Computing Haar Measures
Abstract
According to Haar's Theorem, every compact group admits a unique (regular, right and) left-invariant Borel probability measure . Let the Haar integral (of ) denote the functional integrating any continuous function with respect to . This generalizes, and recovers for the additive group , the usual Riemann integral: computable (cmp. Weihrauch 2000, Theorem 6.4.1), and of computational cost characterizing complexity class #P (cmp. Ko 1991, Theorem 5.32). We establish that in fact every computably compact computable metric group renders the Haar integral computable: once asserting computability using an elegant synthetic argument, exploiting uniqueness in a computably compact space of probability measures; and once presenting and analyzing an explicit, imperative algorithm based on 'maximum packings' with rigorous error bounds and guaranteed convergence. Regarding computational complexity, for the groups and we reduce the Haar integral to and from Euclidean/Riemann integration. In particular both also characterize #P. Implementation and empirical evaluation using the iRRAM C++ library for exact real computation confirms the (thus necessary) exponential runtime.
Keywords
Cite
@article{arxiv.1906.12220,
title = {Computing Haar Measures},
author = {Arno Pauly and Dongseong Seon and Martin Ziegler},
journal= {arXiv preprint arXiv:1906.12220},
year = {2019}
}