Section 4.9

Invariant Subspaces

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Problem 4.9.1

Let T\mathbf{T} be an arbitrary linear operator on a vector space V\mathcal{V}.

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(a)

Is the trivial subspace {0→}\left\{ \overrightarrow {0}\right\} invariant under T\mathbf{T}?

(b)

Is the entire space V\mathcal{V} invariant under T\mathbf{T}?

Problem 4.9.2

Describe all of the subspaces that are invariant under the identity operator I\mathbf{I} on a space V\mathcal{V}.

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Problem 4.9.3

Let T\mathbf{T} be the linear operator on R4\mathbb {R}^{4} defined by

T(x1,x2,x3,x4)=(x1+x2+2x3−x4,  x2+x4,  2x3−x4,  x3+x4), \mathbf{T}(x_1, x_2, x_3, x_4) = (x_1+x_2+2x_3-x_4, \; x_2+x_4, \; 2x_3-x_4, \; x_3+x_4),

and let X=span⁡{e→1,e→2}\mathcal{X} = \operatorname {span}\left\{ \overrightarrow {e}_1, \overrightarrow {e}_2\right\} be the subspace that is spanned by the first two unit vectors in R4\mathbb {R}^{4}.

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(a)

Explain why X\mathcal{X} is invariant under T\mathbf{T}.

(b)

Determine [T/X]{e→1,e→2}[\mathbf{T}_{/\mathcal{X}}]_{\left\{ \overrightarrow {e}_1, \overrightarrow {e}_2\right\} }.

(c)

Describe the structure of [T]B[\mathbf{T}]_{\mathcal{B}}, where B\mathcal{B} is any basis obtained from an extension of {e→1,e→2}\left\{ \overrightarrow {e}_1, \overrightarrow {e}_2\right\}.

Problem 4.9.4

Let T\mathbf{T} and Q\mathbf{Q} be the matrices

T=(−2−1−5−2−90−8−2231153−5−13−7)andQ=(100−1113−4−20103−1−43). \mathbf{T} = \begin{pmatrix} -2 & -1 & -5 & -2 \\ -9 & 0 & -8 & -2 \\ 2 & 3 & 11 & 5 \\ 3 & -5 & -13 & -7 \end{pmatrix} \quad \text{and} \quad \mathbf{Q} = \begin{pmatrix} 1 & 0 & 0 & -1 \\ 1 & 1 & 3 & -4 \\ -2 & 0 & 1 & 0 \\ 3 & -1 & -4 & 3 \end{pmatrix}.
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(a)

Explain why the columns of Q\mathbf{Q} are a basis for R4\mathbb {R}^{4}.

(b)

Verify that X=span⁡{Q∗1,Q∗2}\mathcal{X} = \operatorname {span}\left\{ \mathbf{Q}_{*1}, \mathbf{Q}_{*2}\right\} and Y=span⁡{Q∗3,Q∗4}\mathcal{Y} = \operatorname {span}\left\{ \mathbf{Q}_{*3}, \mathbf{Q}_{*4}\right\} are each invariant subspaces under T\mathbf{T}.

(c)

Describe the structure of Q−1TQ\mathbf{Q}^{-1}\mathbf{T}\mathbf{Q} without doing any computation.

(d)

Now compute the product Q−1TQ\mathbf{Q}^{-1}\mathbf{T}\mathbf{Q} to determine [T/X]{Q∗1,Q∗2}[\mathbf{T}_{/\mathcal{X}}]_{\left\{ \mathbf{Q}_{*1}, \mathbf{Q}_{*2}\right\} } and [T/Y]{Q∗3,Q∗4}[\mathbf{T}_{/\mathcal{Y}}]_{\left\{ \mathbf{Q}_{*3}, \mathbf{Q}_{*4}\right\} }.

Problem 4.9.5

Let T\mathbf{T} be a linear operator on a space V\mathcal{V}, and suppose that

B={u→1,…,u→r,  w→1,…,w→q} \mathcal{B} = \left\{ \overrightarrow {u}_1, \ldots , \overrightarrow {u}_r, \; \overrightarrow {w}_1, \ldots , \overrightarrow {w}_q\right\}

is a basis for V\mathcal{V} such that [T]B[\mathbf{T}]_{\mathcal{B}} has the block-diagonal form

[T]B=(Ar×r00Cq×q). [\mathbf{T}]_{\mathcal{B}} = \begin{pmatrix} \mathbf{A}_{r \times r} & \mathbf{0} \\ \mathbf{0} & \mathbf{C}_{q \times q} \end{pmatrix}.

Explain why U=span⁡{u→1,…,u→r}\mathcal{U} = \operatorname {span}\left\{ \overrightarrow {u}_1, \ldots , \overrightarrow {u}_r\right\} and W=span⁡{w→1,…,w→q}\mathcal{W} = \operatorname {span}\left\{ \overrightarrow {w}_1, \ldots , \overrightarrow {w}_q\right\} must each be invariant subspaces under T\mathbf{T}.

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Problem 4.9.6

If Tn×n\mathbf{T}_{n \times n} and Pn×n\mathbf{P}_{n \times n} are matrices such that

P−1TP=(Ar×r00Cq×q), \mathbf{P}^{-1}\mathbf{T}\mathbf{P} = \begin{pmatrix} \mathbf{A}_{r \times r} & \mathbf{0} \\ \mathbf{0} & \mathbf{C}_{q \times q} \end{pmatrix},

explain why U=span⁡{P∗1,…,P∗r}\mathcal{U} = \operatorname {span}\left\{ \mathbf{P}_{*1}, \ldots , \mathbf{P}_{*r}\right\} and W=span⁡{P∗r+1,…,P∗n}\mathcal{W} = \operatorname {span}\left\{ \mathbf{P}_{*r+1}, \ldots , \mathbf{P}_{*n}\right\} are each invariant subspaces under T\mathbf{T}.

Recall (Example 4.8.3): if T\mathbf{T} is regarded as the linear operator on Rn×1\mathbb {R}^{n \times 1} defined by matrix multiplication T(x→)=Tx→\mathbf{T}(\overrightarrow {x}) = \mathbf{T}\overrightarrow {x}, then with respect to the standard basis S\mathcal{S}, [T]S=T[\mathbf{T}]_{\mathcal{S}} = \mathbf{T}.

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Problem 4.9.7

If A\mathbf{A} is an n×nn \times n matrix and λ\lambda is a scalar such that (A−λI)(\mathbf{A} - \lambda \mathbf{I}) is singular (i.e., λ\lambda is an eigenvalue), explain why the associated space of eigenvectors N(A−λI)N(\mathbf{A} - \lambda \mathbf{I}) is an invariant subspace under A\mathbf{A}.

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Problem 4.9.8

Consider the matrix A=(−94−2411)\mathbf{A} = \begin{pmatrix} -9 & 4 \\ -24 & 11 \end{pmatrix}.

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(a)

Determine the eigenvalues of A\mathbf{A}.

(b)

Identify all subspaces of R2\mathbb {R}^{2} that are invariant under A\mathbf{A}.

(c)

Find a nonsingular matrix Q\mathbf{Q} such that Q−1AQ\mathbf{Q}^{-1}\mathbf{A}\mathbf{Q} is a diagonal matrix.