Integration, VII, p. 93
Let ( e 1 , e 2 , e 3 ) (e_1, e_2, e_3) ( e 1 , e 2 , e 3 ) be the canonical basis of R 3 \mathbf{R}^3 R 3 . Every matrix σ ∈ S O ( 3 , R ) \sigma \in SO(3, \mathbf{R}) σ ∈ S O ( 3 , R ) such that σ ( e 3 ) ≠ e 3 \sigma(e_3) \neq e_3 σ ( e 3 ) = e 3 and σ ( e 3 ) ≠ − e 3 \sigma(e_3) \neq -e_3 σ ( e 3 ) = − e 3 may be written in a unique way as
σ ( φ , ψ , θ ) = ( cos φ cos ψ − sin φ sin ψ cos θ − cos φ sin ψ − sin φ cos ψ cos θ sin φ sin θ sin φ cos ψ + cos φ sin ψ cos θ − sin φ sin ψ + cos φ cos ψ cos θ − cos φ sin θ sin ψ sin θ cos ψ sin θ cos θ ) ,
\sigma(\varphi, \psi, \theta) =
\begin{pmatrix}
\cos \varphi \cos \psi - \sin \varphi \sin \psi \cos \theta & -\cos \varphi \sin \psi - \sin \varphi \cos \psi \cos \theta & \sin \varphi \sin \theta \\
\sin \varphi \cos \psi + \cos \varphi \sin \psi \cos \theta & -\sin \varphi \sin \psi + \cos \varphi \cos \psi \cos \theta & -\cos \varphi \sin \theta \\
\sin \psi \sin \theta & \cos \psi \sin \theta & \cos \theta
\end{pmatrix},
σ ( φ , ψ , θ ) = cos φ cos ψ − sin φ sin ψ cos θ sin φ cos ψ + cos φ sin ψ cos θ sin ψ sin θ − cos φ sin ψ − sin φ cos ψ cos θ − sin φ sin ψ + cos φ cos ψ cos θ cos ψ sin θ sin φ sin θ − cos φ sin θ cos θ ,
where 0 < θ < π 0 < \theta < \pi 0 < θ < π , 0 ≤ φ < 2 π 0 \leq \varphi < 2\pi 0 ≤ φ < 2 π , 0 ≤ ψ < 2 π 0 \leq \psi < 2\pi 0 ≤ ψ < 2 π (Euler's angles). Show that sin θ d θ d φ d ψ \sin \theta \, d\theta \, d\varphi \, d\psi sin θ d θ d φ d ψ is a Haar measure on S O ( 3 , R ) SO(3, \mathbf{R}) S O ( 3 , R ) . (Identify the homogeneous space S O ( 3 , R ) / S O ( 2 , R ) SO(3, \mathbf{R})/SO(2, \mathbf{R}) S O ( 3 , R ) / S O ( 2 , R ) with S 2 S_2 S 2 , use Exer. 8, and Th. 3 of §2.)