Orthogonal random matrix

Hi,
 
  I want to generate orthogonal random matrix in matlab.
How can I do it?
 
Cheers
ZAB Start a New Thread

Hello Zab,

You can try with "gallery" function to build test matrices. Check the full
function reference at:

http://www.mathworks.com/access/helpdesk/help/techdoc/index.html?/access/helpdesk/help/techdoc/ref/gallery.html

Regards,
Mercedes.

----- Original Message -----
From: "zulfiquar zab"
To:
Sent: Thursday, May 29, 2008 6:43 PM
Subject: [matlab] Orthogonal random matrix
> Hi,
>  
>   I want to generate orthogonal random matrix in matlab.
> How can I do it?
>  
> Cheers
> ZAB
> Start a New Thread

hi zab.
do u mean uncorrelated matrix?
if so. yo u can try

a = randn(n,1);
b = randn(n,1);
x = cov(a,b);
cov = x(1,2);
c = (a - mean(a)) / std(a);
e = b - cov * c;
f = (b - cov*a) / std(e);

good luck

kimbol
----- Original Message -----
From: zulfiquar zab
To: m...
Sent: Thursday, May 29, 2008 4:43 PM
Subject: [matlab] Orthogonal random matrix
Hi,

I want to generate orthogonal random matrix in matlab.

How can I do it?

Cheers

ZAB Start a New Thread