Paper ID sheet
- TITLE: On the largest principal angle between random subspaces
- AUTHORS: P.-A. Absil, A. Edelman, P. Koev.
- 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 R^n chosen from the uniform
distribution on the Grassmann manifold (which is the unique distribution
invariant by orthogonal transformations of R^n).
The formulas involve the gamma function and the
hypergeometric function of a matrix argument.
- STATUS: Linear Algebra and its Applications, Volume 414, Issue 1,
1 April 2006, Pages 288-294.
(Technical Report FSU-CSIT-04-18.)
Files:
Bibtex citation:
@ARTICLE{AbsEdeKoe2006,
author = "Absil, P.-A. and Edelman, A. and Koev, P.",
title = "On the largest principal angle between random subspaces",
journal = "Linear Algebra Appl.",
fjournal = "Linear Algebra and its Applications",
volume = 414,
number = 1,
year = 2006,
pages = "288--294",
}
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