Thursday, October 30, 2008

Matrix Lie Group

Lie Algebra of a Matrix Lie Group

Let X be nxn real or complex matrix. The exponential of X is defined by the usual power series etX = ∑ Xm / m!  for m = 1 ... ∞. etX is a smooth curve in Mn(C).

d/dt (etX) = XetX = etXX.  In particular, d/dt (etX) |t=0= X.


A function A: R --> GL(n;C) is called a one-parameter subgroup of GL(n;C) if 1) A is continuous; 2) A(0) = I; 3) A(t+s) = A(t)A(s) for all t, s R. If A is a one-parameter subgroup of GL(n;C), then there exists a unique nxn complex matrix X such that A(t) = etX.


Recall that a matrix Lie group is any subgroup G of GL(n;C) with the following properties: If Xm is any sequence of matrices in G, and Xm converges to some matrix X then either X G, or X is not invertible. Every matrix Lie group is a smooth embedded submanifold of Mn(C) and is thus a Lie group.  But not every Lie group is isomorphic to a matrix Lie group. 


Let G be a matrix Lie group. The Lie algebra of G, denoted g, is the set of all matrices X such that etX is in G for all real numbers t. X is in g if and only if the one-parameter subgroup generated by X lies in G. It only require that etX be in G for all real numbers t. If eX G but etX G for some real values of t. Then X is not in the Lie algebra of G.  


Every matrix Lie group is an embedded submanifold of GL(n;C). g is the tangent space to G at the identity. So a matrix X is in g if and only if there exists a smooth curve Υ in Mn(C) such that 1) Υ(t) lies in G for all t;  2) Υ(0) = I;  3) dΥ/dt |t=0 = X. This means that g can alternatively be defined as the set of all derivatives of smooth curves through the identity in G. 


Let X and Y be nxn complex matrices, some further properties of the matrix exponential.

1) The Lie Product Formula,  eX+Y = limm-->∞ (eX/m eY/m)m .

2) For any X Mn(C), we have det(etX) = etrace(X).


General Linear Groups gl(n;C), gl(n;R)

The Lie algebra of GL(n;C) is the space of all nxn complex matrices, denoted gl(n;C). 


The Lie algebra of GL(n;R) is the space of all nxn real matrices, denoted gl(n;R). If G is a subgroup of GL(n:R), then the Lie algebra of G must consist entirely of real matrices. 

(If etX is real for all real numbers t, then X = d/dt etX |t=0 will also be real. )


Special Linear Groups sl(n;C), sl(n;R)

The Lie algebra of SL(n;C) is the space of all nxn complex matrices with trace zero, denoted by sl(n;C).

(If X is any nxn matrix such that det(etX )=1 for all t, then et trace(X) =1 for all t. Therefore, t trace(X) is an integer multiple of 2πi for all t, which is only possible if trace(X) = 0.)


The Lie algebra of SL(n;R) is the space of all nxn real matrices with trace zero, denoted by sl(n;R).


Unitary Groups u(n), su(n)

The Lie algebra of U(n) is the space of all nxn complex matrices X such that X* = -X, denoted u(n).

(Recall that a matrix U is unitary if and only if U* = -U-1. Thus, etX is unitary if and only if (etX )* = (etX )-1 = e-tX . Since (etX )* = etX* . Therefore etX* = e-tX.)


The Lie algebra of SU(n) is the space of all nxn complex matrices X such that X* = -X and trace(X) = 0, denoted u(n).


Orthogonal Groups so(n), so(n;C)

The identity component of O(n) is just SO(n). Since the exponential of a matrix in the Lie algebra is automatically in the identity component, the Lie algebra of O(n) is the same as the Lie algebra of SO(n). The Lie algebra of O(n) and SO(n) is the space of all nxn real matrices X with Xtr = -X, denoted so(n). Note that the condition Xtr = -X forces the diagonal entries of X to be zero, so necessarily the trace of X is zero. 

(An nxn real matrix R is orthogonal if and only if Rtr = -R-1. So, given an nxn real matrix X, etX is orthogonal if and only if (etX )tr = etX )-1 or et tr(X) = e-tX. If it holds for all t, then by differentiating at t = 0, we would have  Xtr = -X.)

The Lie algebra of SO(n;C) is the space of nxn complex matrices satisfying Xtr = -X, denoted by so(n;C).


Symplectic Groups sp(n;R), sp(n;C), sp(n)

Let J be the matrix in the definition of the symplectic groups. sp(n;R) is the space of 2n x 2n real matrices X such that JXtrJ = J. 

sp(n;C) is the space of 2n x 2n complex matrices satisfying the same condition. The elements of sp(n;C) are precisely 2n x 2n matrices of the form (A,C; B, -Atr), where A is an arbitrary nxn matrix and B and C are arbitrary symmetric matrices. 


sp(n) = sp(n;C) u(2n).


Generalized Orthogonal Groups so(n;k)

The Lie algebra of O(n;k), which is the same as the Lie algebra of SO(n;k), consists of all (n+k) x (n+k) real matrices X with gXtrg = -X, is denoted by so(n;k).

(a matrix A is in O(n;k) if and only if AtrgA = g, where g is the (n+k) x (n+k) diagonal matrix with the first n diagonal entries equal to one and the last k diagonal entries equal to minus one. This condition is equivalent to the condition g-1Atrg = A-1. Since g-1 = g, gAtrg = A-1. Now, if X is an (n+k) x (n+k) real matrix, then etX is in O(n;k) if and only if get tr(X)g  = et gtr(X)g = e-tX. This condition holds for all real t if and only if gtr(X)g = -X.)


Heisenberg Group

The Lie algebra of the Heisenberg group is the space of all 3 x 3 real matrices that are strictly upper triangular. 

(Recall that H is the group of all 3 x 3 real matrices A = (1,0,0; a,1,0; b,c,1), the exponential of the matrix of the form (0,0,0; α,0,0; β,γ,0) was in H.)


Euclidean and Poincare Groups

The Lie algebra of E(n) is the space of all (n+1) x (n+1) real matrices of the form (Y(1),0 : Y(2),0 : ... : y1, ... , yn,0) with Y satisfying Ytr = -Y.

The Lie algebra of P(n;1) is the space of all (n+2) x (n+2) real matrices of the form (Y(1),0 : Y(2),0 : ... : y1, ... , yn+1,0) with Y so(n;1).

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