2006 • Journal Article
On the largest principal angle between random subspaces
Authors:
Absil, Pierre-Antoine ,
Edelman, A,
Koev, P
Published in:
Linear Algebra and Its Applications
Volume: 414 • Number: 1 • Pages: 288-294
Formulas are derived for the probability density function and the probability distribution function of the largest canonical angle between two p-dirnensional subspaces of R-n chosen from the uniform distribution on the Grassmann manifold (which is the unique distribution invariant by orthogonal transformations of R-n). The formulas involve the gamma function and the hypergeometric function of a matrix argument. (c) 2005 Elsevier Inc. All rights reserved.