Angle {ltsspca}

Standardized last principal angle

Description

Standardised last principal angle between the subspaces generated by the columns of A and B.

Usage

Angle(A, B)

Arguments

A

numerical matrix of size p by k

B

numerical matrix of size q by l

Value

Standardised last principal angle between A and B.

Author(s)

Tom Reynkens

References

Bjorck, A. and Golub, G. H. (1973), “Numerical Methods for Computing Angles Between Linear Subspaces,” Mathematics of Computation, 27, 579–594.

Hubert, M., Rousseeuw, P. J., and Vanden Branden, K. (2005), “ROBPCA: A New Approach to Robust Principal Component Analysis,” Technometrics, 47, 64–79.

Hubert, M., Reynkens, T., Schmitt, E. and Verdonck, T. (2016), “Sparse PCA for High-Dimensional Data With Outliers,” Technometrics, 58, 424–434.