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In mathematics, the **matrix exponential** is a matrix function on square matrices analogous to the ordinary exponential function. It is used to solve systems of linear differential equations. In the theory of Lie groups, the matrix exponential gives the exponential map between a matrix Lie algebra and the corresponding Lie group.

Let X be an *n*×*n* real or complex matrix. The exponential of X, denoted by *e*^{X} or exp(*X*), is the *n*×*n* matrix given by the power series

where is defined to be the identity matrix with the same dimensions as .^{[1]} The series always converges, so the exponential of X is well-defined.

Equivalently,

where I is the

When X is an *n*×*n* diagonal matrix then exp(*X*) will be an *n*×*n* diagonal matrix with each diagonal element equal to the ordinary exponential applied to the corresponding diagonal element of X.

Let *X* and *Y* be *n*×*n* complex matrices and let *a* and *b* be arbitrary complex numbers. We denote the *n*×*n* identity matrix by *I* and the zero matrix by 0. The matrix exponential satisfies the following properties.^{[2]}

We begin with the properties that are immediate consequences of the definition as a power series:

*e*^{0}=*I*- exp(
*X*^{T}) = (exp*X*)^{T}, where*X*^{T}denotes the transpose of*X*. - exp(
*X*^{∗}) = (exp*X*)^{∗}, where*X*^{∗}denotes the conjugate transpose of*X*. - If
*Y*is invertible then*e*^{YXY−1}=*Ye*^{X}*Y*^{−1}.

The next key result is this one:

- If then .

The proof of this identity is the same as the standard power-series argument for the corresponding identity for the exponential of real numbers. That is to say, *as long as and commute*, it makes no difference to the argument whether and are numbers or matrices. It is important to note that this identity typically does not hold if and do not commute (see Golden-Thompson inequality below).

Consequences of the preceding identity are the following:

*e*^{aX}*e*^{bX}=*e*^{(a + b)X}*e*^{X}*e*^{−X}=*I*

Using the above results, we can easily verify the following claims. If *X* is symmetric then *e*^{X} is also symmetric, and if *X* is skew-symmetric then *e*^{X} is orthogonal. If *X* is Hermitian then *e*^{X} is also Hermitian, and if *X* is skew-Hermitian then *e*^{X} is unitary.

Finally, a Laplace transform of matrix exponentials amounts to the resolvent,

One of the reasons for the importance of the matrix exponential is that it can be used to solve systems of linear ordinary differential equations. The solution of

The matrix exponential can also be used to solve the inhomogeneous equation

There is no closed-form solution for differential equations of the form

By Jacobi's formula, for any complex square matrix the following trace identity holds:^{[3]}

In addition to providing a computational tool, this formula demonstrates that a matrix exponential is always an invertible matrix. This follows from the fact that the right hand side of the above equation is always non-zero, and so det(*e ^{A}*) ≠ 0, which implies that

In the real-valued case, the formula also exhibits the map

The matrix exponential of a real symmetric matrix is positive definite. Let be an *n*×*n* real symmetric matrix and a column vector. Using the elementary properties of the matrix exponential and of symmetric matrices, we have:

Since is invertible, the equality only holds for , and we have for all non-zero . Hence is positive definite.

For any real numbers (scalars) x and y we know that the exponential function satisfies *e*^{x+y} = *e*^{x} *e*^{y}. The same is true for commuting matrices. If matrices X and Y commute (meaning that *XY* = *YX*), then,

However, for matrices that do not commute the above equality does not necessarily hold.

Even if X and Y do not commute, the exponential *e*^{X + Y} can be computed by the Lie product formula^{[4]}

Using a large finite k to approximate the above is basis of the Suzuki-Trotter expansion, often used in numerical time evolution.

In the other direction, if X and Y are sufficiently small (but not necessarily commuting) matrices, we have

For Hermitian matrices there is a notable theorem related to the trace of matrix exponentials.

If A and B are Hermitian matrices, then^{[6]}

There is no requirement of commutativity. There are counterexamples to show that the Golden–Thompson inequality cannot be extended to three matrices – and, in any event, tr(exp(*A*)exp(*B*)exp(*C*)) is not guaranteed to be real for Hermitian *A*, *B*, *C*. However, Lieb proved^{[7]}^{[8]} that it can be generalized to three matrices if we modify the expression as follows

The exponential of a matrix is always an invertible matrix. The inverse matrix of *e*^{X} is given by *e*^{−X}. This is analogous to the fact that the exponential of a complex number is always nonzero. The matrix exponential then gives us a map

For any two matrices X and Y,

where ‖ · ‖ denotes an arbitrary matrix norm. It follows that the exponential map is continuous and Lipschitz continuous on compact subsets of *M*_{n}(**C**).

The map

In fact, this gives a one-parameter subgroup of the general linear group since

The derivative of this curve (or tangent vector) at a point *t* is given by

(1) |

The derivative at *t* = 0 is just the matrix *X*, which is to say that *X* generates this one-parameter subgroup.

More generally,^{[10]} for a generic t-dependent exponent, *X*(*t*),

Taking the above expression *e*^{X(t)} outside the integral sign and expanding the integrand with the help of the Hadamard lemma one can obtain the following useful expression for the derivative of the matrix exponent,^{[11]}

The coefficients in the expression above are different from what appears in the exponential. For a closed form, see derivative of the exponential map.

Let be a Hermitian matrix with distinct eigenvalues. Let be its eigen-decomposition where is a unitary matrix whose columns are the eigenvectors of , is its conjugate transpose, and the vector of corresponding eigenvalues. Then, for any Hermitian matrix , the directional derivative of at in the direction is
^{[12]}
^{[13]}

Finding reliable and accurate methods to compute the matrix exponential is difficult, and this is still a topic of considerable current research in mathematics and numerical analysis. Matlab, GNU Octave, R, and SciPy all use the Padé approximant.^{[14]}^{[15]}^{[16]}^{[17]} In this section, we discuss methods that are applicable in principle to any matrix, and which can be carried out explicitly for small matrices.^{[18]} Subsequent sections describe methods suitable for numerical evaluation on large matrices.

If a matrix is diagonal:

This result also allows one to exponentiate diagonalizable matrices. If

and *D* is diagonal, then

Application of Sylvester's formula yields the same result. (To see this, note that addition and multiplication, hence also exponentiation, of diagonal matrices is equivalent to element-wise addition and multiplication, and hence exponentiation; in particular, the "one-dimensional" exponentiation is felt element-wise for the diagonal case.)

For example, the matrix

Thus,

A matrix N is nilpotent if *N*^{q} = 0 for some integer *q*. In this case, the matrix exponential *e*^{N} can be computed directly from the series expansion, as the series terminates after a finite number of terms:

Since the series has a finite number of steps, it is a matrix polynomial, which can be computed efficiently.

By the Jordan–Chevalley decomposition, any matrix *X* with complex entries can be expressed as

*A*is diagonalizable*N*is nilpotent*A*commutes with*N*

This means that we can compute the exponential of *X* by reducing to the previous two cases:

Note that we need the commutativity of *A* and *N* for the last step to work.

A closely related method is, if the field is algebraically closed, to work with the Jordan form of X. Suppose that *X* = *PJP*^{−1} where J is the Jordan form of X. Then

Also, since

Therefore, we need only know how to compute the matrix exponential of a Jordan block. But each Jordan block is of the form

where N is a special nilpotent matrix. The matrix exponential of J is then given by

If P is a projection matrix (i.e. is idempotent: *P*^{2} = *P*), its matrix exponential is:

Deriving this by expansion of the exponential function, each power of P reduces to P which becomes a common factor of the sum:

For a simple rotation in which the perpendicular unit vectors **a** and **b** specify a plane,^{[19]} the rotation matrix R can be expressed in terms of a similar exponential function involving a generator G and angle θ.^{[20]}^{[21]}

The formula for the exponential results from reducing the powers of G in the series expansion and identifying the respective series coefficients of *G ^{2}* and G with −cos(

In two dimensions, if and , then , , and

The matrix *P* = −*G*^{2} projects a vector onto the ab-plane and the rotation only affects this part of the vector. An example illustrating this is a rotation of 30° = π/6 in the plane spanned by **a** and **b**,

Let *N* = *I* - *P*, so *N*^{2} = *N* and its products with *P* and *G* are zero. This will allow us to evaluate powers of *R*.

By virtue of the Cayley–Hamilton theorem the matrix exponential is expressible as a polynomial of order n−1.

If P and *Q _{t}* are nonzero polynomials in one variable, such that

Such a polynomial *Q _{t}*(

**Example**: Consider the case of an arbitrary 2×2 matrix,

The exponential matrix e^{tA}, by virtue of the Cayley–Hamilton theorem, must be of the form

(For any complex number z and any * C*-algebra B, we denote again by z the product of z by the unit of B.)

Let α and β be the roots of the characteristic polynomial of A,

Then we have

if *α* ≠ *β*; while, if *α* = *β*,

so that

Defining

we have

where sin(*qt*)/*q* is 0 if *t* = 0, and t if *q* = 0.

Thus,

Thus, as indicated above, the matrix A having decomposed into the sum of two mutually commuting pieces, the traceful piece and the traceless piece,

the matrix exponential reduces to a plain product of the exponentials of the two respective pieces. This is a formula often used in physics, as it amounts to the analog of Euler's formula for Pauli spin matrices, that is rotations of the doublet representation of the group SU(2).

The polynomial *S _{t}* can also be given the following "interpolation" characterization. Define

At the other extreme, if *P* = (*z* - *a*)^{n}, then

The simplest case not covered by the above observations is when with *a* ≠ *b*, which yields

A practical, expedited computation of the above reduces to the following rapid steps. Recall from above that an *n×n* matrix exp(*tA*) amounts to a linear combination of the first n−1 powers of A by the Cayley–Hamilton theorem. For diagonalizable matrices, as illustrated above, e.g. in the 2×2 case, Sylvester's formula yields exp(*tA*) = *B _{α}* exp(

It is easiest, however, to simply solve for these Bs directly, by evaluating this expression and its first derivative at *t* = 0, in terms of A and I, to find the same answer as above.

But this simple procedure also works for defective matrices, in a generalization due to Buchheim.^{[22]} This is illustrated here for a 4×4 example of a matrix which is *not diagonalizable*, and the Bs are not projection matrices.

Consider

Consider the exponential of each eigenvalue multiplied by t, exp(*λ _{i}t*). Multiply each exponentiated eigenvalue by the corresponding undetermined coefficient matrix

(If one eigenvalue had a multiplicity of three, then there would be the three terms: . By contrast, when all eigenvalues are distinct, the Bs are just the Frobenius covariants, and solving for them as below just amounts to the inversion of the Vandermonde matrix of these 4 eigenvalues.)

Sum all such terms, here four such,

To solve for all of the unknown matrices B in terms of the first three powers of A and the identity, one needs four equations, the above one providing one such at t = 0. Further, differentiate it with respect to t,

and again,

and once more,

(In the general case, n−1 derivatives need be taken.)

Setting t = 0 in these four equations, the four coefficient matrices Bs may now be solved for,

to yield

Substituting with the value for A yields the coefficient matrices

so the final answer is

The procedure is much shorter than Putzer's algorithm sometimes utilized in such cases.

Suppose that we want to compute the exponential of

Its Jordan form is

Let us first calculate exp(*J*). We have

The exponential of a 1×1 matrix is just the exponential of the one entry of the matrix, so exp(*J*_{1}(4)) = [*e*^{4}]. The exponential of *J*_{2}(16) can be calculated by the formula *e*^{(λI + N)} = *e*^{λ} *e*^{N} mentioned above; this yields^{[23]}

Therefore, the exponential of the original matrix B is

The matrix exponential has applications to systems of linear differential equations. (See also matrix differential equation.) Recall from earlier in this article that a *homogeneous* differential equation of the form

If we consider the vector

The second step is possible due to the fact that, if *AB* = *BA*, then *e*^{At}*B* = *Be*^{At}. So, calculating *e*^{At} leads to the solution to the system, by simply integrating the third step with respect to t.

A solution to this can be obtained by integrating and multiplying by to eliminate the exponent in the LHS. Notice that while is a matrix, given that it is a matrix exponential, we can say that . In other words, .

Consider the system

The associated defective matrix is

The matrix exponential is

so that the general solution of the homogeneous system is

amounting to

Consider now the inhomogeneous system

We again have

and

From before, we already have the general solution to the homogeneous equation. Since the sum of the homogeneous and particular solutions give the general solution to the inhomogeneous problem, we now only need find the particular solution.

We have, by above,

For the inhomogeneous case, we can use integrating factors (a method akin to variation of parameters). We seek a particular solution of the form **y**_{p}(*t*) = exp(*tA*) **z**(*t*),

For **y**_{p} to be a solution,

Thus,

More precisely, consider the equation

with the initial condition *Y*(*t*_{0}) = *Y*_{0}, where

- A is an n by n complex matrix,
- F is a continuous function from some open interval I to
**C**^{n}, - is a point of I, and
- is a vector of
**C**^{n}.

Left-multiplying the above displayed equality by *e ^{−tA}* yields

We claim that the solution to the equation

with the initial conditions for 0 ≤ *k* < *n* is

where the notation is as follows:

- is a monic polynomial of degree
*n*> 0, - f is a continuous complex valued function defined on some open interval I,
- is a point of I,
- is a complex number, and

*s _{k}*(

To justify this claim, we transform our order n scalar equation into an order one vector equation by the usual reduction to a first order system. Our vector equation takes the form

In the case n = 2 we get the following statement. The solution to

is

where the functions *s*_{0} and *s*_{1} are as in Subsection Evaluation by Laurent series above.

The matrix exponential of another matrix (matrix-matrix exponential),^{[24]} is defined as

For matrix-matrix exponentials, there is a distinction between the left exponential ^{Y}X and the right exponential X^{Y}, because the multiplication operator for matrix-to-matrix is not commutative. Moreover,

- If X is normal and non-singular, then X
^{Y}and^{Y}X have the same set of eigenvalues. - If X is normal and non-singular, Y is normal, and
*XY*=*YX*, then*X*=^{Y}.^{Y}X - If X is normal and non-singular, and X, Y, Z commute with each other, then
*X*^{Y+Z}=*X*·^{Y}*X*and^{Z}^{Y+Z}*X*=·^{Y}X.^{Z}X

- Matrix function
- Matrix logarithm
- C
_{0}-semigroup - Exponential function
- Exponential map (Lie theory)
- Magnus expansion
- Derivative of the exponential map
- Vector flow
- Golden–Thompson inequality
- Phase-type distribution
- Lie product formula
- Baker–Campbell–Hausdorff formula
- Frobenius covariant
- Sylvester's formula
- Trigonometric functions of matrices

**^**Hall 2015 Equation 2.1**^**Hall 2015 Proposition 2.3**^**Hall 2015 Theorem 2.12**^**Hall 2015 Theorem 2.11**^**Hall 2015 Chapter 5**^**Bhatia, R. (1997).*Matrix Analysis*. Graduate Texts in Mathematics. Vol. 169. Springer. ISBN 978-0-387-94846-1.**^**Lieb, Elliott H. (1973). "Convex trace functions and the Wigner–Yanase–Dyson conjecture".*Advances in Mathematics*.**11**(3): 267–288. doi:10.1016/0001-8708(73)90011-X.**^**H. Epstein (1973). "Remarks on two theorems of E. Lieb".*Communications in Mathematical Physics*.**31**(4): 317–325. Bibcode:1973CMaPh..31..317E. doi:10.1007/BF01646492. S2CID 120096681.**^**Hall 2015 Exercises 2.9 and 2.10**^**R. M. Wilcox (1967). "Exponential Operators and Parameter Differentiation in Quantum Physics".*Journal of Mathematical Physics*.**8**(4): 962–982. Bibcode:1967JMP.....8..962W. doi:10.1063/1.1705306.**^**Hall 2015 Theorem 5.4**^**Lewis, Adrian S.; Sendov, Hristo S. (2001). "Twice differentiable spectral functions" (PDF).*SIAM Journal on Matrix Analysis and Applications*.**23**(2): 368–386. doi:10.1137/S089547980036838X. See Theorem 3.3.- ^
^{a}^{b}Deledalle, Charles-Alban; Denis, Loïc; Tupin, Florence (2022). "Speckle reduction in matrix-log domain for synthetic aperture radar imaging".*Journal of Mathematical Imaging and Vision*.**64**(3): 298–320. doi:10.1007/s10851-022-01067-1. See Propositions 1 and 2. **^**"Matrix exponential – MATLAB expm – MathWorks Deutschland". Mathworks.de. 2011-04-30. Retrieved 2013-06-05.**^**"GNU Octave – Functions of a Matrix". Network-theory.co.uk. 2007-01-11. Archived from the original on 2015-05-29. Retrieved 2013-06-05.**^**"R - pkg {Matrix}: Matrix Exponential". 2005-02-28. Retrieved 2023-07-17.**^**"scipy.linalg.expm function documentation". The SciPy Community. 2015-01-18. Retrieved 2015-05-29.**^**See Hall 2015 Section 2.2**^**in a Euclidean space**^**Weyl, Hermann (1952).*Space Time Matter*. Dover. p. 142. ISBN 978-0-486-60267-7.**^**Bjorken, James D.; Drell, Sidney D. (1964).*Relativistic Quantum Mechanics*. McGraw-Hill. p. 22.**^**Rinehart, R. F. (1955). "The equivalence of definitions of a matric function".*The American Mathematical Monthly*,**62**(6), 395-414.**^**This can be generalized; in general, the exponential of*J*_{n}(*a*) is an upper triangular matrix with*e*^{a}/0! on the main diagonal,*e*^{a}/1! on the one above,*e*^{a}/2! on the next one, and so on.**^**Ignacio Barradas and Joel E. Cohen (1994). "Iterated Exponentiation, Matrix-Matrix Exponentiation, and Entropy" (PDF). Academic Press, Inc. Archived from the original (PDF) on 2009-06-26.

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*MathWorld*.