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Invariant Subspaces of Vector Spaces 📂Linear Algebra

Invariant Subspaces of Vector Spaces

Overview

Let β=v1,,vk\beta = v_{1}, \dots, v_{k} be the set of eigenvectors of the linear transformation T:VVT : V \to V. Then, it can be understood that TT maps spanβ\span{\beta} to spanβ\span{\beta}. A subspace that maps itself to itself in this manner is defined as an invariant subspace.

Definition1

Let VV be a vector space, and T:VVT : V \to V a linear transformation. A subspace WW is called an TT-invariant subspace if it satisfies the following condition:

T(W)W T(W) \subset W

In other words,

T(v)WvW T(v) \in W\quad \forall v \in W

WW is an TT-invariant subspace.

Description

For the linear transformation T:VVT : V \to V, the following are examples of TT-invariant subspaces:

  1. {0}\left\{ 0 \right\}
  2. VV
  3. Range R(T)R(T)
  4. Null space N(T)N(T)
  5. Eigenspace EλE_{\lambda}

1 and 2 are trivial. For any subset AVA \subset V, since T(A)R(T)T(A) \subset R(T), R(T)R(T) is TT-invariant. Because 0N(T)0 \in N(T), T(N(T))N(T)T(N(T)) \subset N(T). Since T(λx)=λ(λx)T(\lambda x) = \lambda (\lambda x), T(Eλ)EλT(E_{\lambda}) \subset E_{\lambda}.

If WW is an invariant subspace of T:VVT : V \to V, a restriction map TW:WWT|_{W} : W \to W can naturally be defined. In this case, TWT|_{W} inherits the properties of TT, and the following theorem shows one relationship between TT and TWT|_{W}. Simply put, the characteristic polynomial of TWT|_{W} is a factor of the characteristic polynomial of TT. The conclusion itself can also be obtained as a corollary of another theorem.

Theorem

Let VV be a dimension vector space of dimension nn, T:VVT : V \to V a linear transformation, and WW an TT-invariant. Then, the characteristic polynomial of TWT|_{W} divides the characteristic polynomial of TT.

Proof

Choose an ordered basis γ={v1,,vk}\gamma = \left\{ v_{1} ,\dots, v_{k} \right\} of WW. Then, extend it to an ordered basis β={v1,,vk,vk+1,,vn}\beta = \left\{ v_{1}, \dots, v_{k}, v_{k+1}, \dots, v_{n} \right\} of VV. Let them be A=[T]βA = \begin{bmatrix} T \end{bmatrix}_{\beta} and B1=[TW]γB_{1} = \begin{bmatrix} T|_{W} \end{bmatrix}_{\gamma}, respectively. Then, the matrix AA can be represented as the following block matrix.

A=[B1B2OB3] A = \begin{bmatrix} B_{1} & B_{2} \\ O & B_{3} \end{bmatrix}

Let f(t)f(t) be the characteristic polynomial of TT, and g(t)g(t) the characteristic polynomial of TWT|_{W}. Then, by the determinant formula for block matrices (where II is an identity matrix of appropriate dimension for matrix calculation), the following is obtained:

f(t)=det(AtI)=det[B1tIB2OB3tI]=g(t)det(B3tI) f(t) = \det(A-tI) = \det \begin{bmatrix} B_{1}-tI & B_{2} \\ O & B_{3}-tI \end{bmatrix} = g(t) \det(B_{3}-tI)

Therefore, g(t)g(t) divides f(t)f(t).

See Also


  1. Stephen H. Friedberg, Linear Algebra (4th Edition, 2002), p313-315 ↩︎