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P. 137

7. Exponential of a Matrix, Polar Decomposition, and Classical Groups
                              120
                              7.3 Structure of Classical Groups
                              Proposition 7.3.1 Let G be a subgroup of GL n (CC). We assume that G
                                                          ∗
                              is stable under the map M  → M and that for every M ∈ G ∩ HPD n ,the
                                        √
                              square root  M is an element of G.Then G is stable under polar decompo-
                              sition. Furthermore, polar decomposition is a homeomorphism between G
                              and
                                                   (G ∩ U n ) × (G ∩ HPD n ).
                                This proposition applies in particular to subgroups of GL n (IR)that are
                              stable under transposition and under extraction of square roots in SPD n .
                              One has then
                                                  homeo
                                               G   ∼   (G ∩ O n) × (G ∩ SPD n ).
                                Proof
                                Let M ∈ G be given and let HQ be its polar decomposition. Since
                                                  2
                              MM ∈ G,we have H ∈ G,thatis, H ∈ G, by assumption. Finally, we
                                  ∗
                              have Q = H −1 M ∈ G. An application of Theorem 7.1.1 finishes the proof.
                                We apply this general result to the classical groups U(p, q), O(p, q)
                              (where n = p+q)and Sp m  (where n =2m). These are respectively the uni-
                                                                                          2
                                                              2
                                                                               2
                                                                        2
                              tary group of the Hermitian form |z 1 | +···+|z p| −|z p+1 | −···−|z n| ,the
                                                                 2
                                                                                         2
                                                                          2
                              orthogonal group of the quadratic form x + ···+ x − x 2 p+1  − ···−x ,and
                                                                          p
                                                                                         n
                                                                 1
                              the symplectic group. They are defined by G = {M ∈ M n (k)|M JM = J},
                                                                                    ∗
                              with k = CC for U(p, q), k = IR otherwise. The matrix J equals

                                                          I p  0 p×q
                                                                     ,
                                                         0 q×p  −I q
                              for U(p, q)and O(p, q), and

                                                          0 m  I m
                                                                     ,
                                                         −I m  0 m
                                                   2
                              for Sp . Ineachcase, J = ±I n .
                                   m
                                                                                       2
                              Proposition 7.3.2 Let J be a complex n × n matrix satisfying J = ±I n .
                              The subgroup G of M n (CC) defined by the equation M JM = J is invariant
                                                                           ∗
                              under polar decomposition. If M ∈ G,then | det M| =1.
                                Proof
                                The fact that G is a group is immediate. Let M ∈ G.Then det J =
                                                             2
                              det M det M det J;that is, | det M| =1. Furthermore, M JM(JM )=
                                                                                          ∗
                                                                                  ∗
                                   ∗
                               2
                                                ∗ 2
                                          ∗
                                  ∗
                              J M = ±M = M J . Simplifying by M J on the left, there remains
                                                                    ∗
                              MJM = J,that is, M ∈ G.
                                   ∗
                                                  ∗
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