Numerically Stable Generation of Correlation Matrices and Their Factors

Matrix Analysis for Statistics.

Karen Kafadar, James R. Schott · Journal of the American Statistical Association · 1997 · 939 citations

Natural Sciences, Mathematics, Statistical Modeling +10

Jacobi’s Method is More Accurate than QR

James Demmel, Krešimir Veselić · SIAM Journal on Matrix Analysis and Applications · 1992 · 395 citations

Computing, Computer Science, Algorithms +16

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

G. W. Stewart · SIAM Journal on Numerical Analysis · 1980 · 378 citations

Computing, Computer Science, Algorithms +8

Condition numbers and equilibration of matrices

A. van der Sluis · Numerische Mathematik · 1969 · 347 citations

Natural Sciences, Mathematics, Dynamical Systems +6

Generating Correlation Matrices

George Marsaglia, Ingram Olkin · SIAM Journal on Scientific and Statistical Computing · 1984 · 115 citations

Natural Sciences, Computer Science, Mathematics +14