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7. Exponential of a Matrix, Polar Decomposition, and Classical Groups
                              122
                                         −1
                              Sp M ∪ Sp M
                                           ,wehave p(λ)=log λ. Such a polynomial exists, since the
                              numbers λ are real and positive.
                                         ∗
                                Let N = U DU be a unitary diagonalization of N.Then M =exp N =
                                                −1
                               ∗
                              U (exp D)U and M
                                                   =exp(−N)= U exp(−D)U. Hence, p(M)= N
                                                                  ∗
                                      −1
                                                                               −1
                                                                                  , and therefore
                              and p(M
                                        )= −N. However, M ∈ G implies MJ = JM
                                            −1
                              q(M)J = Jq(M
                                              ) for every q ∈ IR[X]. With q = p,we obtain NJ = −JN.
                                These two lemmas complete the proof of the theorem, since G∩H n is an
                              IR-vector space. The integer d mentionned in the theorem is its dimension.
                                We wish to warn the reader that neither G,nor H n is a CC-vector space.
                              We shall see examples in the next section that show that G∩ H n can be
                              naturally IR-isomorphic to a CC-vector space, which is a source of confusion.
                              One therefore must be cautious when computing d.
                                The reader eager to learn more about the theory of classical groups is
                                                                         e
                              advised to have a look at the book of R. Mneimn´ and F. Testard [28] or
                              the one by A. W. Knapp [24].
                              7.4 The Groups U(p, q)
                              Let us begin with the study of the maximal compact subgroup of U(p, q).
                              If M ∈ U(p, q) ∩ U n ,let us write M blockwise:

                                                             A   B
                                                      M =            ,
                                                             C   D
                              where A ∈ M p (CC), etc. The following equations express that M belongs
                              to U n :
                                                       ∗
                                            ∗
                                                                         ∗
                                                                                ∗
                                    A A + C C = I p ,  B B + D D = I q ,  A B + C D =0 pq .
                                     ∗
                                                              ∗
                              Similarly, writing that M ∈ U(p, q),
                                                                                ∗
                                                       ∗
                                                                         ∗
                                                              ∗
                                            ∗
                                     ∗
                                    A A − C C = I p ,  D D − B B = I q ,  A B − C D =0 pq .
                              Combining these equations, we obtain first C C =0 p and B B =0 q .For
                                                                                   ∗
                                                                     ∗
                                                n
                                                               2
                              every vector X ∈ CC ,we have  CX  = X C CX = 0; hence CX =0.
                                                                       ∗
                                                                     ∗
                                                               2
                              Finally, C = 0 and similarly B = 0. There remains A ∈ U p and D ∈ U q .
                              The maximal compact subgroup of U(p, q) is thus isomorphic (not only
                              homeomorphic) to U p × U q .
                                Furthermore, G∩ H n is the set of matrices

                                                             A   B
                                                      N =             ,
                                                             B  ∗  D
                              where A ∈ H p , D ∈ H q , which satisfy NJ + JN =0 n;thatis, A =0 p ,
                              D =0 q . Hence G∩ H n is isomorphic to M p×q (CC). One therefore has
                              d =2pq.
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