| 35.7.1 | |||
| , ; . | |||
| 35.7.2 | |||
| ; ; . | |||
| 35.7.3 | |||
| 35.7.4 | |||
| 35.7.5 | |||
| , . | |||
| 35.7.6 | |||
| 35.7.7 | |||
| . | |||
| 35.7.8 | |||
| ; for some ; and for all . | |||
Let (a) be orthogonally invariant, so that is a symmetric function of , the eigenvalues of the matrix argument ; (b) be analytic in in a neighborhood of ; (c) satisfy . Subject to the conditions (a)–(c), the function is the unique solution of each partial differential equation
| 35.7.9 | |||
for .