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[Lapack] [Dongarra-local] similar lapack function

Hi Igor, 
The email was from me. I was trying to keep it high level enough for a bed time 
story.
 The purpose of the super high level description 
        to get "really random Q" take a "random" A and use DLARFP 
was to avoid the nightmares if at all possible ;). 
Cheers, 
Julien.

On Nov 9, 2011, at 12:45 PM, KIA wrote:

On 09.11.2011 19:20, Langou, Julien wrote:
...........

On Nov 8, 2011, at 9:14 AM, Mark Gates wrote:
...........

DLARFP was requested by Alan Edleman, reason: this is how you should 
construct "true" random orthogonal matrices:
take a random A, do a QR factorization, get the Q. That's a random 
orthogonal matrix.
...........
Really random?! Consistent with the Haar measure on the group of 
orthogonal matrices?!

(I supposed only one person could know the answer, that was Julie 
Chislenko from Bank of New York, but she's not available any more.)

Besides, what is "random A"?

Mark, please, can You provide a link for a proof or a discussion of this 
fact?

Sincerely Yours,

Igor Kondrashkin


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