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Add citation for random.orthogonal.

Open carlosgmartin opened this issue 1 year ago • 2 comments

https://github.com/google/jax/pull/23207#discussion_r1731137697

carlosgmartin avatar Aug 26 '24 23:08 carlosgmartin

Just curious, why this reference and not e.g. one of the others from https://nhigham.com/2020/04/22/what-is-a-random-orthogonal-matrix/?

mattjj avatar Aug 26 '24 23:08 mattjj

Stewart (1980) and Anderson et al. (1987) use a different technique. Mezzadri (2007) is this reference. Higham (2002) and Edelman and Rao (2005) seem to be more general references on the subjects of numerical algorithms and random matrix theory, respectively.

carlosgmartin avatar Aug 26 '24 23:08 carlosgmartin

@dfm

carlosgmartin avatar Sep 04 '24 17:09 carlosgmartin