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Exercise 767Calculus › Differential equations › Linear systemsL3Added 2 Nov 2026

Derivative of the matrix exponential

#matrix exponential#derivative#series

Statement

Prove that ddtetA=AetA=etAA\frac{d}{dt} e^{tA} = A e^{tA} = e^{tA} A.

Hint

Differentiate the power series term by term.

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Solution

Power series.
etA=∑n=0∞(tA)nn!=∑n=0∞tnAnn!.e^{tA} = \sum_{n=0}^{\infty} \frac{(tA)^n}{n!} = \sum_{n=0}^{\infty} \frac{t^n A^n}{n!}.

Differentiation.
ddtetA=∑n=1∞ntn−1Ann!=∑n=1∞tn−1An(n−1)!=A∑n=1∞tn−1An−1(n−1)!=AetA.\frac{d}{dt} e^{tA} = \sum_{n=1}^{\infty} \frac{n t^{n-1} A^n}{n!} = \sum_{n=1}^{\infty} \frac{t^{n-1} A^n}{(n-1)!} = A \sum_{n=1}^{\infty} \frac{t^{n-1} A^{n-1}}{(n-1)!} = A e^{tA}.
Since AA commutes with etAe^{tA}, we also have etAAe^{tA} A.

Remark. This property is the key to solving linear systems X′=AXX' = AX via X(t)=etAX(0)X(t) = e^{tA}X(0).