How to create random orthonormal matrix in python numpy

Question

Is there a method that I can call to create a random orthonormal matrix in python? Possibly using numpy? Or is there a way to create a orthonormal matrix using multiple nump

Answer 1

An easy way to create any shape (n x m) orthogonal matrix:

import numpy as np

n, m = 3, 5

H = np.random.rand(n, m)
u, s, vh = np.linalg.svd(H, full_matrices=False)
mat = u @ vh

print(mat @ mat.T) # -> eye(n)

Note that if n > m, it would obtain mat.T @ mat = eye(m).