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pytorch_group_sampler

PyTorch sampler for orthogonal and special orthogonal groups

This is meant to reproduce the functionality of scipy.stats.[ortho_group.rvs(), special_ortho_group.rvs()].

Useful for dimensions > 100s, in float32 on GPU. Can be ~25x faster for float32, 2x faster for float64. There is more error working in float32 than float64.

For dimensions not larger than a few 100, this will be slower.