Interesting point.  If you don't need to re-use the vector ever, then there
is no need to generate it coherently.

Unit Gaussian vector is an ambiguous term just the way you say, btw.  For
random projections using a vector
composed of random elements each independently drawn from a unit normal
distribution should be fine.  The
result will be approximately orthogonal and if you divide by the number of
elements, approximately orthornormal.
That is all that is required for the random projection work.

On Wed, Apr 6, 2011 at 1:33 PM, Dmitriy Lyubimov <[email protected]> wrote:

> Actually I ended up not to use even that i have an implementation. I
> am currently using just Random.nextGaussian since i needed to generate
> single Gaussian vectors and I meant to ask if that's the best way to
> do it.
>
> I had a version once that used conversion from uniformly generated
> murmur hash to gaussian similarly to what you discussed but again, I
> had doubts that's the way. What's the way?
>
> -D
>
> On Wed, Apr 6, 2011 at 1:02 AM, Ted Dunning <[email protected]> wrote:
> > The random matrix that dmitriy has uses MurmurHash based on the two
> indices
> > to create the random values.  They aren't cached since they are generated
> > fairly quickly.
> >
> > On Wed, Apr 6, 2011 at 12:36 AM, Sean Owen (JIRA) <[email protected]>
> wrote:
> >
> >>
> >>    [
> >>
> https://issues.apache.org/jira/browse/MAHOUT-550?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13016285#comment-13016285
> ]
> >>
> >> Sean Owen commented on MAHOUT-550:
> >> ----------------------------------
> >>
> >> Well it turns out MersenneTwisterRNG won't take a new seed, but it just
> >> means setSeed() in RandomWrapper needs to make a new RNG instead. I can
> add
> >> that, it's a detail.
> >>
> >> > Add RandomVector and RandomMatrix
> >> > ---------------------------------
> >> >
> >> >                 Key: MAHOUT-550
> >> >                 URL: https://issues.apache.org/jira/browse/MAHOUT-550
> >> >             Project: Mahout
> >> >          Issue Type: New Feature
> >> >          Components: Math
> >> >            Reporter: Lance Norskog
> >> >            Assignee: Sean Owen
> >> >         Attachments: MAHOUT-550.patch, MAHOUT-550.patch,
> >> RandomMatrix.patch
> >> >
> >> >
> >> > Add Vector and Matrix implementations that generate a unique and
> >> reproducible random number for each index.
> >>
> >> --
> >> This message is automatically generated by JIRA.
> >> For more information on JIRA, see:
> http://www.atlassian.com/software/jira
> >>
> >
>

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