Page 141 - Matrices theory and applications
P. 141

7. Exponential of a Matrix, Polar Decomposition, and Classical Groups
                              124
                              Lemma 7.5.1 Given M ∈ O n ,there exists Q ∈ O n such that the matrix
                               −1
                              Q
                                 MQ has the form
                                                   
                                                      (·)
                                                           0
                                                                    0
                                                          .
                                                               .
                                                               .
                                                           .
                                                                    . 
                                                   
                                                                    .
                                                      0
                                                                    . 
                                                   
                                                                      
                                                    .
                                                   
                                                               .
                                                          .
                                                           .
                                                    .
                                                               .
                                                                      
                                                                    0
                                                                      
                                                               0
                                                      0 .  ··· . .  ··· . .  (·)   ,     (7.7)
                              where the diagonal blocks are of size 1×1 or 2×2 and are orthogonal, those
                              of size 2 × 2 being rotations matrices:

                                                         cos θ  sin θ
                                                                      .                   (7.8)
                                                        − sin θ  cos θ
                                Let us apply Lemma 7.5.1 to M ∈ SO n . The determinant of M,which
                                                                                            m
                              is the product of the determinants of the diagonal blocks, equals (−1) ,
                              m being the multiplicity of the eigenvalue −1. Since det M =1, m is even,
                              and we can gather the diagonal −1’s pairwise in order to form matrices of
                              the form (7.8), with θ = π. Finally, there exists Q ∈ O n such that
                                                                             
                                                     R 1  0   ···  ···  ···  0
                                                         .    .
                                                  
                                                   0     . .  . .          . . 
                                                                            . 
                                                   .    .         .          
                                                  
                                                   . .   . .       . .     0  
                                          M = Q  T           R r              Q,
                                                                              
                                                   .         .        .
                                                   .          .        .   . 
                                                      .         .  1     .  . . 
                                                                             
                                                   .              .   .      
                                                   . .             . .  . .  0  
                                                     0   ···  ···  ···  0   1
                              where each diagonal block R j is a matrix of planar rotation:

                                                          cos θ j  sin θ j
                                                  R j =                  .
                                                         − sin θ j  cos θ j
                              Let us now define a matrix M(t) as above, in which we replace the angles
                              θ j by tθ j . We thus obtain a path in SO n ,from M(0) = I n to M(1) = M.
                              The connected component of I n is thus the whole of SO n .
                                We now prove Lemma 7.5.1: As an orthogonal matrix, M is normal.
                              From Theorem 3.3.1, it decomposes into a matrix of the form (7.7), the
                              1 × 1 diagonal blocks being the real eigenvalues. These eigenvalues are ±1,
                              since Q −1 MQ is orthogonal. The diagonal blocks 2×2 are direct similitude
                              matrices. However, they are isometries, since Q −1 MQ is orthogonal. Hence
                              they are rotation matrices.
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