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May 13, 2014 at 16:58 comment added Robert Bryant For the 'unit ball into larger ball' problem, you will most likely find a KAK decomposition more useful than a KAN decomposition. Using KAK, it should be easy. For the 'unit ball into cylinder', I'm not sure what would be the best strategy, but this will clearly be a more difficult problem.
May 13, 2014 at 15:17 history edited alvarezpaiva CC BY-SA 3.0
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May 13, 2014 at 15:13 comment added alvarezpaiva @JimHumphreys: thanks! That reference looks nice.
May 13, 2014 at 15:10 history edited alvarezpaiva CC BY-SA 3.0
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May 13, 2014 at 15:01 comment added Jim Humphreys P.S. It's also useful to keep in mind the short note by I.G. Macdonald on the volume of a compact Lie group, even though it doesn't go into details about the individual types: gdz.sub.uni-goettingen.de/dms/load/img/?PPN=GDZPPN002095793
May 13, 2014 at 14:26 comment added Jim Humphreys To add another reference, in the spirit of Weyl's integration formula, see $\S18$ of D. Bump's textbook Lie Groups and the classical group examples on p. 116
May 13, 2014 at 8:32 comment added alvarezpaiva @RobertBryant: thanks for the reference.
May 12, 2014 at 21:03 comment added Robert Bryant Well, the general case of what you appear to want is treated in Chapter VIII ("Integration") of A. Knapp's "Lie Groups Beyond an Introduction". Particularly see Sections 3 and 4 of that Chapter. You should have no trouble specializing these formulae to the decomposition of $\mathrm{Sp}(n,\mathbb{R})$ that you want to use for your purposes.
May 12, 2014 at 20:34 answer added Carlo Beenakker timeline score: 5
May 12, 2014 at 19:37 comment added alvarezpaiva @RobertBryant: I was hoping that the parametrization would be part of the answer or that the measure could be simply described in terms of the polar decomposition of symplectic matrices.
May 12, 2014 at 19:03 comment added Robert Bryant Well, the obvious answer is to just wedge together a basis for the left-invariant $1$-forms, which will give you (up to a normalizing constant) the $(2n^2{+}n)$-form whose integral gives you the Haar measure. If you want something more 'explicit' than this, you need to specify which 'explicit' parametrization or factorization (such as KAN, etc.) of the group in question you want to use.
May 12, 2014 at 18:38 history asked alvarezpaiva CC BY-SA 3.0