Groups

Groups,1 THEORY OF. The conception of an operation to be carried out on some object or set of objects underlies all mathematical science. Thus in elementary arithmetic there are the fundamental operations of the addition and the multiplication of integers; in algebra a linear transformation is an operation which may be carried out on any set of variables; while in geometry a translation, a rotation, or a projective transformation are operations which may be carried out on any figure.

In speaking of an operation, an object or a set of objects to which it may be applied is postulated; and the operation may, and generally will, have no meaning except in regard to such a set of objects. If two operations, which can be performed on the same set of objects, are such that, when carried out in succession on any possible object, the result, whichever operation is performed first, is to produce no change in the object, then each of the operations is spoken of as a definite operation, and each of them is called the inverse of the other. Thus the operations which consist in replacing x by nx and by x/n respectively, in any rational function of x, are definite inverse operations, if n is any assigned number except zero. On the contrary, the operation of replacing x by an assigned number in any rational function of x is not, in the present sense, although it leads to a unique result, a definite operation; there is in fact no unique inverse operation corresponding to it. It is to be noticed that the question whether an operation is a definite operation or no may depend on the range of the objects on which it operates. For example, the operations of squaring and extracting the square root are definite inverse operations if the objects are restricted to be real positive numbers, but not otherwise.

If O, O′, O″, ... is the totality of the objects on which a definite operation S and its inverse S′ may be carried out, and if the result of carrying out S on O is represented by O·S, then O·S·S′, O·S′·S, and O are the same object whatever object of the set O may be. This will be represented by the equations SS′ = S′S = 1. Now O·S·S′ has a meaning only if O·S is an object on which S′ may be performed. Hence whatever object of the set O may be, both O·S and O·S′ belong to the set. Similarly O·S·S, O·S·S·S, ... are objects of the set. These will be represented by O·S2, O·S3, ... Suppose now that T is another definite operation with the same set of objects as S, and that T′ is its inverse operation. Then O·S·T is a definite operation of the set, and therefore the result of carrying out S and then T on the set of objects is some operation U with a unique result. Represent by U′ the result of carrying out T′ and then S′. Then O·UU′ = O·S·T·T′·S′ = O·SS′ = O, and O·U′U = O·T′·S′·S·T = O·T′T = O, whatever object O may be. Hence UU′ = U′U = 1; and U, U′ are definite inverse operations.

If S, U, V are definite operations, and if S′ is the inverse of S, then

SU = SV

implies

S′SU = S′SV,

or

U = V.

Similarly

US = VS

implies

U = V.

Let S, T, U, ... be a set of definite operations, capable of being Definition of a group. carried out on a common object or set of objects, and let the set contain—

(i.) the operation ST, S and T being any two operations of the set;

(ii.) the inverse operation of S, S being any operation of the set; the set of operations is then called a group.

The number of operations in a group may be either finite or infinite. When it is finite, the number is called the order of the group, and the group is spoken of as a group of finite order. If the number of operations is infinite, there are three possible cases. When the group is represented by a set of geometrical operations, for the specification of an individual operation a number of measurements will be necessary. In more analytical language, each operation will be specified by the values of a set of parameters. If no one of these parameters is capable of continuous variation, the group is called a discontinuous group. If all the parameters are capable of continuous variation, the group is called a continuous group. If some of the parameters are capable of continuous variation and some are not, the group is called a mixed group.

If S′ is the inverse operation of S, a group which contains S must contain SS′, which produces no change on any possible object. This is called the identical operation, and will always be represented by I. Since SpSq = Sp+q when p and q are positive integers, and SpS′ = Sp−1 while no meaning at present has been attached to Sq when q is negative, S′ may be consistently represented by S−1. The set of operations ..., S−2, S−1, 1, S, S2, ... obviously constitute a group. Such a group is called a cyclical group.

It will be convenient, before giving some illustrations of the general group idea, to add a number of further definitions and explanations which apply to all groups alike. If from among the set of operations S, T, U, ... which constitute a group Subgroups, conjugate operations, isomorphism, &c. G, a smaller set S′, T′, U′, ... can be chosen which themselves constitute a group H, the group H is called a subgroup of G. Thus, in particular, if S is an operation of G, the cyclical group constituted by ..., S−2, S−1, 1, S, S2, ... is a subgroup of G, except in the special case when it coincides with G itself.

If S and T are any two operations of G, the two operations S and T-1ST are called conjugate operations, and T−1ST is spoken of as the result of transforming S by T. It is to be noted that since ST = T−1, TS, T, ST and TS are always conjugate operations in any group containing both S and T. If T transforms S into itself, that is, if S = T−1ST or TS = ST, S and T are called permutable operations. A group whose operations are all permutable with each other is called an Abelian group. If S is transformed into itself by every operation of G, or, in other words, if it is permutable with every operation of G, it is called a self-conjugate operation of G.

The conception of operations being conjugate to each other is extended to subgroups. If S′, T′, U′, ... are the operations of a subgroup H, and if R is any operation of G, then the operations R−1S′R, R−1T′R, R−1U′R, ... belong to G, and constitute a subgroup of G. For if S′T′ = U′, then R−1S′R·R−1T′R = R−1S′T′R = R−1U′R. This subgroup may be identical with H. In particular, it is necessarily the same as H if R belongs to H. If it is not identical with H, it is said to be conjugate to H; and it is in any case represented by the symbol R−1HR. If H = R−1HR, the operation R is said to be permutable with the subgroup H. (It is to be noticed that this does not imply that R is permutable with each operation of H.)

If H = R−1HR, when for R is taken in turn each of the operations of G, then H is called a self-conjugate subgroup of G.

A group is spoken of as simple when it has no self-conjugate subgroup other than that constituted by the identical operation alone. A group which has a self-conjugate subgroup is called composite.

Let G be a group constituted of the operations S, T, U, ..., and g a second group constituted of s, t, u, ..., and suppose that to each operation of G there corresponds a single operation of g in such a way that if ST = U, then st = u, where s, t, u are the operations corresponding to S, T, U respectively. The groups are then said to be isomorphic, and the correspondence between their operations is spoken of as an isomorphism between the groups. It is clear that there may be two distinct cases of such isomorphism. To a single operation of g there may correspond either a single operation of G or more than one. In the first case the isomorphism is spoken of as simple, in the second as multiple.

Two simply isomorphic groups considered abstractly—that is to say, in regard only to the way in which their operations combine among themselves, and apart from any concrete representation of the operations—are clearly indistinguishable.

If G is multiply isomorphic with g, let A, B, C, ... be the operations of G which correspond to the identical operation of g. Then to the operations A−1 and AB of G there corresponds the identical operation of g; so that A, B, C, ... constitute a subgroup H of G. Moreover, if R is any operation of G, the identical operation of g corresponds to every operation of R-1HR, and therefore H is a self-conjugate subgroup of G. Since S corresponds to s, and every operation of H to the identical operation of g, therefore every operation of the set SA, SB, SC, ..., which is represented by SH, corresponds to s. Also these are the only operations that correspond to s. The operations of G may therefore be divided into sets, no two of which contain a common operation, such that the correspondence between the operations of G and g connects each of the sets H, SH, TH, UH, ... with the single operations 1, s, t, u, ... written below them. The sets into which the operations of G are thus divided combine among themselves by exactly the same laws as the operations of g. For if st = u, then SH·TH = UH, in the sense that any operation of the set SH followed by any operation of the set TH gives an operation of the set UH.

The group g, abstractly considered, is therefore completely defined by the division of the operations of G into sets in respect of the self-conjugate subgroup H. From this point of view it is spoken of as the factor-group of G in respect of H, and is represented by the symbol G/H. Any composite group in a similar way defines abstractly a factor-group in respect of each of its self-conjugate subgroups.

It follows from the definition of a group that it must always be possible to choose from its operations a set such that every operation of the group can be obtained by combining the operations of the set and their inverses. If the set is such that no one of the operations belonging to it can be represented in terms of the others, it is called a set of independent generating operations. Such a set of generating operations may be either finite or infinite in number. If A, B, ..., E are the generating operations of a group, the group generated by them is represented by the symbol {A, B, ..., E}. An obvious extension of this symbol is used such that {A, H} represents the group generated by combining an operation A with every operation of a group H; {H1, H2} represents the group obtained by combining in all possible ways the operations of the groups H1 and H2; and so on. The independent generating operations of a group may be subject to certain relations connecting them, but these must be such that it is impossible by combining them to obtain a relation expressing one operation in terms of the others. For instance, AB = BA is a relation conditioning the group {A, B}; it does not, however, enable A to be expressed in terms of B, so that A and B are independent generating operations.

Let O, O′, O″, ... be a set of objects which are interchanged among themselves by the operations of a group G, so that if S is any operation of the group, and O any one of the objects, then O·S is an object occurring in the set. If it is possible to find an Transitivity and primitivity. operation S of the group such that O·S is any assigned one of the set of objects, the group is called transitive in respect of this set of objects. When this is not possible the group is called intransitive in respect of the set. If it is possible to find S so that any arbitrarily chosen n objects of the set, O1, O2, ..., On are changed by S into O′1, O′2, ..., O′n respectively, the latter being also arbitrarily chosen, the group is said to be n-ply transitive.

If O, O′, O″, ... is a set of objects in respect of which a group G is transitive, it may be possible to divide the set into a number of subsets, no two of which contain a common object, such that every operation of the group either interchanges the objects of a subset among themselves, or changes them all into the objects of some other subset. When this is the case the group is called imprimitive in respect of the set; otherwise the group is called primitive. A group which is doubly-transitive, in respect of a set of objects, obviously cannot be imprimitive.

The foregoing general definitions and explanations will now be illustrated by a consideration of certain particular groups. To begin with, as the operations involved are of the most familiar nature, the group of rational arithmetic may be considered. Illustrations of the group idea. The fundamental operations of elementary arithmetic consist in the addition and subtraction of integers, and multiplication and division by integers, division by zero alone omitted. Multiplication by zero is not a definite operation, and it must therefore be omitted in dealing with those operations of elementary arithmetic which form a group. The operation that results from carrying out additions, subtractions, multiplications and divisions, of and by integers a finite number of times, is represented by the relation x′ = ax + b, where a and b are rational numbers of which a is not zero, x is the object of the operation, and x′ is the result. The totality of operations of this form obviously constitutes a group.

If S and T represent respectively the operations x′ = ax + b and x′ = cx + d, then T−1ST represents x′ = ax + d − ad + bc. When a and b are given rational numbers, c and d may be chosen in an infinite number of ways as rational numbers, so that d − ad + bc shall be any assigned rational number. Hence the operations given by x′ = ax + b, where a is an assigned rational number and b is any rational number, are all conjugate; and no two such operations for which the a’s are different can be conjugate. If a is unity and b zero, S is the identical operation which is necessarily self-conjugate. If a is unity and b different from zero, the operation x′ = x + b is an addition. The totality of additions forms, therefore, a single conjugate set of operations. Moreover, the totality of additions with the identical operation, i.e. the totality of operations of the form x′ = x + b, where b may be any rational number or zero, obviously constitutes a group. The operations of this group are interchanged among themselves when transformed by any operation of the original group. It is therefore a self-conjugate subgroup of the original group.

The totality of multiplications, with the identical operation, i.e. all operations of the form x′ = ax, where a is any rational number other than zero, again obviously constitutes a group. This, however, is not a self-conjugate subgroup of the original group. In fact, if the operations x′ = ax are all transformed by x′ = cx + d, they give rise to the set x′ = ax + d(1 − a). When d is a given rational number, the set constitutes a subgroup which is conjugate to the group of multiplications. It is to be noticed that the operations of this latter subgroup may be written in the form x′ − d = a(x − d).

The totality of rational numbers, including zero, forms a set of objects which are interchanged among themselves by all operations of the group.

If x1 and x2 are any pair of distinct rational numbers, and y1 and y2 any other pair, there is just one operation of the group which changes x1 and x2 into y1 and y2 respectively. For the equations y1 = ax1 \+ b, y1 = ax2 \+ b determine a and b uniquely. The group is therefore doubly transitive in respect of the set of rational numbers. If H is the subgroup that leaves unchanged a given rational number x1, and S an operation changing x1 into x2, then every operation of S−1HS leaves x2 unchanged. The subgroups, each of which leaves a single rational number unchanged, therefore form a single conjugate set. The group of multiplications leaves zero unchanged; and, as has been seen, this is conjugate with the subgroup formed of all operations x′ − d = a(x − d), where d is a given rational number. This subgroup leaves d unchanged.

The group of multiplications is clearly generated by the operations x′ = px, where for p negative unity and each prime is taken in turn. Every addition is obtained on transforming x′ = x + 1 by the different operations of the group of multiplications. Hence x′ = x + 1, and x′ = px, (p = −1, 3, 5, 7, ...), form a set of independent generating operations of the group. It is a discontinuous group.

As a second example the group of motions in three-dimensional space will be considered. The totality of motions, i.e. of space displacements which leave the distance of every pair of points unaltered, obviously constitutes a set of operations which satisfies the group definition. From the elements of kinematics it is known that every motion is either (i.) a translation which leaves no point unaltered, but changes each of a set of parallel lines into itself; or (ii.) a rotation which leaves every point of one line unaltered and changes every other point and line; or (iii.) a twist which leaves no point and only one line (its axis) unaltered, and may be regarded as a translation along, combined with a rotation round, the axis. Let S be any motion consisting of a translation l along and a rotation a round a line AB, and let T be any other motion. There is some line CD into which T changes AB; and therefore T−1ST leaves CD unchanged. Moreover, T-1ST clearly effects the same translation along and rotation round CD that S effects for AB. Two motions, therefore, are conjugate if and only if the amplitudes of their translation and rotation components are respectively equal. In particular, all translations of equal amplitude are conjugate, as also are all rotations of equal amplitude. Any two translations are permutable with each other, and give when combined another translation. The totality of translations constitutes, therefore, a subgroup of the general group of motions; and this subgroup is a self-conjugate subgroup, since a translation is always conjugate to a translation.

All the points of space constitute a set of objects which are interchanged among themselves by all operations of the group of motions. So also do all the lines of space and all the planes. In respect of each of these sets the group is simply transitive. In fact, there is an infinite number of motions which change a point A to A′, but no motion can change A and B to A′ and B′ respectively unless the distance AB is equal to the distance A′B′.

The totality of motions which leave a point A unchanged forms a subgroup. It is clearly constituted of all possible rotations about all possible axes through A, and is known as the group of rotations about a point. Every motion can be represented as a rotation about some axis through A followed by a translation. Hence if G is the group of motions and H the group of translations, G/H is simply isomorphic with the group of rotations about a point.

The totality of the motions which bring a given solid to congruence with itself again constitutes a subgroup of the group of motions. This will in general be the trivial subgroup formed of the identical operation above, but may in the case of a symmetrical body be more extensive. For a sphere or a right circular cylinder the subgroups are those that leave the centre and the axis respectively unaltered. For a solid bounded by plane faces the subgroup is clearly one of finite order. In particular, to each of the regular solids there corresponds such a group. That for the tetrahedron has 12 for its order, for the cube (or octahedron) 24, and for the icosahedron (or dodecahedron) 60.

The determination of a particular operation of the group of motions involves six distinct measurements; namely, four to give the axis of the twist, one for the magnitude of the translation along the axis, and one for the magnitude of the rotation about it. Each of the six quantities involved may have any value whatever, and the group of motions is therefore a continuous group. On the other hand, a subgroup of the group of motions which leaves a line or a plane unaltered is a mixed group.

We shall now discuss (i.) continuous groups, (ii.) discontinuous groups whose order is not finite, and (iii.) groups of finite order. For proofs of the statements, and the general theorems, the reader is referred to the bibliography.

Continuous Groups.

The determination of a particular operation of a given continuous group depends on assigning special values to each one of a set of parameters which are capable of continuous variation. The first distinction regards the number of these parameters. If this number is finite, the group is called a finite continuous group; if infinite, it is called an infinite continuous group. In the latter case arbitrary functions must appear in the equations defining the operations of the group when these are reduced to an analytical form. The theory of infinite continuous groups is not yet so completely developed as that of finite continuous groups. The latter theory will mainly occupy us here.

Sophus Lie, to whom the foundation and a great part of the development of the theory of continuous groups are due, undoubtedly approached the subject from a geometrical standpoint. His conception of an operation is to regard it as a geometrical transformation, by means of which each point of (n-dimensional) space is changed into some other definite point.

The representation of such a transformation in analytical form involves a system of equations,

x′s = ƒs (x1, x2, ..., xn), (s = 1, 2, ..., n),

expressing x′1, x′2, ..., x′n, the co-ordinates of the transformed point in terms of x1, x2, ..., xn, the co-ordinates of the original point. In these equations the functions ƒs are analytical functions of their arguments. Within a properly limited region they must be one-valued, and the equations must admit a unique solution with respect to x1, x2, ..., xn, since the operation would not otherwise be a definite one.

From this point of view the operations of a continuous group, which depends on a set of r parameters, will be defined analytically by a system of equations of the form

x′s = ƒs(x1, x2, ..., xn; a1, a2, ..., ar), (s = 1, 2, ..., n),

(i.)

where a1, a2, ..., ar represent the parameters. If this operation be represented by A, and that in which b1, b2, ..., br are the parameters by B, then the operation AB is represented by the elimination (assumed to be possible) of x′1, x′2, ..., x′n between the equations (i.) and the equations

x″s = ƒs (x′1, x′2, ..., x′n; b1, b2, ..., br), (s = 1, 2, ..., n).

Since AB belongs to the group, the result of the elimination must be

x″s = ƒs (x1, x2, ..., xn; c1, c2, ..., cr),

where c1, c2, ..., cr represent another definite set of values of the parameters. Moreover, since A−1 belongs to the group, the result of solving equations (i.) with respect to x1, x2, ..., xn must be

xs = ƒs (x′1, x′2, ..., x′n; d1, d2, ..., dr), (s = 1, 2, ..., n).

Conversely, if equations (i.) are such that these two conditions are satisfied, they do in fact define a finite continuous group.

It will be assumed that the r parameters which enter in equations (i.) are independent, i.e. that it is impossible to choose r′ (< r) quantities in terms of which a1, a2, ..., ar can Infinitesimal operation of a continuous group. be expressed. Where this is the case the group will be spoken of as a “group of order r.” Lie uses the term “r-gliedrige Gruppe.” It is to be noticed that the word order is used in quite a different sense from that given to it in connexion with groups of finite order.

In regard to equations (i.), which define the general operation of the group, it is to be noticed that, since the group contains the identical operation, these equations must for some definite set of values of the parameters reduce to x′1 = x1, x′2 = x2, ..., x′n = xn. This set of values may, without loss of generality, be assumed to be simultaneous zero values. For if i1, i2, ..., ir be the values of the parameters which give the identical operation, and if we write

as = is \+ a, (s = 1, 2, ..., r),

then zero values of the new parameters a1, a2, ..., ar give the identical operation.

To infinitesimal values of the parameters, thus chosen, will correspond operations which cause an infinitesimal change in each of the variables. These are called infinitesimal operations. The most general infinitesimal operation of the group is that given by the system

x′s − xs = δxs = | ∂ƒs | δa1 + | ∂ƒs | δa2 \+ ... + | ∂ƒs | δar, (s = 1, 2, ..., n),  
---|---|---|---|---|---|---  
∂a1 | ∂a2 | ∂ar  
  
where, in ∂ƒs/∂ai, zero values of the parameters are to be taken. Since a1, a2, ..., ar are independent, the ratios of δa1, δa2, ..., δar are arbitrary. Hence the most general infinitesimal operation of the group may be written in the form

δxs = ( e1 | ∂ƒs | \+ e2 | ∂ƒs | \+ ... + er | ∂ƒs | ) δt, (s = 1, 2, ..., n),  
---|---|---|---|---|---|---  
∂a1 | ∂a2 | ∂ar  
  
where e1, e2, ..., er are arbitrary constants, and δt is an infinitesimal.

If F(x1, x2, ..., xn) is any function of the variables, and if an infinitesimal operation of the group be carried out on the variables in F, the resulting increment of F will be

∂F  | δx1 + | ∂F  | δx2 \+ ... + | ∂F  | δxn.  
---|---|---|---|---|---  
∂x1 | ∂x2 | ∂xn  
  
If the differential operator

∂ƒ1 |   | ∂ | + | ∂ƒ2 |   | ∂ | \+ ... + | ∂ƒn |   | ∂  
---|---|---|---|---|---|---|---|---|---|---  
∂ai | ∂x1 | ∂ai | ∂x2 | ∂ai | ∂xn  
  
be represented by Xi, (i = 1, 2, ..., r), then the increment of F is given by

(e1X1 \+ e2X2 \+ ... + erXr) Fδt.

When the equations (i.) defining the general operation of the group are given, the coefficients ∂ƒs/∂ai, which enter in these differential operators are functions of the variables which can be directly calculated.

The differential operator e1X1 \+ e2X2 \+ ... + erXr may then be regarded as defining the most general infinitesimal operation of the group. In fact, if it be for a moment represented by X, then (1 + δtX)F is the result of carrying out the infinitesimal operation on F; and by putting x1, x2, ..., xn in turn for F, the actual infinitesimal operation is reproduced. By a very convenient, though perhaps hardly justifiable, phraseology this differential operator is itself spoken of as the general infinitesimal operation of the group. The sense in which this phraseology is to be understood will be made clear by the foregoing explanations.

We suppose now that the constants e1, e2, ..., er have assigned values. Then the result of repeating the particular infinitesimal operation e1X1 \+ e2X2 \+ ... + erXr or X an infinite number of times is some finite operation of the group. The effect of this finite operation on F may be directly calculated. In fact, if δt is the infinitesimal already introduced, then

dF | = X·F, | d2F | = X·X·F, ...  
---|---|---|---  
dt | dt2  
  
Hence

F′ = F + t | dF | + | t2 | + | d2F | \+ ...  
---|---|---|---|---|---|---  
dt | 1·2 | dt2  
= F + tX·F + | t2 | X·X·F + ...  
---|---|---  
1·2  
  
It must, of course, be understood that in this analytical representation of the effect of the finite operation on F it is implied that t is taken sufficiently small to ensure the convergence of the (in general) infinite series.

When x1, x2, ... are written in turn for F, the system of equations

x′s = (1 + tX + | t2 | X·X + ...)xs, (s = 1, 2, ..., n)  
---|---|---  
1·2  
  
(ii.)

represent the finite operation completely. If t is here regarded as a parameter, this set of operations must in themselves constitute a group, since they arise by the repetition of a single infinitesimal operation. That this is really the case results immediately from noticing that the result of eliminating F′ between

F′ = F + tX·F + | t2 | X·X·F + ...  
---|---|---  
1·2  
  
and

F″ = F′ \+ t′X·F′ + | t′2 | X·X·F′ \+ ...  
---|---|---  
1·2  
  
is

F″ = F + (t + t′) X·F + | (t + t′)2 | X·X·F + ...  
---|---|---  
1·2  
  
The group thus generated by the repetition of an infinitesimal operation is called a cyclical group; so that a continuous group contains a cyclical subgroup corresponding to each of its infinitesimal operations.

The system of equations (ii.) represents an operation of the group whatever the constants e1, e2, ..., er may be. Hence if e1t, e2t, ..., ert be replaced by a1, a2, ..., ar the equations (ii.) represent a set of operations, depending on r parameters and belonging to the group. They must therefore be a form of the general equations for any operation of the group, and are equivalent to the equations (i.). The determination of the finite equations of a cyclical group, when the infinitesimal operation which generates it is given, will always depend on the integration of a set of simultaneous ordinary differential equations. As a very simple example we may consider the case in which the infinitesimal operation is given by X = x2∂/∂x, so that there is only a single variable. The relation between x′ and t is given by dx′/dt = x′2, with the condition that x′ = x when t = 0. This gives at once x′ = x/(1 − tx), which might also be obtained by the direct use of (ii.).

When the finite equations (i.) of a continuous group of order r are known, it has now been seen that the differential operator which defines the most general infinitesimal operation of the group can be directly constructed, and that it contains r Relations between the infinitesimal operations of a finite continuous group. arbitrary constants. This is equivalent to saying that the group contains r linearly independent infinitesimal operations; and that the most general infinitesimal operation is obtained by combining these linearly with constant coefficients. Moreover, when any r independent infinitesimal operations of the group are known, it has been seen how the general finite operation of the group may be calculated. This obviously suggests that it must be possible to define the group by means of its infinitesimal operations alone; and it is clear that such a definition would lend itself more readily to some applications (for instance, to the theory of differential equations) than the definition by means of the finite equations.

On the other hand, r arbitrarily given linear differential operators will not, in general, give rise to a finite continuous group of order r; and the question arises as to what conditions such a set of operators must satisfy in order that they may, in fact, be the independent infinitesimal operations of such a group.

If X, Y are two linear differential operators, XY − YX is also a linear differential operator. It is called the “combinant” of X and Y (Lie uses the expression Klammerausdruck) and is denoted by (XY). If X, Y, Z are any three linear differential operators the identity (known as Jacobi’s)

(X(YZ)) + (Y(ZX)) + (Z(XY)) = 0

holds between them. Now it may be shown that any continuous group of which X, Y are infinitesimal operations contains also (XY) among its infinitesimal operations. Hence if r linearly independent operations X1, X2, ..., Xr give rise to a finite continuous group of order r, the combinant of each pair must be expressible linearly in terms of the r operations themselves: that is, there must be a system of relations

(XiXj) = Σk=rk=1 cijk Xk,

where the c’s are constants. Moreover, from Jacobi’s identity and the identity (XY) + (YX) = 0 it follows that the c’s are subject to the relations

and

cijt \+ cjit = 0,  
Σs (cjks cist \+ ckis cjst \+ cijs ckst) = 0

(iii.)

for all values of i, j, k and t.

The fundamental theorem of the theory of finite continuous groups is now that these conditions, which are necessary in order Determination of the distinct types of continuous groups of a given order. that X1, X2, ..., Xr may generate, as infinitesimal operations, a continuous group of order r, are also sufficient.

For the proof of this fundamental theorem see Lie’s works (cf. Lie-Engel, i. chap. 9; iii. chap. 25).

If two continuous groups of order r are such that, for each, a set of linearly independent infinitesimal operations X1, X2, ..., Xr and Y1, Y2, ..., Yr can be chosen, so that in the relations

(XiXj) = Σcijs Xs, (YiYj) = Σ dijs Ys,

the constants cijs and dijs are the same for all values of i, j and s, the two groups are simply isomorphic, Xs and Ys being corresponding infinitesimal operations.

Two continuous groups of order r, whose infinitesimal operations obey the same system of equations (iii.), may be of very different form; for instance, the number of variables for the one may be different from that for the other. They are, however, said to be of the same type, in the sense that the laws according to which their operations combine are the same for both.

The problem of determining all distinct types of groups of order r is then contained in the purely algebraical problem of finding all the systems of r3 quantities cijs which satisfy the relations

cijt \+ cijt = 0,  
Σs cijs cskt \+ cjks csit \+ ckis csjt = 0.

for all values of i, j, k and t. To two distinct solutions of the algebraical problem, however, two distinct types of group will not necessarily correspond. In fact, X1, X2, ..., Xr may be replaced by any r independent linear functions of themselves, and the c’s will then be transformed by a linear substitution containing r2 independent parameters. This, however, does not alter the type of group considered.

For a single parameter there is, of course, only one type of group, which has been called cyclical.

For a group of order two there is a single relation

(X1X2) = αX1 \+ βX2.

If α and β are not both zero, let α be finite. The relation may then be written (αX1 \+ βX2, α−1X2) = αX1 \+ βX2. Hence if αX1 \+ βX2 = X′1, and α−1X2 = X′2, then (X′1X′2) = X′1. There are, therefore, just two types of group of order two, the one given by the relation last written, and the other by (X1X2) = 0.

Lie has determined all distinct types of continuous groups of orders three or four; and all types of non-integrable groups (a term which will be explained immediately) of orders five and six (cf. Lie-Engel, iii. 713-744).

A problem of fundamental importance in connexion with any given Self-conjugate subgroups. Integrable groups. continuous group is the determination of the self-conjugate subgroups which it contains. If X is an infinitesimal operation of a group, and Y any other, the general form of the infinitesimal operations which are conjugate to X is

X + t(XY) + | t2 | ((XY)Y) + ....  
---|---|---  
1·2  
  
Any subgroup which contains all the operations conjugate to X must therefore contain all infinitesimal operations (XY), ((XY)Y), ..., where for Y each infinitesimal operation of the group is taken in turn. Hence if X′1, X′2, ..., X′s are s linearly independent operations of the group which generate a self-conjugate subgroup of order s, then for every infinitesimal operation Y of the group relations of the form

(X′iY) = Σe=se=1 aie X′e, (i = 1, 2, ..., s)

must be satisfied. Conversely, if such a set of relations is satisfied, X′1, X′2, ..., X′s generate a subgroup of order s, which contains every operation conjugate to each of the infinitesimal generating operations, and is therefore a self-conjugate subgroup.

A specially important self-conjugate subgroup is that generated by the combinants of the r infinitesimal generating operations. That these generate a self-conjugate subgroup follows from the relations (iii.). In fact,

((XiXj) Xk) = Σs cijs (XsXk).

Of the ½r(r − 1) combinants not more than r can be linearly independent. When exactly r of them are linearly independent, the self-conjugate group generated by them coincides with the original group. If the number that are linearly independent is less than r, the self-conjugate subgroup generated by them is actually a subgroup; i.e. its order is less than that of the original group. This subgroup is known as the derived group, and Lie has called a group perfect when it coincides with its derived group. A simple group, since it contains no self-conjugate subgroup distinct from itself, is necessarily a perfect group.

If G is a given continuous group, G1 the derived group of G, G2 that of G1, and so on, the series of groups G, G1, G2, ... will terminate either with the identical operation or with a perfect group; for the order of Gs+1 is less than that of Gs unless Gs is a perfect group. When the series terminates with the identical operation, G is said to be an integrable group; in the contrary case G is called non-integrable.

If G is an integrable group of order r, the infinitesimal operations X1, X2, ..., Xr which generate the group may be chosen so that X1, X2, ..., Xr1, (r1 < r) generate the first derived group, X1, X2, ..., Xr2, (r2 < r1) the second derived group, and so on. When they are so chosen the constants cijs are clearly such that if rp < i ≤ rp+1, rq < j ≤ rq+1, p ≥ q, then cijs vanishes unless s ≤ rp+1.

In particular the generating operations may be chosen so that cijs vanishes unless s is equal to or less than the smaller of the two numbers i, j; and conversely, if the c’s satisfy these relations, the group is integrable.

A simple group, as already defined, is one which has no self-conjugate subgroup. It is a remarkable fact that the determination Simple groups. of all distinct types of simple continuous groups has been made, for in the case of discontinuous groups and groups of finite order this is far from being the case. Lie has demonstrated the existence of four great classes of simple groups:—

(i.) The groups simply isomorphic with the general projective group in space of n dimensions. Such a group is defined analytically as the totality of the transformations of the form

x′s = | as, 1x1 \+ as, 2x2 \+ ... + as, nxn \+ as, n + 1 | , (s = 1, 2, ..., n),  
---|---|---  
an+1, 1x1 \+ an+1, 2x2 \+ ... + an+1, nxn \+ 1  
  
where the a’s are parameters. The order of this group is clearly n(n + 2).

(ii.) The groups simply isomorphic with the totality of the projective transformations which transform a non-special linear complex in space of 2n − 1 dimensions with itself. The order of this group is n(2n + 1).

(iii.) and (iv.) The groups simply isomorphic with the totality of the projective transformations which change a quadric of non-vanishing discriminant into itself. These fall into two distinct classes of types according as n is even or odd. In either case the order is ½n(n + 1). The case n = 3 forms an exception in which the corresponding group is not simple. It is also to be noticed that a cyclical group is a simple group, since it has no continuous self-conjugate subgroup distinct from itself.

W. K. J. Killing and E. J. Cartan have separately proved that outside these four great classes there exist only five distinct types of simple groups, whose orders are 14, 52, 78, 133 and 248; thus completing the enumeration of all possible types.

To prevent any misapprehension as to the bearing of these very general results, it is well to point out explicitly that there are no limitations on the parameters of a continuous group as it has been defined above. They are to be regarded as taking in general complex values. If in the finite equations of a continuous group the imaginary symbol does not explicitly occur, the finite equations will usually define a group (in the general sense of the original definition) when both parameters and variables are limited to real values. Such a group is, in a certain sense, a continuous group; and such groups have been considered shortly by Lie (cf. Lie-Engel, iii. 360-392), who calls them real continuous groups. To these real continuous groups the above statement as to the totality of simple groups does not apply; and indeed, in all probability, the number of types of real simple continuous groups admits of no such complete enumeration. The effect of limitation to real transformations may be illustrated by considering the groups of projective transformations which change

x2 \+ y2 \+ z2 − 1 = 0 and x2 \+ y2 − z2 − 1 = 0

respectively into themselves. Since one of these quadrics is changed into the other by the imaginary transformation

x′ = x, y′ = y, z′ = z√ (−1),

the general continuous groups which transform the two quadrics respectively into themselves are simply isomorphic. This is not, however, the case for the real continuous groups. In fact, the second quadric has two real sets of generators; and therefore the real group which transforms it into itself has two self-conjugate subgroups, either of which leaves unchanged each of one set of generators. The first quadric having imaginary generators, no such self-conjugate subgroups can exist for the real group which transforms it into itself; and this real group is in fact simple.

Among the groups isomorphic with a given continuous group there The adjunct group. is one of special importance which is known as the adjunct group. This is a homogeneous linear group in a number of variables equal to the order of the group, whose infinitesimal operations are defined by the relations

Xi = Σi, s cijs xi | ∂ | , (j = 1, 2, ..., r),  
---|---|---  
∂xs  
  
where cijs are the often-used constants, which give the combinants of the infinitesimal operations in terms of the infinitesimal operations themselves.

That the r infinitesimal operations thus defined actually generate a group isomorphic with the given group is verified by forming their combinants. It is thus found that (XpXq) = Σs cpqsXs. The X’s, however, are not necessarily linearly independent. In fact, the sufficient condition that Σj ajXj should be identically zero is that Σj ajcijs should vanish for all values of i and s. Hence if the equations Σj ajcijs = 0 for all values of i and s have r′ linearly independent solutions, only r − r′ of the X’s are linearly independent, and the isomorphism of the two groups is multiple. If Y1, Y2, ..., Yr are the infinitesimal operations of the given group, the equations

Σj ajcijs = 0, (s, i = 1, 2, ..., r)

express the condition that the operations of the cyclical group generated by Σj ajYi should be permutable with every operation of the group; in other words, that they should be self-conjugate operations. In the case supposed, therefore, the given group contains a subgroup of order r′ each of whose operations is self-conjugate. The adjunct group of a given group will therefore be simply isomorphic with the group, unless the latter contains self-conjugate operations; and when this is the case the order of the adjunct will be less than that of the given group by the order of the subgroup formed of the self-conjugate operations.

We have been thus far mainly concerned with the abstract theory of continuous groups, in which no distinction is made between Continuous groups of the line of the plane, and of three-dimensional space. two simply isomorphic groups. We proceed to discuss the classification and theory of groups when their form is regarded as essential; and this is a return to a more geometrical point of view.

It is natural to begin with the projective groups, which are the simplest in form and at the same time are of supreme importance in geometry. The general projective group of the straight line is the group of order three given by

x′ = | ax + b | ,  
---|---|---  
cx + d′  
  
where the parameters are the ratios of a, b, c, d. Since

x′3 − x′2 | · | x′ − x′1 | = | x3 − x2 | · | x − x1  
---|---|---|---|---|---|---  
x′3 − x′1 | x′ − x′2 | x3 − x1 | x − x2  
  
is an operation of the above form, the group is triply transitive. Every subgroup of order two leaves one point unchanged, and all such subgroups are conjugate. A cyclical subgroup leaves either two distinct points or two coincident points unchanged. A subgroup which either leaves two points unchanged or interchanges them is an example of a “mixed” group.

The analysis of the general projective group must obviously increase very rapidly in complexity, as the dimensions of the space to which it applies increase. This analysis has been completely carried out for the projective group of the plane, with the result of showing that there are thirty distinct types of subgroup. Excluding the general group itself, every one of these leaves either a point, a line, or a conic section unaltered. For space of three dimensions Lie has also carried out a similar investigation, but the results are extremely complicated. One general result of great importance at which Lie arrives in this connexion is that every projective group in space of three dimensions, other than the general group, leaves either a point, a curve, a surface or a linear complex unaltered.

Returning now to the case of a single variable, it can be shown that any finite continuous group in one variable is either cyclical or of order two or three, and that by a suitable transformation any such group may be changed into a projective group.

The genesis of an infinite as distinguished from a finite continuous group may be well illustrated by considering it in the case of a single variable. The infinitesimal operations of the projective group in one variable are d/dx, x(d/dx), x2(d/dx). If these combined with x3(d/dx) be taken as infinitesimal operations from which to generate a continuous group among the infinitesimal operations of the group, there must occur the combinant of x2(d/dx) and x3(d/dx). This is x4(d/dx). The combinant of this and x2(d/dx) is 2x5(d/dx) and so on. Hence xr(d/dx), where r is any positive integer, is an infinitesimal operation of the group. The general infinitesimal operation of the group is therefore ƒ(x)(d/dx), where ƒ(x) is an arbitrary integral function of x.

In the classification of the groups, projective or non-projective of two or more variables, the distinction between primitive and imprimitive groups immediately presents itself. For groups of the plane the following question arises. Is there or is there not a singly-infinite family of curves ƒ(x, y) = C, where C is an arbitrary constant such that every operation of the group interchanges the curves of the family among themselves? In accordance with the previously given definition of imprimitivity, the group is called imprimitive or primitive according as such a set exists or not. In space of three dimensions there are two possibilities; namely, there may either be a singly infinite system of surfaces F(x, y, z) = C, which are interchanged among themselves by the operations of the group; or there may be a doubly-infinite system of curves G(x, y, z) = a, H(x, y, z) = b, which are so interchanged.

In regard to primitive groups Lie has shown that any primitive group of the plane can, by a suitably chosen transformation, be transformed into one of three definite types of projective groups; and that any primitive group of space of three dimensions can be transformed into one of eight definite types, which, however, cannot all be represented as projective groups in three dimensions.

The results which have been arrived at for imprimitive groups in two and three variables do not admit of any such simple statement.

We shall now explain the conception of contact-transformations and groups of contact-transformations. This conception, Contact transformations. like that of continuous groups, owes its origin to Lie.

From a purely analytical point of view a contact-transformation may be defined as a point-transformation in 2n + 1 variables, z, x1, x2, ..., xn, p1, p2, ..., pn which leaves unaltered the equation dz − p1dx1 − p2dx2 − ... − pndxn = 0. Such a definition as this, however, gives no direct clue to the geometrical properties of the transformation, nor does it explain the name given.

In dealing with contact-transformations we shall restrict ourselves to space of two or of three dimensions; and it will be necessary to begin with some purely geometrical considerations. An infinitesimal surface-element in space of three dimensions is completely specified, apart from its size, by its position and orientation. If x, y, z are the co-ordinates of some one point of the element, and if p, q, −1 give the ratios of the direction-cosines of its normal, x, y, z, p, q are five quantities which completely specify the element. There are, therefore, ∞5 surface elements in three-dimensional space. The surface-elements of a surface form a system of ∞2 elements, for there are ∞2 points on the surface, and at each a definite surface-element. The surface-elements of a curve form, again, a system of ∞2 elements, for there are ∞1 points on the curve, and at each ∞1 surface-elements containing the tangent to the curve at the point. Similarly the surface-elements which contain a given point clearly form a system of ∞2 elements. Now each of these systems of ∞2 surface-elements has the property that if (x, y, z, p, q) and (x + dx, y + dy, z + dz, p + dp, q + dq) are consecutive elements from any one of them, then dz − pdx − qdy = 0. In fact, for a system of the first kind dx, dy, dz are proportional to the direction-cosines of a tangent line at a point of the surface, and p, q, −1 are proportional to the direction-cosines of the normal. For a system of the second kind dx, dy, dz are proportional to the direction-cosines of a tangent to the curve, and p, q, −1 give the direction-cosines of the normal to a plane touching the curve; and for a system of the third kind dx, dy, dz are zero. Now the most general way in which a system of ∞2 surface-elements can be given is by three independent equations between x, y, z, p and q. If these equations do not contain p, q, they determine one or more (a finite number in any case) points in space, and the system of surface-elements consists of the elements containing these points; i.e. it consists of one or more systems of the third kind.

If the equations are such that two distinct equations independent of p and q can be derived from them, the points of the system of surface-elements lie on a curve. For such a system the equation dz − pdx − qdy = 0 will hold for each two consecutive elements only when the plane of each element touches the curve at its own point.

If the equations are such that only one equation independent of p and q can be derived from them, the points of the system of surface-elements lie on a surface. Again, for such a system the equation dz − pdx − qdy = 0 will hold for each two consecutive elements only when each element touches the surface at its own point. Hence, when all possible systems of ∞2 surface-elements in space are considered, the equation dz − pdx − qdy = 0 is characteristic of the three special types in which the elements belong, in the sense explained above, to a point or a curve or a surface.

Let us consider now the geometrical bearing of any transformation x′ = ƒ1(x, y, z, p, q), ..., q′ = ƒ5(x, y, z, p, q), of the five variables. It will interchange the surface-elements of space among themselves, and will change any system of ∞2 elements into another system of ∞2 elements. A special system, i.e. a system which belongs to a point, curve or surface, will not, however, in general be changed into another special system. The necessary and sufficient condition that a special system should always be changed into a special system is that the equation dz′ − p′dx′ − q′dy′ = 0 should be a consequence of the equation dz − pdx − qdy = 0; or, in other words, that this latter equation should be invariant for the transformation.

When this condition is satisfied the transformation is such as to change the surface-elements of a surface in general into surface-elements of a surface, though in particular cases they may become the surface-elements of a curve or point; and similar statements may be made with respect to a curve or point. The transformation is therefore a veritable geometrical transformation in space of three dimensions. Moreover, two special systems of surface-elements which have an element in common are transformed into two new special systems with an element in common. Hence two curves or surfaces which touch each other are transformed into two new curves or surfaces which touch each other. It is this property which leads to the transformations in question being called contact-transformations. It will be noticed that an ordinary point-transformation is always a contact-transformation, but that a contact-transformation (in space of n dimensions) is not in general a point-transformation (in space of n dimensions), though it may always be regarded as a point-transformation in space of 2n + 1 dimensions. In the analogous theory for space of two dimensions a line-element, defined by (x, y, p), where 1 : p gives the direction-cosines of the line, takes the place of the surface-element; and a transformation of x, y and p which leaves the equation dy − pdx = 0 unchanged transforms the ∞1 line-elements, which belong to a curve, into ∞1 line-elements which again belong to a curve; while two curves which touch are transformed into two other curves which touch.

One of the simplest instances of a contact-transformation that can be given is the transformation by reciprocal polars. By this transformation a point P and a plane p passing through it are changed into a plane p′ and a point P′ upon it; i.e. the surface-element defined by P, p is changed into a definite surface-element defined by P′, p′. The totality of surface-elements which belong to a (non-developable) surface is known from geometrical considerations to be changed into the totality which belongs to another (non-developable) surface. On the other hand, the totality of the surface-elements which belong to a curve is changed into another set which belong to a developable. The analytical formulae for this transformation, when the reciprocation is effected with respect to the paraboloid x2 \+ y2 − 2z = 0, are x′ = p, y′ = q, z′ = px + qy − z, p′ = x, q′ = y. That this is, in fact, a contact-transformation is verified directly by noticing that

dz′ − p′dx′ − q′dy′ = −d (z − px − qy) − xdp − ydq = −(dz − pdx − qdy).

A second simple example is that in which every surface-element is displaced, without change of orientation, normal to itself through a constant distance t. The analytical equations in this case are easily found in the form

x′ = x + | pt | ,  y′ = y + | qt | ,  z′ = z − | t | ,  
---|---|---|---|---|---|---  
√(1 + p2 \+ q2) | √(1 + p2 \+ q2) | √(1 + p2 \+ q2)  
  
p′ = q, q′ = q.

That this is a contact-transformation is seen geometrically by noticing that it changes a surface into a parallel surface. Every point is changed by it into a sphere of radius t, and when t is regarded as a parameter the equations define a cyclical group of contact-transformations.

The formal theory of continuous groups of contact-transformations is, of course, in no way distinct from the formal theory of continuous groups in general. On what may be called the geometrical side, the theory of groups of contact-transformations has been developed with very considerable detail in the second volume of Lie-Engel.

To the manifold applications of the theory of continuous groups in various branches of pure and applied mathematics Applications of the theory of continuous groups. it is impossible here to refer in any detail. It must suffice to indicate a few of them very briefly. In some of the older theories a new point of view is obtained which presents the results in a fresh light, and suggests the natural generalization. As an example, the theory of the invariants of a binary form may be considered.

If in the form ƒ = a0xn \+ na1xn−1y + ... + anyn, the variables be subjected to a homogeneous substitution

x′ = αx + βy, y′ = γx + δy,

(i.)

and if the coefficients in the new form be represented by accenting the old coefficients, then

a′0 = a0αn \+ a1nαn−1γ \+ ... + anγn,

a′1 = a0αn−1β \+ a1 {(n−1) αn−2βγ \+ αn−1δ} + ... + anγn−1δ,

·  ·  ·  ·  ·

a′n = a0βn \+ a1nβn−1δ \+ ... + anδn;  
  
---  
  
(ii.)

and this is a homogeneous linear substitution performed on the coefficients. The totality of the substitutions, (i.), for which αδ − βγ = 1, constitutes a continuous group of order 3, which is generated by the two infinitesimal transformations y(∂/∂x) and x(∂/∂y). Hence with the same limitations on α, β, γ, δ the totality of the substitutions (ii.) forms a simply isomorphic continuous group of order 3, which is generated by the two infinitesimal transformations

a0 | ∂ | \+ 2a1 | ∂ | \+ 3a1 | ∂ | \+ ... + nan − 1 | ∂ | ,  
---|---|---|---|---|---|---|---|---  
∂a1 | ∂a2 | ∂a3 | ∂an  
  
and

na1 | ∂ | \+ (n − 1)a2 | ∂ | \+ (n − 2)a3 | ∂ | \+ ... + au | ∂ | .  
---|---|---|---|---|---|---|---|---  
∂a0 | ∂a1 | ∂a2 | ∂au−1  
  
The invariants of the binary form, i.e. those functions of the coefficients which are unaltered by all homogeneous substitutions on x, y of determinant unity, are therefore identical with the functions of the coefficients which are invariant for the continuous group generated by the two infinitesimal operations last written. In other words, they are given by the common solutions of the differential equations

a0 | ∂ƒ | \+ 2a1 | ∂ƒ | \+ 3a2 | ∂ƒ | \+ ... = 0,  
---|---|---|---|---|---|---  
∂a1 | ∂a1 | ∂a2  
na1 | ∂ƒ | \+ (n − 1)a2 | ∂ƒ | \+ (n − 2)a3 | ∂ƒ | \+ ... = 0.  
---|---|---|---|---|---|---  
∂a0 | ∂a1 | ∂a2  
  
Both this result and the method by which it is arrived at are well known, but the point of view by which we pass from the transformation group of the variables to the isomorphic transformation group of the coefficients, and regard the invariants as invariants rather of the group than of the forms, is a new and a fruitful one.

The general theory of curvature of curves and surfaces may in a similar way be regarded as a theory of their invariants for the group of motions. That something more than a mere change of phraseology is here implied will be evident in dealing with minimum curves, i.e. with curves such that at every point of them dx2 \+ dy2 \+ dz2 = 0. For such curves the ordinary theory of curvature has no meaning, but they nevertheless have invariant properties in regard to the group of motions.

The curvature and torsion of a curve, which are invariant for all transformations by the group of motions, are special instances of what are known as differential invariants. If ξ(∂/∂x) + η(∂/∂y) is the general infinitesimal transformation of a group of point-transformations in the plane, and if y1, y2, ... represent the successive differential coefficients of y, the infinitesimal transformation may be written in the extended form

ξ | ∂ | \+ η | ∂ | \+ η1 | ∂ | \+ η2 | ∂ | \+ ...  
---|---|---|---|---|---|---|---|---  
∂x | ∂y | ∂y1 | ∂y2  
  
where η1δt, η2δt, ... are the increments of y1, y2, .... By including a sufficient number of these variables the group must be intransitive in them, and must therefore have one or more invariants. Such invariants are known as differential invariants of the original group, being necessarily functions of the differential coefficients of the original variables. For groups of the plane it may be shown that not more than two of these differential invariants are independent, all others being formed from these by algebraical processes and differentiation. For groups of point-transformations in more than two variables there will be more than one set of differential invariants. For instance, with three variables, one may be regarded as independent and the other two as functions of it, or two as independent and the remaining one as a function. Corresponding to these two points of view, the differential invariants for a curve or for a surface will arise.

If a differential invariant of a continuous group of the plane be equated to zero, the resulting differential equation remains unaltered when the variables undergo any transformation of the group. Conversely, if an ordinary, differential equation ƒ(x, y, y1, y2, ...) = 0 admits the transformations of a continuous group, i.e. if the equation is unaltered when x and y undergo any transformation of the group, then ƒ(x, y, y1, y2, ...) or some multiple of it must be a differential invariant of the group. Hence it must be possible to find two independent differential invariants α, β of the group, such that when these are taken as variables the differential equation takes the form F(α, β, dβ/dα, d2β/dα2, ...) = 0. This equation in α, β will be of lower order than the original equation, and in general simpler to deal with. Supposing it solved in the form β = φ(α), where for α, β their values in terms of x, y, y1, y2, ... are written, this new equation, containing arbitrary constants, is necessarily again of lower order than the original equation. The integration of the original equation is thus divided into two steps. This will show how, in the case of an ordinary differential equation, the fact that the equation admits a continuous group of transformations may be taken advantage of for its integration.

The most important of the applications of continuous groups are to the theory of systems of differential equations, both ordinary and partial; in fact, Lie states that it was with a view to systematizing and advancing the general theory of differential equations that he was led to the development of the theory of continuous groups. It is quite impossible here to give any account of all that Lie and his followers have done in this direction. An entirely new mode of regarding the problem of the integration of a differential equation has been opened up, and in the classification that arises from it all those apparently isolated types of equations which in the older sense are said to be integrable take their proper place. It may, for instance, be mentioned that the question as to whether Monge’s method will apply to the integration of a partial differential equation of the second order is shown to depend on whether or not a contact-transformation can be found which will reduce the equation to either ∂2z/∂x2 = 0 or ∂2z/∂x∂y = 0. It is in this direction that further advance in the theory of partial differential equations must be looked for. Lastly, it may be remarked that one of the most thorough discussions of the axioms of geometry hitherto undertaken is founded entirely upon the theory of continuous groups.

Discontinuous Groups.

We go on now to the consideration of discontinuous groups. Although groups of finite order are necessarily contained under this general head, it is convenient for many reasons to deal with them separately, and it will therefore be assumed in the present section that the number of operations in the group is not finite. Many large classes of discontinuous groups have formed the subject of detailed investigation, but a general formal theory of discontinuous groups can hardly be said to exist as yet. It will thus be obvious that in considering discontinuous groups it is necessary to proceed on different lines from those followed with continuous groups, and in fact to deal with the subject almost entirely by way of example.

The consideration of a discontinuous group as arising from a set of independent generating operations suggests a purely abstract point of view in which any two simply isomorphic groups are indistinguishable. The number of generating operations Generating operations. may be either finite or infinite, but the former case alone will be here considered. Suppose then that S1, S2, ..., Sn is a set of independent operations from which a group G is generated. The general operation of the group will be represented by the symbol SαaSβb ... Sδd, or Σ, where a, b, ..., d are chosen from 1, 2, ..., n, and α, β, ..., δ are any positive or negative integers. It may be assumed that no two successive suffixes in Σ are the same, for if b = a, then SαaSβb may be replaced by Sα+βa. If there are no relations connecting the generating operations and the identical operation, every distinct symbol Σ represents a distinct operation of the group. For if Σ = Σ1, or SαaSβb ... Sδd = Sα1a1Sβ1b1 ... Sδ1d1, then S−δ1d1 ... S−β1b1S−α1a1SαaSβb ... Sδd = 1; and unless a = a1, b = b1, ..., α = α1, β = β1, ..., this is a relation connecting the generating operations.

Suppose now that T1, T2, ... are operations of G, and that H is that self-conjugate subgroup of G which is generated by T1, T2, ... and the operations conjugate to them. Then, of the operations that can be formed from S1, S2, ..., Sn, the set ΣH, and no others, reduce to the same operation Σ when the conditions T1 = 1, T2 = 1, ... are satisfied by the generating operations. Hence the group which is generated by the given operations, when subjected to the conditions just written, is simply isomorphic with the factor-group G/H. Moreover, this is obviously true even when the conditions are such that the generating operations are no longer independent. Hence any discontinuous group may be defined abstractly, that is, in regard to the laws of combination of its operations apart from their actual form, by a set of generating operations and a system of relations connecting them. Conversely, when such a set of operations and system of relations are given arbitrarily they define in abstract form a single discontinuous group. It may, of course, happen that the group so defined is a group of finite order, or that it reduces to the identical operation only; but in regard to the general statement these will be particular and exceptional cases.

An operation of a discontinuous group must necessarily be specified Properly and improperly discontinuous groups. analytically by a system of equations of the form

x′s = ƒs (x1, x2, ..., xn; a1, a2, ..., ar), (s = 1, 2, ..., n),

and the different operations of the group will be given by different sets of values of the parameters a1, a2, ..., ar. No one of these parameters is susceptible of continuous variations, but at least one must be capable of taking a number of values which is not finite, if the group is not one of finite order. Among the sets of values of the parameters there must be one which gives the identical transformation. No other transformation makes each of the differences x′1 − x1, x′2 − x2, ..., x′n − xn vanish. Let d be an arbitrary assigned positive quantity. Then if a transformation of the group can be found such that the modulus of each of these differences is less than d when the variables have arbitrary values within an assigned range of variation, however small d may be chosen, the group is said to be improperly discontinuous. In the contrary case the group is called properly discontinuous. The range within which the variables are allowed to vary may clearly affect the question whether a given group is properly or improperly discontinuous. For instance, the group defined by the equation x′ = ax + b, where a and b are any rational numbers, is improperly discontinuous; and the group defined by x′ = x + a, where a is an integer, is properly discontinuous, whatever the range of the variable. On the other hand, the group, to be later considered, defined by the equation x′ = (ax + b) / (cx + d), where a, b, c, d are integers satisfying the relation ad − bc = 1, is properly discontinuous when x may take any complex value, and improperly discontinuous when the range of x is limited to real values.

Among the discontinuous groups that occur in analysis, a large number may be regarded as arising by imposing limitations on the range of variation of the parameters of continuous groups. If

x′s = ƒs (x1, x2, ..., xn; a1, a2, ..., ar), (s = 1, 2, ..., n),

are the finite equations of a continuous group, and if C with parameters c1, c2, ..., cr is the operation which results from carrying out A and B with corresponding parameters in succession, then the c’s are determined uniquely by the a’s and the b’s. If the c’s are rational functions of the a’s and b’s, and if the a’s and b’s are arbitrary rational numbers of a given corpus (see Number), the c’s will be rational numbers of the same corpus. If the c’s are rational integral functions of the a’s and b’s, and the latter are arbitrarily chosen integers of a corpus, then the c’s are integers of the same corpus. Hence in the first case the above equations, when the a’s are limited to be rational numbers of a given corpus, will define a discontinuous group; and in the second case they will define such a group when Linear discontinuous groups. the a’s are further limited to be integers of the corpus. A most important class of discontinuous groups are those that arise in this way from the general linear continuous group in a given set of variables. For n variables the finite equations of this continuous group are

x′s = as1x1 \+ as2x2 \+ ... + asnxn, (s = 1, 2, ..., n),

where the determinant of the a’s must not be zero. In this case the c’s are clearly integral lineo-linear functions of the a’s and b’s. Moreover, the determinant of the c’s is the product of the determinant of the a’s and the determinant of the b’s. Hence equations (ii.), where the parameters are restricted to be integers of a given corpus, define a discontinuous group; and if the determinant of the coefficients is limited to the value unity, they define a discontinuous group which is a (self-conjugate) subgroup of the previous one.

The simplest case which thus presents itself is that in which there are two variables while the coefficients are rational integers. This is the group defined by the equations

x′ = ax + by,  
y′ = cx + dy,

where a, b, c, d are integers such that ad − bc = 1. To every operation of this group there corresponds an operation of the set defined by

z′ = | az + b | ,  
---|---|---  
cz + d  
  
in such a way that to the product of two operations of the group there corresponds the product of the two analogous operations of the set. The operations of the set (iv.), where ad − bc = 1, therefore constitute a group which is isomorphic with the previous group. The isomorphism is multiple, since to a single operation of the second set there correspond the two operations of the first for which a, b, c, d and −a, −b, −c, −d are parameters. These two groups, which are of fundamental importance in the theory of quadratic forms and in the theory of modular functions, have been the object of very many investigations.

Another large class of discontinuous groups, which have far-reaching applications in analysis, are those which arise in the first instance from purely geometrical considerations. By the combination and repetition of a finite number of geometrical Discontinuous groups arising from geometrical operations. operations such as displacements, projective transformations, inversions, &c., a discontinuous group of such operations will arise. Such a group, as regards the points of the plane (or of space), will in general be improperly discontinuous; but when the generating operations are suitably chosen, the group may be properly discontinuous. In the latter case the group may be represented in a graphical form by the division of the plane (or space) into regions such that no point of one region can be transformed into another point of the same region by any operation of the group, while any given region can be transformed into any other by a suitable transformation. Thus, let ABC be a triangle bounded by three circular arcs BC, CA, AB; and consider the figure produced from ABC by inversions in the three circles of which BC, CA, AB are part. By inversion at BC, ABC becomes an equiangular triangle A′BC. An inversion in AB changes ABC and A′BC into equiangular triangles ABC′ and A″BC′. Successive inversions at AB and BC then will change ABC into a series of equiangular triangles with B for a common vertex. These will not overlap and will just fill in the space round B if the angle ABC is a submultiple of two right angles. If then the angles of ABC are submultiples of two right angles (or zero), the triangles formed by any number of inversions will never overlap, and to each operation consisting of a definite series of inversions at BC, CA and AB will correspond a distinct triangle into which ABC is changed by the operation. The network of triangles so formed gives a graphical representation of the group that arises from the three inversions in BC, CA, AB. The triangles may be divided into two sets, those, namely, like A″BC′, which are derived from ABC by an even number of inversions, and those like A′BC or ABC′ produced by an odd number. Each set are interchanged among themselves by any even number of inversions. Hence the operations consisting of an even number of inversions form a group by themselves. For this group the quadrilateral formed by ABC and A′BC constitutes a region, which is changed by every operation of the group into a distinct region (formed of two adjacent triangles), and these regions clearly do not overlap. Their distribution presents in a graphical form the group that arises by pairs of inversions at BC, CA, AB; and this group is generated by the operation which consists of successive inversions at AB, BC and that which consists of successive inversions at BC, CA. The group defined thus geometrically may be presented in many analytical forms. If x, y and x′, y′ are the rectangular co-ordinates of two points which are inverse to each other with respect to a given circle, x′ and y′ are rational functions of x and y, and conversely. Thus the group may be presented in a form in which each operation gives a birational transformation of two variables. If x + iy = z, x′ \+ iy′ = z′, and if x′, y′ is the point to which x, y is transformed by any even number of inversions, then z′ and z are connected by a linear relation z′ = (αz + β) / (γz + δ), where α, β, γ, δ are constants (in general complex) depending on the circles at which the inversions are taken. Hence the group may be presented in the form of a group of linear transformations of a single variable generated by the two linear transformations z′ = (α1z + β1) / (γ1z + δ1), z′ = (α2z + β2) / (γ2z + δ2), which correspond to pairs of inversions at AB, BC and BC, CA respectively. In particular, if the sides of the triangle are taken to be x = 0, x2 \+ y2 − 1 = 0, x2 \+ y2 \+ 2x = 0, the generating operations are found to be z′ = z + 1, z′ = −z−1; and the group is that consisting of all transformations of the form z′ = (az + b) / (cz + d), where ad − bc = 1, a, b, c, d being integers. This is the group already mentioned which underlies the theory of the elliptic modular functions; a modular function being a function of z which is invariant for some subgroup of finite index of the group in question.

The triangle ABC from which the above geometrical construction started may be replaced by a polygon whose sides are circles. If each angle is a submultiple of two right angles or zero, the construction is still effective to give a set of non-overlapping regions, which represent graphically the group which arises from pairs of inversions in the sides of the polygon. In their analytical form, as groups of linear transformations of a single variable, the groups are those on which the theory of automorphic functions depends. A similar construction in space, the polygons bounded by circular arcs being replaced by polyhedra bounded by spherical faces, has been used by F. Klein and Fricke to give a geometrical representation for groups which are improperly discontinuous when represented as groups of the plane.

The special classes of discontinuous groups that have been dealt with Group of a linear differential equation. in the previous paragraphs arise directly from geometrical considerations. As a final example we shall refer briefly to a class of groups whose origin is essentially analytical. Let

dny | \+ P1 | dn−1y | \+ ... + Pn−1 | dy | \+ Pny = 0  
---|---|---|---|---|---  
dxn | dxn−1 | dx  
  
be a linear differential equation, the coefficients in which are rational functions of x, and let y1, y2, ..., yn be a linearly independent set of integrals of the equation. In the neighbourhood of a finite value x0 of x, which is not a singularity of any of the coefficients in the equation, these integrals are ordinary power-series in x − x0. If the analytical continuations of y1, y2, ..., yn be formed for any closed path starting from and returning to x0, the final values arrived at when x0 is again reached will be another set of linearly independent integrals. When the closed path contains no singular point of the coefficients of the differential equation, the new set of integrals is identical with the original set. If, however, the closed path encloses one or more singular points, this will not in general be the case. Let y′1, y′2, ..., y′n be the new integrals arrived at. Since in the neighbourhood of x0 every integral can be represented linearly in terms of y1, y2, ..., yn, there must be a system of equations

y′1 = a11y1 \+ a12y2 \+ ... + a1nyn,

y′2 = a21y1 \+ a22y2 \+ ... + a2nyn,

·  ·  ·  · 

y′n = an1y1 \+ an2y2 \+ ... + annyn,  
  
---  
  
where the a’s are constants, expressing the new integrals in terms of the original ones. To each closed path described by x0 there therefore corresponds a definite linear substitution performed on the y’s. Further, if S1 and S2 are the substitutions that correspond to two closed paths L1 and L2, then to any closed path which can be continuously deformed, without crossing a singular point, into L1 followed by L2, there corresponds the substitution S1S2. Let L1, L2, ..., Lr be arbitrarily chosen closed paths starting from and returning to the same point, and each of them enclosing a single one of the (r) finite singular points of the equation. Every closed path in the plane can be formed by combinations of these r paths taken either in the positive or in the negative direction. Also a closed path which does not cut itself, and encloses all the r singular points within it, is equivalent to a path enclosing the point at infinity and no finite singular point. If S1, S2, S3, ..., Sr are the linear substitutions that correspond to these r paths, then the substitution corresponding to every possible path can be obtained by combination and repetition of these r substitutions, and they therefore generate a discontinuous group each of whose operations corresponds to a definite closed path. The group thus arrived at is called the group of the equation. For a given equation it is unique in type. In fact, the only effect of starting from another set of independent integrals is to transform every operation of the group by an arbitrary substitution, while choosing a different set of paths is equivalent to taking a new set of generating operations. The great importance of the group of the equation in connexion with the nature of its integrals cannot here be dealt with, but it may be pointed out that if all the integrals of the equation are algebraic functions, the group must be a group of finite order, since the set of quantities y1, y2 ..., yn can then only take a finite number of distinct values.

Groups of Finite Order.

We shall now pass on to groups of finite order. It is clear that here we must have to do with many properties which have no direct analogues in the theory of continuous groups or in that of discontinuous groups in general; those properties, namely, which depend on the fact that the number of distinct operations in the group is finite.

Let S1, S2, S3, ..., SN denote the operations of a group G of finite order N, S1 being the identical operation. The tableau

S1, | S2, | S3, | ..., | SN,  
---|---|---|---|---  
S1S2, | S2S2, | S3S3, | ..., | SNS2,  
S1S3, | S2S3, | S3S3, | ..., | SNS3,  
· | · | · | · | ·  
S1SN, | S2SN, | S3SN, | ..., | SNSN,  
  
when in it each compound symbol SpSq is replaced by the single symbol Sr that is equivalent to it, is called the multiplication table of the group. It indicates directly the result of multiplying together in an assigned sequence any number of operations of the group. In each line (and in each column) of the tableau every operation of the group occurs just once. If the letters in the tableau are regarded as mere symbols, the operation of replacing each symbol in the first line by the symbol which stands under it in the pth line is a permutation performed on the set of N symbols. Thus to the N lines of the tableau there corresponds a set of N permutations performed on the N symbols, which includes the identical permutation that leaves each unchanged. Moreover, if SpSq = Sr, then the result of carrying out in succession the permutations which correspond to the pth and qth lines gives the permutation which corresponds to the rth line. Hence the set of permutations constitutes a group which is simply isomorphic with the given group.

Every group of finite order N can therefore be represented in concrete form as a transitive group of permutations on N symbols.

The order of any subgroup or operation of G is necessarily finite. If T1(= S1), T2, ..., Tn are the operations of a subgroup H of G, and if Σ is any operation of G which is not contained in H, Properties of a group which depend on the order. the set of operations ΣT1, ΣT2, ..., ΣTn, or ΣH, are all distinct from each other and from the operations of H. If the sets H and ΣH do not exhaust the operations of G, and if Σ′ is an operation not belonging to them, then the operations of the set Σ′H are distinct from each other and from those of H and ΣH. This process may be continued till the operations of G are exhausted. The order n of H must therefore be a factor of the order N of G. The ratio N/n is called the index of the subgroup H. By taking for H the cyclical subgroup generated by any operation S of G, it follows that the order of S must be a factor of the order of G.

Every operation S is permutable with its own powers. Hence there must be some subgroup H of G of greatest possible order, such that every operation of H is permutable with S. Every operation of H transforms S into itself, and every operation of the set HΣ transforms S into the same operation. Hence, when S is transformed by every operation of G, just N/n distinct operations arise if n is the order of H. These operations, and no others, are conjugate to S within G; they are said to form a set of conjugate operations. The number of operations in every conjugate set is therefore a factor of the order of G. In the same way it may be shown that the number of subgroups which are conjugate to a given subgroup is a factor of the order of G. An operation which is permutable with every operation of the group is called a self-conjugate operation. The totality of the self-conjugate operations of a group forms a self-conjugate Abelian subgroup, each of whose operations is permutable with every operation of the group.

An Abelian group contains subgroups whose orders are any given factors of the order of the group. In fact, since every subgroup H of an Abelian group G and the corresponding factor groups G/H are Sylow’s theorem. Abelian, this result follows immediately by an induction from the case in which the order contains n prime factors to that in which it contains n + 1. For a group which is not Abelian no general law can be stated as to the existence or non-existence of a subgroup whose order is an arbitrarily assigned factor of the order of the group. In this connexion the most important general result, which is independent of any supposition as to the order of the group, is known as Sylow’s theorem, which states that if pa is the highest power of a prime p which divides the order of a group G, then G contains a single conjugate set of subgroups of order pa, the number in the set being of the form 1 + kp. Sylow’s theorem may be extended to show that if pa′ is a factor of the order of a group, the number of subgroups of order pa′ is of the form 1 + kp. If, however, pa′ is not the highest power of p which divides the order, these groups do not in general form a single conjugate set.

The importance of Sylow’s theorem in discussing the structure of a group of given order need hardly be insisted on. Thus, as a very simple instance, a group whose order is the product p1p2 of two primes (p1 < p2) must have a self-conjugate subgroup of order p2, since the order of the group contains no factor, other than unity, of the form 1 + kp2. The same again is true for a group of order p12p2, unless p1 = 2, and p2 = 3.

There is one other numerical property of a group connected with its order which is quite general. If N is the order of G, and n a factor of N, the number of operations of G, whose orders are equal to or are factors of n, is a multiple of n.

As already defined, a composite group is a group which contains one or more self-conjugate subgroups, whose orders are greater than unity. If H is a self-conjugate subgroup of G, the factor-group Composition-series of a group. G/H may be either simple or composite. In the former case G can contain no self-conjugate subgroup K, which itself contains H; for if it did K/H would be a self-conjugate subgroup of G/H. When G/H is simple, H is said to be a maximum self-conjugate subgroup of G. Suppose now that G being a given composite group, G, G1, G2, ..., Gn, 1 is a series of subgroups of G, such that each is a maximum self-conjugate subgroup of the preceding; the last term of the series consisting of the identical operation only. Such a series is called a composition-series of G. In general it is not unique, since a group may have two or more maximum self-conjugate subgroups. A composition-series of a group, however it may be chosen, has the property that the number of terms of which it consists is always the same, while the factor-groups G/G1, G1/G2, ..., Gn differ only in the sequence in which they occur. It should be noticed that though a group defines uniquely the set of factor-groups that occur in its composition-series, the set of factor-groups do not conversely in general define a single type of group. When the orders of all the factor-groups are primes the group is said to be soluble.

If the series of subgroups G, H, K, ..., L, 1 is chosen so that each is the greatest self-conjugate subgroup of G contained in the previous one, the series is called a chief composition-series of G. All such series derived from a given group may be shown to consist of the same number of terms, and to give rise to the same set of factor-groups, except as regards sequence. The factor-groups of such a series will not, however, necessarily be simple groups. From any chief composition-series a composition-series may be formed by interpolating between any two terms H and K of the series for which H/K is not a simple group, a number of terms h1, h2, ..., hr; and it may be shown that the factor-groups H/h1, h1/h2, ..., hr/K are all simply isomorphic with each other.

A group may be represented as isomorphic with itself by transforming all its operations by any one of them. In fact, if SpSq = Sr, then S−1SpS·S−1SqS = S−1SrS. An isomorphism of the Isomorphism of a group with itself. group with itself, established in this way, is called an inner isomorphism. It may be regarded as an operation carried out on the symbols of the operations, being indeed a permutation performed on these symbols. The totality of these operations clearly constitutes a group isomorphic with the given group, and this group is called the group of inner isomorphisms. A group is simply or multiply isomorphic with its group of inner isomorphisms according as it does not or does contain self-conjugate operations other than identity. It may be possible to establish a correspondence between the operations of a group other than those given by the inner isomorphisms, such that if S′ is the operation corresponding to S, then S′pS′q = S′r is a consequence of SpSq = Sr. The substitution on the symbols of the operations of a group resulting from such a correspondence is called an outer isomorphism. The totality of the isomorphisms of both kinds constitutes the group of isomorphisms of the given group, and within this the group of inner isomorphisms is a self-conjugate subgroup. Every set of conjugate operations of a group is necessarily transformed into itself by an inner isomorphism, but two or more sets may be interchanged by an outer isomorphism.

A subgroup of a group G, which is transformed into itself by every isomorphism of G, is called a characteristic subgroup. A series of groups G, G1, G2, ..., 1, such that each is a maximum characteristic subgroup of G contained in the preceding, may be shown to have the same invariant properties as the subgroups of a composition series. A group which has no characteristic subgroup must be either a simple group or the direct product of a number of simply isomorphic simple groups.

It has been seen that every group of finite order can be represented as a group of permutations performed on a set of symbols whose number is equal to the order of the group. In general such Permutation-groups. a representation is possible with a smaller number of symbols. Let H be a subgroup of G, and let the operations of G be divided, in respect of H, into the sets H, S2H, S3H, ..., SmH. If S is any operation of G, the sets SH, SS2H, SS3H, ..., SSmH differ from the previous sets only in the sequence in which they occur. In fact, if SSp belong to the set SqH, then since H is a group, the set SSpH is identical with the set SqH. Hence, to each operation S of the group will correspond a permutation performed on the symbols of the m sets, and to the product of two operations corresponds the product of the two analogous permutations. The set of permutations, therefore, forms a group isomorphic with the given group. Moreover, the isomorphism is simple unless for one or more operations, other than identity, the sets all remain unaltered. This can only be the case for S, when every operation conjugate to S belongs to H. In this case H would contain a self-conjugate subgroup, and the isomorphism is multiple.

The fact that every group of finite order can be represented, generally in several ways, as a group of permutations, gives special importance to such groups. The number of symbols involved in such a representation is called the degree of the group. In accordance with the general definitions already given, a permutation-group is called transitive or intransitive according as it does or does not contain permutations changing any one of the symbols into any other. It is called imprimitive or primitive according as the symbols can or cannot be arranged in sets, such that every permutation of the group changes the symbols of any one set either among themselves or into the symbols of another set. When a group is imprimitive the number of symbols in each set must clearly be the same.

The total number of permutations that can be performed on n symbols is n!, and these necessarily constitute a group. It is known as the symmetric group of degree n, the only rational functions of the symbols which are unaltered by all possible permutations being the symmetric functions. When any permutation is carried out on the product of the n(n − 1)/2, differences of the n symbols, it must either remain unaltered or its sign must be changed. Those permutations which leave the product unaltered constitute a group of order n!/2, which is called the alternating group of degree n; it is a self-conjugate subgroup of the symmetric group. Except when n = 4 the alternating group is a simple group. A group of degree n, which is not contained in the alternating group, must necessarily have a self-conjugate subgroup of index 2, consisting of those of its permutations which belong to the alternating group.

Among the various concrete forms in which a group of finite order can be presented the most important is that of a group of linear Groups of linear substitutions. substitutions. Such groups have already been referred to in connexion with discontinuous groups. Here the number of distinct substitutions is necessarily finite; and to each operation S of a group G of finite order there will correspond a linear substitution s, viz.

xi = Σj=mj=1 sij xj (i, j = 1, 2, ..., m),

on a set of m variables, such that if ST = U, then st = u. The linear substitutions s, t, u, ... then constitute a group g with which G is isomorphic; and whether the isomorphism is simple or multiple g is said to give a “representation” of G as a group of linear substitutions. If all the substitutions of g are transformed by the same substitution on the m variables, the (in general) new group of linear substitutions so constituted is said to be “equivalent” with g as a representation of G; and two representations are called “non-equivalent,” or “distinct,” when one is not capable of being transformed into the other.

A group of linear substitutions on m variables is said to be “reducible” when it is possible to choose m′ (< m) linear functions of the variables which are transformed among themselves by every substitution of the group. When this cannot be done the group is called “irreducible.” It can be shown that a group of linear substitutions, of finite order, is always either irreducible, or such that the variables, when suitably chosen, may be divided into sets, each set being irreducibly transformed among themselves. This being so, it is clear that when the irreducible representations of a group of finite order are known, all representations may be built up.

It has been seen at the beginning of this section that every group of finite order N can be presented as a group of permutations (i.e. linear substitutions in a limited sense) on N symbols. This group is obviously reducible; in fact, the sum of the symbols remain unaltered by every substitution of the group. The fundamental theorem in connexion with the representations, as an irreducible group of linear substitutions, of a group of finite order N is the following.

If r is the number of different sets of conjugate operations in the group, then, when the group of N permutations is completely reduced,

(i.) just r distinct irreducible representations occur:

(ii.) each of these occurs a number of times equal to the number of symbols on which it operates:

(iii.) these irreducible representations exhaust all the distinct irreducible representations of the group.

Among these representations what is called the “identical” representation necessarily occurs, i.e. that in which each operation of the group corresponds to leaving a single symbol unchanged. If these representations are denoted by Γ1, Γ2, ..., Γr, then any representation of the group as a group of linear substitutions, or in particular as a group of permutations, may be uniquely represented by a symbol ΣαiΓi, in the sense that the representation when completely reduced will contain the representation Γi just αi times for each suffix i.

A representation of a group of finite order as an irreducible group Group characteristics. of linear substitutions may be presented in an infinite number of equivalent forms. If

x′i = Σsij xj (i, j = 1, 2, ..., m),

is the linear substitution which, in a given irreducible representation of a group of finite order G, corresponds to the operation S, the determinant

s11 − λ | s12 | ... | s1m  
---|---|---|---  
s21 | s22 − λ | ... | s2m  
. | . | ... | .  
. | . | ... | .  
. | . | ... | .  
sm1 | s2m | ... | smm − λ  
  
is invariant for all equivalent representations, when written as a polynomial in λ. Moreover, it has the same value for S and S′, if these are two conjugate operations in G. Of the various invariants that thus arise the most important is s11 \+ s22 \+ ... + smm, which is called the “characteristic” of S. If S is an operation of order p, its characteristic is the sum of m pth roots of unity; and in particular, if S is the identical operation its characteristic is m. If r is the number of sets of conjugate operations in G, there is, for each representation of G as an irreducible group, a set of r characteristics: X1, X2, ... Xr, one corresponding to each conjugate set; so that for the r irreducible representations just r such sets of characteristics arise. These are distinct, in the sense that if Ψ1, Ψ2, ..., Ψr are the characteristics for a distinct representation from the above, then Xi and Ψi are not equal for all values of the suffix i. It may be the case that the r characteristics for a given representation are all real. If this is so the representation is said to be self-inverse. In the contrary case there is always another representation, called the “inverse” representation, for which each characteristic is the conjugate imaginary of the corresponding one in the original representation. The characteristics are subject to certain remarkable relations. If hp denotes the number of operations in the pth conjugate set, while Xip, and Xjp are the characteristics of the pth conjugate set in Γi and Γj, then

Σp=rp=1 hp Xip Xjp = 0 or n,

according to Γi and Γj are not or are inverse representations, n being the order of G.

Again

Σi=ri=1 Xip Xiq = 0 or n/hp

according as the pth and qth conjugate sets are not or are inverse; the qth set being called the inverse of the pth if it consists of the inverses of the operations constituting the pth.

Another form in which every group of finite order can be represented Linear homogeneous groups. is that known as a linear homogeneous group. If in the equations

x′r = ar1x1 \+ ar2x2 \+ ... + armxm, (r = 1, 2, ..., m),

which define a linear homogeneous substitution, the coefficients are integers, and if the equations are replaced by congruences to a finite modulus n, the system of congruences will give a definite operation, provided that the determinant of the coefficients is relatively prime to n. The product of two such operations is another operation of the same kind; and the total number of distinct operations is finite, since there is only a limited number of choices for the coefficients. The totality of these operations, therefore, constitutes a group of finite order; and such a group is known as a linear homogeneous group. If n is a prime the order of the group is

(nm − 1) (nm − n) ... (nm − nm−1).

The totality of the operations of the linear homogeneous group for which the determinant of the coefficients is congruent to unity forms a subgroup. Other subgroups arise by considering those operations which leave a function of the variables unchanged (mod. n). All such subgroups are known as linear homogeneous groups.

When the ratios only of the variables are considered, there arises a linear fractional group, with which the corresponding linear homogeneous group is isomorphic. Thus, if p is a prime the totality of the congruences

z′ ≡ | az + b | , ad − bc ≠ 0, (mod. p)  
---|---|---  
cz + d  
  
constitutes a group of order p(p2 − 1). This class of groups for various values of p is almost the only one which has been as yet exhaustively analysed. For all values of p except 3 it contains a simple self-conjugate subgroup of index 2.

A great extension of the theory of linear homogeneous groups has been made in recent years by considering systems of congruences of the form

x′r ≡ ar1x1 \+ ar2x2 \+ ... + armxm, (r = 1, 2, ..., m),

in which the coefficients ars, are integral functions with real integral coefficients of a root of an irreducible congruence to a prime modulus. Such a system of congruences is obviously limited in numbers and defines a group which contains as a subgroup the group defined by the same congruences with ordinary integral coefficients.

The chief application of the theory of groups of finite order is to the theory of algebraic equations. The analogy of equations of the second, third and fourth degrees would give rise to the Applications. expectation that a root of an equation of any finite degree could be expressed in terms of the coefficients by a finite number of the operations of addition, subtraction, multiplication, division, and the extraction of roots; in other words, that the equation could be solved by radicals. This, however, as proved by Abel and Galois, is not the case: an equation of a higher degree than the fourth in general defines an algebraic irrationality which cannot be expressed by means of radicals, and the cases in which such an equation can be solved by radicals must be regarded as exceptional. The theory of groups gives the means of determining whether an equation comes under this exceptional case, and of solving the equation when it does. When it does not, the theory provides the means of reducing the problem presented by the equation to a normal form. From this point of view the theory of equations of the fifth degree has been exhaustively treated, and the problems presented by certain equations of the sixth and seventh degrees have actually been reduced to normal form.

Galois (see Equation) showed that, corresponding to every irreducible equation of the nth degree, there exists a transitive substitution-group of degree n, such that every function of the roots, the numerical value of which is unaltered by all the substitutions of the group can be expressed rationally in terms of the coefficients, while conversely every function of the roots which is expressible rationally in terms of the coefficients is unaltered by the substitutions of the group. This group is called the group of the equation. In general, if the equation is given arbitrarily, the group will be the symmetric group. The necessary and sufficient condition that the equation may be soluble by radicals is that its group should be a soluble group. When the coefficients in an equation are rational integers, the determination of its group may be made by a finite number of processes each of which involves only rational arithmetical operations. These processes consist in forming resolvents of the equation corresponding to each distinct type of subgroup of the symmetric group whose degree is that of the equation. Each of the resolvents so formed is then examined to find whether it has rational roots. The group corresponding to any resolvent which has a rational root contains the group of the equation; and the least of the groups so found is the group of the equation. Thus, for an equation of the fifth degree the various transitive subgroups of the symmetric group of degree five have to be considered. These are (i.) the alternating group; (ii.) a soluble group of order 20; (iii.) a group of order 10, self-conjugate in the preceding; (iv.) a cyclical group of order 5, self-conjugate in both the preceding. If x0, x1, x2, x3, x4 are the roots of the equation, the corresponding resolvents may be taken to be those which have for roots (i.) the square root of the discriminant; (ii.) the function (x0x1 \+ x1x2 \+ x2x3 \+ x3x4 \+ x4x0) (x0x2 \+ x2x4 \+ x4x1 \+ x1x3 \+ x3x0); (iii.) the function x0x1 \+ x1x2 \+ x2x3 \+ x3x4 \+ x4x0; and (iv.) the function x02x1 \+ x12x2 \+ x22x3 \+ x32x4 \+ x42x0. Since the groups for which (iii.) and (iv.) are invariant are contained in that for which (ii.) is invariant, and since these are the only soluble groups of the set, the equation will be soluble by radicals only when the function (ii.) can be expressed rationally in terms of the coefficients. If

(x0x1 \+ x1x2 \+ x2x3 \+ x3x4 \+ x4x0) (x0x2 \+ x2x4 \+ x4x1 \+ x1x3 \+ x3x0)

is known, then clearly x0x1 \+ x1x2 \+ x2x3 \+ x3x4 \+ x4x0 can be determined by the solution of a quadratic equation. Moreover, the sum and product (x0 \+ εx1 \+ ε2x2 \+ ε3x3 \+ ε4x4)5 and (x0 \+ ε4x1 \+ ε3x2 \+ ε2x3 \+ εx4)5 can be expressed rationally in terms of x0x1 \+ x1x2 \+ x2x3 \+ x3x4 \+ x4x0, ε, and the symmetric functions; ε being a fifth root of unity. Hence (x0 \+ εx1 \+ ε2x2 \+ ε3x3 \+ ε4X4)5 can be determined by the solution of a quadratic equation. The roots of the original equation are then finally determined by the extraction of a fifth root. The problem of reducing an equation of the fifth degree, when not soluble by radicals, to a normal form, forms the subject of Klein’s Vorlesungen über das Ikosaeder. Another application of groups of finite order is to the theory of linear differential equations whose integrals are algebraic functions. It has been already seen, in the discussion of discontinuous groups in general, that the groups of such equations must be groups of finite order. To every group of finite order which can be represented as an irreducible group of linear substitutions on n variables will correspond a class of irreducible linear differential equations of the nth order whose integrals are algebraic. The complete determination of the class of linear differential equations of the second order with all their integrals algebraic, whose group has the greatest possible order, viz. 120, has been carried out by Klein.

Authorities.—Continuous groups: Lie and Engel, Theorie der Transformationsgruppen (Leipzig, vol. i., 1888; vol. ii., 1890; vol. iii., 1893); Lie and Scheffers, Vorlesungen über gewöhnliche Differentialgleichungen mit bekannten infinitesimalen Transformationen (Leipzig, 1891); Idem, Vorlesungen über continuierliche Gruppen (Leipzig, 1893); Idem, Geometrie der Berührungstransformationen (Leipzig, 1896); Klein and Schilling, Höhere Geometrie, vol. ii. (lithographed) (Göttingen, 1893, for both continuous and discontinuous groups). Campbell, Introductory Treatise on Lie’s Theory of Finite Continuous Transformation Groups (Oxford, 1903). Discontinuous groups: Klein and Fricke, Vorlesungen über die Theorie der elliptischen Modulfunktionen (vol. i., Leipzig, 1890) (for a full discussion of the modular group); Idem, Vorlesungen über die Theorie der automorphen Funktionen (vol. i., Leipzig, 1897; vol. ii. pt. i., 1901) (for the general theory of discontinuous groups); Schoenflies, Krystallsysteme und Krystallstruktur (Leipzig, 1891) (for discontinuous groups of motions); Groups of finite order: Galois, Œuvres mathématiques (Paris, 1897, reprint); Jordan, Traité des substitutions et des équations algébriques (Paris, 1870); Netto, Substitutionentheorie und ihre Anwendung auf die Algebra (Leipzig, 1882; Eng. trans. by Cole, Ann Arbor, U.S.A., 1892); Klein, Vorlesungen über das Ikosaeder (Leipzig, 1884; Eng. trans. by Morrice, London, 1888); H. Vogt, Leçons sur la résolution algébrique des équations (Paris, 1895); Weber, Lehrbuch der Algebra (Braunschweig, vol. i., 1895; vol. ii., 1896; a second edition appeared in 1898); Burnside, Theory of Groups of Finite Order (Cambridge, 1897); Bianchi, Teoria dei gruppi di sostituzioni e delle equazioni algebriche (Pisa, 1899); Dickson, Linear Groups with an Exposition of the Galois Field Theory (Leipzig, 1901); De Séguier, Éléments de la théorie des groupes abstraits (Paris, 1904), A summary with many references will be found in the Encyklopädie der mathematischen Wissenschaften (Leipzig, vol. i., 1898, 1899).

(W. Bu.)

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1 The word “group,” which appears first in English in the sense of an assemblage of figures in an artistic design, picture, &c., is adapted from the Fr. groupe, which is to be referred to the Teutonic word meaning “knot,” “mass,” “bunch,” represented in English by “crop” (q.v.). The technical mathematical sense is not older than 1870.

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