The power series that defines the exponential map also defines a map between matrices. In particular,
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(2)
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converges for any square matrix , where is the identity matrix. The matrix exponential is implemented in the Wolfram Language as MatrixExp[m].
The Kronecker sum satisfies the nice property
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(Horn and Johnson 1994, p. 208).
Matrix exponentials are important in the solution of systems of ordinary differential equations (e.g., Bellman 1970).
In some cases, it is a simple matter to express the matrix exponential. For example, when is a diagonal matrix, exponentiation can be performed simply by exponentiating each of the diagonal elements. For example, given a diagonal matrix
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The matrix exponential is given by
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Since most matrices are diagonalizable, it is easiest to diagonalize the matrix before exponentiating it.
When is a nilpotent matrix, the exponential is given by a matrix polynomial because some power of vanishes. For example, when
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then
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and .
For the zero matrix ,
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i.e., the identity matrix. In general,
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so the exponential of a matrix is always invertible, with inverse the exponential of the negative of the matrix. However, in general, the formula
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holds only when and commute, i.e.,
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For example,
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while
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Even for a general real matrix, however, the matrix exponential can be quite complicated
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where
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and
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As , this becomes
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