Hi!

On 2012-07-02, Martin Albrecht <martinralbre...@googlemail.com> wrote:
> Shouldn't both give the same distribution mod p? Since every non-singular 
> matrix A has a LU decomposition we should be able to just sample L and U 
> separately to produce A?

Sorry for my ignorance, but is it really the case that an LU
decomposition exists for all invertible matrices? I thought there may
only be an LUP decomposition.

If I am not mistaken, the LU decomposition is unique if one requires
that L (or U) has only 1 on the diagonal. Because of the uniqueness, I'd
expect that putting 1 on the diagonal of L and choosing the entries of U
and the remaining of L randomly equally distributed yields a reasonable
distribution of invertible matrices.

However, if it is really the case that we must consider LUP
decompositions, then I am not totally convinced that a nicely distributed
random choice of a permutation matrix P on top of the choice of L and U as
above yields a nice distribution of invertible matrices.

Cheers,
Simon


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