Invariance

A possible relation between subspaces of a vector space and linear transformations A on that space is invariance. We say that is invariant under A , if x in implies that A x is in . (Observe that the implication relation is required in one direction only; we do not assume that every y in can be written in the form y = A x with x in ; we do not even assume that A x in implies x in . Presently we shall see examples in which the conditions we did not assume definitely fail to hold.) We know that a subspace of a vector space is itself a vector space; if we know that is invariant under A , we may ignore the fact that A is defined outside and we may consider A as a linear transformation defined on the vector space . Invariance is often considered for sets of linear transformations, as well as for a single one; is invariant under a set if it is invariant under each member of the set.

What can be said about the matrix of a linear transformation A on an n -dimensional vector space 𝒱 if we know that some is invariant under A ? In other words: is there a clever way of selecting a basis 𝒳 = { x 1 , , x n } in 𝒱 so that [ A ] = [ A ; 𝒳 ] will have some particularly simple form? The answer is in Section: Dimension of a subspace , Theorem 2; we may choose 𝒳 so that x 1 , , x m are in and x m + 1 , , x n are not. Let us express A x j in terms of x 1 , , x n . For m + 1 j n , there is not much we can say: A x j = i α i j x i . For 1 j m , however, x j is in , and therefore (since is invariant under A ) A x j is in . Consequently, in this case A x j is a linear combination of x 1 , , x m ; the α i j with m + 1 i n are zero. Hence the matrix [ A ] of A , in this coordinate system, will have the form [ A ] = [ [ A 1 ] [ B 0 ] [ 0 ] [ A 2 ] ] , where [ A 1 ] is the ( m -rowed) matrix of A considered as a linear transformation on the space (with respect to the coordinate system { x 1 , , x m } ), [ A 2 ] and [ B 0 ] are some arrays of scalars (in size ( n m ) by ( n m ) and m by ( n m ) respectively), and [ 0 ] denotes the rectangular ( ( n m ) by m ) array consisting of zeros only. (It is important to observe the unpleasant fact that [ B 0 ] need not be zero.)