MATH319 Slides

42 Exponential of a Jordan block

Jk(λ)=λIk+Nk

where Nk is strictly upper triangular, and Ik and Nk commute, so

exp(tJk(λ))=exp(tλIk)exp(tNk).

Now Nkk=0, so we have a polynomial of degree k-1<n

exp(tNk)=I+tNk++tk-1Nkk-1/(k-1)!

and |exp(tλ)|=etλ, hence we obtain the bound

exp(tJk(λ))etλ(1+tNk++tk-1Nkk-1(k-1)!).