| Preface | p. ix |
| The linear group | p. 1 |
| Topological groups | p. 1 |
| The group GL (n, R) | p. 2 |
| Examples of subgroups of GL (n, R) | p. 5 |
| Polar decomposition in GL (n, R) | p. 7 |
| The orthogonal group | p. 11 |
| Gram decomposition | p. 13 |
| Exercises | p. 14 |
| The exponential map | p. 18 |
| Exponential of a matrix | p. 18 |
| Logarithm of a matrix | p. 25 |
| Exercises | p. 29 |
| Linear Lie groups | p. 36 |
| One parameter subgroups | p. 36 |
| Lie algebra of a linear Lie group | p. 38 |
| Linear Lie groups are submanifolds | p. 41 |
| Campbell-Hausdorff formula | p. 44 |
| Exercises | p. 47 |
| Lie algebras | p. 50 |
| Definitions and examples | p. 50 |
| Nilpotent and solvable Lie algebras | p. 56 |
| Semi-simple Lie algebras | p. 62 |
| Exercises | p. 69 |
| Haar measure | p. 74 |
| Haar measure | p. 74 |
| Case of a group which is an open set in R[superscript n] | p. 76 |
| Haar measure on a product | p. 78 |
| Some facts about differential calculus | p. 81 |
| Invariant vector fields and Haar measure on a linear Lie group | p. 86 |
| Exercises | p. 90 |
| Representations of compact groups | p. 95 |
| Unitary representations | p. 95 |
| Compact self-adjoint operators | p. 98 |
| Schur orthogonality relations | p. 103 |
| Peter-Weyl Theorem | p. 107 |
| Characters and central functions | p. 115 |
| Absolute convergence of Fourier series | p. 117 |
| Casimir operator | p. 119 |
| Exercises | p. 123 |
| The groups SU (2) and SO(3), Haar measures and irreducible representations | p. 127 |
| Adjoint representation of SU(2) | p. 127 |
| Haar measure on SU(2) | p. 130 |
| The group SO(3) | p. 133 |
| Euler angles | p. 134 |
| Irreducible representations of SU(2) | p. 136 |
| Irreducible representations of SO(3) | p. 142 |
| Exercises | p. 149 |
| Analysis on the group SU(2) | p. 158 |
| Fourier series on SO(2) | p. 158 |
| Functions of class C[superscript k] | p. 160 |
| Laplace operator on the group SU(2) | p. 163 |
| Uniform convergence of Fourier series on the group SU(2) | p. 167 |
| Heat equation on SO(2) | p. 172 |
| Heat equation on SU(2) | p. 176 |
| Exercises | p. 182 |
| Analysis on the sphere and the Euclidean space | p. 186 |
| Integration formulae | p. 186 |
| Laplace operator | p. 191 |
| Spherical harmonics | p. 194 |
| Spherical polynomials | p. 200 |
| Funk-Hecke Theorem | p. 204 |
| Fourier transform and Bochner-Hecke relations | p. 208 |
| Dirichlet problem and Poisson kernel | p. 212 |
| An integral transform | p. 220 |
| Heat equation | p. 225 |
| Exercises | p. 227 |
| Analysis on the spaces of symmetric and Hermitian matrices | p. 231 |
| Integration formulae | p. 231 |
| Radial part of the Laplace operator | p. 238 |
| Heat equation and orbital integrals | p. 242 |
| Fourier transforms of invariant functions | p. 245 |
| Exercises | p. 246 |
| Irreducible representations of the unitary group | p. 249 |
| Highest weight theorem | p. 249 |
| Weyl formulae | p. 253 |
| Holomorphic representations | p. 260 |
| Polynomial representations | p. 264 |
| Exercises | p. 269 |
| Analysis on the unitary group | p. 274 |
| Laplace operator | p. 274 |
| Uniform convergence of Fourier series on the unitary group | p. 276 |
| Series expansions of central functions | p. 278 |
| Generalised Taylor series | p. 284 |
| Radial part of the Laplace operator on the unitary group | p. 288 |
| Heat equation on the unitary group | p. 292 |
| Exercises | p. 297 |
| Bibliography | p. 299 |
| Index | p. 301 |
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