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arXiv · 1102.0534

A comparison principle for functions of a uniformly random subspace

Joel A. Tropp
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Abstract

This note demonstrates that it is possible to bound the expectation of an arbitrary norm of a random matrix drawn from the Stiefel manifold in terms of the expected norm of a standard Gaussian matrix with the same dimensions. A related comparison holds for any convex function of a random matrix drawn from the Stiefel manifold. For certain norms, a reversed inequality is also valid.

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BibTeXRIS

Joel A. Tropp. 2011-02-02. A comparison principle for functions of a uniformly random subspace. https://doi.org/10.1007/s00440-011-0360-9

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