with independent standart normal entries.
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As a semi-orthogonal Matrix the result `V` satisfies \eqn{V'V = I_q}.
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}
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\seealso{
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<https://en.wikipedia.org/wiki/Stiefel_manifold>
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}
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