Angles between subspaces and their tangents

DOI10.1515/JNUM-2013-0013zbMATH Open1286.65052DBLPjournals/jnma/ZhuK13arXiv1209.0523OpenAlexW2149380762WikidataQ59695779 ScholiaQ59695779MaRDI QIDQ5747005FDOQ5747005

Authors: Peizhen Zhu, Andrew Knyazev 

Publication date: 11 February 2014

Published in: Journal of Numerical Mathematics (Search for Journal in Brave)

Abstract: Principal angles between subspaces (PABS) (also called canonical angles) serve as a classical tool in mathematics, statistics, and applications, e.g., data mining. Traditionally, PABS are introduced via their cosines. The cosines and sines of PABS are commonly defined using the singular value decomposition. We utilize the same idea for the tangents, i.e., explicitly construct matrices, such that their singular values are equal to the tangents of PABS, using several approaches: orthonormal and non-orthonormal bases for subspaces, as well as projectors. Such a construction has applications, e.g., in analysis of convergence of subspace iterations for eigenvalue problems.

Full work available at URL: https://arxiv.org/abs/1209.0523

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zbMATH Keywords

Moore-Penrose inversesingular valueprojectorQR decompositionprincipal anglescanonical angles

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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