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In mathematics, the matrix exponential is a matrix function on square matrices analogous to the ordinary exponential function. It is used to solve systems of linear differential equations. In the theory of Lie groups, the matrix exponential gives the exponential map between a matrix Lie algebra and the corresponding Lie group.
For many purposes, it is only necessary to know that an expansion for in terms of iterated commutators of and exists; the exact coefficients are often irrelevant. (See, for example, the discussion of the relationship between Lie group and Lie algebra homomorphisms in Section 5.2 of Hall's book, [2] where the precise coefficients play no role in the argument.)
In mathematics, every analytic function can be used for defining a matrix function that maps square matrices with complex entries to square matrices of the same size.. This is used for defining the exponential of a matrix, which is involved in the closed-form solution of systems of linear differential equations.
In probability theory and statistics, the exponential distribution or negative exponential distribution is the probability distribution of the distance between events in a Poisson point process, i.e., a process in which events occur continuously and independently at a constant average rate; the distance parameter could be any meaningful mono-dimensional measure of the process, such as time ...
In particular, this is the case if the matrix A is independent of t. In the general case, however, the expression above is no longer the solution of the problem. The approach introduced by Magnus to solve the matrix initial-value problem is to express the solution by means of the exponential of a certain n × n matrix function Ω(t, t 0):
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In the theory of Lie groups, the exponential map is a map from the Lie algebra of a Lie group to the group, which allows one to recapture the local group structure from the Lie algebra.
This formula is an analogue of the classical exponential law + = which holds for all real or complex numbers x and y . If x and y are replaced with matrices A and B , and the exponential replaced with a matrix exponential , it is usually necessary for A and B to commute for the law to still hold.
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