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

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Property for bounding matrix exponential

For any $n\times n$ matrices $X_1$ and $X_2$, \begin{equation} \begin{aligned} e^{X_1+X_2}-e^{X_1}&=\sum_{k=0}^\infty\frac1{k!}\,[(X_1+X_2)^k-X_1^k] \\ &=\sum_{k=0}^\infty\frac1{k!}\; \su …
Iosif Pinelis's user avatar