Orthogonal Matrix Integration

吴炳洋

已于 2022-03-24 06:42:50 修改

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分类专栏：数学基础文章标签：统计学数字通信

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$H_1$ is an $n\times m$ matrix ( $n > m$ ) with orthonormal columns, so that $H_1'H_1 = I_m$ . The set (or space) of all such matrices $H_1$ is called the Stiefel manfold, denoted by $V_{m,n}$ .Thus
$V_{m,n} =\{H_1(n\times m):H_1'H_1 = I_m\}$
There are $\frac{1}{2} m ( m + 1)$ functionally independent conditions on the $m n$ elements of $H_1\in V_{m,n}$ implied by the equation $H_1'H_1 = I_m$ . Hence the elements of $H_1$ can be regarded as the coordinates of a point on a $\frac{1}{2} m ( m + 1)$ -dimensional surface in mn-dimensional Euclidean space.If $H_1 = ( h_{i,j}) ( i =1 , . . . ,n; j = 1 , . . . ,m)$ then since $\sum _{i=1}^n\sum_{j=1}^m h_{i,j}^2 = m$ this surface is a subset of the sphere of radius $m^{1/2}$ in mn-dimensional space.

The $\frac{1}{2} m ( m + 1)$ functionally independent conditions:
$\begin {aligned} &<h_j,h_j>=1, (j = 1 , . . . ,m)\\ &<h_i,h_j>=0, (i>j) \end{aligned}$

Two special cases are the following:

a) $m = n$
$V_{m,m}\equiv O(m)=\{H_1(m\times m):H_1'H_1 = I_m\}$
Here the elements of $O (m)$ can be regarded as the coordinates of a point on a $\frac{1}{2} m ( m - 1)$ -dimensional surface in Euclidean $m^2$ -space and the surface is a subset of the sphere of radius $m^{1/2}$ in $m^2$ -space.

a) $m = 1$
$V_{1,n}\equiv S_n=\{H_1(n\times 1):H_1'H_1 = 1\}$
the unit sphere in $R^n$ . This is, of course, an $n - 1$ dimensional surface in $R^n$ .

THEOREM 1
$\int_{{\rm {\bf V_{m,n}}} } {{\rm {\bf H_1'dH_1}}} = \frac{2^m\pi ^{mn / 2}}{\Gamma _m (\frac{1}{2}n)} \tag 1$

Proof: Let $Z$ be an $n\times m,(n\ge m)$ random matrix whose elements are
all independent $N (0, 1)$ random variables. The density function of $Z$ (that is,
the joint density function of the mn elements of $Z$ ) is

$\begin {aligned} f({\rm {\bf Z}}) &={\left( {2\pi } \right)^{-mn / 2}}\mathrm{exp}\left( - \frac{1}{2}\sum_{i=1}^n\sum_{j=1}^m Z_{ij}^2 \right)\\ &={\left( {2\pi } \right)^{-mn / 2}}\mathrm{etr}\left( { - \frac{1}{2}{\rm {\bf Z'Z}}} \right) \end{aligned} \tag 2$
It is very known that
$\int_{R^{n\times m}} f({\rm {\bf Z}})(d{\bf Z})=1$
That is
${\int\cdots\int}_{Z_{ij}\in(-\infty,\infty)} \mathrm{etr}\left( { - \frac{1}{2}{\rm {\bf Z'Z}}} \right)(d{\bf Z})={\left( {2\pi } \right)^{mn / 2}}$

where $(d{\bf Z})=\prod_{ij}d Z_{ij},(i=1,...,n, j=1,...,m)$ .

Put ${\bf Z} = H_1 T$ , where $H_1\in V_{m,n}$ and $T$ is upper-triangular with positive diagonal elements, then from 2.13 of ref1
$\left( {d{\rm {\bf Z}}} \right) = \prod\limits_{i = 1}^m {t_{ii}^{n - i} } \left( {dT} \right)\left( {H_1'dH_1} \right) \tag 3$

$\int \mathrm{etr}\left( { - \frac{1}{2}{\rm {\bf Z'Z}}} \right)(d{\bf Z})= \int \mathrm{etr}\left( { - \frac{1}{2}{\rm {\bf T'T}}} \right)\prod\limits_{i = 1}^m {t_{ii}^{n - i} } \left( {dT} \right)\int\left( {H_1'dH_1} \right)$

$\begin {aligned} &\int \mathrm{etr}\left( { - \frac{1}{2}{\rm {\bf T'T}}} \right)\prod\limits_{i = 1}^m {t_{ii}^{n - i} } \left( {dT} \right)\\&= \prod_{i<j,j=2}^m\exp(-\frac{1}{2}t_{ij}^2)dt_{ij}\int \prod_{i=1}^m\exp(-\frac{1}{2}t_{ii}^2)t_{ii}^{n - i}dt_{ii}\\ &=(2\pi)^{m(m-1)/4} \prod_{i=1}^m\int_{s_i>0}\exp(-s_i)(2s_i)^{(n-i-1)/2}ds_i\\ &=\pi^{m(m-1)/4} \prod_{i=1}^m\Gamma \left [\frac{n-i+1}{2}\right ]2^{m(m-1)/4}\prod_{i=1}^m 2^{(n-i-1)/2}\\ &=\Gamma_m(\frac{n}{2})\cdot 2^{mn/2-m}. \end{aligned}$
Then
$\int_{{\rm {\bf V_{m,n}}} } {{\rm {\bf H_1'dH_1}}} = \frac{2^m\pi ^{mn / 2}}{\Gamma _m (\frac{1}{2}n)}$
End of proof. $\diamondsuit$

Here
$\Gamma_m(\frac{n}{2})=\pi^{m(m-1)/4} \prod_{i=1}^m\Gamma \left [\frac{n-i+1}{2}\right ]\tag 4$
Like $\Gamma(n)=\int_{x>0}e^{-x}x^n dx$
$\Gamma_m(n)=\int_{A>0} \mathrm {etr}(-A)(\det A)^{(n-(m+1)/2)}dA\tag 5$
where A is a positive $m\times m$ matrix. Using $A = T^{'} T$ and
$dA=2^m\prod_{i=1}^m t_{ii}^{m-i+1}(dT)\tag 6$

$\begin{aligned} \Gamma_m(n)&= \prod_{i<j,j=2}^m\exp(-t_{ij}^2)dt_{ij} \prod_{i=1}^m\int 2\exp(-t_{ii}^2)t_{ii}^{2n - i}dt_{ii}\\ &=\pi^{m(m-1)/4}\prod_{i=1}^m\int_{u_i>0} \exp(-u_{i})u_{i}^{n - i/2-1/2}du_{i}\\ &=\pi^{m(m-1)/4}\prod_{i=1}^m\Gamma(n-i/2+1/2) \end{aligned}$

THEOREM 1C (for complex)
$\int_{{\rm {\bf V_{m,n}}} } {{\rm {\bf H_1^HdH_1}}} = \frac{2^m\pi ^{mn}}{\widetilde{\Gamma}_m (n)}\tag 7$

Proof: Let $Z$ be an $n\times m,(n\ge m)$ random matrix whose elements are
all independent $N (0, 1)$ random complex variables with real and imagine part of $N (0, 1 / 2)$ . The density function of $Z$ (that is, the joint density function of the mn elements of $Z$ ) is

$\begin {aligned} f({\rm {\bf Z}}) &={\left( {\pi } \right)^{-mn}} \mathrm{exp}\left( - \sum_{i=1}^n\sum_{j=1}^m Z_{ij}^*Z_{ij} \right)\\ &={\left( {\pi } \right)^{-mn}} \mathrm{etr}\left( { - { {\bf Z^HZ}}} \right) \end{aligned}\tag 8$
It is very known that
$\int_{\mathcal{C}^{n\times m}} f({\rm {\bf Z}})(d{\bf Z})=1$
That is
${\int\cdots\int}_{Z_{ij}} \mathrm{etr}\left( { - {\rm {\bf Z^HZ}}} \right)(d{\bf Z})={\left( {\pi } \right)^{mn }}$
where $(d{\bf Z})=\bigwedge_{ij}d Z_{ij},(i=1,...,n, j=1,...,m)$ .

Put ${\bf Z} = H_1 T$ , where $H_1\in V_{m,n}$ and $T$ is upper-triangular with positive diagonal elements, then from 2.13 of ref1
$\left( {d{\rm {\bf Z}}} \right) = \prod\limits_{i = 1}^m {t_{ii}^{2n - 2i+1} } \left( {dT} \right)\left( {H_1^HdH_1} \right)\tag 9$

$\int \mathrm{etr}\left( { - {\rm {\bf Z^HZ}}} \right)(d{\bf Z})= \int \mathrm{etr}\left( { - {\rm {\bf T^HT}}} \right)\prod\limits_{i = 1}^m {t_{ii}^{2n - 2i+1} } \left( {dT} \right)\int\left( {H_1^HdH_1} \right)$

$\begin {aligned} &\int \mathrm{etr}\left( { - {\rm {\bf T^HT}}} \right)\prod\limits_{i = 1}^m {t_{ii}^{2n - 2i+1} } \left( {dT} \right)\\&= \prod_{i<j,i=1,j=2}^m\exp(-\Re(t_{ij})^2)d\Re(t_{ij})\exp(-\Im(t_{ij})^2)d\Im(t_{ij})\int \prod_{i=1}^m\exp(-t_{ii}^2)t_{ii}^{2n - 2i+1}dt_{ii}\\ &=(\pi)^{m(m-1)/2} \prod_{i=1}^m\int_{s_i>0}2^{-1}\exp(-s_i)(s_i)^{n-i}ds_i\\ &=\pi^{m(m-1)/2} \prod_{i=1}^m\Gamma \left [{n-i+1}\right ]2^{-m}\\ &=\widetilde{\Gamma}_m(n).2^{-m}. \end{aligned}$
Note: Here $t_{ij},i<j$ are complex, $t_{ii}$ are real.
Then
$\int_{{\rm {\bf V_{m,n}}} } {{\rm {\bf H_1^HdH_1}}} = \frac{2^m\pi ^{mn}}{\widetilde{\Gamma} _m (n)}$
End of proof. $\diamondsuit \diamondsuit$

Here
$\widetilde{\Gamma}_m(n)=\pi^{m(m-1)/2} \prod_{i=1}^m\Gamma \left [{n-i+1}\right ]\tag {10}$
Like $\Gamma(n)=\int_{x>0}e^{-x}x^n dx$
$\begin{aligned} \widetilde{\Gamma}_m(n)=\int_{A>0}\mathrm {etr}(-A)(\det A)^{n-m}dA \end{aligned} \tag {11}$
where A is a positive $m\times m$ complex matrix. Using $A = T^{'} T$ and
$\begin{aligned} dA=2^m\prod_{i=1}^m t_{ii}^{2m-2i+1}(dT)\\ \det A=\prod_{i=1}^m t_{ii}^2 \tag {12} \end{aligned}$

$\begin{aligned} \widetilde{\Gamma}_m(n)&= \prod_{i<j,i=1,j=2}^m\exp(-|t_{ij}|^2)d\Re(t_{ij})d\Im(t_{ij}) \prod_{i=1}^m\int 2\exp(-t_{ii}^2)t_{ii}^{2n - 2i+1}dt_{ii}\\ &=\pi^{m(m-1)/2}\prod_{i=1}^m\int_{u_i>0} \exp(-u_{i})u_{i}^{n - i}du_{i} \\ &=\pi^{m(m-1)/2}\prod_{i=1}^m\Gamma(n-i+1) \end{aligned}$

Derivation of (6): for $A = T^{'} T$ .
$\begin{aligned} \begin{array}{ll} a_{11}=t_{11}^2 & da_{11}=2t_{11}dt_{11}\\ a_{21}=t_{12}t_{11} & da_{21}=t_{11}dt_{12}+*\\ a_{31}=t_{13}t_{11} & da_{31}=t_{11}dt_{13}+*\\ \cdots &\cdots\\ a_{m1}=t_{1m}t_{11} & da_{m1}=t_{11}dt_{1m}+*\\ a_{22}=t_{12}^2+t_{22}^2 & da_{22}=2t_{22}dt_{22}+*\\ a_{32}=t_{13}t_{12}+ t_{23}t_{22}& da_{32}=t_{22}dt_{23}+*\\ \cdots &\cdots\\ a_{m2}=t_{1m}t_{12}+ t_{2m}t_{22}& da_{m2}=t_{22}dt_{2m}+*\\ \cdots &\cdots\\ a_{mm}=t_{mm}^2+* & da_{mm}=2t_{mm}dt_{mm}+* \end{array} \end{aligned}$
$\begin{aligned} dA=2^m\prod_{i=1}^m t_{ii}^{m-i+1}\bigwedge_{i\le j,j=1}^m dt_{ij}\end{aligned}$
Derivation of (12):
For a complex matrix $A=T^HT$ ,
$a_{ii}$ are real, $da_{ii}=2t_{ii}dt_{ii}+*$ ,
$a_{ij}=x_{ij}+y_{ij}, i> j$ are complex,including real part $x_{ij}$ and imagine part $y_{ij}$ ,
$\begin{aligned}dx_{ij}=t_{ii}d\Re({t}_{ji})+*,\\dy_{ij}=-t_{ii}d\Im({t}_{ji})+* \end{aligned}$
So
$\begin{aligned} dA=2^m\prod_{i=1}^m t_{ii}^{2m-2i+1}\bigwedge_{i\le j,j=1}^m dt_{ij}\end{aligned}$

THEOREM 2.1.13. Let $Z$ be an $n\times m, ( n \ge m )$ matrix of rank m and
write $Z= H_1T$ , where $H_1$ is an $n\times m$ matrix with $H_1'H_1=I_m$ , and T is an $m\times m$ upper-triangular matrix with positive diagonal elements. Let $H_2$ (a function of $H_1$ ) be an $\times ( n - m )$ matrix such that $H = [ H_1 : H_2)$ is an orthogonal $\times n$ matrix and write $H=[h_1,. .. h_m: h_{m+1},. . . h_n]$ , where $h_1,. .. h_m$ are the columns of $H_1$ and $h_{m+1},. . . h_n$ are the columns of $H_2$ . Then
$\begin{aligned} \left( {d{\rm {\bf Z}}} \right) = \prod\limits_{i = 1}^m {t_{ii}^{n - i} } \left( {dT} \right)\left( {H_1'dH_1} \right) \end{aligned} \tag {13}$

Proof. $H_1T\Longrightarrow dZ=dH_1.T+H_1.dT$ hence
$\begin {aligned} H'{d{\bf Z}}&= \begin{bmatrix} H_1'\\ \ddot{H_2'} \end{bmatrix} d {\bf Z}=\begin{bmatrix} H_1'dH_1T+H_1'H_1dT\\ H_2'dH_1T+H_2'H_1dT \end{bmatrix} \\ &=\begin{bmatrix} H_1'dH_1T+dT\\ H_2'dH_1T \end{bmatrix} \end{aligned}$

since $H_1'H_1=I_m, H_1'H_2=0$ . By Theorem 2.1.4 the exterior product of the elements on the left side of (13) is
$\begin {aligned} \left( H'{d{\rm {\bf Z}}} \right) = (\det H')^m (d{\bf Z})=(d{\bf Z}) \end{aligned}\tag {13.1}$
Proof of (13.1).
$\begin {aligned} \left( {d{\rm {\bf Z}}} \right) =\bigwedge_{j=1}^m\bigwedge_{i=1}^n dZ_{ij}=\bigwedge_{j=1}^m (dZ_{j}) \end{aligned}$
Considering exterior product of the same element $dx\Lambda dx=0$ , here $dZ_{ij}\Lambda dZ_{ij}=0$ , and the definition of determinant (the algebraic sum of products of different rows and column of the matrix),

$\begin {aligned} (H'dZ_{j}) &=\begin{pmatrix} h_{11}dZ_{1j}+h_{21}dZ_{2j}+\cdots+h_{n1}dZ_{nj}\\ h_{12}dZ_{1j}+h_{22}dZ_{2j}+\cdots+h_{n2}dZ_{nj}\\ \cdots\\ h_{1n}dZ_{1j}+h_{2n}dZ_{2j}+\cdots+h_{nn}dZ_{nj}\\ \end{pmatrix}\\ &=\det(H)\bigwedge_{i=1}^n dZ_{ij}=\det(H)( dZ_{j}) \end{aligned}$

$\begin{aligned} \left( H'{d{\rm {\bf Z}}} \right) =\bigwedge_{j=1}^m (H'dZ_{j})=\det(H)^m(d\rm{Z})=(d\rm{Z}) \end{aligned}$
for $\det (H)=1$ .
End of proof of (13.1).

First consider the matrix $H_2' dH_1 T$ . The $(j - m)$ th row of $H_2' dH_1 T$ is
$\begin{aligned}\begin{matrix} (h_j'dh_1,\cdots, ,,..., h_j'dh_m)T, &&&( m + 1 \le j \le n ) . \end{matrix}\end{aligned}$
$\begin{aligned} ((h_j'dh_1,\cdots, ,,..., h_j'dh_m)T)=(\det T)\bigwedge_{i=1}^m h_j'dh_i. \end{aligned}$
so
$\begin{aligned} (H_2' dH_1 T)=(\det T)^{n-m} \bigwedge_{j=m+1}^n \bigwedge_{i=1}^m h_j'dh_i. \end{aligned}\tag{13.2}$

Now consider the upper matrix $H_1' dH_1 T+dT$ . First note that since $H_1' H_1=I_m$ , we have
$\begin{aligned} H_1' dH_1+dH_1'.H_1=0 \end{aligned}$
so that
$\begin{aligned} H_1' dH_1=-dH_1'.H_1=-(H_1' dH_1)', \end{aligned}\tag {13.2}$
and hence $H_1' dH_1$ , is skew-symmetric:
$\begin{aligned} H_1' dH_1=\begin{bmatrix} 0 & -h_2'dh_1 & \cdots & -h_m'dh_1\\ h_2'dh_1 & 0 & \cdots & -h_m'dh_2\\ h_3'dh_1 & h_3'dh_2 & \cdots & -h_m'dh_3\\ \vdots & \vdots & &\vdots\\ h_m'dh_1 & h_m'dh_2 & &0 \end{bmatrix} \end{aligned}\tag{13.3}$

Postmultiplying this by the upper-triangular matrix T gives the following matrix, where only the subdiagonal elements are given, and where, in addition, terms of the form $h_i' d h_j$ are ignored if they have appeared already in a previous column:
(My comment: $h_i' d h_j$ can be considered as a direction, the exterior product of the same directional vector is 0.)
$\begin{aligned} H_1' dH_1T=\begin{bmatrix} 0 & * & \cdots & *& *\\ h_2'dh_1t_{11} & * & \cdots & *& *\\ h_3'dh_1t_{11} & h_3'dh_2t_{22}+* & \cdots & *& *\\ \vdots & \vdots & &\vdots\\ h_m'dh_1t_{11} & h_m'dh_2t_{22}+* & &-h_m'dh_mt_{m-1,m-1}+*& * \end{bmatrix} \end{aligned}\tag{13.4}$

Column by column, the exterior product of the subdiagonal elements (under the diagonal)of $H_1' dH_1 T+dT$ is (remember that $d T$ is upper-triangular)

$\begin{aligned} t_{11}^{m-1}t_{22}^{m-2}\cdots t_{m-1,m-1}\bigwedge_{i=1}^m\bigwedge_{j=i+1}^m h_j'dh_i. \end{aligned}$
$\begin{aligned} (H_1' dH_1T+dT)=t_{11}^{m-1}t_{22}^{m-2}\cdots t_{m-1,m-1}\bigwedge_{i=1}^m\bigwedge_{j=i+1}^m h_j'dh_i(dT). \end{aligned}$

The exterior product of the elements of $H_2' dH_1 T$
and the subdiagonal elements of $H_1' dH_1 T+dT$ is
$\begin{aligned} \prod_{i=1}^m t_{ii}^{n-i}\bigwedge_{i=1}^m\bigwedge_{j=i+1}^n h_j'dh_i=\prod_{i=1}^m t_{ii}^{n-i}(H_1'dH_1). \end{aligned}\tag{13.5}$

The exterior product of the elements of $ H_1’ dH_1 T+dT$ on and
above the diagonal is
$\begin{aligned} \bigwedge_{i\le j}^m + \textrm {terms involving }{d}H_1. \end{aligned}$
The terms of ${d}H_1$ do not contribute to the total exterior product.Hence the exterior product of the elements of the right side of (13) is
$\begin{aligned} \prod_{i=1}^m t_{ii}^{n-i}\bigwedge_{i=1}^m\bigwedge_{j=i+1}^n h_j'dh_i=\prod_{i=1}^m t_{ii}^{n-i}(dT)(H_1'dH_1). \end{aligned}$
where $(H_1'dH_1)=\bigwedge_{i=1}^m\bigwedge_{j=i+1}^n$ .
My comment: Why not $H'dH_1)$ ?
End of proof of (13).

For complex matrix $Z$ and unitary matrix $H_1:H_2$ , considering the real part and imagine part,
$\begin{aligned} (H_2^H dH_1 T)=(\det T)^{2n-2m} \bigwedge_{j=m+1}^n \bigwedge_{i=1}^m h_j^Hdh_i. \end{aligned}$

Now consider the upper matrix $H_1^H dH_1 T+dT$ . First note that since $H_1^H H_1=I_m$ , we have
$\begin{aligned} H_1^H dH_1+dH_1^H.H_1=0 \end{aligned}$
so that
$\begin{aligned} H_1^H dH_1=-dH_1^H.H_1=-(H_1^H dH_1)^H, \end{aligned}$
and hence $H_1^H dH_1$ , is skew-symmetric:
$\begin{aligned} H_1^H dH_1=\begin{bmatrix} h_1^Hdh_1 & -h_2^Hdh_1 & \cdots & -h_m^Hdh_1\\ h_2^Hdh_1 & h_2^Hdh_2 & \cdots & -h_m^Hdh_2\\ h_3^Hdh_1 & h_3^Hdh_2 & \cdots & -h_m^Hdh_3\\ \vdots & \vdots & &\vdots\\ h_m^Hdh_1 & h_m^Hdh_2 & &h_m^Hdh_m \end{bmatrix} \end{aligned}$
where $H_i^H dH_i, (i=1,2,...,m)$ are with imagine parts only.

Postmultiplying this by the upper-triangular matrix T gives the following matrix, where only the subdiagonal elements (and on the diaonal for complex matrix form)are given, and where, in addition, terms of the form $h_i^Hdh_j$ are ignored if they have appeared already in a previous column:
$\begin{aligned} H_1^H dH_1T=\begin{bmatrix} h_1^Hdh_1t_{11} & * & \cdots & *\\ h_2^Hdh_1t_{11} & h_2^Hdh_2t_{22}+* & \cdots & *\\ h_3^Hdh_1t_{11} & h_3^Hdh_2t_{22}+* & \cdots & *\\ \vdots & \vdots &\vdots&\vdots\\ h_m^Hdh_1t_{11} & h_m^Hdh_2t_{22}+* & \cdots & h_m^Hdh_mt_{mm}+* \end{bmatrix} \end{aligned}$

Column by column, the exterior product of the subdiagonal elements (under the diagonal)of $H_1' dH_1 T+dT$ is (remember that $d T$ is upper-triangular)

$\begin{aligned} t_{11}^{2(m-1)+1}t_{22}^{2(m-2)+1}\cdots t_{m,m}\bigwedge_{i=1}^m\bigwedge_{j=i+1}^m h_j'dh_i. \end{aligned}$
Each element under diagonal contribute 2 $t_{ii}$ , and the element on diagonal contribute 1 $t_{ii}$ .
$\begin{aligned} (H_1^H dH_1T+dT)=t_{11}^{2m-1}t_{22}^{2m-3}\cdots t_{m,m}\bigwedge_{i=1}^m\bigwedge_{j=i}^m h_j^Hdh_i(dT). \end{aligned}$

The exterior product of the elements of $H_2^H dH_1 T$
and the subdiagonal elements (and imagine part on diagonal , considering $dt_{ii}$ are real) of $H_1^H dH_1 T+dT$ is
$\begin{aligned} \prod_{i=1}^m t_{ii}^{n-i}\bigwedge_{i=1}^m\bigwedge_{j=i}^n h_j^Hdh_i=\prod_{i=1}^m t_{ii}^{n-i}(H_1^HdH_1). \end{aligned}$
Here $(H_1^HdH_1)=\bigwedge_{i=1}^m\bigwedge_{j=i}^n h_j^Hdh_i$ .

The exterior product of the elements of $H_1' dH_1 T+dT$ on diagnal (real part) and above the diagonal is
$\begin{aligned} \bigwedge_{i\le j}^m + \textrm {terms involving }{d}H_1. \end{aligned}$
The terms of ${d}H_1$ do not contribute to the total exterior product.Hence the exterior product of the elements of the right side is
$\begin{aligned} \prod_{i=1}^m t_{ii}^{2n-2i+1}\bigwedge_{i=1}^m\bigwedge_{j=i}^n h_j^Hdh_i=\prod_{i=1}^m t_{ii}^{2n-2i+1}(dT)(H_1^HdH_1). \end{aligned}$