show/hide this revision's text 14 Improved formatting.

Here are two beliefs. I think everybody will agree that one of them, at least, is false. I adhere to the second one.

Belief 1. The simplest way to compute the exponential $e^A$ of a complex square matrix $A$ is to use the Jordan decomposition.

Belief 2. It's simpler and more efficient to use the following fact.

Let $f(z)$ be the minimal polynomial of $A$, let $g(z)$ be $f(z)$ times the singular part of $e^z/f(z)$, and observe $e^A=g(A)$.

(By abuse of notation $z$ is at the same time an indeterminate and a complex variable.) (The problems of computing the exponential of $A$ and that of computing the Jordan decomposition of $A$ have the same difficulty level. But, to solve one of them, there is no need to refer to the other.) Here are two references

http://en.wikipedia.org/wiki/Matrix_exponential#Alternative

http://www.iecn.u-nancy.fr/~gaillard/DIVERS/Constant_coefficients/

Jordan decomposition is often mentioned in relation with matrix exponentials. I'm convinced (rightly or wrongly) that the association of these notions in this context is purely irrational. I think somebody once made this association by accident, and then many people repeated it mechanically.

Here is another attempt to describe the situation.

Put $B:=\mathbb C[A]$. This is a Banach algebra, and also a $\mathbb C[X]$-algebra ($X$ being an indeterminate). Let $$\mu=\prod_{s\in S}\ (X-s)^{m(s)}$$ be the minimal polynomial of $A$, and identify $B$ to $\mathbb C[X]/(\mu)$. The Chinese Remainder Theorem says that the canonical $\mathbb C[X]$-algebra morphism $$\Phi:B\to C:=\prod_{s\in S}\ \mathbb C[X]/(X-s)^{m(s)}$$ is bijective. Computing exponentials in $C$ is trivial, so the only missing piece in our puzzle is the explicit inversion of $\Phi$. Fix $s$ in $S$ and let $e_s$ be the element of $C$ which has a one at the $s$ place and zeros elsewhere. It suffices to compute $\Phi^{-1}(e_s)$. This element will be of the form $$f=g\ \frac{\mu}{(X-s)^{m(s)}}\mbox{ mod }\mu$$ with $f,g\in\mathbb C[X]$, the only requirement being $$g\equiv\frac{(X-s)^{m(s)}}{\mu}\mbox{ mod }(X-s)^{m(s)}$$ (the congruence taking place in the ring of rational fractions defined at $s$). So $g$ is given by Taylor's Formula.

This can be summarized as follows. :


There is a unique polynomial $E$ such that $\deg E\le\deg\mu-1$ E<\deg\mu$ and $e^A=E(A)$. Moreover $E$ can be uniquely written as $$E=\sum_{s\in S}\ E_s\ \frac{\mu}{(X-s)^{m(s)}}$$ with (for all $s$) deg $E_s\le m(s)-1$ \deg E_s < m(s)$ and $$E_s\equiv e^s\ e^{X-s}\ \frac{(X-s)^{m(s)}}{\mu}\mbox{ mod }(X-s)^{m(s)},$$ the congruence taking place in $\mathbb C[[X-s]]$.

(I tried to write $\deg E<\deg\mu$ and $\deg E_s< m(s)$ instead of $\deg E\le\deg\mu-1$ and $\deg E_s\le m(s)-1$, but it seemed to conflict with the blockquotes. I'd appreciate any help with this.)


show/hide this revision's text 13 displayed main statements and suppressed a comment

Here are two beliefs. I think everybody will agree that one of them, at least, is false. I adhere to the second one.

Belief 1. The simplest way to compute the exponential $e^A$ of a complex square matrix $A$ is to use the Jordan decomposition.

Belief 2. It's simpler and more efficient to proceed as followsuse the following fact.

Let $f(z)$ be the minimal polynomial of $A$, let $g(z)$ be $f(z)$ times the singular part of $e^z/f(z)$, and observe $e^A=g(A)$.

(By abuse of notation $z$ is at the same time an indeterminate and a complex variable.) (The problems of computing the exponential of $A$ and that of computing the Jordan decomposition of $A$ have the same difficulty level. But, to solve one of them, there is no need to refer to the other.) Here are two references

http://en.wikipedia.org/wiki/Matrix_exponential#Alternative

http://www.iecn.u-nancy.fr/~gaillard/DIVERS/Constant_coefficients/

Jordan decomposition is often mentioned in relation with matrix exponentials. I'm convinced (rightly or wrongly) that the association of these notions in this context is purely irrational. I think somebody once made this association by accident, and then many people repeated it mechanically.

Here is another attempt to describe the situation.

Put $B:=\mathbb C[A]$. This is a Banach algebra, and also a $\mathbb C[X]$-algebra ($X$ being an indeterminate). Let $$\mu=\prod_{s\in S}\ (X-s)^{m(s)}$$ be the minimal polynomial of $A$, and identify $B$ to $\mathbb C[X]/\mu$C[X]/(\mu)$. The Chinese Remainder Theorem says that the canonical $\mathbb C[X]$-algebra morphism $$\Phi:B\to C:=\prod_{s\in S}\ \mathbb C[X]/(X-s)^{m(s)}$$ is bijective. Computing exponentials in $C$ is trivial, so the only missing piece in our puzzle is the explicit inversion of $\Phi$. Fix $s$ in $S$ and let $e_s$ be the element of $C$ which has a one at the $s$ place and zeros elsewhere. It suffices to compute $\Phi^{-1}(e_s)$. This element will be of the form $$f=g\ \frac{\mu}{(X-s)^{m(s)}}\mbox{ mod }\mu$$ with $f,g\in\mathbb C[X]$, the only requirement being $$g\equiv\frac{(X-s)^{m(s)}}{\mu}\mbox{ mod }(X-s)^{m(s)}$$ (the congruence taking place in the ring of rational fractions defined at $s$). So $g$ is given by Taylor's Formula.

This can be summarized as follows.

There is a unique polynomial $E$ of degree $< $ deg $\mu$ such that $\deg E\le\deg\mu-1$ and $e^A=E(A)$. Moreover $E$ can be uniquely written as $$E=\sum_{s\in S}\ E_s\ \frac{\mu}{(X-s)^{m(s)}}$$ with (for all $s$) deg $E_s < m(s)$ E_s\le m(s)-1$ and $$E_s\equiv e^s\ e^{X-s}\ \frac{(X-s)^{m(s)}}{\mu}\mbox{ mod }(X-s)^{m(s)},$$ the congruence taking place in $\mathbb C[[X-s]]$.

This example gave rise to negative reactions. See the comments.

(I changed the phrasing tried to avoid the words "should" write $\deg E<\deg\mu$ and "better" which were criticized as "normative". I'd be most grateful to anybody who would kindly tell me if my arguments are obscure, erroneous$\deg E_s< m(s)$ instead of $\deg E\le\deg\mu-1$ and $\deg E_s\le m(s)-1$, or bothbut it seemed to conflict with the blockquotes. I'd appreciate any help with this.)

show/hide this revision's text 12 fixed a LaTeX problem

Here are two beliefs. I think everybody will agree that one of them, at least, is false. I adhere to the second one.

Belief 1. The simplest way to compute the exponential $e^A$ of a complex square matrix $A$ is to use the Jordan decomposition.

Belief 2. It's simpler and more efficient to proceed as follows. Let $f(z)$ be the minimal polynomial of $A$, let $g(z)$ be $f(z)$ times the singular part of $e^z/f(z)$, and observe $e^A=g(A)$. (By abuse of notation $z$ is an indeterminate and a complex variable.) (The problems of computing the exponential of $A$ and that of computing the Jordan decomposition of $A$ have the same difficulty level. But, to solve one of them, there is no need to refer to the other.) Here are two references

http://en.wikipedia.org/wiki/Matrix_exponential#Alternative

http://www.iecn.u-nancy.fr/~gaillard/DIVERS/Constant_coefficients/

Jordan decomposition is often mentioned in relation with matrix exponentials. I'm convinced (rightly or wrongly) that the association of these notions in this context is purely irrational. I think somebody once made this association by accident, and then many people repeated it mechanically.

Here is another attempt to describe the situation.

Put $B:=\mathbb C[A]$. This is a Banach algebra, and also a $\mathbb C[X]$-algebra ($X$ being an indeterminate). Let $$\mu=\prod_{s\in S}\ (X-s)^{m(s)}$$ be the minimal polynomial of $A$, and identify $B$ to $\mathbb C[X]/\mu$. The Chinese Remainder Theorem says that the canonical $\mathbb C[X]$-algebra morphism $$\Phi:B\to C:=\prod_{s\in S}\ \mathbb C[X]/(X-s)^{m(s)}$$ is bijective. Computing exponentials in $C$ is trivial, so the only missing piece in our puzzle is the explicit inversion of $\Phi$. Fix $s$ in $S$ and let $e_s$ be the element of $C$ which has a one at the $s$ place and zeros elsewhere. It suffices to compute $\Phi^{-1}(e_s)$. This element will be of the form $$f=g\ \frac{\mu}{(X-s)^{m(s)}}\mbox{ mod }\mu$$ with $f,g\in\mathbb C[X]$, the only requirement being $$g\equiv\frac{(X-s)^{m(s)}}{\mu}\mbox{ mod }(X-s)^{m(s)}$$ (the congruence taking place in the ring of rational fractions defined at $s$). So $g$ is given by Taylor's Formula.

This can be summarized as follows. There is a unique polynomial $E$ of degree $< $ deg $\mu$ such that $e^A=E(A)$. Moreover $E$ can be uniquely written as $$E=\sum_{s\in S}\ E_s\ \frac{\mu}{(X-s)^{m(s)}}$$ with (for all $s$) deg $E_s < m(s)$ and $$E_s\equiv e^s\ e^{X-s}\ \frac{(X-s)^{m(s)}}{\mu}\mbox{ mod }(X-s)^{m(s)},$$ the congruence taking place in $\mathbb C[[X-s]]$.

This example gave rise to negative reactions. See the comments. I changed the phrasing to avoid the words "should" and "better" which were criticized as "normative". I'd be most grateful to anybody who would kindly tell me if my arguments are obscure, erroneous, or both.

show/hide this revision's text 11 Added computation of E
show/hide this revision's text 10 I followed Nate Eldredge's advice: "It would be better to post these as separate answers, so that they may be voted and commented on independently"
show/hide this revision's text 9 Added the parenthesis "(the congruence taking place into the ring of rational fractions defined at s)"
show/hide this revision's text 8 Suppressed the words "should" and "better" which were criticized as "normative"
show/hide this revision's text 7 Added the comment involving the Chinese Remainder Theorem
show/hide this revision's text 6 Example 4 added
show/hide this revision's text 5 added comment about Robin Chapman' comments
show/hide this revision's text 4 Added Example 3
show/hide this revision's text 3 added 159 characters in body
show/hide this revision's text 2 Added EXAMPLE 2
show/hide this revision's text 1 [made Community Wiki]