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On stability of invariant subspaces of commuting matrices
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    On stability of invariant subspaces of commuting matrices (English)
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    15 May 2002
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    Given a \(k\)-tuple of commuting complex matrices \(\mathbf{A}=(A_1,A_2,\ldots,A_k)\) of size \(n\times n\), the stability of the invariant subspaces of that \(k\)-tuple is studied. A subspace \(F\) of \(\mathbb{C}^{n}\) is \(\mathbf{A}\)-invariant if \(A_iF\subset F\), for all \(i=1,2,\ldots,k\). A special class of invariant subspaces are considered, mainly the invariant subspaces of a root subspace. A \(k\)-tuple of complex numbers \(\mathbf{\lambda}=(\lambda_1,\lambda_2,\ldots,\lambda_k)\) is an eigenvalue of \(\mathbf{A}\) if \(\bigcap_{i=1}^{k}\ker(\lambda_iI-A_i)\neq \{0\}\). The root subspace of \(\mathbf{A}\) for \(\mathbf{\lambda}\) is defined as \(\bigcap_{j_1+\cdots+j_k=n}\ker \left[(\lambda_1I-A_1)^{j_1} \cdots (\lambda_kI-A_k)^{j_k}\right]\). The authors show that each root subspace is stable, i.e. if for every \(\epsilon >0\) there exists \(\delta >0\) such that if \(\mathbf{B}=(B_1,B_2,\ldots, B_k)\) is a \(k\)-tuple of commuting matrices with \(||A_i-B_i||<\delta\) for \(i=1,2,\ldots,k\), then there exists a \(\mathbf{B}\)-invariant subspace \(G\) such that the gap of those invariant subspaces is less than \(\epsilon\). In addition, for a nonderogatory eigenvalue \(\mathbf{\lambda}\), it is proved that each invariant subspace of a root subspace is stable. Following the definition of a root subspace of \(\mathbf{A}\), \(\mathbf{\lambda}\) is nonderogatory if the dimension of \(\bigcap_{i=1}^{k}\ker(\lambda_iI-A_i)^i\) is \(i\). Special results are obtained when working with only two commuting complex matrices. Although a pair of commuting matrices may have infinitely many invariant subspaces, it is proved that the subset of stable invariant subspaces is finite. Some open related questions for more than two matrices are given. At the end, the stability of invariant subspaces of an algebraic multiparameter eigenvalue problem is studied applying the first results.
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    commuting matrices
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    invariant subspaces
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    stability
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    multiparameter eigenvalue problem
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