metrics

submet

package to compute various distance metrics between subspaces

Distances Between Subspaces

I’m working with some multi-dimensional float-valued data – I’ll call a single instance of this data $X \in \mathbb{R}^{n \times k}$. I have multiple samples $X_{1}, X_{2}…X_{t}$, and want to compare these subspaces – namely, I want to compute the distance between pairs of subspaces.