1. Introduction
Everyone knows how the Euler parametrisation works for
or
, but is there a natural generalisation to higher dimensional Lie groups? The answer is positive for every compact simple Lie group and indeed for any compact connected Lie group, see [
1,
2,
3,
4,
5,
6,
7,
8,
9,
10], and specific standard constructions for orthogonal and unitary groups are well-known, see for example [
11,
12,
13,
14,
15]. Here, we want to illustrate the idea working with the compact simple Lie group
. The starting point is to look for a proper maximal Lie subgroup. Proper means that it is neither the unit element nor the whole group. Maximal means that it is not contained in a larger proper subgroup. For a generic given group
, there can exist several maximal proper subgroups. They have been completely classified by Dynkin, see [
16]. However, we do not necessarily need to choose among all possible proper maximal subgroups, just among the symmetrically embedded proper maximal subgroups. This means what follows. Let
be a connected compact Lie group of dimension
n and
K a proper maximal Lie subgroup of dimension
. Then, consider the respective Lie algebras. Therefore, we can choose a linear basis
spanning
and extend it to a basis for the whole
by adding the generators
. Let
be the linear subspace of
spanned by the generators
. Then,
. We say that
K is symmetrically embedded in
if
The first relation is obviously true for every subgroup. The second relation states that is a space of representation for (and then for ). The third relation can be roughly stated by saying that the elements of are in some sense square roots of the elements of . However, its more important property is not that one. Indeed, first notice that , being compact, is a real group, so that and are real vector spaces. Now, the space , is again a real linear space, and the second relation above is invariant under the replacement . The third relation ensures that the whole Lie algebra remains real despite the multiplication by an imaginary unit. This way, with the above substitution, we obtain a new real algebra and, after exponentiating, a new real group, which now will be a non-compact group. However, this is not yet what we want to do; we just needed the notion of symmetric embedding. This diminishes the possible subgroups to be considered but in general does not individuate a unique choice for the subgroup we are looking for.
Let us now work with the explicit example of
. Its Lie algebra consists of the traceless
anti-hermitian matrices of which a canonical basis is given by the (anti-hermitian) Gell-Mann matrices:
This is an algebra of rank 2, which substantially means that its maximal abelian subalgebras (with some regularity properties made precise in
Section 3) have dimension 2. These are the Cartan subalgebras and are all equivalent. An example is given by the linear space generated by
and
that evidently commute, but we could also choose the one generated by
and
or by
and
. Let us fix the first choice, which is the canonical one.
Now, this Lie algebra, , contains two different symmetrically embedded proper maximal Lie subalgebras, which, for the sake of simplicity for now, we will simply call maximal subalgebras. The first one is generated by the four matrices, and , that identify a subalgebra of type of which the first three matrices generate an subalgebra. The second maximal subalgebra is generated by and , and it is of type . The reader can easily verify that both of these satisfy the conditions to be symmetrically embedded maximal subalgebras. Of course, one can find an infinity of other possible combinations of generators defining different maximal subalgebras, but he will find that if symmetrically embedded, they are each equivalent to one of the two prototypes above.
Notice that and are isomorphic algebras. Nevertheless, they are in two different representations since is substantially generated by the (anti-hermitian version of the) Pauli matrices, whereas the second algebra is in the adjoint representation of . This means that in exponentiating we obtain , whereas exponentiating , we obtain since the adjoint representation of has kernel . This is the reason why we have to keep them distinguished. Moreover, is not maximal since it is properly contained in , whereas is maximal.
We will call
the
largest maximal subalgebra, whereas
is the
smallest maximal subalgebra or also the
split subalgebra. The same nomenclature extends to the corresponding groups. In general, there are several maximal subalgebras, among which there is always the smallest one (the split one) and the largest one. They are characterised by a rank, the rank associated with the split algebra being the same as the rank of the whole algebra (in the sense of Cartan). This rank is not the rank of the maximal subalgebra in the sense of Cartan, but the rank of the quotient space. In order to understand what it means, let us go back to the general case of
. We know that there is an infinite freedom in choosing a Cartan subalgebra in
. However, for any fixed
K, there always exists a choice (and then infinite equivalent choices) for the Cartan subalgebra
of
such that the dimension
is maximal. Here,
is called the rank of the symmetric space. Recall that
is also a manifold and
a submanifold of it. The fact that
acts on
by multiplication allows us to construct the quotient
, which also results to be a manifold of dimension
. The elements of
represent tangent vectors on
S on which the isotropy group
(which fixes the points of
S) acts via (
2). More in general,
translates the points of
S by acting on itself (for example, by left multiplication), and we can identify the elements of
as left-invariant tangent vector fields generating such translations on
S. Relation (
3) then states that the Lie bracket among two such fields is an infinitesimal element of the isotropy group
, or, in more physical words, that two infinitesimal translations composed in different orders differ by an infinitesimal “rotation”. For these reasons, one says that
S is a symmetric space, and this also justifies the name of symmetric embedding we used for the maximal subalgebras (or subgroups).
Let us go back again to our example;
is the split subalgebra of
since we see that
selects a Cartan subalgebra all contained in
, so
Instead, for
it is not possible to find a Cartan subalgebra entirely outside it. It results that
For example, we can take
as generators of a Cartan subalgebra with maximal dim
.
Now, we pass to the construction of the generalised Euler angles for . As we will now see, there is not a natural choice like for , but we can construct an Euler parametrisation for each maximal subgroup. However, the construction obtained starting from the split maximal subgroup is in a sense the most faithful one to the original Euler construction. We will call it the split Euler parametrisation.
1.1. Euler Parametrisation of
Recall that the Euler parametrisation of
can be written, for example, in the form
where
are the anti-hermitian versions of the Pauli matrices. We can think about
as a parametrisation of the group
. It is the unique maximal symmetric subgroup of
. Of course, we could do the same with
(ore any given
), but we choose this for the way it appears in the Euler parametrisation and because only
runs over a whole period, thus realising an entire
. This way, we can identify
as the generator of a Cartan subalgebra all contained in
according to the fact that we are in the split case. With
, we can write
Here, means that we are using the same parametrisation as for K, but the range of the parameter is reduced. This is due to the fact that is not trivial. Its generator is . Thus, we have to quotient away from one of the two in order to avoid overcounting the points (since can be freely moved from one to the other copy of ). Notice that is the centraliser of in in our example.
Finally, notice that the Cartan group is an abelian torus of dimension . In order to guarantee to cover the whole group just once, the corresponding range of the coordinates, however, does not have to cover the whole torus, just a part called the fundamental region. First of all, we have to quotient it by since if , then we have , and again, the parametrisation is redundant. We can solve it by reducing to , so we work with a half torus. This, however, is not enough since there are elements in that are not in with respect to which is central; that is, for such a g. These elements form the so-called Weyl group , which coincides with the group of Weyl reflections acting on the roots. This means that we need to further reduce by the factor in order to avoid redundancies. In our case of rank 1, there is only a non-trivial reflection generating . Thus we finally obtain that for we have to take in the whole period, , in one-half of the period, , and in one-fourth of the period, .
One could repeat the reasoning by working with with the usual matrices. The main difference is that now is trivial; therefore, we have only to quotient with respect to the Weyl group, which is the same since the algebra does not change, so the ranges are now , , and .
One may argue that such an interpretation of the Euler angles looks much too sophisticated and spoils the simplicity of the Euler parametrisation. This is of course true for and , but it becomes the opposite for higher dimensional groups, exactly the general considerations that allow for obtaining a simple generalised Euler parametrisation of compact Lie groups. Let us see how it works for our prototype example.
1.2. Split Euler Parametrisation of
We now repeat what we have learned for
by choosing
as the maximal subgroup. First, notice that
so that a parametrisation of the form
mimicking the Euler parametrisation for
is perfectly admissible. Here
, and
means any parametrisation of
, for example, the Euler one. We will see that the above dimensional relation is not accidental, but it holds for all groups
if
is the split maximal subgroup. It remains to individuate the discrete subgroups
and the Weyl group. As we will see studying the general case, it happens that
every time the maximal subgroup
is simply connected. This is not the case for
, so that
in this case. Its generator can be computed as follows. Fix in
(canonically isomorphic to its dual) the directions selected by the simple roots, see
Section 1.4.1. They correspond to
and to
, so select the elements
They both have period . The generators of two possible are thus and . However, is just the generator of the factor defining , so we obtain that is the only generator of . This implies that we have to reduce the range of the first factor, that is of the parameters according to the action of on . We are not interested in see exactly how it works since it is just a technical issue, useless for our purposes. The interested reader can easily check out the details by hand. On the torus , we see that one has to reduce the ranges of and to half a period covering one-fourth of the torus.
We know that it is not enough; we have to reduce it further to a fundamental domain by dividing the quarter of torus into cells under the action of the Weyl group. One has that
is the permutation group of three elements, see [
17]. It has cardinality six and then will subdivide the quarter of torus into six fundamental regions, all related by Weyl reflections. It is interesting to see how to individuate exactly such a fundamental region since here is exactly the point of connection with the Dyson integrals, the second topic of the present review. We postpone it to after a short discussion of the second parametrisation.
1.3. Non-Split Euler Parametrisation of
The non-split case is a little bit more involved. There are many differences with respect to the previous case. First, we do not have the whole Cartan torus at our disposition since part of it is already contained in
. So, we must work only with the one-dimensional sub-torus
generated by
, the part of the Cartan staying out of
. We see that now
Therefore, we cannot write the Euler parametrisation as before; otherwise we would obtain an enormous redundancy, too many parameters! This is due to the fact that the commutant of
is quite large since it contains the whole
. The second factor of the two-dimensional torus
, which is
, commutes with
and can be moved from one
factor to the other. This means that we can reduce the left
factor to
Thus,
has dimension three and we have
The dimension fits correctly now, and we just have to take discrete subgroups into account. The first one comes from the fact that , being the period of . This was already taken into account in the above quotient, but as in the previous section, this means that we have to quotient by the generated by , thus reducing the period down to a semi-period. Finally, there is again the action of the Weyl group on the half torus. The torus is one-dimensional, and the Weyl group is the same as for so that the range of y is further reduced to one-fourth of the period.
We do not want to enter further into details, but two comments are in order. First, in , the is not the same generated by in . Thus, is not and not even a group since is not normal in . The second point is that in more general examples, the commutant of the central torus for non-split forms is larger than and is in general a non-abelian group.
1.4. Euler Parametrisation and Dyson Integrals
Let us now go back to the split parametrisation. We want to see how one can select the fundamental region inside the torus. In order to do that, it is convenient to further improve our knowledge of the details; we must analyse the structure in terms of the roots of the algebra and other interesting ingredients.
1.4.1. The Roots Structure
We know that
has eight roots, two of which vanish. The non-vanishing roots can be easily computed, noting that if we define the six matrices
we have
The fact that all values are imaginary is a consequence of the fact that we are working with the compact form. In the dual basis
defined by
for
, the roots have components
and belong to the vertices of a regular hexagon, see
Figure 1. For example,
and
are a possible choice of simple roots. All other roots are linear combinations of these, with non-negative or non-positive integer coefficients. In particular,
is the longest root.
1For the application we have in mind, it is useful to rewrite
We will return to this later.
1.4.2. Invariant Measure
The next instrument we need is the invariant measure over
. On the Lie algebra, it is defined as an invariant bilinear product by
It is a positive definite, and with respect to it, the Gell-Mann basis is orthonormal. By “invariant”, we mean that it is invariant under the adjoint action of the group. Let
be any parametrisation of
. Then,
defines an
-valued left-invariant one form. We can write it in the form
Inserting it in the invariant quadratic form
, we obtain an invariant metric
over
, which is
This is like saying that the forms
define a moving frame for the invariant metric; therefore, an invariant measure is simply given by
Now, let us employ our split Euler parametrisation of
in the form
where
is the Euler parametrisation of
. For the moment, we will not care about the action of the discrete subgroups. Compactly, for the invariant 1-form, we can write
Let us define the two
matrices
M and
N as
and
It is a simple exercise to prove that
Noticing that
is the invariant measure of
, we obtain
Now,
is the invariant 1-form of
so that
Thus, we see that the measure os
takes the form
and we are left with the calculation of
. This is the moment to use what we learned about the roots structure and, in particular, expressions (
18) and (
19). Using the fact that
are eigenmatrices for the adjoint action of
H, setting
, we can write
In the same way, we can compute
for
and obtain
Finally, taking into account that
are purely imaginary, we obtain
If we introduce the “real” roots
, the invariant measure is thus
Essentially, this gives us all information on the fundamental region of the torus variables; it is defined by the inequalities
Before passing to the last step, some comments are in order.
First,
and
are simple roots, and
is the longest root. Now, the simple roots are linearly independent, and this implies that the linear map
is an invertible transformation of coordinates. Thus, we can use
and
as coordinates. Notice that
In the coordinates, the range of the parameter is quite simple. They represent the simple coroot s directions and are constrained in a square with side length . The third condition cuts the square along a diagonal. This is the tiling associated with the fundamental region. The choice of coordinates thus provides a universal characterisation of the fundamental region. They can be used to determine the correct range in any other coordinates system.
It is interesting to describe the fundamental region in terms of the original coordinates. Using the explicit values of the simple roots, the equations relative to the simple directions are
The third condition selects only one-half of the parallelogram, the coloured one in the figure. Notice that this is a small part of the range necessary to cover the whole torus. The period of is , and the period of is (since we have to quotient by ), so the area covering the torus is . The area of the fundamental region is . It is 24 time smaller! A factor 2 arises from . The remaining factor is a consequence of the fact that the Weyl group has six elements, whereas the last factor 2 arises from the combination of and W, which do not commute.
1.4.3. The Dyson Integral
We now know the invariant measure of
and the range of parameters, so we can compute the volume of
. The measure (
36) factorises in the product of the measures of two copies of
, one of which has to be quotiented with the action of
. If with
we mean the fundamental region, then we can write using the coordinates
:
Apart from a normalisation factor that is not relevant to specify here—we will give a precise definition in the next section—the last integral is a
generalised Dyson integral, which we call
. In this particular case, it is a quite simple integral and can be computed directly. In general, as we will see, such a kind of integral is not easy to compute. Nevertheless, from the above relation we can write
Therefore, we can compute without integration, if we know the volume of the groups in some other way. Luckily, this can be computed quite easily; let us see how.
The matrices of
are the orthogonal
matrices having determinant 1. This means that the three vectors forming such a matrix also form an oriented orthonormal system in
. We can construct all of them as follows: fix the first row
. The second one,
, must then be chosen in the plane orthogonal to
, therefore along a circle. The angular measure of possibilities is
. For each one of them, the third row is completely fixed by orthonormality and orientation (determinant 1). It remains to vary
in all possible ways, which means along a sphere in
, with angular measure
. We thus deduce that the total angular measure of
is
. However, the invariant measure can also contain radial rescaling. To determine them, notice that the operations rotating the vectors we have now considered can be interpreted as compositions of the actions of the elements
,
. Since
and
have period
for
,
associates length
to the orbits and therefore, radius 1. Therefore
Similarly, the matrices of
are unitary with determinant 1. Their rows are an oriented orthonormal basis in
. Fixing the first row
, we can choose the second one in the
subspace orthogonal to
in any point of the sphere of modulus 1, which is an
having volume
. After that, the third row is completely fixed. It remains to fix
on a sphere of radius 1 in
, which is an
with angular volume
2 , so that the angular volume of
is
. As above, we can understand the radii rescaling by looking at the orbits generated by the orthonormal basis. These are
for all but one matrix since
has period
, and we have to quotient it by
. It corresponds to a radius
in place of 1. Thus, considering a radial rescaling only along such direction, we obtain
Formulas of this kind have been found for every simple Lie group by Macdonald [
18]. Applying the Macdonald’s formulas just obtained to the above expression for
, we obtain
We invite the reader to verify that it is indeed the right result by directly computing the double integral.
Our aim is to show that such a kind of connection between simple Lie groups and generalised Dyson integrals exists for every compact simple Lie group and for every kind of Euler parametrisation starting from symmetrically embedded maximal proper subgroups. The groups indeed provide a subclass of the largest family of Dyson integrals as generalised by Macdonald (and proved by Opdam), defined in the next section. These are the ones constructed starting not from general lattices, but from the reduced lattices associated with symmetric spaces. It could be interesting to see if such geometrical analysis can be extended to cover the whole family.
2. Macdonald’s Conjecture
In this section, we provide a general description of the Dyson integrals and the Macdonald’s conjecture. Our exposition is taken from un unpublished version of [
1] that can be found on arXiv at [arXiv:1207.1262 [math.GR]].
We summarize the basic steps at the origin of Macdonald’s conjecture following the clear and punctual paper of P. J. Forrester and S. O. Warnaar [
19], to which we refer for a more extensive introduction. The story of Macdonald’s conjecture begins in the 1940s in the paper of Atle Selberg “Über einen Satz von A. Gelfond” [
20] where the author considered what is now known as the Selberg integral:
This integral is valid for complex
,
, and
such that:
corresponding to the domain of convergence of the integral. To limit the length of the paper, Selberg did not present the proof of his claim there, but he included it three years later, in 1944, in the work “Bemerkninger om et multiplet integral” [
21]. Notice that the Euler beta integral is itself a Selberg integral with
.
For over thirty years, the Selberg integral was essentially unnoticed. The exception was a study by S. Karlin and L. S. Shapley in 1953 [
22], where they considered the special case
,
, and
in relation to the volume of a certain momentum space. However, in the 1960s there were good reasons to make use of (
45). F. J. Dyson wrote a series of papers in the context of the statistical theory of energy levels of complex systems [
23,
24,
25,
26,
27]. A part of this series was written jointly with M. L. Mehta and published in 1963. Here, random Hermitian matrices were used to model highly excited states of complex nuclei. They considered systems with different symmetries described by matrices with real complex or real quaternion elements. The ensembles of random matrices are called Gaussian orthogonal (GOE), unitary (GUE), and symplectic ensembles (GSE). The joint probability density function for the three ensembles can be computed explicitly as:
where
for the GOE, GUE, and GSE, respectively, and
is the normalization
referred to as Mehta’s integral, see [
28]. Here,
varies in the space of admissible eigenvalues for the given class of matrices. In [
27], Mehta and Dyson evaluated
for each of the three special values of
. Combining this with the evaluations for
and
for general
, led them to conjecture that
The conjecture (
49) can be proved evaluating Mehta’s integral using the Selberg integral; however, in 1963 the Selberg’s result was still unknown. The proof was finally given in the late 1970s by Enrico Bombieri.
The considerations on the symmetries of the complex systems that led to considering the three ensembles of Hermitian matrices can also be applied to unitary matrices [
23]. Making this choice of matrices, one obtains what are referred to as circular orthogonal ensemble (COE), circular unitary ensemble (CUE), and circular symplectic ensemble (CSE). Their joint eigenvalues probability density function is given explicitly by:
where
is the normalization
and
for the COE, CUE, and CSE, respectively. This has a quite simple physical interpretation. Following [
23], let us consider
n charged particles moving freely on a unit circle in a bidimensional world. With this, we mean that not only the motion of particles is bound on a two-dimensional plane, but also the electrostatic field generated by the charges. Therefore, if
is the position of the
j-th particle on the circle, assuming
e to be the charge of all particles, the total potential energy of the system is
Considering it as a statistical ensemble at temperature
T and factorising the kinematical part, which is the usual one for a classical free gas, we obtain that their joint position probability density function is given by
where, as usual,
,
being the Boltzmann constant. After making
explicit, we obtain
whereas
is the same as in (
51).
As for (
48), the random matrix calculations give (
51) in terms of gamma functions for the three special values of
. The case
for general
can be related to the Euler beta integral, and the case
gives a sum which is a special instance of an identity of Dixon for a well-poised
series (cf. [
19,
29] for details). Using these results, Dyson made in [
23] the conjecture that:
Moreover, Dyson observed that when
is a non-negative integer, say
k, (
51) can be rewritten as the constant term (CT) in a Laurent expansion. This allows (
55) to be rewritten as
This “constant term identity” and the conjecture (
55) were soon proved by J. Gunson and K. Wilson [
30] and later by I.J. Good [
31]. R. Askey [
32] observed that the Selberg integral can be used to prove Dyson’s conjecture (
55) directly.
The Macdonald’s conjecture [
33] may be considered as a generalisation of the Dyson’s conjecture (
56). Let
R be a reduced root system,
denote the formal exponential corresponding to
, and
k a non-negative integer. Then, Macdonald conjectured (cf. [
33], Conjecture 2.1) that the constant term in the polynomial
should be equal to
, where the
are the degrees of the fundamental invariants of the Weyl group of
R and
l the rank of
R. Macdonald wrote this relation in an equivalent form which will turn out to be useful later. Let
be a compact connected Lie group,
a maximal torus of
, such that
R is the root system of
and define:
where
, the exponentials are regarded as characters of
T, and
is a choice of positive roots. Then,
is a positive real-valued continuous function on
T. This function enters in Weyl’s integration formula
for any continuous class function
f on
. In (
59),
and
are the normalised Haar measure on
and
, respectively,
. Thus, the conjecture can be rewritten as (cf. [
33] Conjecture 2.1’):
The equivalence of the two formulations follows from the fact that the integration over
T kills all but the trivial character or in other words selects the constant term in
. An observation that further generalises the conjecture is that (
60) makes sense if the integer
k is replaced by a complex number,
s, with positive real part,
. In this case, the right-hand side is replaced by
In the same paper, Macdonald generalised the conjecture further (cf. [
33], Conjecture 2.3). For this, let
R be a root system, now not necessarily reduced, and for each
let
be a non-negative integer such that
if
. Then, the constant term in the Laurent polynomial
should be equal to the product
where
,
is the coroot corresponding to
,
if
, and
is the usual scalar product induced by the Killing form. When the
are all equal, this reduces to the previous conjecture.
The Macdonald conjecture was finally proved in a slightly more general form by Opdam [
34], considering
a complex valued Weyl invariant function with a positive real part. This is the content of Theorem 4.1 of [
34]:
Theorem 1 (Macdonald–Opdam).
Let R be a possibly non-reduced root system, and let such that3 , . Thenwhere , and T is the compact part in the “polar decomposition” of the maximal torus. The general proof of this theorem can be found in [
34]. In the present article, we will provide a proof of this theorem only for a subclass of such integrals admitting a geometrical interpretation.
3. Compact Connected Lie Groups
In this section, we will review some facts about finite dimensional compact Lie groups, which will be useful for concrete applications of the notions developed in the following sections. The interested reader should consult [
35,
36].
3.1. Lie Groups and Lie Algebras
3.1.1. Lie Groups
For us
4, a Lie group
is a finite dimensional smooth manifold endowed with the structure of group compatible with the structure of manifold. This means that:
As usual, we will denote and call e the unit of the group. From the definitions, it follows that e is unique as well as . Moreover, the implicit function theorem implies that is smooth. In the infinite dimensional case, this must be assumed as a further assumption since the implicit function theorem is no more valid in general.
The product provides a free transitive left action of the group on itself called the left translation
seen as a left action of
on
. Notice that the same map defines a right action of
on
called right translation
R, so that
“Transitive” means that for any pair of elements
, there exists an element
such that
, and “free” means that such
g is unique. Indeed,
.
3.1.2. Lie Algebras
Looking at
as a manifold, it is natural to consider vector fields on it, which are the sections of the tangent bundle over
. The set of all vector fields is denoted by
. This is an infinite dimensional algebra endowed with a skew symmetric product defined by the Lie brackets
where
is the Lie derivative of
X along the direction of
Y;
is antisymmetric,
and satisfies the Jacobi identity
Any algebra with such a product is called a Lie algebra. However, we want to restrict our attention to the subset of those vector fields that are compatible with the left translation. Since for any
,
is a diffeomorphism, the pushforward
is well defined on
. We say that
is left-invariant if
for any
. Fixing a point
h, we thus must have
being the tangent map (or differential) of
in
p. In particular, choosing
we obtain
so that a left-invariant field is completely determined by its value in
e. Thus, the set of left-invariant fields, call it
, is a finite dimensional vector space linearly isomorphic to
. Moreover, one has that the Lie bracket among left-invariant vector fields is again left-invariant so that
is a finite dimensional Lie algebra. It is called the Lie algebra of
; it is usually identified with
, and it is called
.
3.1.3. The Exponential Map
From a Lie group
, we can move to the corresponding Lie algebra
. We can also do the opposite by means of the exponential map
where
is the unique solution of the Cauchy problem
Theorem 2. Let be a Lie group and be the corresponding Lie algebra. Let , and . Then, the exponential map satisfies
- 1.
;
- 2.
;
- 3.
;
- 4.
;
- 5.
if ;
- 6.
defines a local diffeomorphism between an open neighbourhood of 0 in and an open neighbourhood of e in ;
- 7.
is an isomorphism of vector spaces;
- 8.
is the identity map over .
In the last point, is the map evaluating a left-invariant vector field in e. The exponential map is not surjective in general, but it is so for connected compact groups. Obviously, it depends on in the sense that we have to know in order to compute Exp. Nevertheless, we will see that it behaves well with regard to representations, so that in a sense it can be used to “realise” the group starting from the algebra.
3.2. Semisimple Lie Groups and Algebras
A special class of Lie algebras is given by semi-simple algebras.
Definition 1. A semi-simple Lie algebra Λ is a Lie algebra which has a dimension at least two and that does not contain proper abelian ideals.
Recall that an ideal I of is a vector subspace of such that for all and . “Proper” means that , and “abelian” means that for any .
Definition 2. A simple Lie algebra Λ is a Lie algebra which has a dimension at least two and that does not contain proper ideals.
A simple algebra is also semi-simple, whereas any semi-simple algebra is the direct sum of simple algebras in a unique way up to reordering of the simple factors. Similar concepts can be defined for Lie groups:
Definition 3. A semi-simple Lie group is a non-abelian Lie group which does not contain proper abelian normal subgroups.
Recall that a normal subgroup of a Lie group is a Lie subgroup of such that for all and . Proper means that , and abelian means that for any .
Definition 4. A simple Lie group is a non-abelian Lie Group which does not contain proper normal subgroups.
A simple group is also semi-simple, whereas any semi-simple group is the direct product of simple groups in a unique way up to reordering of the simple factors and the quotient of a finite normal subgroup.
Notice that a group is (semi-)simple if and only if the corresponding Lie algebra is. It is also important to mention that by Lie subgroup of , we mean a subgroup that is a Lie group and is also a submanifold of .
There is a simple way to characterise semi-simple groups, as we will see in
Section 3.7.
3.3. Abelian Compact Lie Groups
It can be shown that
n-dimensional abelian connected compact Lie groups must be of the form
, where
L is an
n-dimensional lattice that is an abelian additive subgroup of
isomorphic to
and discrete. So, it is topologically equivalent (and diffeomorphic) to an
n-dimensional torus
3.4. All Compact Lie Groups
We are now ready to consider an arbitrary compact Lie group.
Theorem 3. Let be a connected compact Lie group. Then,with a semi-simple subgroup, an abelian torus, and Δ a finite subgroup. Proof. (See [
1,
36]). Let us consider the corresponding derived group
of
, also called the commutator group, which is the group generated by all the commutators in
that are the elements of the form
(not to be confused with the Lie brackets). It is easy to check that, by construction,
is a semi-simple group and that it is a normal Lie sub-group of
. Let us put
. Next, consider the center
of
, that is the subgroup of those elements commuting with the whole
. Put
, the connected component of
containing
e. Then, consider the multiplication map
We claim that it is surjective. Indeed, first notice that since
is central, we have that
so
m is an homomorphism. Moreover, by construction,
is abelian (it is called the abelianisation of
), and,
being semi-simple, passing to the corresponding Lie algebras we see that necessarily, with obvious notation,
which implies that the differential of
m is surjective. This implies that the image of
m is open. On the other hand,
and
are compact, and
m is continuous so that the image of
m is compact and then closed. However,
is connected so that
m is surjective.
Now, the kernel of
m is defined by the set of elements
such that
, that are the elements of the form
. This means that
and so the kernel of
m is identified by the embedding of
in
via the map
. This way, we have an exact sequence
so that
On the other hand,
is the center of
. As we will see, the center of a semi-simple Lie group is always a finite group, and we have
as claimed. □
3.5. Cohomology of Compact Lie Groups
Any compact Lie group
contains a maximal torus
which corresponds to a maximal abelian subgroup. It is unique up to isomorphisms. Its dimension
r is called the rank of the group. Since
is a manifold, one can define the exterior bundle
, whose sections are the differential forms. In particular,
where
n is the dimension of
and
is the
k-th external power of the cotangent bundle
. If
d is the external derivative and
is its restriction to
, so that
is the usual differential on smooth functions, then, to
we have associated an elliptic complex
since
. As usual,
are the closed forms,
are the exact forms. The ring
is the cohomology ring, and
is the cohomology (additive) group of order
k. The cohomology of a compact connected Lie group is characterised by the following theorem due to Hopf (see [
36] for a modern proof):
Theorem 4. The cohomology of a connected compact Lie group of rank r, over a field of characteristic 0, is the same as the cohomology of a product of r odd dimensional spheres.
Indeed, we can say a little bit more; we know that a connected compact Lie group has the form
where
,
, are simple,
is a torus, and
a finite group. The cohomology group is insensitive to the action of
. By means of the Künneth formula, the cohomology of a product of spaces can be recovered by that of the factors via cup products so that we can understand the whole cohomology from the one of the torus and the simple factors.
has rank
, such that
. The torus contributes to the cohomology, as usual, as the product of
q one-dimensional spheres. Therefore, the rest of the cohomology is determined by that of
. By the Hopf theorem, we know that
is that of a product of
odd dimensional spheres
,
. The numbers
are completely classified for simple Lie groups and are called the fundamental invariant degrees. See below for their complete list and clarification of the term.
3.6. Fundamental Group of Compact Lie Groups
Let us briefly discuss the fundamental group of a compact connected Lie group
. We know that
where the
’s are simple, and
is the intersection between the torus and the simple components. In particular,
is in the center of the product of the simple components and is thus a finite group. Let us rewrite
. Then, obviously,
Now, since
acts freely on
, we have that the map
is a covering map so that
. Therefore
3.7. Representations
Since we are working with finite dimensional Lie groups, we will speak about finite dimensional representations. Roughly speaking, a representation is a way of interpreting a group as a group of transformations. As such, it does not only depend from the group but also from the choice of the object to be transformed. A priori, there is no any reason to fix a particular class of objects to be transformed. However, the simplest objects to be considered are vector spaces. On a fixed vector space V, the group is expected to act as a subgroup of the general linear group (that is the set of automorphisms of V, seen as a group with the composition law). In this case, we will speak about a linear representation. If the vector space is real or complex and endowed with a scalar product, or a symplectic structure, we can think to embed the group in the automorphisms of the given structure so that we will deal with orthogonal, unitary, or symplectic linear representations, and so on. If in place of vector spaces, we work with projective spaces, the representation is not linear but projective, etc.
We will limit ourselves to the simplest case of linear representations.
Definition 5. A finite dimensional linear representation of a group is a group homomorphismwhere V is a finite dimensional vector space called the support of the representation. In particular, , and , the identity map for any . Since Lie groups are strictly related to Lie algebras, it is interesting talso consider linear representations of Lie algebras. To this end, let us first note that the set of all endomorphisms of V becomes a Lie algebra if endowed with the Lie product given by the commutator: . This algebra is called , the linear algebra.
Definition 6. A finite dimensional representation of a Lie algebra Λ is a homomorphism of algebraswhere V is a finite dimensional vector space, said the support of the representation. In particular, for any . Given the relation between a Lie group and the corresponding Lie algebra, it is natural to wonder if there is some relation between the respective representations. The answer is given by the following well-known propositions:
Proposition 1. Let V be a finite dimensional vector space. Then, is a Lie group of dimension , and the corresponding Lie algebra is .
Proposition 2. Let be a linear representation of a Lie group : Then,is a linear representation of . We will call it . Proposition 3. Let be a linear representation of the Lie group and the corresponding representation of the associated Lie algebra. Then, the diagramcommutes. These propositions relate representations of groups to representations of algebras. We are interested in particular linear representations of groups. We want representations such that the image of in is a faithful realisation of , and, in some sense, we would like for it to be the smallest realisation.
Definition 7. The representation of a group is said faithful if R is injective.
This means essentially that we can identify with its image in For the second notion we need, we recall that is said to be invariant under if for any .
Definition 8. The representation of a group is said irreducible if V does not contain proper invariant subspaces.
If V contains a proper irreducible subspace , then defines a new representation that is “smaller” than . In this sense, an irreducible representation is the smallest (non-trivial) one.
3.7.1. The Adjoint Representations
Given a group, its linear representations are not natural since in order to define them one has to introduce an extra structure, the one of linear space, which is not at all present in the definition of the group. For an algebra, particular representations could arise from the naturally underlying linear structure in the algebra itself. For a Lie group
, these things go together since it has associated a natural vector space,
, isomorphic to
. In order to construct this natural representation, we start with the conjugation map associated with a given point
:
This map is a homomorphism. To it, we can associate the map
called the Adjoint map associated with
g. It is clear that
is an automorphism of
, such that
and
. Thus, the map
defines a representation of
with support
, called the Adjoint representation. As above, it also defines a representation of
over itself, called the adjoint representation
where
3.7.2. Simple Algebras and the Cartan Criterion
The fact that the adjoint representation is natural does not guarantee that it is faithful or irreducible, so, despite its naturalness, it may not be useful to characterise the group (or the algebra). The kernel of
is
so that it is an abelian ideal. A sufficient (but not necessary) condition for it to be the set
is that
is semi-simple. In this case, the adjoint representation is thus faithful. This makes semi-simple algebras interesting since they can be recovered by looking at their natural representation. Suppose it is reducible. Then, we immediately obtain that the proper invariant subspace
is in fact a proper ideal so that
is not simple but only semi-simple. This is what makes simple algebras so special; they can be reconstructed from their own natural representation in an irreducible way. Things are a little bit more subtle for the groups, as we will se below for the case of compact forms.
A first byproduct of the adjoin representation is the following characterisation of semi-simple Lie algebras (and groups): on the Lie algebra one can define a symmetric bilinear form
where
or
if the algebra is real or complex, respectively. The form
K is called the Killing form of
.
Theorem 5. A Lie algebra is semi-simple if and only if its Killing form K is non-degenerate.
Proving that the non-degeneracy is a sufficient condition is a quite simple exercise. The converse requires the introduction of more sophisticated structures, which are not relevant for our purposes.
3.8. Roots and Classifications
In this section, we will concentrate on simple Lie algebras, briefly recalling the ingredients leading to their classifications. We are interested in real groups and algebras, but the simplest starting point is with complex algebras.
3.8.1. Classification of Complex Simple Lie Algebras
A simple Lie group
of rank
r contains a maximal torus
, whose Lie algebra is a maximal abelian subalgebra of
, usually called the Cartan subalgebra and denoted with
H. The elements of
H have vanishing Lie product, which means that the corresponding operators, defined by the adjoint representation, commute. Moreover, as linear operators over
, they are diagonalisable. Since they commute, they are all simultaneously diagonalisable, thus having common eigenvectors. This means that a basis of vectors
exists such that
for any
. We have explicitly shown the dependence of the eigenvalue from
h. Since
,
depends linearly on
H so that any
j,
defines a linear functional over
H that is an element of the dual space
. These linear eigenfunctionals are called the roots of the algebra. Notice that these are not necessarily all distinct, and the corresponding eigenspaces can have dimensions larger than one. For example, the elements of
H are obviously eigenvectors corresponding to the zero eigenvalue, and one then understands that the Cartan subalgebra is indeed the eigenspace corresponding to the vanishing root. The vanishing root is thus degenerate with a degeneration index
r. However, by using that the Killing form, it must be non-degenerate, and the algebra has a finite dimension. One can show quite easily that ([
35])
For any non-vanishing root , also is a root if and only if ;
The number of non-vanishing roots is at least ;
If is a non-vanishing root, then its corresponding eigenspace has dimension one;
If and are two non-vanishing roots and a, b are in the corresponding eigenspaces, then either and is not a root or is a root and belongs to the corresponding eigenspace;
The eigenspaces and of the roots and are mutually orthogonal with regard to the Killing form unless .
In particular, it follows that the Killing form restricted to the Cartan subalgebra is non-degenerate, and therefore, it defines a natural isomorphism between
H and its dual
. Using this and the (semi) simplicity of the algebra, one can further show that the set of roots generates
over
and that, in particular, they are in rational dependence in the sense that after fixing any given choice of a basis of roots in
, all the remaining roots are linear combinations of the elements of the basis with coefficients in
. In particular, this means that the set of roots spans an
r-dimensional real subspace of
, which is called the real form
. Let
be the restriction to
H of the Killing form. Let
be the corresponding isomorphism. Then, we can induce a bilinear form over
which, by construction, is symmetric and non-degenerate. However, one can say more; when restricted to the real form,
is also positive definite and thus defines a Euclidean structure over
. From now on, we will always refer to this restriction.
Theorem 6 (Cartan).
Let α and β be two non-vanishing roots of a semi-simple Lie algebra. Then,andis also a root. Obviously, the same holds true interchanging
and
. The linear map
is called the Weyl reflection. Geometrically, it is a reflection through the hyperplane orthogonal to
. The set of
, when
varies among all roots, by composition generates a discrete subgroup of the isometry group of
, called the Weyl group of
.
Cartan’s theorem is the key for the classification of all (complex) simple Lie algebras. Indeed, it is possible to prove the existence of a (non-unique) basis of roots for
, called a simple root system, such that any other root is a combination of the basis with only non-negative or non-positive integer coefficients. The elements of such a basis are called simple roots and allow for separating the roots in positive and negative roots in an obvious way. From this, it follows that the scalar product on two simple roots must be non-positive. Note that
where
is the angle between the roots
and
defined by the Euclidean scalar product
. From Cartan’s theorem, it then follows that the possible values of the scalar products among roots are such that
. In the case it is zero, there are no relations among the lengths, and in the case it is four, then the two roots are collinear, a case already considered, thus not interesting. In the other cases, one also notices that
Therefore, the angles and rates of length among simple roots are constrained, and such constraints can be used to completely determine all possible root systems up to equivalences. When a root system is given, the action of the Weyl group generates all the remaining roots associated with a semi-simple algebra, and this allows us to reconstruct the whole algebra. This is the way one classifies simple Lie algebras. Indeed, associated with a given simple root system are the components of a matrix called the Cartan matrix. It has the following properties:
The diagonal elements are al ltwo, whereas the non-diagonal elements are non-positive integers;
is zero if and only if is zero;
The root can be ordered so that the non-vanishing elements below the diagonal are .
Moreover, if the algebra is semi-simple, all roots relative to a simple block are orthogonal to the ones of any other block so that the corresponding Cartan matrix is a block diagonal. Thus, to classify simple algebras, one has to classify all the Cartan matrices that cannot be block-diagonalised via reordering of the roots. This can be performed using the method of Dynkin diagrams, where to each simple root one associates a dot, and two dots and are connected by a number of lines oriented from the longer to the shorter root. These diagrams are in biunivocal correspondence with the Cartan matrices, and in particular, a diagram corresponds to a simple algebra if and only if it is connected.
All possible Dynkin diagrams are depicted in
Appendix A. They correspond to the following classical complex matrix algebras (with commutator as Lie bracket):
of rank , of traceless complex matrices;
of rank n, of antisymmetric complex matrices;
of rank n, of symplectic complex matrices;
of rank n, of antisymmetric complex matrices;
and the five exceptional complex algebras
, the linear algebra generated by the derivations acting on the octonionic algebra ;
, the Lie algebra associated with the isometry group of the octonionic projective plane ;
, the Lie algebra associated with the isometry group of the complex octonionic projective plane ;
, the Lie algebra associated with the isometry group of the quaternionic octonionic projective plane ;
, the Lie algebra associated with the isometry group of the bi-octonionic projective plane .
We refer to [
37] for recalling the definitions of octonions and octonionic planes.
3.8.2. Classification of Real Simple Lie Algebras
A little bit more involuted is the classification of real Lie algebras since for any complex Lie algebra there are more possible real forms, inequivalent real algebras whose tensorization by gives the considered complex simple algebra. For example, can be obtained by complexification of or of , the Lie algebra of anti-Hermitian matrices. We are not interested in report here how exactly all real forms associated with a complex form can be obtained since we are mainly interested in those real forms which exponentiate to a compact group, the so-called compact form. Nevertheless, since it will be of use in the next section, we illustrate here the main steps leading to the classification of real forms.
We will show the existence of two important real forms, the second one being the compact form. Let
be the positive roots of
, where
is the dimension of the algebra. We know that they generate
on
, so we can choose a real basis
,
of
such that any root has a real coefficient with regard to it. It is easy to see that with regard to this choice, the Killing form is a positive definite over
H. Indeed, given
, we fix a basis
in
H and let
,
the eigenvectors for the positive roots, and
the ones for the negative roots. With respect to this basis, we then find that
In particular, we can always fix an orthonormal basis
of
H. Moreover, we can normalise
such that
, which, together with
, are the only non-vanishing products. In particular, one can always choose
(and
) so that
is a real combination in the algebra. From this, it follows that the chosen generators define a real subalgebra of
. An interesting basis of this real subalgebra is given by
This basis is orthogonal, with
This real Lie algebra is not compact ([
36]).
Proposition 4. Let be a finite dimensional connected simple Lie group. Then, is compact if and only if the Killing form on the corresponding Lie algebra is negative definite.
We can obtain the compact form from the above real algebra by noticing that, if
is the subalgebra generated by the
and
the subspace generated by the remaining elements, then
This can be rephrased by saying that
is symmetrically embedded in
. It is a maximal compact subalgebra of
, and indeed, it can be shown that in the specific case of the real algebra we have just constructed,
is the smallest possible maximal subalgebra in this sense. There exist smaller maximal subalgebras (not properly contained in proper subalgebras of
), but they are not symmetrically embedded. Using the property of maximal embedding, we see that the generators
also define a real Lie subalgebra of
, but now
so that we obtained the compact real form.
This way, we have constructed two real forms: the compact form and a non-compact form with the smallest possible symmetrically embedded maximal compact subgroup. These are related by a simple trick. We considered the map , such that , , that can be easily extended to a linear map. To it, we can associate the linear map . It has the property that is the identity and . Moreover, is negative definite over , and and are eigenspaces for with eigenvalues and , respectively. It turns out that any real form is associated with such a map: any linear involution , , which is a K-isometry, is called a Cartan form. It determines a real form as a real space on which defined as above is negative definite, and the decomposition is K-orthogonal. It is immediate to verify that the positive eigenspace is a maximal compact subalgebra symmetrically embedded.
The reader interested in the details should read for example the book [
38].
3.9. Root Systems
One interesting fact we have recalled in the previous sections is that simple algebras are associated with roots, which in general are generated by integer combinations of a fundamental system of simple roots. Therefore, the roots are in general a subset of the lattice linearly generated by the -span of the simple roots system. A one-dimensional eigenspace is associated with each non-vanishing root. We will say that such roots have weight one. The vanishing root has weight equal to the linear dimension of the lattice. Recall that if is a root, then is also a root if and only if . Combined with Cartan’s theorem, this shows that the roots associated with any simple algebra define a crystallographic reduced root system. We will see in the next section that more general root systems, crystallographic but non-reduced, can be associated with the real forms (or, equivalently, to the associated symmetric spaces).
3.10. Compact Forms
We have seen how complex finite dimensional simple Lie algebras are completely classified by the Dynkin diagrams. Any such diagram completely identifies a simple Lie algebra over . The same is not true for the real forms, but it becomes true if we restrict our attention to compact real forms. Nevertheless, the unicity is again lost if we pass to the group; to a given Dynkin diagram, there can correspond a number of connected simple compact Lie groups all having the same (simple compact real) Lie algebra. We will call these the compact forms of the group.
The compact forms can all be determined as follows.
Proposition 5. Let be the simple compact form algebra associated with a given Dynkin diagram. Then, there exists a unique compact connected and simply connected Lie group whose associated Lie algebra is .
See [
35]. Any other compact group
associated with
can be obtained from
. Recall that
has finite center
Z (cf. [
35], Proposition 23.11, p. 200). Let
,
be all possible subgroups of
Z, which of course are a finite number. In particular, we assume
,
. Then,
are all possible compact forms associated with the given Dynkin diagram. Notice that
is a covering, and since
acts freely, we have
.
3.11. Realizations
Each compact group admits at least a faithful linear representation (cf. [
35], Theorem 4.2, p. 26). Let us call
such a representation for
(in particular
is faithful for
). It induces a faithful representation
of
, so that the following diagram is commutative:
being compact, it follows that
is injective and continuous, and
is
. Hence,
and
are homeomorphic ([
39], Theorem 8.8) and have the same fundamental group
5. Therefore, we can construct a realisation of the desired compact form just by exponentiating the matrices associated with the Lie algebra
via the suitable representation
induced by the faithful representation
of
. We will call
a
-faithful representation. Thus, we realise the desired compact
form by working with the suitable
-faithful representation of the corresponding Lie algebra.
Now, let be a symmetrically embedded subgroup of . If is a -faithful representation of , then will decompose into a direct sum of representations of the Lie algebra of among which at least one is surely -faithful.