Diagonal Unitary Matrices (Torus Group)
This section describes integration over the group of diagonal unitary matrices, also known as the torus group $T^d$.
Overview
A diagonal unitary matrix $D$ of dimension $d$ has the form:
\[D = \text{diag}(e^{i\theta_1}, e^{i\theta_2}, \dots, e^{i\theta_d})\]
where each $\theta_k \in [0, 2\pi]$ is an independent phase. Integration over this group corresponds to independent averaging over each phase:
\[\int_{T^d} f(D) dD = \prod_{k=1}^d \left( \frac{1}{2\pi} \int_0^{2\pi} f(e^{i\theta_k}) d\theta_k \right)\]
Integration Formula
For monomials in the matrix entries $D_{ij}$, the integral is non-zero only if:
- All indices are diagonal ($i=j$ for all factors).
- For each diagonal entry $D_{kk}$, the number of $D_{kk}$ factors matches the number of $\bar{D}_{kk}$ factors.
\[\int_{T^d} D_{i_1 i_1} \dots D_{i_n i_n} \bar{D}_{j_1 j_1} \dots \bar{D}_{j_n j_n} dD = \begin{cases} 1 & \text{if } \{i_1, \dots, i_n\} = \{j_1, \dots, j_n\} \text{ as multisets} \\ 0 & \text{otherwise} \end{cases}\]
Usage in IntU.jl
Use the dDiagUnitary measure to perform these integrations.
- Basic Integration using
@integrate
The @integrate macro automatically identifies D as the random diagonal unitary.
using IntU, Symbolics
@variables d
# E[|D_11|^2] = 1
@integrate abs(D[1, 1])^2 dDiagUnitary(d)
# Output: 1- Manual Integration
using IntU, Symbolics
@variables d
D = SymbolicMatrix(:D, :DiagUnitary)
# E[|D_11|^2] = 1
integrate(abs(D[1, 1])^2, dDiagUnitary(d))
# E[D_11 * D_22^*] = 0 (independent phases)
integrate(D[1, 1] * conj(D[2, 2]), dDiagUnitary(d))
# Non-diagonal entries are zero by definition
integrate(abs(D[1,2])^2, dDiagUnitary(d)) # Output: 0Performance Note
Integration over the diagonal group is significantly faster than over the full unitary group $U(d)$, as it avoids the combinatorial complexity of Weingarten functions and reduces to simple multiset comparisons.