Generate a random orthogonal basis matrix of dimension \((nrow x ncol)\) using
the method in Heiberger (1978).
Usage
randomOrthogonalMatrix(nrow, ncol, n = nrow, d = ncol, seed = NULL)
Arguments
nrow
the number of rows of the resulting orthogonal matrix.
ncol
the number of columns of the resulting orthogonal matrix.
n
deprecated. See nrow above.
d
deprecated. See ncol above.
seed
an optional integer argument to use in set.seed() for
reproducibility. By default the current seed will be used.
Reproducibility can also be achieved by calling set.seed()
before calling this function.
Value
An orthogonal matrix of dimension \(nrow x ncol\) such that each column is orthogonal to the other and has unit lenght. Because of the latter, it is also called orthonormal.
Details
The use of arguments n and d is deprecated and they will be removed in the future.
References
Heiberger R. (1978) Generation of random orthogonal matrices. Journal of the Royal Statistical Society. Series C (Applied Statistics), 27(2), 199-206.