Paper ID sheet UCL-INMA-2005.136

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 $\mathbb{R}^n$). The formulas involve the gamma function and the hypergeometric function of a matrix argument.

Key words

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Status

Linear Algebra and its Applications, Volume 414, Issue 1, 1 April 2006, Pages 288-294

Download

• Publisher's version: doi:10.1016/j.laa.2005.10.004
• Preprint

BibTeX entry

@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",
}