TheoremBase

The Exponential of a Real Square Matrix

The exponential eMe^M of a real square matrix M is the matrix whose entries are the sums of the series of (Mk)ij/kM^k)_ij/k!; it is the limit of the partial sums of Mk/kM^k/k! and has norm at most exp of the norm of M.

Statement

In the setting of Euclidean Space and Real Matrices: Standing Notation, let n∈Nn\in\mathbb{N} and M∈Mn(R)M\in\mathcal{M}_{n}(\mathbb{R}). Powers MkM^{k} are those of Powers of a Square Matrix; factorials, the series of the entries and the matrices SN(M)=∑k=1N1(k−1)!Mk−1S_{N}(M)=\sum_{k=1}^{N}\frac{1}{(k-1)!}M^{k-1}, N∈NN\in\mathbb{N}, are those of The Exponential Series of a Real Square Matrix: Convergence, a Norm Bound and the Exponential Map, and the sequence (SN(M))N∈N(S_{N}(M))_{N\in\mathbb{N}} is that of The Exponential Series of a Real Square Matrix: Convergence, a Norm Bound and the Exponential Map (i). (Mn(R),dn)(\mathcal{M}_{n}(\mathbb{R}),d_{n}) is a metric space by The Real Matrices with the Operator-Norm Distance Form a Complete Metric Space with Entrywise Convergence (i), and the limit of a convergent sequence in it is as in The Limit of a Convergent Sequence in a Metric Space (i).

The exponential of MM is the matrix eM∈Mn(R)e^{M}\in\mathcal{M}_{n}(\mathbb{R}) that is the value at MM of the map of The Exponential Series of a Real Square Matrix: Convergence, a Norm Bound and the Exponential Map (vi). By The Exponential Series of a Real Square Matrix: Convergence, a Norm Bound and the Exponential Map (ii) and The Exponential Series of a Real Square Matrix: Convergence, a Norm Bound and the Exponential Map (iv), it is the only matrix whose entries are the sums of the series

(eM)ij=∑k=0∞(Mk)ijk!=∑k=1∞(Mk−1)ij(k−1)!(i,j∈[n]).(e^{M})_{ij}=\sum_{k=0}^{\infty}\frac{(M^{k})_{ij}}{k!}=\sum_{k=1}^{\infty}\frac{(M^{k-1})_{ij}}{(k-1)!}\qquad(i,j\in[n]).

Equivalently, eMe^{M} is the limit of the sequence (SN(M))N∈N(S_{N}(M))_{N\in\mathbb{N}} in (Mn(R),dn)(\mathcal{M}_{n}(\mathbb{R}),d_{n}): by The Exponential Series of a Real Square Matrix: Convergence, a Norm Bound and the Exponential Map (iv), this sequence converges to eMe^{M}, so it is convergent, and its limit is eMe^{M} by The Limit of a Convergent Sequence in a Metric Space (i):

eM=lim⁡N→∞∑k=0N−1Mkk!.e^{M}=\lim_{N\to\infty}\sum_{k=0}^{N-1}\frac{M^{k}}{k!}.

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