# Questions tagged [matrix-exponential]

The matrix exponential is a matrix function on square matrices analogous to the ordinary exponential function.

The matrix exponential is a matrix function on square matrices analogous to the ordinary exponential function.

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Let $A$ be an invertible, symmetric and tridiagonal matrix of size $n \times n$. Assume that $A_{i,i}=a \neq 0$ for $i=1\dotsc n$ and all the elements in the sub- and super-diagonal of $A$ are $b \neq ...

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Let $X$ be an $n \times d$ random matrix with iid entries from $N(0, 1/d)$. Let $S:=X^\top X/n$, a $d \times d$ Wishart matrix and let $T = e^{S} := \sum_{k=0}^\infty \dfrac{S^k}{k!}$ be its ...

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This question is crossposted from Math Stackexchange here. I crosspost without much edits as I think this is the best way to phrase the question and because I received no feedback on the original post ...

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Originally posted on Math SE but didn't get any responses. Thus, I thought I would ask here with some more details.
I have a matrix originating from Master Equation for birth death process on semi ...

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I'm looking for a necessary and sufficient conditions such that a LTV control system
$\dot{x}(t) = A(t) x(t) + u(t), \ x(0)=x_0$, for all $t\geq 0$,
$y(t) = C(t) x(t)$
satisfies the Perron-like result ...

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(I have moved this question from Stackexchange).
Given the operators $\{A_j\}$ in a Banach algebra and a positive integer $p$, let
\begin{equation}
g=\exp\left(\frac{1}{n}\sum_{j=1}^p A_j\right)\quad\...

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Let $A$ and $B$ be two anti-Hermitian operators on a finite-dimensional Hilbert space. BCH formula gives an explicit expression for $e^A e^B$ as $e^C=e^A e^B$, for $C$ in the Lie algebra generated by $...

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Let $X$ be a complex Banach space and $A:X \to X$ a compact operator. It spectrum is the set $\sigma(A)=\lbrace \lambda \in \mathbb{C}, \ A-\lambda I \text{ is not invertible}\rbrace$. Let $L=\sup\...

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I want to find the matrix $\hat{H}_d$ which, when exponentiated, leads to a d-dimensional cyclic permutation transformation matrix.
I have solutions for d=2:
$$
\hat{U}_2 =\left( \begin{matrix}
...

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As might be known, the function $L(x) = x+\exp(x)\log(x)$ plays a prominent role in the Lagarias formulation of the Riemann hypothesis:
$$\sigma(n) \le H_n + \exp(H_n) \log(H_n)$$
My question is, ...

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Let $k$ be a field (of possibly positive characteristic), let $U_n$ denote the space of all $n \times n$ unipotent upper triangular matrices over $k$, and let $G$ be an algebraic subgroup of $U_n$ (...

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For simplicity, let us work on an example.
Regard $GL_r(\mathbb C)$ as a Lie group with associated Lie algebra $M_r(\mathbb C)$, then there exists a canonical so called exponential map:
$$\exp: M_r(\...

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Context
I'm trying to numerically solve the following differential equation: $\frac{\mathrm{d} u}{\mathrm{d} t} = -Au + f$, where $u$ and $f$ are vectors, and $A$ is an $N \times N$ matrix, with $N &...

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The problem statement is the following:
$$U=\exp\{iV\}$$
where $U$ is a unitary unimodular matrix of the following form:
$$U=\begin{bmatrix}u_1+iu_2&u_3+iu_4\\-u_3+iu_4&u_1-iu_2\end{bmatrix}...

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Is there a way to compute one matrix element of the exponential of a tridiagonal matrix without having to compute the rest of the elements?
Motivation: I'm trying to find the first passage time ...

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Assume I am given an $n \times n$ matrix $A$ with real or complex coefficients. Its matrix exponential is denoted by $\exp(A)$ and is calculated as usual. Assume further that I want to rescale the ...

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Let $A$ be a (finite) Hurwitz matrix.
In this related question of mine, (see also https://en.wikipedia.org/wiki/Lyapunov_equation) it is shown that
$$
\int_0^\infty \sum_{j,k} (e^{At})_{ij} Q_{jk} (...

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The Baker-Campbell-Hausdorff problem is to obtain $\log(e^{X}e^{Y})$ where $X,Y$ are appropriate operators. The Dynkin series $$\log(e^{tX}e^{tY})=t(X+Y)+\frac{t^2}{2}[X,Y]+o(t^3)$$ gives an expansion ...

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Let $A$ and $B$ be commuting $n\times n$ positive definite complex matrices and let $C$,$D$ be other complex matrices. I wish to think of $C,D$ as small and $A,B$ as any size.
Suppose we are looking ...

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There are some equivalent statements in the classical stability theory of linear homogeneous differential equations $ \dot{x} = Ax, x \in \mathbb{R}^n $ such as:
All eigenvalues of $A$ have negative ...

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Note: I posted my question on math.stackexchange but got no answer. That is why I am asking it here.
Let $A$ be a $n\times n$ square matrix such that the real part of all eigenvalues are negative. ...

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Let $A$ be a stochastic matrix, $q\in (0,1)$. How to bound $n$ such that $$q^n A^n e^A \leq e^A$$
Note that here $e^A$ is the matrix exponential, and $\leq$ is taken entrywise.
To be clear, what I ...

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Suppose $A$ and $B$ are (non-commuting) hermitian $n\times n$ matrices and $k$ is a large positive number. Suppose we write the product of matrix exponentials as
$e^{kA + B} e^{-kA} = e^{C(k)}$
for ...

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While trying to compute the Matrix Exponential of an $n \times n$ array I decided to take advantage of a Python function called scipy.linalg.expm().
According to ...

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I am looking for identities that may help with numerical computation of the matrix exponential ${\rm exp}(A)$ where ${\rm tr}(A)=0$. I am already aware of general-purpose algorithms for computing the ...

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Let $Q_n$ be a $n\times n$ matrix with $Q_n=\begin{pmatrix} -\lambda_1-\mu_1 & \lambda_1 & 0 & \cdots\\ 0 & -\lambda_2-\mu_2 & \lambda_2 & \cdots\\ \vdots & \vdots & \...

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Given matrices
$$A_i= \biggl(\begin{matrix}
0 & B_i \\
B_i^T & 0
\end{matrix} \biggr)$$
where $B_i$ are real matrices and $i=1,2,\ldots,N$, how to prove the following?
$$\det \big( I + e^...

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I am trying to find out the distribution of a matrix exponential which is a function of a random variable. My mathematics background is very limited and I hope I can receive some help from here.
What ...