Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2014/iii/paper-66/4/c/solution

Let and , where all three matrices are symmetric. Submultiplicativity and the triangle inequality give
and similarly the other commutator term is bounded by . Apply part (a) also to in the integral from part (b). The outer factor one-half cancels these twos, leaving
The exponential divided difference evaluates this integral. Thus
when , and
when they coincide. The second expression is both the direct equal-exponent integral and the continuous limit of the first. The Rayleigh-Ritz variational principle also gives , although the integral computation does not require a strict inequality. These are valid coarse norm bounds; the cancellation between the two products can make the actual small-step error substantially smaller.

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