Use the fact that matrices act on vectors. SU(n) acts transitively on the space of unit-length vectors; the stabilizer of a point is SU(n−1) by Thorny's argument. For example, for the vector (1,0,...,0) the stabilizer is the subgroup left(begin{matrix}1&0\\ 0&Aend{matrix}right)approx SU(n-1). Now by the orbit-stabilizer theorem, the space of unit-length vectors is identified with SU(n)/SU(n−1). Fixing one vector (1,0,...,0) fixes this identification, and then each other vector corresponds to a coset gSU(n−1) which is the family you describe.
This isn't really using much about matrices or geometry; I referred to this as the "orbit-stabilizer theorem" above, but it is really just the basic structural feature of group actions. It's certainly something you can understand by yourself; if it's not immediately obvious, you can think about some simpler examples. In the group of permutations Sn, consider the family of permutations that map 1mapsto3 -- how do elements of this family differ from each other? You could also try extending your argument to understand the first column of matrices in GL(n,mathbbR); you will of course find a similar answer, but the details are interestingly different. Another fun example is to consider linear functions from mathbbRtomathbbR, and look at the family of linear functions taking 2mapsto7.
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