A comparison principle for functions of a uniformly random subspace

DOI10.1007/S00440-011-0360-9zbMATH Open1252.60013arXiv1102.0534OpenAlexW2122932035WikidataQ59750699 ScholiaQ59750699MaRDI QIDQ714948FDOQ714948

Authors: Joel A. Tropp 

Publication date: 12 October 2012

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

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.

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

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zbMATH Keywords

random matrixStiefel manifoldexpected normGaussian matrix

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

Cites Work

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Cited In (4)

• Randomized numerical linear algebra: Foundations and algorithms
• Title not available (Why is that?)
• Large deviation principles induced by the Stiefel manifold, and random multidimensional projections
• Low-rank matrix recovery via rank one tight frame measurements

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