Equivalency of simultaneously block diagonalizing two matrices and finding invariant subspaces
$begingroup$
@Victorliu specified in a comment for this question: "Block diagonalizing two matrices simultaneously is equivalent to finding invariant subspaces common to both matrices". There are two questions regarding this question:
- I am curious and want to know more in details about this equivalency. Is there any reference about this theorem/equivalency?
- There is a solution for this question by @JoonasIlmavirta, however, it is not that clear for finding such invariant subspaces. Would you please give more elaboration or give any reference about that.
- I am interested in reading papers (or any reference) about block diagonalization of a matrix in details. It would be great if you can suggest any reference.
Thanks.
linear-algebra vector-spaces linear-transformations numerical-linear-algebra
$endgroup$
add a comment |
$begingroup$
@Victorliu specified in a comment for this question: "Block diagonalizing two matrices simultaneously is equivalent to finding invariant subspaces common to both matrices". There are two questions regarding this question:
- I am curious and want to know more in details about this equivalency. Is there any reference about this theorem/equivalency?
- There is a solution for this question by @JoonasIlmavirta, however, it is not that clear for finding such invariant subspaces. Would you please give more elaboration or give any reference about that.
- I am interested in reading papers (or any reference) about block diagonalization of a matrix in details. It would be great if you can suggest any reference.
Thanks.
linear-algebra vector-spaces linear-transformations numerical-linear-algebra
$endgroup$
add a comment |
$begingroup$
@Victorliu specified in a comment for this question: "Block diagonalizing two matrices simultaneously is equivalent to finding invariant subspaces common to both matrices". There are two questions regarding this question:
- I am curious and want to know more in details about this equivalency. Is there any reference about this theorem/equivalency?
- There is a solution for this question by @JoonasIlmavirta, however, it is not that clear for finding such invariant subspaces. Would you please give more elaboration or give any reference about that.
- I am interested in reading papers (or any reference) about block diagonalization of a matrix in details. It would be great if you can suggest any reference.
Thanks.
linear-algebra vector-spaces linear-transformations numerical-linear-algebra
$endgroup$
@Victorliu specified in a comment for this question: "Block diagonalizing two matrices simultaneously is equivalent to finding invariant subspaces common to both matrices". There are two questions regarding this question:
- I am curious and want to know more in details about this equivalency. Is there any reference about this theorem/equivalency?
- There is a solution for this question by @JoonasIlmavirta, however, it is not that clear for finding such invariant subspaces. Would you please give more elaboration or give any reference about that.
- I am interested in reading papers (or any reference) about block diagonalization of a matrix in details. It would be great if you can suggest any reference.
Thanks.
linear-algebra vector-spaces linear-transformations numerical-linear-algebra
linear-algebra vector-spaces linear-transformations numerical-linear-algebra
edited Jan 7 at 2:47
Amin
asked Jan 7 at 2:25
AminAmin
1,3531719
1,3531719
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$begingroup$
I don't know of a reference, but here is a way to see the equivalence.
When you write a matrix in block form, you decompose the underlying space(s) as a direct sum.
You can also see writing a matrix in a given basis this way; the summands are one-dimensional, corresponding to the chosen basis vectors.
If the domain is $mathbb R^n=D_1oplus D_2oplusdotsoplus D_k$ and the target is $mathbb R^l=T_1oplusdotsoplus T_m$ (as direct sums of linearly independent subspaces), then an $ltimes n$ matrix $A$ can be written as a $mtimes k$ block matrix.
Since zero-dimensional spaces $D_i$ or $T_i$ should be excluded (they're just silly), we have $lgeq m$ and $ngeq k$ but there are no other constraints.
It makes sense to say that the matrix is $A$ block-diagonal if $k=m$ and all off-diagonal blocks are zero.
Observe that $k=m$ does not imply $n=l$.
Considering $A$ as a mapping $mathbb R^ntomathbb R^l$, this is the same as requiring that $A(D_i)subset T_i$ for all $i$.
If you had $A(D_i)notsubset T_i$, then $A(D_i)cap T_j$ would be non-zero for some $ineq j$, meaning that the block at $(j,i)$ is non-zero.
If you have a square matrix, it is often most convenient to choose $D_i=T_i$ for every $i$, and this is what is typically meant by a block matrix.
(Observe that if you change the basis of a matrix, you apply the same change on both sides of the matrix.)
In this block structure block-diagonality means that $A(D_i)subset D_i$, which means that the space $D_i$ is an invariant subspace for $A$.
That is, block-diagonialization amounts to finding subspaces $D_i$ so that the original space is the direct sum of them and $A(D_i)subset D_i$ for all $i$.
If you have two matrices that are simultaneously block-diagonal, they both have to satisfy the block-diagonal assumption in the same basis.
(Simultaneity means precisely that the same basis works for both.)
That is, two $ntimes n$ matrices $A$ and $B$ are simultaneously block-diagonalized by the subspaces $D_1oplusdots D_k$ if and only if all the spaces are invariant for both:
$A(D_i)subset D_i$ and $B(D_i)subset D_i$ for all $i$.
$endgroup$
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1 Answer
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$begingroup$
I don't know of a reference, but here is a way to see the equivalence.
When you write a matrix in block form, you decompose the underlying space(s) as a direct sum.
You can also see writing a matrix in a given basis this way; the summands are one-dimensional, corresponding to the chosen basis vectors.
If the domain is $mathbb R^n=D_1oplus D_2oplusdotsoplus D_k$ and the target is $mathbb R^l=T_1oplusdotsoplus T_m$ (as direct sums of linearly independent subspaces), then an $ltimes n$ matrix $A$ can be written as a $mtimes k$ block matrix.
Since zero-dimensional spaces $D_i$ or $T_i$ should be excluded (they're just silly), we have $lgeq m$ and $ngeq k$ but there are no other constraints.
It makes sense to say that the matrix is $A$ block-diagonal if $k=m$ and all off-diagonal blocks are zero.
Observe that $k=m$ does not imply $n=l$.
Considering $A$ as a mapping $mathbb R^ntomathbb R^l$, this is the same as requiring that $A(D_i)subset T_i$ for all $i$.
If you had $A(D_i)notsubset T_i$, then $A(D_i)cap T_j$ would be non-zero for some $ineq j$, meaning that the block at $(j,i)$ is non-zero.
If you have a square matrix, it is often most convenient to choose $D_i=T_i$ for every $i$, and this is what is typically meant by a block matrix.
(Observe that if you change the basis of a matrix, you apply the same change on both sides of the matrix.)
In this block structure block-diagonality means that $A(D_i)subset D_i$, which means that the space $D_i$ is an invariant subspace for $A$.
That is, block-diagonialization amounts to finding subspaces $D_i$ so that the original space is the direct sum of them and $A(D_i)subset D_i$ for all $i$.
If you have two matrices that are simultaneously block-diagonal, they both have to satisfy the block-diagonal assumption in the same basis.
(Simultaneity means precisely that the same basis works for both.)
That is, two $ntimes n$ matrices $A$ and $B$ are simultaneously block-diagonalized by the subspaces $D_1oplusdots D_k$ if and only if all the spaces are invariant for both:
$A(D_i)subset D_i$ and $B(D_i)subset D_i$ for all $i$.
$endgroup$
add a comment |
$begingroup$
I don't know of a reference, but here is a way to see the equivalence.
When you write a matrix in block form, you decompose the underlying space(s) as a direct sum.
You can also see writing a matrix in a given basis this way; the summands are one-dimensional, corresponding to the chosen basis vectors.
If the domain is $mathbb R^n=D_1oplus D_2oplusdotsoplus D_k$ and the target is $mathbb R^l=T_1oplusdotsoplus T_m$ (as direct sums of linearly independent subspaces), then an $ltimes n$ matrix $A$ can be written as a $mtimes k$ block matrix.
Since zero-dimensional spaces $D_i$ or $T_i$ should be excluded (they're just silly), we have $lgeq m$ and $ngeq k$ but there are no other constraints.
It makes sense to say that the matrix is $A$ block-diagonal if $k=m$ and all off-diagonal blocks are zero.
Observe that $k=m$ does not imply $n=l$.
Considering $A$ as a mapping $mathbb R^ntomathbb R^l$, this is the same as requiring that $A(D_i)subset T_i$ for all $i$.
If you had $A(D_i)notsubset T_i$, then $A(D_i)cap T_j$ would be non-zero for some $ineq j$, meaning that the block at $(j,i)$ is non-zero.
If you have a square matrix, it is often most convenient to choose $D_i=T_i$ for every $i$, and this is what is typically meant by a block matrix.
(Observe that if you change the basis of a matrix, you apply the same change on both sides of the matrix.)
In this block structure block-diagonality means that $A(D_i)subset D_i$, which means that the space $D_i$ is an invariant subspace for $A$.
That is, block-diagonialization amounts to finding subspaces $D_i$ so that the original space is the direct sum of them and $A(D_i)subset D_i$ for all $i$.
If you have two matrices that are simultaneously block-diagonal, they both have to satisfy the block-diagonal assumption in the same basis.
(Simultaneity means precisely that the same basis works for both.)
That is, two $ntimes n$ matrices $A$ and $B$ are simultaneously block-diagonalized by the subspaces $D_1oplusdots D_k$ if and only if all the spaces are invariant for both:
$A(D_i)subset D_i$ and $B(D_i)subset D_i$ for all $i$.
$endgroup$
add a comment |
$begingroup$
I don't know of a reference, but here is a way to see the equivalence.
When you write a matrix in block form, you decompose the underlying space(s) as a direct sum.
You can also see writing a matrix in a given basis this way; the summands are one-dimensional, corresponding to the chosen basis vectors.
If the domain is $mathbb R^n=D_1oplus D_2oplusdotsoplus D_k$ and the target is $mathbb R^l=T_1oplusdotsoplus T_m$ (as direct sums of linearly independent subspaces), then an $ltimes n$ matrix $A$ can be written as a $mtimes k$ block matrix.
Since zero-dimensional spaces $D_i$ or $T_i$ should be excluded (they're just silly), we have $lgeq m$ and $ngeq k$ but there are no other constraints.
It makes sense to say that the matrix is $A$ block-diagonal if $k=m$ and all off-diagonal blocks are zero.
Observe that $k=m$ does not imply $n=l$.
Considering $A$ as a mapping $mathbb R^ntomathbb R^l$, this is the same as requiring that $A(D_i)subset T_i$ for all $i$.
If you had $A(D_i)notsubset T_i$, then $A(D_i)cap T_j$ would be non-zero for some $ineq j$, meaning that the block at $(j,i)$ is non-zero.
If you have a square matrix, it is often most convenient to choose $D_i=T_i$ for every $i$, and this is what is typically meant by a block matrix.
(Observe that if you change the basis of a matrix, you apply the same change on both sides of the matrix.)
In this block structure block-diagonality means that $A(D_i)subset D_i$, which means that the space $D_i$ is an invariant subspace for $A$.
That is, block-diagonialization amounts to finding subspaces $D_i$ so that the original space is the direct sum of them and $A(D_i)subset D_i$ for all $i$.
If you have two matrices that are simultaneously block-diagonal, they both have to satisfy the block-diagonal assumption in the same basis.
(Simultaneity means precisely that the same basis works for both.)
That is, two $ntimes n$ matrices $A$ and $B$ are simultaneously block-diagonalized by the subspaces $D_1oplusdots D_k$ if and only if all the spaces are invariant for both:
$A(D_i)subset D_i$ and $B(D_i)subset D_i$ for all $i$.
$endgroup$
I don't know of a reference, but here is a way to see the equivalence.
When you write a matrix in block form, you decompose the underlying space(s) as a direct sum.
You can also see writing a matrix in a given basis this way; the summands are one-dimensional, corresponding to the chosen basis vectors.
If the domain is $mathbb R^n=D_1oplus D_2oplusdotsoplus D_k$ and the target is $mathbb R^l=T_1oplusdotsoplus T_m$ (as direct sums of linearly independent subspaces), then an $ltimes n$ matrix $A$ can be written as a $mtimes k$ block matrix.
Since zero-dimensional spaces $D_i$ or $T_i$ should be excluded (they're just silly), we have $lgeq m$ and $ngeq k$ but there are no other constraints.
It makes sense to say that the matrix is $A$ block-diagonal if $k=m$ and all off-diagonal blocks are zero.
Observe that $k=m$ does not imply $n=l$.
Considering $A$ as a mapping $mathbb R^ntomathbb R^l$, this is the same as requiring that $A(D_i)subset T_i$ for all $i$.
If you had $A(D_i)notsubset T_i$, then $A(D_i)cap T_j$ would be non-zero for some $ineq j$, meaning that the block at $(j,i)$ is non-zero.
If you have a square matrix, it is often most convenient to choose $D_i=T_i$ for every $i$, and this is what is typically meant by a block matrix.
(Observe that if you change the basis of a matrix, you apply the same change on both sides of the matrix.)
In this block structure block-diagonality means that $A(D_i)subset D_i$, which means that the space $D_i$ is an invariant subspace for $A$.
That is, block-diagonialization amounts to finding subspaces $D_i$ so that the original space is the direct sum of them and $A(D_i)subset D_i$ for all $i$.
If you have two matrices that are simultaneously block-diagonal, they both have to satisfy the block-diagonal assumption in the same basis.
(Simultaneity means precisely that the same basis works for both.)
That is, two $ntimes n$ matrices $A$ and $B$ are simultaneously block-diagonalized by the subspaces $D_1oplusdots D_k$ if and only if all the spaces are invariant for both:
$A(D_i)subset D_i$ and $B(D_i)subset D_i$ for all $i$.
answered Jan 7 at 10:20
Joonas IlmavirtaJoonas Ilmavirta
20.7k94282
20.7k94282
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