Let $(X,\mathcal B,\mu)$ be a probability space, let $T:X\to X$ be an invertible ergodic measure-preserving map, and let $A:X\to GL(d,\mathbb R)$ be measurable with
\begin{align*}
\int_X \log^+\|A(x)\|\,d\mu(x)<\infty,
\end{align*}
and
\begin{align*}
\int_X \log^+\|A(x)^{-1}\|\,d\mu(x)<\infty.
\end{align*}
Then there exist [real numbers](/page/Real%20Numbers)
\begin{align*}
\lambda_1>\lambda_2>\cdots>\lambda_k
\end{align*}
and, for $\mu$-a.e. $x\in X$, a direct-sum decomposition
\begin{align*}
\mathbb R^d=E_1(x)\oplus\cdots\oplus E_k(x)
\end{align*}
such that $A(x)E_i(x)=E_i(Tx)$ and for every $v\in E_i(x)\setminus\{0\}$,
\begin{align*}
\lim_{n\to\pm\infty}\frac{1}{n}\log |A^n(x)v|=\lambda_i.
\end{align*}
For $n<0$, the convention is
\begin{align*}
A^n(x)=A^{-n}(T^n x)^{-1},
\end{align*}
so the negative iterates use the inverse cocycle along the backward orbit of the invertible base map, and the dimensions $m_i=\dim E_i(x)$ are constant for $\mu$-a.e. $x$.