For symmetric negative-definite matrices, put , and . The spectral theorem gives exact exponential norm bounds, and . Integration in the exponential product defect identity proves the displayed estimate if . At equality its continuous limit is ; the quotient must not be interpreted as division by zero.
Past exam of the mathematics course of the University of Cambridge 2008 iii Paper 80 6 b Solution Created 2026-10-03 Updated 2026-10-14
For the ordered matrix exponential product , differentiation givesThe matrix commutator here is . Put . Then andMultiplying on the left by gives an exact product derivative. Integration from zero to , followed by multiplication by , proves the exponential product defect identity:No commutation of and was assumed. The ordered product is the usual Lie-Trotter splitting; the PDF calls this product the Beam-Warming splitting. If , the commutator term vanishes and the product is exact. In general its small-step expansion has local error .
Past exam of the mathematics course of the University of Cambridge 2008 iii Paper 80 6 c Solution Created 2026-10-03 Updated 2026-10-14
Let , and . The sum is also symmetric negative definite. Part (a) gives the exponential norm bounds, while the triangle inequality and submultiplicativity giveApplying these estimates to the exponential product defect identity yieldsIf , evaluate the scalar integral to obtain the decaying bound for symmetric negative matrix splitting:The sign condition is natural: for every unit vector , , so the Rayleigh quotient gives .
When , the integrand equals independently of , givingThis also follows by taking the continuous limit of the quotient as . There is no division-by-zero exception in the original integral argument. All exponents are negative, so these bounds decay for large ; they are coarse bounds and need not reproduce the sharper quadratic small- error.