Weingarten calculus and the IntHaar package for integrals over compact matrix groups (Q2211197)

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Weingarten calculus and the IntHaar package for integrals over compact matrix groups
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    Weingarten calculus and the IntHaar package for integrals over compact matrix groups (English)
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    13 November 2020
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    An uniform method of integration of polynomial functions on simple classic compact Lie groups (unitary, orthogonal, and symplectic) with respect to their Haar measures is developed. It bases on Weingarten functions. This method is realised in a Maple package IntHaar. A description of functions of this package is given. This package may be found on the website of the first author. Some examples of integration are considered.
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    Weingarten calculus
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    Haar integration
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    compact matrix group
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    simple compact Lie group
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    Maple program
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