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The orthogonal group is a regular level set of dimension n(n1)/2

Example

Let n1. Identify Mn(R) with Rn2 entrywise, and identify the symmetric n×n real matrices with Rn(n+1)/2 by listing the entries in the positions (i,j) with ij. Under these identifications let f:Mn(R)Symn(R),f(A)=ATA, so that f is a map between Euclidean spaces of dimensions n2 and n(n+1)/2.

Then f is C, its derivative is Df(A)H=ATH+HTA, and In is a regular value of f. Consequently O(n)={AMn(R):ATA=In}=f1(In) is a regular level set: near each of its points it is a C graph of dimension n2n(n+1)2=n(n1)2, and its tangent space at AO(n) is TAO(n)={AK:KMn(R), KT=K}, of dimension n(n1)/2.

At n=1 the target dimension equals the source dimension, O(1)={1,1}, and the graph dimension is 0: the two points are isolated.

Facts & Assumptions

Given: A natural number n1, the entrywise identifications above, and the map f with components fij(A)=k<nakiakj for ij.

[L2]

If f is totally differentiable at A, then the directional derivative DHf(A) exists for every H and equals Df(A)H (A total derivative computes every directional derivative, and its matrix is the Jacobian).

[L3]

A C1 map is a submersion at a point when its derivative there is surjective, and a value is regular when every point of its fibre is a submersion point (Submersions and immersions between Euclidean open sets, Regular and critical points, regular and critical values, and level sets).

[L4]

Near each of its points a regular level set of a Ck map URmRN is a Ck graph of dimension mN, and its tangent space at such a point is the kernel of the derivative (A regular level set is locally a Ck graph of dimension mn, The tangent space to a regular level set).

[L5]

A linear map is injective exactly when its kernel is trivial, and for a linear map on a finite-dimensional space the dimension of the space is the sum of the dimensions of the kernel and the image (The kernel and image are linear subspaces, and a linear map is injective if and only if its kernel is trivial, Rank-nullity: dimFV=nullityT+rankT).

Verification

technique · direct
1.1

By [L1], f is C and totally differentiable at every A.

givenL1
1.2

Let Af1(In), so ATA=In. If Ax=0 then x=Inx=ATAx=0, so by [L5] the map xAx is injective and therefore, its kernel being trivial, surjective on Rn; hence A is invertible and A1=AT, so also AAT=In.

givenL5algebra
2.1

Fix A,HMn(R). Then (A+tH)T(A+tH)=ATA+t(ATH+HTA)+t2HTH, a polynomial in t with matrix coefficients, so its derivative at t=0 is ATH+HTA. By [L2] this directional derivative is Df(A)H, so Df(A)H=ATH+HTA. This matrix is symmetric, as the target requires.

step 1.1givenL2algebra
3.1

Let S be symmetric and put H=12AS. Then ATH=12ATAS=12S, and HT=12SAT gives HTA=12SATA=12S. By step 2.1, Df(A)H=S, so Df(A) is surjective onto Symn(R).

step 2.1step 1.2algebra
4.1

By [L3], every point of f1(In) is a submersion point, so In is a regular value and f1(In)=O(n) is a regular level set.

step 3.1L3
5.1

By [L4] with m=n2 and N=n(n+1)/2, near each of its points O(n) is a C graph of dimension n2n(n+1)/2=n(n1)/2, and TAO(n)=kerDf(A)={H:ATH+HTA=0}.

step 4.1L4algebra
6.1

If KT=K and H=AK, then by step 1.2 ATH=K and HTA=KTATA=KT=K, so HkerDf(A). Conversely, if ATH+HTA=0, put K=ATH; then KT=HTA=K and AK=AATH=H by step 1.2. Hence TAO(n)={AK:KT=K}.

step 5.1step 1.2algebra
7.1

The map KAK is linear and injective, because A is invertible by step 1.2, so by [L5] its image has the dimension of its domain. A skew-symmetric matrix is determined freely by its entries strictly above the diagonal and has zero diagonal, so the skew-symmetric matrices have dimension n(n1)/2, and dimTAO(n)=n(n1)/2.

step 6.1step 1.2L5algebra
8.1

At n=1 the source and target both have dimension 1, f(a)=a2, and f1(1)={1,1}, on which f(a)=2a0; the graph dimension n(n1)/2 is 0, so each point is isolated, and the skew-symmetric 1×1 matrices are {0}, in agreement with step 7.1.

step 5.1step 7.1algebra

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