proof that d⁢e⁢teA=etr⁡A


According to Schur decompositionMathworldPlanetmath the matrix A can be written after a suitable change of basis as A=D+N where D is a diagonal matrixMathworldPlanetmath and N is a strictly upper triangular matrixMathworldPlanetmath.

The formula we aim to prove

det⁡eA=etr⁡A

is invariant under a change of basis and thus we can carry out the computation of the exponentialPlanetmathPlanetmath in any basis we choose.

By definition

eA=∑n=0∞Ann! (1)

By the properties of diagonal and strictly upper triangular matrices we know that both D⁢N and N⁢D will also be strictly upper triangular matrices and so will their sum.

Thus the powers of A are of the form:

A = (D+N)=D+N1 (2)
A2 = (D+N)⁢(D+N)=D2+N2 (3)
A3 = (D+N)⁢(D2+N2)=D3+N3 (4)
⋮ (5)
Ak = Dk+Nk (6)
⋮ (7)

where all the Ni matrices are strictly upper triangular. Explicitly, N2=D⁢N1+N1⁢D+N12 and by recursion Nn+1=D⁢Nn+Nn⁢D+N1⁢Nn.

Using equation 1 we can write

eA=eD+N~ (8)

where N~=∑n=1∞Nnn! is strictly upper triangular and eD=diag⁡(eλ1,⋯,eλn), where D=diag⁡(λ1,⋯,λn).

eA will thus be an upper triangular matrix. Since the determinantMathworldPlanetmath of an upper triangular matrix is just the product of the elements in its diagonal, we can write:

det⁡eA=∏i=1neλi=e∑i=1nλi=etr⁡A (9)
Title proof that d⁢e⁢teA=etr⁡A
Canonical name ProofThatdetEAEoperatornametrA
Date of creation 2013-03-22 15:51:56
Last modified on 2013-03-22 15:51:56
Owner cvalente (11260)
Last modified by cvalente (11260)
Numerical id 7
Author cvalente (11260)
Entry type Proof
Classification msc 15-00
Classification msc 15A15
Related topic SchurDecomposition