MATH319 Slides

95 Exponential and Inverses

Proposition

Let A be an (n×n) complex matrix. Then for s>∥A∥, the matrix s⁢I-A is invertible with inverse

(s⁢I-A)-1=∫0∞e-s⁢t⁢exp⁡(t⁢A)⁢𝑑t.

Proof. We have

(s⁢I-A)⁢exp⁡(t⁢(A-s⁢I))=-dd⁢t⁢exp⁡(t⁢(A-s⁢I))

so

∫0R(s⁢I-A)⁢exp⁡(t⁢(A-s⁢I))⁢𝑑t=∫0R-dd⁢t⁢exp⁡(t⁢(A-s⁢I))⁢d⁢t

so by Fundamental Theorem of Calculus