A comparison principle for functions of a uniformly random subspace

DOI10.1007/S00440-011-0360-9zbMATH Open1252.60013OpenAlexW2122932035WikidataQ59750699 ScholiaQ59750699MaRDI QIDQ714948FDOQ714948

Authors Joel A. Tropp

Publication date 12 October 2012

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1102.0534

zbMATH Keywords

random matrixStiefel manifoldexpected normGaussian matrix

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

Abstract: This note demonstrates that it is possible to bound the expectation of an arbitrary norm of a random matrix drawn from the Stiefel manifold in terms of the expected norm of a standard Gaussian matrix with the same dimensions. A related comparison holds for any convex function of a random matrix drawn from the Stiefel manifold. For certain norms, a reversed inequality is also valid.

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Cites work

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Cited in

(4)

• Large deviation principles induced by the Stiefel manifold, and random multidimensional projections
• scientific article; zbMATH DE number 29704 (Why is no real title available?)
• Randomized numerical linear algebra: Foundations and algorithms
• Low-rank matrix recovery via rank one tight frame measurements

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