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

4 votes

Inequality with matrix exponentials. Is it true that $x^\top e^{-xx^\top - AA^\top} x \leq x...

Alas, this is not correct. You may try $d=2$, $x=(a, a)^\top$ for certain $a>0$, and choose $A$ of rank 1 such that $AA^\top+xx^\top=\operatorname{diag}(p, q)$. For positive $p,q$ such matrix $A$ exis …
Fedor Petrov's user avatar