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Angles between subspaces and their tangents
-
P. Zhu
and
A.V. Knyazev
Published/Copyright:
November 30, 2013
Abstract
- Principal angles between subspaces (PABS) (also called canonical angles) serve as a classical tool in mathematics, statistics, and applications, e.g., data mining. Traditionally, PABS are introduced via their cosines. The cosines and sines of PABS are commonly defined using the singular value decomposition. We utilize the same idea for the tangents, i.e., explicitly construct matrices, such that their singular values are equal to the tangents of PABS, using several approaches: orthonormal and non-orthonormal bases for subspaces, as well as projectors. Such a construction has applications, e.g., in analysis of convergence of subspace iterations for eigenvalue problems.
Published Online: 2013-11-30
Published in Print: 2013-11
© 2013 by Walter de Gruyter GmbH & Co.
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