Page 264 - Matrix Analysis & Applied Linear Algebra
P. 264

4.9 Invariant Subspaces                                                            259
                   4.9 INVARIANT SUBSPACES


                                    For a linear operator T on a vector space V, and for X⊆ V,
                                                            T(X)= {T(x) | x ∈X}
                                    is the set of all possible images of vectors from X under the transformation T.
                                    Notice that T(V)= R (T). When X is a subspace of V, it follows that T(X)
                                    is also a subspace of V, but T(X) is usually not related to X. However, in
                                    some special cases it can happen that T(X) ⊆X, and such subspaces are the
                                    focus of this section.


                                                          Invariant Subspaces
                                       •   For a linear operator T on V, a subspace X⊆ V is said to be an
                                           invariant subspace under T whenever T(X) ⊆X.
                                       •   In such a situation, T can be considered as a linear operator on X
                                           by forgetting about everything else in V and restricting T to act
                                           only on vectors from X. Hereafter, this restricted operator will
                                           be denoted by T  .
                                                         /X


                   Example 4.9.1
                                    Problem: For
                                                                                            
                                                 4   4    4                2                  −1
                                         A =    −2  −2  −5   ,  x 1 =    −1   ,  and  x 2 =    2   ,
                                                 1   2    5                0                  −1
                                    show that the subspace X spanned by B = {x 1 , x 2 } is an invariant subspace
                                    under A. Then describe the restriction A  and determine the coordinate
                                                                           /X
                                    matrix of A   relative to B.
                                              /X
                                    Solution: Observe that Ax 1 =2x 1 ∈X and Ax 2 = x 1 +2x 2 ∈X, so the
                                    image of any x = αx 1 + βx 2 ∈X is back in X because

                                    Ax = A(αx 1 +βx 2 )= αAx 1 +βAx 2 =2αx 1 +β(x 1 +2x 2 )=(2α+β)x 1 +2βx 2 .
                                    This equation completely describes the action of A restricted to X, so
                                           A   (x)=(2α + β)x 1 +2βx 2  for each x = αx 1 + βx 2 ∈X.
                                             /X
                                    Since A  (x 1 )=2x 1 and A  (x 2 )= x 1 +2x 2 , we have
                                           /X                /X



                                                                                        21
                                              *    +      *       +    *       +
                                               A      =    A  (x 1 )    A   (x 2 )  =         .

                                                            /X           /X             02
                                                 /X B
                                                                   B            B
   259   260   261   262   263   264   265   266   267   268   269