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On the largest principal angle between random subspaces |
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| Authors: | P.-A. Absil A. Edelman |
| Affiliation: | a Département d’ingénierie mathématique, Université catholique de Louvain, 1348 Louvain-la-Neuve, Belgium b Peterhouse, University of Cambridge, Cambridge CB2 1RD, UK c Department of Mathematics, Massachusetts Institute of Technology, Cambridge, MA 02139, USA |
| 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 Rn chosen from the uniform distribution on the Grassmann manifold (which is the unique distribution invariant by orthogonal transformations of Rn). The formulas involve the gamma function and the hypergeometric function of a matrix argument. |
| Keywords: | 15A51 15A52 33C05 33C45 62H10 |
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