Critical angles between two convex cones. I: General theory (Q286186)

This paper is the first part of a larger work, being dedicated to building a general theory of critical angles for a pair of closed convex cones. The main motivation for this theory comes from problems arising in regression analysis of cone-constrained data, other applications of the concept of critical (also called principal) angle between two linear subspaces being given in statistics, numerical linear algebra, and other areas. The paper is divided into seven sections, as follows. After the introductory one, duality issues are addressed in the second section, a simple link between the critical pairs of a pair of nontrivial convex cones and the ones of their duals being proven alongside with a boundary principle. Section 3 provides alternative characterizations of criticality and duality, while in the next one it is shown that the degree of pointedness of a pair of cones can be expressed as a function of their maximal angle, while their degree of reproducibility can be given as a function of the maximal angle between their dual cones. In the fifth section it is shown that when a suitable metric is considered, the maximal angle berween two cones behaves in a Lipschitz continuous manner with respect to perturbations in the considered cones. An analysis of critical angles for a pair of subspaces is the subject of the following section, an interesting result being that the concept of critical angle coincides with the classical concept of principal angle in this case. Then the authors investigate the critical angles for a pair of polyhedral cones. Some carefully choosen examples illustrate some of the theoretical results. The second part of this work [the authors, ibid. 24, No. 1, 66--87 (2016; Zbl 1341.52014)] focusses on the practical computation of the maximal / minimal angle between other specially structured cones.