The Subgroup Algorithm for Generating Uniform Random Variables

1987/01/01 by Persi Diaconis, Mehrdad Shahshahani · 5 citations
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Algorithms and Data Compression #Stochastic processes and statistical mechanics #Mathematics #Cube (algebra) #Simple (philosophy) #Algorithm #Monte Carlo method #Group (periodic table) #Unitary state #Combinatorics #Discrete mathematics #Statistics

paper · doi:10.1017/s0269964800000255

openalex publication_date 1987/01/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/06/11

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 of GL n over a finite field. the algorithm reduces to the “standard” fast algorithm when there is one, but many new example are included.

Citations

• The Efficient Generation of Random Orthogonal Matrices with an Application to Condition Estimators

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• Orthogonal matrix [wikipedia]