Reducing subspace

From HandWiki
Short description: Concept in linear algebra

In linear algebra, a reducing subspace W of a linear map T:V→V from a Hilbert space V to itself is an invariant subspace of T whose orthogonal complement W⊥ is also an invariant subspace of T. That is, T(W)⊆W and T(W⊥)⊆W⊥. One says that the subspace W reduces the map T.

One says that a linear map is reducible if it has a nontrivial reducing subspace. Otherwise one says it is irreducible.

If V is of finite dimension r and W is a reducing subspace of the map T:V→V represented under basis B by matrix M∈ℝr×r then M can be expressed as the sum

M=PWMPW+PW⊥MPW⊥

where PW∈ℝr×r is the matrix of the orthogonal projection from V to W and PW⊥=I−PW is the matrix of the projection onto W⊥.[1] (Here I∈ℝr×r is the identity matrix.)

Furthermore, V has an orthonormal basis B′ with a subset that is an orthonormal basis of W. If Q∈ℝr×r is the transition matrix from B to B′ then with respect to B′ the matrix Q−1MQ representing T is a block-diagonal matrix

Q−1MQ=[A00B]

with A∈ℝd×d, where d=dim⁡W, and B∈ℝ(r−d)×(r−d).

References

  1. ↑ R. Dennis Cook (2018). An Introduction to Envelopes : Dimension Reduction for Efficient Estimation in Multivariate Statistics. Wiley. p. 7.