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  • Search: subject:"Random Orthogonal Matrix (ROM)"
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Year of publication
Subject
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Computational efficiency 2 Rotation matrix 2 Simulation 2 L matrices 1 L matrix 1 Ledermann matrix 1 Random Orthogonal Matrix (ROM) 1 Random orthogonal matrix (ROM) 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Language
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Undetermined 2
Author
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Ledermann, Daniel 2 Alexander, Carol 1
Institution
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Henley Business School, University of Reading 1
Published in...
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ICMA Centre Discussion Papers in Finance 1 Mathematics and Computers in Simulation (MATCOM) 1
Source
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RePEc 2
Showing 1 - 2 of 2
Cover Image
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 …
Persistent link: https://www.econbiz.de/10011206321
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Cover Image
Further properties of random orthogonal matrix simulation
Ledermann, Daniel; Alexander, Carol - In: Mathematics and Computers in Simulation (MATCOM) 83 (2012) C, pp. 56-79
Random orthogonal matrix (ROM) simulation is a very fast procedure for generating multivariate random samples that …
Persistent link: https://www.econbiz.de/10010870086
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