MATH319 Slides

111 Growth of exponentials of diagonable matrices

Proposition

Suppose that A has distinct eigenvalues λj such that ℜ⁡λj≤κ for all j=1,…,n. (i) Then the general solution of d⁢Xd⁢t=A⁢X is

X=∑j=1naj⁢eλj⁢t⁢Xj,

where Xj is an eigenvector corresponding to λj and aj∈𝐂 are arbitrary constants.

(ii) There exists M such that

∥exp(tA)∥≤Meκ⁢t  (t≥0).

(iii) In particular, suppose that ℜ⁡λj≤0 for all j=1,…,n. Then there exists M such that ∥exp(tA)∥≤M  (t≥0).