Matrix inverse from a decaying matrix exponential

ID: matrix-inverse-from-a-decaying-matrix-exponential

If every eigenvalue of a finite square matrix has negative real part, its matrix exponential decays and its integral converges. The Jordan normal form shows that polynomial factors in are dominated by exponential decay. Integrating gives , proving the displayed matrix inverse formula. In particular, for a Hermitian matrix with negative eigenvalues, the spectral theorem reduces the integral to scalar exponentials with integrals . The minus sign is essential: the integral is positive definite in this Hermitian case, while has negative eigenvalues.

New to topics? Read the docs here!