JuliaMath / JuliaMath/RandomMatrices.jl
Clarify how to generate Haar matrices
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Beschreibung
Hi,
I saw in the code (`HaarMeasure.jl`) two methods to generate Haar matrices: `rand` and `randfast`. Can one savely use `fastrand`? Does it have some corrections as `rand`? Which?
Maybe one could add some documentation there.
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Rechercherichtung
Start in HaarMeasure.jl by reading the rand and randfast methods mentioned in the issue, and clarify which method the question calls “fastrand.” Document whether the faster method includes the same corrections as rand and explain the differences between the generation methods. Done means the usage and correction behavior are clear from the documentation.
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