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My question is about how to compute the Haar measure for O(n) and U(n) groups.

For example, for the conventional parametrization of SO(3) with 3 angels, the Haar measure is

$ dO= cos(\theta_{13})*d\theta_{12}*d\theta_{13}*d\theta_{23}$ .

How one derives this formula? I want to compute the Haar measure for both O(n) and U(n) for general n.

I am a student of physics and I am not quite familiar with Haar measure.

SAS
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You might like these lecture notes. In particular, the second page discusses such calculations.

  • thank you for the lecture note, though it doesn't contain what I was looking for explicitly, but it helped a bit. I found nice example in the book "Integral Geometry and Geometric Probability" by L.A. Santalo – SAS Sep 22 '14 at 18:49