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10 hours ago · A linear function of a matrix M is a linear combination of its elements (with given coefficients), M ↦ tr(AM) where A is the matrix of the coefficients; see Trace (linear algebra)#Inner product. A random orthogonal matrix is said to be distributed uniformly, if its distribution is the normalized Haar measure on the orthogonal group O( n , R ) ; see Rotation matrix#Uniform random rotation matrices .
