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单词 exponential of a matrix
释义
exponential of a matrix

Mathematics
  • Given a square matrix A, its exponential is expA = I + A + A2/2!+A3/3!+···. This series converges in the space of n × n matrices. Further, exp(A + B) = expA expB for commuting matrices A,B, but this identity does not generally hold. Note two simultaneous scalar differential equations dx/dt = 2x + 3y, dy/dt = xy, can be rewritten as dr/dt = Ar where

    A=(2311)andr=(xy).

    The solution then equals r(t) = exp(At)r(0). This matrix exponential also has an important role in the study of Lie groups.


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