The Subgroup Algorithm for Generating Uniform Random Variables
- 1 January 1987
- journal article
- research article
- Published by Cambridge University Press (CUP) in Probability in the Engineering and Informational Sciences
- Vol. 1 (1) , 15-32
- https://doi.org/10.1017/s0269964800000255
Abstract
We suggest a simple algorithm for Monte Carlo generation of uniformly distributed variables on a compact group. Example include random permutations, Rubik's cube positions, orthogonal, unitary, and symplectic matrices, and elements ofGLnover a finite field. the algorithm reduces to the “standard” fast algorithm when there is one, but many new example are included.Keywords
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