#' Subspace distance #' #' @param A,B Basis matrices as representations of elements of the Grassmann #' manifold. #' @param is.ortho Boolean to specify if \eqn{A} and \eqn{B} are semi-orthogonal. #' If false, the projection matrices are computed as #' \deqn{P_A = A (A' A)^{-1} A'} #' otherwise just \eqn{P_A = A A'} since \eqn{A' A} is the identity. #' @param normalize Boolean to specify if the distance shall be normalized. #' Meaning, the maximal distance scaled to be \eqn{1} independent of dimensions. #' #' @seealso #' K. Ye and L.-H. Lim (2016) "Schubert varieties and distances between #' subspaces of different dimensions" #' #' @export dist.subspace <- function (A, B, is.ortho = FALSE, normalize = FALSE, tol = sqrt(.Machine$double.eps) ) { if (!is.matrix(A)) A <- as.matrix(A) if (!is.matrix(B)) B <- as.matrix(B) if (!is.ortho) { qrA <- qr(A, tol) if (qrA$rank < ncol(A)) { A <- qr.Q(qrA)[, abs(diag(qr.R(qrA))) > tol, drop = FALSE] } else { A <- qr.Q(qrA) } qrB <- qr(B, tol) if (qrB$rank < ncol(B)) { B <- qr.Q(qrB)[, abs(diag(qr.R(qrB))) > tol, drop = FALSE] } else { B <- qr.Q(qrB) } } PA <- tcrossprod(A, A) PB <- tcrossprod(B, B) if (normalize) { rankSum <- ncol(A) + ncol(B) c <- 1 / sqrt(max(1, min(rankSum, 2 * nrow(A) - rankSum))) } else { c <- sqrt(2) } c * norm(PA - PB, type = "F") }