Difference between revisions of "RandomUnitary"

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===Moments of the trace of an orthogonal matrix===
 
===Moments of the trace of an orthogonal matrix===
It was shown in [http://mathoverflow.net/questions/180110/moments-of-the-trace-of-orthogonal-matrices this MathOverflow thread] that if O is a random (according to Haar measure) 3-by-3 orthogonal matrix, then the expectation value of ${\mathrm Tr}(O)^{2k}$ for $k = 1, 2, 3, 4, \ldots$ is $1, 3, 15, 91, \ldots$ (sequence [https://oeis.org/A099251 A099251] in the OEIS). We can use the <tt>RandomUnitary</tt> function to reproduce these values approximately as follows:
+
It was shown in [http://mathoverflow.net/questions/180110/moments-of-the-trace-of-orthogonal-matrices this MathOverflow thread] that if O is a random (according to Haar measure) 3-by-3 orthogonal matrix, then the expectated value of ${\mathrm Tr}(O)^{2k}$ for $k = 1, 2, 3, 4, \ldots$ is $1, 3, 15, 91, \ldots$ (sequence [https://oeis.org/A099251 A099251] in the OEIS). We can use the <tt>RandomUnitary</tt> function to reproduce these values approximately as follows:
 
<pre>
 
<pre>
 
>> s = 10^5;
 
>> s = 10^5;
Line 66: Line 66:
 
     0.9997    2.9917  14.9298  90.4464
 
     0.9997    2.9917  14.9298  90.4464
 
</pre>
 
</pre>
 +
 
==Notes==
 
==Notes==
 
The random unitary matrix is generated by constructing a [[Ginibre ensemble]] of appropriate size, performing a [http://en.wikipedia.org/wiki/QR_decomposition QR decomposition] on that ensemble, and then multiplying the columns of the unitary matrix Q by the sign of the corresponding diagonal entries of R.<ref>Māris Ozols. ''[http://home.lu.lv/~sd20008/papers/essays/Random%20unitary%20%5Bpaper%5D.pdf How to generate a random unitary matrix]'', 2009.</ref>
 
The random unitary matrix is generated by constructing a [[Ginibre ensemble]] of appropriate size, performing a [http://en.wikipedia.org/wiki/QR_decomposition QR decomposition] on that ensemble, and then multiplying the columns of the unitary matrix Q by the sign of the corresponding diagonal entries of R.<ref>Māris Ozols. ''[http://home.lu.lv/~sd20008/papers/essays/Random%20unitary%20%5Bpaper%5D.pdf How to generate a random unitary matrix]'', 2009.</ref>

Revision as of 14:28, 10 September 2014

RandomUnitary
Generates a random unitary or orthogonal matrix

Other toolboxes required opt_args
Related functions RandomDensityMatrix
RandomStateVector
RandomSuperoperator

RandomUnitary is a function that generates a random unitary or orthogonal matrix, uniformly according to Haar measure.

Syntax

  • U = RandomUnitary(DIM)
  • U = RandomUnitary(DIM,RE)

Argument descriptions

  • DIM: The number of rows (or equivalently, columns) that U will have.
  • RE (optional, default 0): A flag (either 0 or 1) indicating that U should only have real entries (RE = 1) or that it is allowed to have complex entries (RE = 1). That is, if you set RE = 1 then U will be an orthogonal matrix, not just a unitary matrix.

Examples

A random qubit gate

To generate a random quantum gate that acts on qubits, you could use the following code:

>> RandomUnitary(2)

ans =

   0.2280 + 0.6126i  -0.2894 - 0.6993i
  -0.3147 + 0.6883i  -0.2501 + 0.6039i

A random orthogonal matrix

To generate a random orthogonal (rather than unitary) matrix, set RE = 1:

>> U = RandomUnitary(3,1)

U =

    0.9805   -0.1869   -0.0603
    0.1678    0.6381    0.7515
   -0.1020   -0.7470    0.6570

To verify that this matrix is indeed orthogonal, we multiply it by its transpose:

>> U'*U

ans =

    1.0000    0.0000    0.0000
    0.0000    1.0000    0.0000
    0.0000    0.0000    1.0000

Moments of the trace of an orthogonal matrix

It was shown in this MathOverflow thread that if O is a random (according to Haar measure) 3-by-3 orthogonal matrix, then the expectated value of ${\mathrm Tr}(O)^{2k}$ for $k = 1, 2, 3, 4, \ldots$ is $1, 3, 15, 91, \ldots$ (sequence A099251 in the OEIS). We can use the RandomUnitary function to reproduce these values approximately as follows:

>> s = 10^5;
   ct = zeros(1,4);
   for j = 1:s
      trO = trace(RandomUnitary(3,1))^2;
      ct = ct + trO.^(1:4);
   end
   ct/s

ans =

    0.9997    2.9917   14.9298   90.4464

Notes

The random unitary matrix is generated by constructing a Ginibre ensemble of appropriate size, performing a QR decomposition on that ensemble, and then multiplying the columns of the unitary matrix Q by the sign of the corresponding diagonal entries of R.[1]

References