RandOrthMat

Generates a random orthogonal (real) square matrix of given size.

M = RANDORTHMAT(n)
Generates a random n x n orthogonal real matrix.

M = RANDORTHMAT(n,tol)
Explicitly specifies a thresh value that measures linear dependence of a newly formed column with the existing columns. Defaults to 1e-6.

The generated matrix distribution is now (as of Sept 06) uniform over the manifold O(n) w.r.t. the induced R^(n^2) Lebesgue measure. Thanks to Roger Stafford and his randsphere for the idea.