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I am trying to evaluate $\int_\phi e^{tr(RM)} dR$ where $\phi$ is a set of all real orthogonal matrices of a certain size. $M$ is an arbitrary real matrix (of a certain size). This is equivalent to $$\...

For an $n$-by-$n$ unitary matrix $U$ and a permutation $\sigma\in S_n$, let $$w_\sigma=(-1)^\sigma\det(U^*)\prod_{i=1}^n U_{i,\sigma(i)}.$$ Is $\int_{U(n)}\mathrm{Re}(w_{\sigma_1})\mathrm{Re}(w_{\...