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                                                            7.3. Structure of Classical Groups
                                                                                         −k
                                Observe that, since G is a group, M ∈ G implies (M ) J = JM
                                                                                            for
                                                                        ∗
                              every k ∈ IN. By linearity, it follows that p(M )J = Jp(M
                              every polynomial p ∈ IR[X].
                                Let us now assume that M ∈ G ∩ HPD n .We then have M =
                              U diag(d 1 ,... ,d n )U,where U is unitary and the d j ’s are positive real
                               ∗
                              numbers. Let A be the set formed by the numbers d j and 1/d j .There ex-
                              ists a polynomial p with real entries such that p(a)=  √ ∗ k  −1 )holds for
                                                                               a for every a ∈ A.
                                                   √                  √  −1
                              Then we have p(M)=     M and p(M −1 )=   M   .Since M = M,we
                                                                                    ∗
                                                               √        √    −1       √
                              have also p(M)J = Jp(M  −1 ); that is,  MJ = J M  . Hence  M ∈ G.
                              From Proposition 7.3.1, G is stable under polar decomposition.
                                The main result of this section is the following:
                              Theorem 7.3.1 Under the hypotheses of Proposition 7.3.2, the group G
                                                            d
                              is homeomorphic to (G ∩ U n ) × IR , for a suitable integer d.
                                Of course, if G = O(p, q)or Sp , the subgroup G∩U n can also be written
                                                          m
                              as G ∩ O n .We call G ∩ U n a maximal compact subgroup of G, because one
                              can prove that it is not a proper subgroup of a compact subgroup of G.
                              Another deep result, which is beyond the scope of this book, is that every
                              maximal compact subgroup of G is a conjugate of G ∩ U n .In the sequel,
                              when speaking about the maximal compact subgroup of G,weshall always
                              have in mind G ∩ U n .
                                Proof
                                The proof amounts to showing that G∩HPD n is homeomorphic to some
                                d
                              IR . To do this, we define
                                            G := {N ∈ M n (k)| exp tN ∈ G, ∀t ∈ IR}.
                              Lemma 7.3.1 The set G defined above satifies
                                                                ∗
                                              G = {N ∈ M n (k)|N J + JN =0 n}.
                              Proof
                                If N J + JN =0 n,let us set M(t)= exp tN.Then M(0) = I n and
                                    ∗
                                          d
                                                           ∗
                                                                 ∗
                                                ∗
                                           M(t) JM(t)= M (t)(N J + JN)M(t)=0 n ,
                                         dt
                              so that M(t) JM(t) ≡ J.Wethus have N ∈G.Conversely,, if M(t):=
                                         ∗
                                                                                 ∗
                              exp tN ∈ G for every t, then the derivative at t =0 of M (t)JM(t)= J
                                    ∗
                              gives N J + JN =0 n .
                              Lemma 7.3.2 The map exp : G∩H n → G∩HPD n is a homeomorphism.
                                Proof
                                We must show that exp : G∩ H n → G ∩ HPD n is onto. Let M ∈
                              G ∩ HPD n and let N be the Hermitian matrix such that exp N = M.
                              Let p ∈ IR[X] be a polynomial with real entries such that for every λ ∈
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