Abstract

Discrete orthogonality relations for Hall–Littlewood polynomials are employed so as to derive cubature rules for the integration of homogeneous symmetric functions with respect to the density of the circular unitary ensemble (which originates from the Haar measure on the special unitary group SU(n; C)). By passing to Macdonald’s hyperoctahedral Hall–Littlewood polynomials, we moreover find analogous cubature rules for the integration with respect to the density of the circular quaternion ensemble (which originates in turn from the Haar measure on the compact symplectic group Sp(n; H)). The cubature formulas under consideration are exact for a class of rational symmetric functions with simple poles supported on a prescribed complex hyperplane arrangement. In the planar situations (corresponding to SU(3; C) and Sp(2; H)), a determinantal expression for the Christoffel weights enables us to write down compact cubature rules for the integration over the equilateral triangle and the isosceles right triangle, respectively.