On the largest principal angle between random subspaces

DOI10.1016/j.laa.2005.10.004zbMath1090.15017OpenAlexW2152918935MaRDI QIDQ819779

Pierre-Antoine Absil, Plamen Koev, Alan Edelman

Publication date: 29 March 2006

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2005.10.004

zbMATH Keywords

gamma functionrandom matricesGrassmann manifoldhypergeometric functionhypergeometric function of matrix argumentlargest canonical anglelargest principal angleprojection 2-norm

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Random matrices (algebraic aspects) (15B52) Classical hypergeometric functions, ({}_2F_1) (33C05)

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Uses Software

• Matlab

Cites Work

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• The efficient evaluation of the hypergeometric function of a matrix argument
• Riemannian geometry of Grassmann manifolds with a view on algorithmic computation
• Almost invariant submanifolds for compact group actions
• On Principal Angles between Subspaces of Euclidean Space
• A Grassmann--Rayleigh Quotient Iteration for Computing Invariant Subspaces
• The Geometry of Algorithms with Orthogonality Constraints
• Newton's method on Riemannian manifolds: covariant alpha theory
• Unitarily Invariant Metrics on the Grassmann Space
• Normal Multivariate Analysis and the Orthogonal Group

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