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  • Search: subject:"Ledermann matrix"
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Computational efficiency 1 L matrices 1 Ledermann matrix 1 Random Orthogonal Matrix (ROM) 1 Rotation matrix 1 Simulation 1
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Free 1
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Book / Working Paper 1
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Undetermined 1
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Ledermann, Daniel 1
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Henley Business School, University of Reading 1
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ICMA Centre Discussion Papers in Finance 1
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RePEc 1
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ROM Simulation with Rotation Matrices
Ledermann, Daniel - Henley Business School, University of Reading - 2011
This paper explores the properties of random orthogonal matrix (ROM) simulation when the random matrix is drawn from the class of rotational matrices. We describe the characteristics of ROM simulated samples that are generated using random Hessenberg, Cayley and exponential matrices and compare...
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