Questions tagged [matrix-exponential]
The matrix exponential is a matrix function on square matrices analogous to the ordinary exponential function.
42 questions
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Does restricting the eigenvalues of Hermitian matrices to the interval $[0,2\pi)$ make the exponential map to the unitary group bijective?
Let $U \in U(n)$ be a generic unitary matrix. Since the unitary group $U(n)$ is compact and connected, I know that the exponential map is surjective, i.e. that every $U \in U(n)$ has the form $U = e^{...
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Bounding norms of symplectic matrix factorisations and non-separable Hamiltonian flows
Problem setup: Let $e^{hJM}$ be the time-$h$ flow corresponding to the ODE $\dot{x} = JMx$, with $M = \left(\begin{array}{cc}
A & C\\
C^T & B\\
\end{array}\right)$ ...
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Inequality with matrix exponentials. Is it true that $x^\top e^{-xx^\top - AA^\top} x \leq x^\top e^{-xx^\top} x$?
As in the object, I'm looking at the case where $x \in \mathbb R^d$ is a generic vector, and $AA^\top \in \mathbb R^{d \times d}$ is a p.s.d. matrix.
I'm investigating the following inequality
$x^\top ...
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Attempts to define a matrix exponential over (as much as possible) general fields
Given a $n \times n$ matrix $A$ over the complex numbers, the exponential of $A$ is defined as
$$\exp(A) := \sum_{k = 1}^\infty \frac1{k!} A^k , \qquad \tag{$\star$}\label{468645_star}$$
where ...
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Property for bounding matrix exponential
Wikipedia states in the exponential map section about the exponential of a matrix that for any matrices $X$, $Y$ it holds that $\|e^{X+Y}-e^{X}\| \leq \|Y\|e^{\|X\|} e^{\|Y\|}$ where $\|\cdot\|$ ...
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Taylor coefficients of the integral of the ordered exponential
Let $A$ be a continuous $2\times 2$ matrix-valued function on $[0,1]$. Define $X_A$ as the solution of
$$
X_A'(t) = A(t) X_A(t), \qquad X(0) = I.
$$
In other words $X_A$ is the ordered exponential of $...
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Question on whether, "An entire function, nowhere zero, has an entire logarithm," holds for matrix-valued entire functions as well
It is known that an entire function that is nowhere zero must be the exponential of another entire function.
Does this hold for matrix-valued functions as well? That is, given a matrix-valued entire ...
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Logarithm of a bounded operator
Let $\mathbb H$ be a Hilbert space and let $A\in \mathcal B(\mathbb H)$ such that the spectrum of $A$ does not meet a closed half-line issued from 0 in the complex plane. Then I guess that
$
A=\exp L
$...
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What is the exponential map from the Lie algebra $\mathfrak{sl}(2,\mathbb{C})\ltimes_\textrm{ad}\mathfrak{sl}(2,\mathbb{C})$ to its Lie group?
$\DeclareMathOperator\ad{ad}\DeclareMathOperator\Ad{Ad}\DeclareMathOperator\Exp{Exp}\DeclareMathOperator\SL{SL}\DeclareMathOperator\sl{\mathfrak{sl}}$Let $G:=\SL(2, C) \ltimes_{\Ad} \SL(2,C)$, where $\...
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Is every linear Lie group of bounded geometry?
$\newcommand\norm[1]{\lVert#1\rVert}$Given any point $p$ of a smooth Riemannian manifold $M$ there exists $r\in (0,\infty]$ such that the Riemannian exponential is a diffeomorphism in the geodesic ...
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Approximating sum of entries of $\exp(A-B)$ for diagonal $A$ and rank-$1$ $B$?
I have non-negative $d\times d$ matrices $A$, $B$ and need a tractable way to compute the sum of all entries of $\exp(-t(A-B))$ where $A$ is diagonal and $B$ symmetric rank-$1$. IE
$$f(t)=\langle\exp(-...
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Fiberwise exponential map for vector bundle automorphisms
Let $p:E \to B$ be a smooth vector bundle of rank $n$ over a manifold $B$ and we identify $B$ with the image of the corresponding zero section.
For $b\in B$ denote by $E_b = p^{-1}(b)$ the fiber over $...
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Reorganizing the terms in the Baker–Campbell–Hausdorff formula (or Zassenhaus formula) for $\exp(X+\delta Y)$ for small $\delta$
Consider the following exponential of matrices $\exp(X+\delta Y)$, where $\delta$ is a smaller number, and $X,Y$ are non-commuting matrices. I am interested in expanding it in such a way that
$$
\exp(...
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Is the set of real matrices with at least one real logarithm closed under multiplication?
Let $S$ be the set of real matrices with at least one real logarithm. For some couple of its elements, for example those with at least (one real logarithm each with submultiplicative norm smaller than ...
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Kronecker product: Is it possible to simplify this product $e^{-A} \otimes e^{A}$ where $A$ is an invertible and symmetric matrix [closed]
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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Limiting value of expectation of trace of exponential of Wishart matrix
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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Matrix logarithm of unitary factor from polar decomposition of product of positive definite matrices
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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Exponential of infinite dimensional matrix
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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Inequality of exponentials of Banach operators
(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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answers
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Baker–Campbell–Hausdorff formula for exponential of general Hermitian operators
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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Growth bounds for the exponential of an operator
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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1
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Matrix logarithm for d-dimensional cyclic permutation matrix
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:
$$
\hat{U}_2 =\left( \begin{matrix}
...
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What properties characterize the function $L(x) = x+\exp(x) \log(x)$?
As might be known, the function $L(x) = x+\exp(x)\log(x)$ plays a prominent role in the Lagarias formulation of the Riemann hypothesis:
$$\sigma(n) \le H_n + \exp(H_n) \log(H_n)$$
My question is, ...
user6671
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exponential/logarithm for unipotent algebraic groups
Let $k$ be a field (of possibly positive characteristic), let $U_n$ denote the space of all $n \times n$ unipotent upper triangular matrices over $k$, and let $G$ be an algebraic subgroup of $U_n$ (...
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Possible compatible ""structure" on the Lie algebra associated with a Lie group with respect to group structure
For simplicity, let us work on an example.
Regard $GL_r(\mathbb C)$ as a Lie group with associated Lie algebra $M_r(\mathbb C)$, then there exists a canonical so called exponential map:
$$\exp: M_r(\...
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Matrix exponential with particular structure
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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Conditions to obtain a real logarithm of a unitary unimodular complex matrix?
The problem statement is the following:
$$U=\exp\{iV\}$$
where $U$ is a unitary unimodular matrix of the following form:
$$U=\begin{bmatrix}u_1+iu_2&u_3+iu_4\\-u_3+iu_4&u_1-iu_2\end{bmatrix}...
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Matrix elements of exponential of tridiagonal matrices
Is there a way to compute one matrix element of the exponential of a tridiagonal matrix without having to compute the rest of the elements?
Motivation: I'm trying to find the first passage time ...
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Is there a nice way to express a matrix exponential when rows are proportionally scaled?
Assume I am given an $n \times n$ matrix $A$ with real or complex coefficients. Its matrix exponential is denoted by $\exp(A)$ and is calculated as usual. Assume further that I want to rescale the ...
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Higher order Lyapunov equation
Let $A$ be a (finite) Hurwitz matrix.
In this related question of mine, (see also https://en.wikipedia.org/wiki/Lyapunov_equation) it is shown that
$$
\int_0^\infty \sum_{j,k} (e^{At})_{ij} Q_{jk} (...
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votes
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Behavior of a Baker-Campbell-Hausdorff problem at infinity
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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Product of exponentials of matrices
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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Properties of matrix exponential without using Jordan normal forms
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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Integral of the entrywise square of the exponential of a matrix
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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Matrix exponential bounds
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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Bounds on Matrix Exponential
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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What is the time complexity of the matrix exponential?
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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Efficient computation of matrix exponential of trace zero matrix [closed]
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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Fast Upper Triangular Matrix Exponentiation
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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How to prove this determinant is positive?
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?
$$\det \big( I + e^...
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An extension of the Golden-Thompson inequality
For three symmetric positive semidefinite matrices $A, B,C$, I am trying to figure out if the following inequality holds, at least in some cases:
$$ \operatorname{tr} \left( A e^{B+C} \right) \leq \...
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Random variable matrix exponential
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 ...
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