ltsspca (version 0.1.0)

Angle: 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.

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.