期刊
LINEAR ALGEBRA AND ITS APPLICATIONS
卷 414, 期 1, 页码 288-294出版社
ELSEVIER SCIENCE INC
DOI: 10.1016/j.laa.2005.10.004
关键词
largest principal angled; largest canonical angle; projection 2-norm; Grassmann manifold; random matrices; gamma function; hypergeometric function of matrix argument
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.
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