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
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
Journal title :
Linear Algebra and its Applications