a1 Department of Statistics Stanford University Stanford, California
a2 Jet Propulsion Laboratory California Institute of Technology Pasadena, California
We suggest a simple algorithm for Monte Carlo generation of uniformly distributed variables on a compact group. Example include random permutations, Rubik's cube positions, orthogonal, unitary, and symplectic matrices, and elements of GLn over a finite field. the algorithm reduces to the “standard” fast algorithm when there is one, but many new example are included.