The Subgroup Algorithm for Generating Uniform Random Variables
Persi W. Diaconis, Mehrdad Shahshahani · Probability in the Engineering and Informational Sciences · 1987
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.