Return a random orthogonal matrix, drawn from the O(N) Haar distribution (the only uniform distribution on O(N)).
The dim keyword specifies the dimension N.
This class is closely related to special_ortho_group.
Some care is taken to avoid numerical error, as per the paper by Mezzadri.
Dimension of matrices
An Orthogonal matrix (O(N)) random variable.
import numpy as np
from scipy.stats import ortho_group
x = ortho_group.rvs(3)
np.dot(x, x.T)
import scipy.linalg
np.fabs(scipy.linalg.det(x))
rv = ortho_group(5)
# Frozen object with the same methods but holding the
# dimension parameter fixed.
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