Let G be a finite group. Let
$H, K$
be subgroups of G and
$H \backslash G / K$
the double coset space. If Q is a probability on G which is constant on conjugacy classes (
$Q(s^{-1} t s) = Q(t)$
), then the random walk driven by Q on G projects to a Markov chain on
$H \backslash G /K$
. This allows analysis of the lumped chain using the representation theory of G. Examples include coagulation-fragmentation processes and natural Markov chains on contingency tables. Our main example projects the random transvections walk on
$GL_n(q)$
onto a Markov chain on
$S_n$
via the Bruhat decomposition. The chain on
$S_n$
has a Mallows stationary distribution and interesting mixing time behavior. The projection illuminates the combinatorics of Gaussian elimination. Along the way, we give a representation of the sum of transvections in the Hecke algebra of double cosets, which describes the Markov chain as a mixture of Metropolis chains. Some extensions and examples of double coset Markov chains with G a compact group are discussed.