title: Cosine Similarity of Eigen Vectors of two different matrices
body: <p>Is it a valid measure, to find the cosine similarity of the Eigen vectors of two very large matrices, to compare how similar they are?</p>
  
  <p>I have two very large matrices A and B. I found:</p>
  
  <p>-> Co-Variance matrices C<sub>A</sub> and C<sub>B</sub>,</p>
  
  <p>-> Top 20 Eigen vectors of C<sub>A</sub> and C<sub>B</sub>,</p>
  
  <p>-> Cosine Similarity between the top 20 Eigen vectors.</p>
  
  <p>Is it right to conclude, based on the cosine values, that the matrices A and B are similar/dissimilar?</p>