random unit vector in multi-dimensional space

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One simple trick is to select each dimension from a gaussian distribution, then normalize:

from random import gauss

def make_rand_vector(dims):
    vec = [gauss(0, 1) for i in range(dims)]
    mag = sum(x**2 for x in vec) ** .5
    return [x/mag for x in vec]

For example, if you want a 7-dimensional random vector, select 7 random values (from a Gaussian distribution with mean 0 and standard deviation 1). Then, compute the magnitude of the resulting vector using the Pythagorean formula (square each value, add the squares, and take the square root of the result). Finally, divide each value by the magnitude to obtain a normalized random vector.

If your number of dimensions is large then this has the strong benefit of always working immediately, while generating random vectors until you find one which happens to have magnitude less than one will cause your computer to simply hang at more than a dozen dimensions or so, because the probability of any of them qualifying becomes vanishingly small.

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