Reducing subspace

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Short description: Concept in linear algebra

In linear algebra, a reducing subspace W of a linear map T:VV 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:VV represented under basis B by matrix Mr×r then M can be expressed as the sum

M=PWMPW+PWMPW

where PWr×r is the matrix of the orthogonal projection from V to W and PW=IPW is the matrix of the projection onto W.[1] (Here Ir×r is the identity matrix.)

Furthermore, V has an orthonormal basis B with a subset that is an orthonormal basis of W. If Qr×r is the transition matrix from B to B then with respect to B the matrix Q1MQ representing T is a block-diagonal matrix

Q1MQ=[A00B]

with Ad×d, where d=dimW, and B(rd)×(rd).

References

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