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Let $M$ be an $n times n$ matrix, and $O_n$ be the orthogonal group of $n times n$ matrix. Calculate $ m_1 = int_O_ntr(M)dV$ and $m_2 = int_O_n tr(M)^2dV$ where tr(M) is defined as the trace of M.

I was given the answer key, but I don't quite understand it. The answer key made the following claims:

" Since the volume integral is invariant under translation in the
orthogonal group, it is invariant under permuting the coordinates, and under
multiplying a row or column by −1. We have

$int_O_n tr(M) dV = int_O_n sum_i M_iidV = nint_O_nM_11dV = 0$

Also

$int_O_ntr(M)^2dV = int_O_n (nM^2_11 + (n^2 -n) M_11 M_22dV = int_O_n n M^2_11dV = int_O_n sum_i M^2_1idV = int_O_n 1dV$"

I have very little understanding of this, specifically I don't understand the following:

1. what it means by integrating over the orthogonal group




2. Each step of $ int_O_n sum_i M_iidV = nint_O_nM_11dV = 0$

with these two, I think I can figure out the rest. I would really appreciate it if anyone can help me, thanks in advance.

what it means by integrating over the orthogonal group

The orthogonal group is a locally compact group (in fact it is compact), therefore it admits a Haar measure (which is both right and left invariant). Basically this is a measure $dV$ on the Borel subsets of $O(n)$ which is invariant under translation by elements in $O(n)$. This should explain the first equality.

Each step of $int_O_n sum_i M_iidV = nint_O_nM_11dV = 0$

Well first we clearly have that $int_O_n sum_i M_ii dV = sum_i int_O_n M_ii dV$. Consider one of these summands

$$int_O_n M_ii dV$$ The point now is that we integrate over all matrices, this term is intuitively zero because for every matrix $M$ there will be a matrix $N$ such that $N_ii=-M_ii$. Formally we can permute rows and columns of $M$ by multiplying by some elementary matrix so by replacing the $i$'th row with the first row and the $i$'th column with the first column this equals to $int_O_n M_11 dV$. This proves the first equality.

also by multiplying by the matrix which corresponds to multiplying the first row by $-1$ we have that $$int_O_n M_11 dV=int_O_n -M_11 dV$$ hence both the arguments are zero.

Ok so for your first question what I think is meant is the following. A matrix $A in M_n times n (mathbbR)$ has $ n^2$ entries. So one can think of any matrix as a vector in $mathbbR^n^2$.

That is to say one can define a bijection $phi : 1, ldots,n times 1, ldots, n rightarrow 1, ldots, n^2 $ which induces the following identification of matrices as vectors.

$$alpha : M_n times n (mathbbR) rightarrow mathbbR^n^2 text where M rightarrow (M_phi(i,j))$$

Using that we can therefore integrate over functions of the form

$$ f: M_n times n (mathbbR) rightarrow mathbbR$$

as

$$int_A f dV = int_alpha(A)f circ alpha^-1(x) dV $$

where in your case $A$ is the orthogonal group.

Basically you are taking the matrices and flattening them until they're just vectors.

Obviously the question now is the wether or not our integral depends on our choice of alpha. Luckily for us it does not and this comes down to the integral being invariant under reordering of the coordinates.