Lie algebra of O(n)

For the orthogonal set O(n), we can define the Lie algebra

o(n) = \{X: \exp(tX) \in O(n), \forall t \in \mathbb{R}\}

Note that X \in o(n) iff X=-X.

First note that \exp(tX) \in O(n)\Rightarrow I=\exp(tX)^\top \exp(tX) = \exp(t X^\top) \exp(tX)

And since \exp(A)\exp(B) = exp(A+B) if AB=BA, \exp(A)\exp(-A) = 0 \Rightarrow exp(A)^{-1} = exp(-A).

Therefore X = -X\Rightarrow I=\exp(tX)^\top \exp(tX).

Now for the opposite direction, since I=\exp(t X^\top) \exp(tX), then

0 = \frac{d}{dt}(\exp(tX^\top)\exp(tX)) = X^\top \exp(t X^\top)\exp(tX)+\exp(tX^\top)X \exp(tX), \forall t

Let t=0 \Rightarrow 0=X^\top+X\Rightarrow X^\top=-X.

Remark: O(n) is topologically closed. That is, it contains its limit.

Define F as a mapping from any matrix A to A^\top A. Then O(n) = F^{-1}(I). Since F is continuous, \forall A_k \in O(n), I=\lim F(A_k) = F(\lim A_k) and thus \lim A_k \in O(n).

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