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matrix exponential
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(Definition)
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The exponential of a real valued square matrix $A$ , denoted by $e^A$ , is defined as \begin{eqnarray*} e^A &=& \sum_{k=0}^\infty \frac{1}{k!}A^k \\ &=& I + A + \frac{1}{2} A^2 + \cdots \end{eqnarray*}Let us check that $e^A$ is a real valued square matrix. Suppose $M$ is a real number such $|A_{ij}| < M$ for all entries $A_{ij}$ of $A$ . Then $|(A^2)_{ij}| < nM^2$ for all entries in $A^2$ , where
$n$ is the order of $A$ . (Alternatively, one could argue using matrix norms: We have $||e^A||\leq e^{||A||}$ for the 2-norm, and hence the entries of $e^A$ are bounded by $M=||e^A||$ .) Thus, in general, we have $|(A^k)_{i,j}| < n^k M^{k+1}$ . Since $\sum_{k=0}^\infty \frac{n^k}{k!} M^{k+1}$ converges, we see that $e^A$ converges to real valued $n\times n$ matrix.
Example 1. Suppose $A$ is nilpotent, i.e., $A^r = 0$ for some natural number $r$ . Then \begin{eqnarray*} e^A &=& I + A + \frac{1}{2!} A^2 + \cdots + \frac{1}{(r-1)!} A^{r-1}. \end{eqnarray*} Example 2. If $A$ is diagonalizable, i.e., of the form $A=L D L^{-1}$ , where $D$ is a diagonal matrix, then \begin{eqnarray*} e^A &=& \sum_{k=0}^\infty
\frac{1}{k!}(LDL^{-1})^k \\ &=& \sum_{k=0}^\infty \frac{1}{k!}LD^kL^{-1} \\ &=& L e^D L^{-1}. \end{eqnarray*}Further, if $D=\diag\{a_1,\cdots, a_n\}$ , then $D^k = \diag\{a_1^k, \cdots, a_n^k\}$ whence \begin{eqnarray*} e^A &=& L \diag\{e^{a_1}, \cdots, e^{a_n}\} L^{-1}. \end{eqnarray*}For diagonalizable matrix $A$ , it follows that $\det e^A = e^{\trace A}$ . However, this formula is, in fact, valid for all $A$ .
Properties
Let $A$ be a square $n\times n$ real valued matrix. Then the matrix exponential satisfies the following properties
- For the $n\times n$ zero matrix $O$ , $e^O=I$ , where $I$ is the $n\times n$ identity matrix.
- If $A=L\diag\{a_1,\cdots, a_n\} L^{-1}$ for an invertible $n\times n$ matrix $L$ , then $$ e^A = L \diag\{e^{a_1},\cdots, e^{a_n}\} L^{-1}.$$
- If $A$ and $B$ commute, then $e^{A+B} = e^{A} e^B$ .
- The trace of $A$ and the determinant of $e^A$ are related by the formula $$ \det e^A = e^{\trace A}.$$ In effect, $e^A$ is always invertible. The inverse is given by $$ (e^A)^{-1} = e^{-A}.$$
- If $e^A$ is a rotational matrix, then $\trace A=0$ .
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Cross-references: rotational matrix, inverse, determinant, trace, invertible, identity matrix, zero matrix, properties, square, valid, formula, diagonal matrix, diagonalizable, natural number, nilpotent, matrix, converges, bounded, matrix norms, order, square matrix, real, exponential
There are 9 references to this entry.
This is version 8 of matrix exponential, born on 2003-04-06, modified 2006-08-10.
Object id is 4162, canonical name is MatrixExponential.
Accessed 18963 times total.
Classification:
| AMS MSC: | 15-00 (Linear and multilinear algebra; matrix theory :: General reference works ) | | | 15A15 (Linear and multilinear algebra; matrix theory :: Determinants, permanents, other special matrix functions) |
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Pending Errata and Addenda
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