Proof of Matrix Exponential Properties
We prove the fundamental properties of , establishing it as the solution operator for constant-coefficient linear systems.
Main Result
For any constant matrix , satisfies:
- The series converges for all .
- and .
- for all .
- is invertible with .
- .
Proof
Convergence (Property 1). For any matrix norm, . The series converges, so the matrix series converges absolutely.
Initial condition and ODE (Property 2). At : . For the derivative: term-by-term differentiation (justified by uniform convergence on compact sets) gives
Group property (Property 3). Since commutes with itself, the Cauchy product of the series for and yields :
Invertibility (Property 4). From Property 3 with : .
Determinant (Property 5). Let . Then and (since ). Differentiating: (by the formula for the derivative of the determinant). The only continuous solution to with is .
Applications
For : , so .
Direct: , .
If , then in general . The correct formula involves the Baker-Campbell-Hausdorff series: where .