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The orthogonal group is a regular level set of dimension n(n−1)/2

Example

Let n≥1. 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 i≤j. Under these identifications let f:Mn(R)→Sym⁡n(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)={A∈Mn(R):ATA=In}=f−1(In) is a regular level set: near each of its points it is a C∞ graph of dimension n2−n(n+1)2=n(n−1)2, and its tangent space at A∈O(n) is TAO(n)={AK:K∈Mn(R), KT=−K}, of dimension n(n−1)/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 n≥1, the entrywise identifications above, and the map f with components fij(A)=∑k<nakiakj for i≤j.

[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 U⊆Rm→RN is a Ck graph of dimension m−N, 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 m−n, 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: dim⁡FV=nullity⁡T+rank⁡T).

Verification

technique · direct
1.1givenL1

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

1.2givenL5algebra

Let A∈f−1(In), so ATA=In. If Ax=0 then x=Inx=ATAx=0, so by [L5] the map x↦Ax is injective and therefore, its kernel being trivial, surjective on Rn; hence A is invertible and A−1=AT, so also AAT=In.

2.1step 1.1givenL2algebra

Fix A,H∈Mn(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.

3.1step 2.1step 1.2algebra

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 Sym⁡n(R).

4.1step 3.1L3

By [L3], every point of f−1(In) is a submersion point, so In is a regular value and f−1(In)=O(n) is a regular level set.

5.1step 4.1L4algebra

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

6.1step 5.1step 1.2algebra

If KT=−K and H=AK, then by step 1.2 ATH=K and HTA=KTATA=KT=−K, so H∈ker⁡Df(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}.

7.1step 6.1step 1.2L5algebra

The map K↦AK 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(n−1)/2, and dim⁡TAO(n)=n(n−1)/2.

8.1step 5.1step 7.1algebra∎

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

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