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Random unit vectors in R^{n}

tom> Hello: Can you tell me if there's a simple way to generate in
    tom> R random vectors on the unit sphere in R^{n}?  Additionally,
    tom> are there references for this question?  Thanks in advance.


I suspect that you can generate them in R^n and then scale?  (i.e. 
use (x/|x|) ).

best,
-tony