We equip $\mathcal{M}_n(\mathbb{R})$ with its usual inner product defined by: $\forall (M_1, M_2) \in \mathcal{M}_n(\mathbb{R}), \langle M_1, M_2 \rangle = \operatorname{tr}({}^t M_1 M_2)$. We denote by $\mathcal{S}_{k+1}$ the restriction of $\mathcal{S}$ to $\Delta_{k+1}$ and $\mathcal{S}_k^*$ the restriction of $\mathcal{S}^*$ to $\Delta_k$. Verify that for all $X$ in $\Delta_{k+1}$ and $Y$ in $\Delta_k$, $\langle \mathcal{S}_{k+1} X, Y \rangle = \langle X, \mathcal{S}_k^* Y \rangle$. Deduce that $\ker(\mathcal{S}_k^*)$ and $\operatorname{Im}(\mathcal{S}_{k+1})$ are orthogonal complements in $\Delta_k$, that is $$\Delta_k = \ker(\mathcal{S}_k^*) \oplus^{\perp} \operatorname{Im}(\mathcal{S}_{k+1})$$
We equip $\mathcal{M}_n(\mathbb{R})$ with its usual inner product defined by: $\forall (M_1, M_2) \in \mathcal{M}_n(\mathbb{R}), \langle M_1, M_2 \rangle = \operatorname{tr}({}^t M_1 M_2)$. We denote by $\mathcal{S}_{k+1}$ the restriction of $\mathcal{S}$ to $\Delta_{k+1}$ and $\mathcal{S}_k^*$ the restriction of $\mathcal{S}^*$ to $\Delta_k$.
Verify that for all $X$ in $\Delta_{k+1}$ and $Y$ in $\Delta_k$, $\langle \mathcal{S}_{k+1} X, Y \rangle = \langle X, \mathcal{S}_k^* Y \rangle$. Deduce that $\ker(\mathcal{S}_k^*)$ and $\operatorname{Im}(\mathcal{S}_{k+1})$ are orthogonal complements in $\Delta_k$, that is
$$\Delta_k = \ker(\mathcal{S}_k^*) \oplus^{\perp} \operatorname{Im}(\mathcal{S}_{k+1})$$