On the largest principal angle between random subspaces
نویسندگان
چکیده
Formulas are derived for the probability density function and the probability distribution function of the largest canonical angle between two p-dimensional subspaces of Rn chosen from the uniform distribution on the Grassmann manifold (which is the unique distribution invariant by orthogonal transformations of Rn). The formulas involve the gamma function and the hypergeometric function of a matrix argument. © 2005 Elsevier Inc. All rights reserved. AMS classification: 15A51; 15A52; 33C05; 33C45; 62H10
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