TheoremBase

Properties of the Matrix Exponential

The matrix exponential maps the zero matrix to the identity, commutes with transposition and with matrices commuting with the exponent, satisfies e(s+t)Me^{(s+t)M} = esMe^{sM} etMe^{tM}, is invertible with inverse e−Me^{-M}, has derivative M etMe^{tM} in t, and satisfies eA+Be^{A+B} = eAe^A eBe^B for commuting A and B.

Statement

In the settings of Single-Variable Calculus on an Interval and Euclidean Space and Real Matrices: Standing Notation, let n∈Nn\in\mathbb{N} and M∈Mn(R)M\in\mathcal{M}_{n}(\mathbb{R}), and for X∈Mn(R)X\in\mathcal{M}_{n}(\mathbb{R}) let eXe^{X} be the exponential of XX. Invertible matrices and the inverse are as in Inverse Matrix and Invertible Real Square Matrix (ii); differentiability of maps from an interval into Mn(R)\mathcal{M}_{n}(\mathbb{R}) and their derivatives are as in Derivative of a Vector-Valued or Matrix-Valued Map on an Interval (ii) and Derivative of a Vector-Valued or Matrix-Valued Map on an Interval (iii).

e0n=Ine^{0_{n}}=I_{n}.

(eM)⊤=eM⊤(e^{M})^{\top}=e^{M^{\top}}.

Let B∈Mn(R)B\in\mathcal{M}_{n}(\mathbb{R}) with BM=MBBM=MB. Then BeM=eMBBe^{M}=e^{M}B.

Let s,t∈Rs,t\in\mathbb{R}. Then e(s+t)M=esMetMe^{(s+t)M}=e^{sM}e^{tM}.

eMe^{M} is invertible, and (eM)−1=e−M(e^{M})^{-1}=e^{-M}.

Let a,b∈Ra,b\in\mathbb{R} with a<ba<b. The map [a,b]→Mn(R)[a,b]\to\mathcal{M}_{n}(\mathbb{R}), u↦euMu\mapsto e^{uM}, is differentiable, and its derivative at every u∈[a,b]u\in[a,b] is MeuM=euMMMe^{uM}=e^{uM}M.

Let A,B∈Mn(R)A,B\in\mathcal{M}_{n}(\mathbb{R}) with AB=BAAB=BA. Then eA+B=eAeBe^{A+B}=e^{A}e^{B}.

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