Dear All,
I would like to ask a question on how to generate an orthogonal matrix with less computational complexity.

Basically I know two ways of getting an orthogonal matrix:
1. via the QR decomposition
2. via the SVD 
Both are essentially the same.

A friend of mine told me to use package Matrix, but I did not know where to start.

Question: 
However, is there a way to generate such a matrix without resorting to these methods of great computational costs, since I will have to generate very large dimensional orthogonal matrix and correlation matrix (say, dimension = 10^6)?
Please forgive me if  10^6 is not big enough.

Your help is greatly appreciated!
Regards,
-Chee

P.S. Thanks to Phil Spector and I got it!
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