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Probability in the Engineering and Informational Sciences, Vol. 1, No. 01. (1987), pp. 15-32, doi:10.1017/s0269964800000255 Key: citeulike:8129184
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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 of GLn over a finite field. the algorithm reduces to the âstandardâ fast algorithm when there is one, but many new example are included.
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