Generation of Random Orthogonal Matrices
暂无分享,去创建一个
[1] J. Halton. A Retrospective and Prospective Survey of the Monte Carlo Method , 1970 .
[2] J. H. Wilkinson. The algebraic eigenvalue problem , 1966 .
[3] Alston S. Householder,et al. The Theory of Matrices in Numerical Analysis , 1964 .
[4] Heiberger M. Richard. Posterior moments of scalar functions of a covariance matrix , 1976 .