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Exercise 654Topology › Topology of Mn(ℝ) › Exponential, logarithm and group topologyL2Added 6 Nov 2026

The derivative of the matrix exponential and the one-parameter group property

#matrix exponential#derivative#homomorphism

Statement

Let A∈Mn(R)A\in M_n(\mathbb{R}). Show that t↦etAt\mapsto e^{tA} is differentiable with ddtetA=AetA\frac d{dt}e^{tA}=Ae^{tA}, and that it is a continuous group homomorphism (R,+)→GLn(R)(\mathbb{R},+)\to GL_n(\mathbb{R}).

Hint

A power series in tt can be differentiated termwise inside its disc of convergence. For the homomorphism property, use the commuting case eX+Y=eXeYe^{X+Y}=e^Xe^Y.

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Solution

Termwise differentiation. We have etA=∑ktkk!Ake^{tA}=\sum_k\frac{t^k}{k!}A^k, a power series in the real variable tt with matrix coefficients. Its entries are real power series in tt with infinite radius of convergence (each entry is bounded by ∥A∥k∣t∣k/k!\|A\|^k|t|^k/k! times a constant). A power series may be differentiated termwise on its interval of convergence, so
ddtetA=∑k≥1ktk−1k!Ak=A∑k≥1tk−1(k−1)!Ak−1=AetA.\frac d{dt}e^{tA}=\sum_{k\ge1}\frac{kt^{k-1}}{k!}A^k=A\sum_{k\ge1}\frac{t^{k-1}}{(k-1)!}A^{k-1}=Ae^{tA}.
(The matrix AA can be pulled out on the left or on the right: AetA=etAAAe^{tA}=e^{tA}A.)

Homomorphism. For s,t∈Rs,t\in\mathbb{R} the matrices sAsA and tAtA commute, so
e(s+t)A=esAetA.e^{(s+t)A}=e^{sA}e^{tA}.
In particular etAe−tA=e0=Ie^{tA}e^{-tA}=e^{0}=I, so etAe^{tA} is invertible with inverse e−tAe^{-tA}: the map takes values in GLn(R)GL_n(\mathbb{R}).

Continuity. It is differentiable, hence continuous (or: composition of the continuous maps t↦tAt\mapsto tA and exp⁡\exp).

Remark. The matrix function Φ(t)=etA\Phi(t)=e^{tA} is the unique solution of the linear differential equation Φ′=AΦ\Phi'=A\Phi, Φ(0)=I\Phi(0)=I: if Ψ\Psi is another one, ddt(e−tAΨ(t))=−Ae−tAΨ+e−tAAΨ=0\frac d{dt}\bigl(e^{-tA}\Psi(t)\bigr)=-Ae^{-tA}\Psi+e^{-tA}A\Psi=0, so e−tAΨe^{-tA}\Psi is constant =I=I. This uniqueness is used in the classification of one-parameter subgroups below.