MATH319 Slides

95 Exponential and Inverses

Proposition

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

(sI-A)-1=0e-stexp(tA)𝑑t.

Proof. We have

(sI-A)exp(t(A-sI))=-ddtexp(t(A-sI))

so

0R(sI-A)exp(t(A-sI))𝑑t=0R-ddtexp(t(A-sI))dt

so by Fundamental Theorem of Calculus