Householder Dice: A Matrix-Free Algorithm for Simulating Dynamics on Gaussian and Random Orthogonal Ensembles

DOI10.1109/TIT.2021.3114351zbMath1492.37057arXiv2101.07464OpenAlexW3200233003MaRDI QIDQ5030257

Yue M. Lu

Publication date: 17 February 2022

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.07464

zbMATH Keywords

rotational invariancerandom matrix ensemblessimulation of dynamicsHouseholder dice

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52) Generation, random and stochastic difference and differential equations (37H10) Simulation of dynamical systems (37M05) General theory of random and stochastic dynamical systems (37H05) Random iteration (37H12)

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