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Linear Algebra




                    Notes          V a unique k-tuple ( ,...,  ) of vectors  in W  (by  =   + ... +  ) in such a way that we can carry
                                                   1   k          i   i       1      k
                                   out the linear operations in V by working in the individual subspaces W . The fact that each W  is
                                                                                            i                i
                                   invariant under T enables us to view the action of T as the independent action of the operators T
                                                                                                               i
                                   on the subspaces W . Our purpose is to study T by finding invariant direct-sum decompositions
                                                  i
                                   in which the T  are operators of an elementary nature.
                                              i
                                   Before looking at an example, let us note the matrix analogue of this situation. Suppose we select
                                   an ordered basis   for each W , and let it be the ordered basis for V consisting of the union of the
                                                 i         i
                                     arranged in the order  ,...,  , so that  is a basis for V. From our discussion concerning the
                                    i                   1   k
                                   matrix analogue for a single invariant subspace, it is easy to see that if A = [T]  and A  = [T ] , then
                                                                                                    i   i 
                                   A has the block form
                                                                    A 1  0    0 
                                                                     0  A    0  
                                                                A      2       
                                                                                                      ...(1)
                                                                               
                                                                     0  0     A k
                                   In (1), A  is a d  × d  matrix (d  = dim W ), and the 0’s are symbols for rectangular blocks of scalar
                                         i    i  i       i       i
                                   0’s of various sizes. It also seems appropriate to describe (1) by saying that A is the direct sum of
                                   the matrices A ,..., A .
                                              1    k
                                   Most often, we shall describe the subspace W  by means of the associated projections E  (Theorem
                                                                      i                               i
                                   1 of unit 16). Therefore, we need to be able to phrase the invariance of the subspaces W  in terms
                                                                                                        i
                                   of the E .
                                         i
                                   17.2 Some Theorems

                                   Theorem 1: Let T be a linear operator on the space V, and W ,..., W  and E ,..., E  be as in Theorem
                                                                                  1    k    1   k
                                   1 of unit 16. Then a necessary and sufficient condition that each subspace W  be invariant under
                                                                                               i
                                   T is that T commutes with each of the projections E , i.e.,
                                                                            i
                                              TE  = E T,  i = 1,..., k
                                                i  i
                                   Proof: Suppose T commutes with each E . Let  be in W . Then E  = , and
                                                                   i           j      j
                                                           T = T(E )
                                                                  j
                                                              = E (T)
                                                                 j
                                   which shows that T is in the range of E , i.e., that W  is invariant under T.
                                                                   j         j
                                   Assume now that each W  is invariant under T. We shall show that TE  = E T. Let  be any vector
                                                       i                                  j  j
                                   in V. Then
                                                             = E  + ... + E 
                                                                 1       k
                                                           T = TE  + ... + TE 
                                                                  1        k
                                   Since E  is in W , which is invariant under T, we must have T(E ) = E   for some vector  . Then
                                        i       i                                    i    i  i            i
                                                        E TE  = E E
                                                         j  i    j  i i
                                                                 0, if i   j
                                                              = 
                                                                 E   j  , if i   j
                                                                  j
                                   Thus
                                                         E T = E TE  + ... + E TE 
                                                           j     j  1      j  k
                                                              = E 
                                                                 j  j


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