On principal angles between subspaces in \(\mathbb{R}^n\) (Q1188419)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On principal angles between subspaces in \(\mathbb{R}^n\) |
scientific article |
Statements
On principal angles between subspaces in \(\mathbb{R}^n\) (English)
0 references
13 August 1992
0 references
Principal angles were introduced by \textit{S. N. Afriat} [Proc. Camb. Philos. Soc. 53, 800--816 (1957)] in terms of their orthogonal and oblique projectors. An important application of principal angles in statistics is the canonical correlation theory of Hotelling [see \textit{C. Cohen} and the second author, Cah. Cent. Étud. Rech. Opér. 11, 121--132 (1969; Zbl 0186.52701)]. The authors discuss some relations between principal angles and the matrix volume defined by the second author [Linear Algebra Appl., 167, 87--111 (1992; Zbl 0762.15003)]. Principal angles allow them to ``equalize'' the Hadamard and Cauchy-Schwarz inequalities and also a determinantal inequality of \textit{R. C. Thompson} [Can. Math. Bull. 4, 57--62 (1961; Zbl 0104.01201)].
0 references
Hadamard inequality
0 references
principal vectors
0 references
singular values
0 references
principal angles
0 references
matrix volume
0 references
Cauchy-Schwarz inequalities
0 references
determinantal inequality
0 references