MATH319 Slides

42 Exponential of a Jordan block

Jk⁢(λ)=λ⁢Ik+Nk

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

exp⁡(t⁢Jk⁢(λ))=exp⁡(t⁢λ⁢Ik)⁢exp⁡(t⁢Nk).

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

exp⁡(t⁢Nk)=I+t⁢Nk+…+tk-1⁢Nkk-1/(k-1)!

and |exp⁡(t⁢λ)|=et⁢ℜ⁡λ, hence we obtain the bound

∥exp⁡(t⁢Jk⁢(λ))∥≤et⁢ℜ⁡λ⁢(1+t⁢∥Nk∥+…+tk-1⁢∥Nk∥k-1(k-1)!).