subspacea - Angles between subspaces

版本 4.6 (11.9 KB) 作者: Andrew Knyazev
Angles between subspaces and canonical correlations in general scalar products.
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更新时间 2021/12/20

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subspacea(F,G,A) Finds all min(size(orth(F),2),size(orth(G),2)) principal angles between two subspaces spanned by the columns of matrices F and G in the A-based scalar product x'*A*y, where A is Hermitian and positive definite. COS of principal angles is called canonical correlations in statistics.
The input A can be provided as a matrix as well as a string of a function name, e.g., funcA giving the product funcA(X) = A*X.
[theta,U,V] = subspacea(F,G,A) also computes left and right principal (canonical) vectors - columns of U and V, respectively.
If F and G are vectors of unit length and A=I, the angle is ACOS(F'*G) in exact arithmetic. If A is not provided as a third argument, than A=I and the function gives the same largest angle as SUBSPACE.m by Andrew Knyazev. MATLAB's SUBSPACE.m function is still badly designed and fails to compute some angles accurately.
The algorithm is described in A. V. Knyazev and M. E. Argentati, Principal Angles between Subspaces in an A-Based Scalar Product: Algorithms and Perturbation Estimates. SIAM J. Scientific Computing, 23 (2002), no. 6, 2009-2041. http://dx.doi.org/10.1137/S1064827500377332

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Andrew Knyazev (2024). subspacea - Angles between subspaces (https://www.mathworks.com/matlabcentral/fileexchange/55-subspacea-angles-between-subspaces), MATLAB Central File Exchange. 检索时间: .

Knyazev, Andrew V., and Merico E. Argentati. “Principal Angles between Subspaces in an A-Based Scalar Product: Algorithms and Perturbation Estimates.” SIAM Journal on Scientific Computing, vol. 23, no. 6, Society for Industrial & Applied Mathematics (SIAM), Jan. 2002, pp. 2008–40, doi:10.1137/s1064827500377332.

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参考作品: subspace.m, ortha.m

启发作品: subspace.m

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版本 已发布 发行说明
4.6

Fix error handling, code beautification.
1.2

Updated description.
added a conversion to a toolbox
1.1.0.0

License update to free software (BSD). Comments update.

1.0.0.0

minor update for MATLAB R14