GaussianOrthogonalMatrixDistribution

GaussianOrthogonalMatrixDistribution[σ, n] represents a Gaussian orthogonal matrix distribution with n×n dimensions and scale parameter σ.

GaussianOrthogonalMatrixDistribution[n] uses unit scale parameter.

Examples

Generate a random orthogonal matrix:

RandomVariate[GaussianOrthogonalMatrixDistribution[3]]

With scale parameter:

RandomVariate[GaussianOrthogonalMatrixDistribution[2, 4]]

Please visit the official Wolfram Language Reference for more details.