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Invariant subspace

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Invariant subspace

In mathematics, an invariant subspace of a linear mapping T : VV i.e. from some vector space V to itself, is a subspace W of V that is preserved by T. More generally, an invariant subspace for a collection of linear mappings is a subspace preserved by each mapping individually.

Consider a vector space and a linear map A subspace is called an invariant subspace for , or equivalently, T-invariant, if T transforms any vector back into W. In formulas, this can be writtenor

In this case, T restricts to an endomorphism of W:

The existence of an invariant subspace also has a matrix formulation. Pick a basis C for W and complete it to a basis B of V. With respect to B, the operator T has form for some T12 and T22, where here denotes the matrix of with respect to the basis C.

Any linear map admits the following invariant subspaces:

These are the improper and trivial invariant subspaces, respectively. Certain linear operators have no proper non-trivial invariant subspace: for instance, rotation of a two-dimensional real vector space. However, the axis of a rotation in three dimensions is always an invariant subspace.

If U is a 1-dimensional invariant subspace for operator T with vector vU, then the vectors v and Tv must be linearly dependent. Thus In fact, the scalar α does not depend on v.

The equation above formulates an eigenvalue problem. Any eigenvector for T spans a 1-dimensional invariant subspace, and vice-versa. In particular, a nonzero invariant vector (i.e. a fixed point of T) spans an invariant subspace of dimension 1.

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