If not already implemented elsewhere, it may be worthwhile to write samplers for compact Lie groups, as presented in accessible form by Mezzadri (2007; p. 592) (arXiv preprint). The technique can also be used, e.g., to sample from a Grassmannian, as explained by Liu &al (2016).
If not already implemented elsewhere, it may be worthwhile to write samplers for compact Lie groups, as presented in accessible form by Mezzadri (2007; p. 592) (arXiv preprint). The technique can also be used, e.g., to sample from a Grassmannian, as explained by Liu &al (2016).