• Title of article

    On the largest principal angle between random subspaces

  • Author/Authors

    P.-A. Absil، نويسنده , , David A. Edelman، نويسنده , , P. Koev، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    7
  • From page
    288
  • To page
    294
  • Abstract
    Formulas are derived for the probability density function and the probability distribution function of the largest canonical angle between two p-dimensional subspaces of chosen from the uniform distribution on the Grassmann manifold (which is the unique distribution invariant by orthogonal transformations of ). The formulas involve the gamma function and the hypergeometric function of a matrix argument.
  • Keywords
    Largest canonical angle , Hypergeometric function of matrix argument , Gamma function , Random matrices , Largest principal angle , Grassmann manifold , Projection 2-norm
  • Journal title
    Linear Algebra and its Applications
  • Serial Year
    2006
  • Journal title
    Linear Algebra and its Applications
  • Record number

    825096