For what $n$ is $U_n$ cyclic? 
When can we say a multiplicative group of integers modulo $n$, i.e., $U_n$ is  cyclic?

$$U_n=\{a \in\mathbb  Z_n \mid \gcd(a,n)=1 \}$$
I searched the internet but did not get a clear idea.
 A: Here "cyclic if and only if $\varphi(n)=\lambda(n)$"  but there's no proof - the proof is elementary but very tricky.
A: So $U_n$ is the group of units in $\mathbb{Z}/n\mathbb{Z}$.
Write the prime decomposition 
$$
n=p_1^{\alpha_1}\cdots p_r^{\alpha_r}.
$$
By the Chinese remainder theorem
$$
\mathbb{Z}/n\mathbb{Z}=\mathbb{Z}/p_1^{\alpha_1}\mathbb{Z}\times\ldots\times\mathbb{Z}/p_r^{\alpha_r}\mathbb{Z}
$$
so
$$
U_n=U_{p_1^{\alpha_1}}\times\ldots\times U_{p_r^{\alpha_r}}.
$$
For powers of $2$, we have
$$
U_2=\{0\}
$$
and for $k\geq 2$
$$
U_{2^k}=\mathbb{Z}/2\mathbb{Z}\times \mathbb{Z}/2^{k-2}\mathbb{Z}.
$$
For odd primes $p$,
$$
U_{p^\alpha}=\mathbb{Z}/\phi(p^\alpha)\mathbb{Z}=\mathbb{Z}/p^{\alpha-1}(p-1)\mathbb{Z}.
$$
So you see now that $U_n$ is cyclic if and only if
$$
n=2,4,p^\alpha,2p^{\alpha}
$$
where $p$ is an odd prime.
Here is a reference.
A: $U_n$ is cyclic iff  $n$ is $2$, $4$, $p^k$, or $2p^k$, where $p$ is an odd prime.
The proof follows from the Chinese Remainder Theorem for rings and the fact that $C_m \times C_n$ is cyclic iff $(m,n)=1$ (here $C_n$ is the cyclic group of order $n$).
The hard part is proving that $U_p$ is cyclic and this follows from the fact that $\mathbb Z/p$ is a field and that $n = \sum_{d\mid n} \phi(d)$.
Any book on elementary number theory has a proof of this theorem. See for instance  André Weil's Number theory for beginners, Leveque's Fundamentals of Number Theory, and Bolker's Elementary Number Theory.
