Some randomized algorithms, used to obtain a random $n^2 \times n^2$ Sudoku matrix, where $n$ is a natural number, is reviewed in this study. Below is described the set $Π_n$ of all $(2n) \times n$ matrices, consisting of elements of the set $\mathbb{Z}_n =\{ 1,2,\ldots ,n\}$, such that every row is a permutation. It is proved that such matrices would be particularly useful in developing efficient algorithms in generating Sudoku matrices. An algorithm to obtain random $Π_n$ matrices is presented in this paper. The algorithms are evaluated according to two criteria - probability evaluation, and time evaluation. This type of criteria is interesting from both theoretical and practical point of view because they are particularly useful in the analysis of computer programs.