Invariant Subspace - Matrix Representation

Matrix Representation

Over a finite dimensional vector space every linear transformation T : VV can be represented by a matrix once a basis of V has been chosen.

Suppose now W is a T invariant subspace. Pick a basis C = {v1, ..., vk} of W and complete it to a basis B of V. Then, with respect to this basis, the matrix representation of T takes the form:

where the upper-left block T11 is the restriction of T to W.

In other words, given an invariant subspace W of T, V can be decomposed into the direct sum

Viewing T as an operator matrix


T = \begin{bmatrix} T_{11} & T_{12} \\ T_{21} & T_{22} \end{bmatrix} : \begin{matrix}W \\ \oplus \\ W' \end{matrix} \rightarrow \begin{matrix}W \\ \oplus \\ W' \end{matrix},

it is clear that T21: WW' must be zero.

Determining whether a given subspace W is invariant under T is ostensibly a problem of geometric nature. Matrix representation allows one to phrase this problem algebraically. The projection operator P onto W, is defined by P(w + w' ) = w, where wW and w'W' . The projection P has matrix representation


P = \begin{bmatrix} 1 & 0 \\ 0 & 0 \end{bmatrix} : \begin{matrix}W \\ \oplus \\ W' \end{matrix} \rightarrow \begin{matrix}W \\ \oplus \\ W' \end{matrix}.

A straightforward calculation shows that W = Ran P, the range of P, is invariant under T if and only of PTP = TP. In other words, a subspace W being an element of Lat(T) is equivalent to the corresponding projection satisfying the relation PTP = TP.

If P is a projection (i.e. P2 = P), so is 1 - P, where 1 is the identity operator. It follows from the above that TP = PT if and only if both Ran P and Ran (1 - P) are invariant under T. In that case, T has matrix representation


T = \begin{bmatrix} T_{11} & 0 \\ 0 & T_{22} \end{bmatrix} : \begin{matrix} \mbox{Ran}P \\ \oplus \\ \mbox{Ran}(1-P) \end{matrix} \rightarrow \begin{matrix} \mbox{Ran}P \\ \oplus \\ \mbox{Ran}(1-P) \end{matrix} \;.

Colloquially, a projection that commutes with T "diagonalizes" T.

Read more about this topic:  Invariant Subspace

Famous quotes containing the word matrix:

    “The matrix is God?”
    “In a manner of speaking, although it would be more accurate ... to say that the matrix has a God, since this being’s omniscience and omnipotence are assumed to be limited to the matrix.”
    “If it has limits, it isn’t omnipotent.”
    “Exactly.... Cyberspace exists, insofar as it can be said to exist, by virtue of human agency.”
    William Gibson (b. 1948)