On the largest principal angle between random subspaces

DOI10.1016/J.LAA.2005.10.004MaRDI QIDQ819779zbMATH OpenOpenAlexFDO

Authors P.-A. Absil, Alan Edelman, Plamen Koev

Publication date 29 March 2006

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2005.10.004

zbMATH Keywords

gamma functionGrassmann manifoldhypergeometric functionrandom matriceshypergeometric function of matrix argumentlargest canonical anglelargest principal angleprojection 2-norm

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Random matrices (algebraic aspects) (15B52) Classical hypergeometric functions, ({}_2F_1) (33C05) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

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Cites work

• scientific article; zbMATH DE number 3886886 (Why is no real title available?)
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• Almost invariant submanifolds for compact group actions
• Newton's method on Riemannian manifolds: covariant alpha theory
• Normal Multivariate Analysis and the Orthogonal Group
• On principal angles between subspaces of Euclidean space
• Riemannian geometry of Grassmann manifolds with a view on algorithmic computation
• The Geometry of Algorithms with Orthogonality Constraints
• The efficient evaluation of the hypergeometric function of a matrix argument
• Unitarily Invariant Metrics on the Grassmann Space

Cited in

(21)

• A Geometric Newton Method for Oja's Vector Field
• Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence
• Sinusoidal order estimation using angles between subspaces
• Expected distances on manifolds of partially oriented flags
• Non-convex exact community recovery in stochastic block model
• Probabilistic Schubert calculus
• scientific article; zbMATH DE number 34431 (Why is no real title available?)
• Frequent directions: simple and deterministic matrix sketching
• On block coherence of frames
• A Grassmann manifold handbook: basic geometry and computational aspects
• A Blaschke-Petkantschin formula for linear and affine subspaces with application to intersection probabilities
• Grassmannian diffusion maps-based dimension reduction and classification for high-dimensional data
• The efficient evaluation of the hypergeometric function of a matrix argument
• Nearly optimal stochastic approximation for online principal subspace estimation
• Accurate and efficient evaluation of Schur and Jack functions
• Limit theorems for beta-Jacobi ensembles
• Generalized probabilistic principal component analysis of correlated data
• Schubert varieties and distances between subspaces of different dimensions
• Recovering sparse networks: basis adaptation and stability under extensions
• Approximation of Haar distributed matrices and limiting distributions of eigenvalues of Jacobi ensembles
• On principal angles between subspaces of Euclidean space

Describes a project that uses

Uses Software

• Matlab

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