Exponential of a Hermitian matrix 2026-10-18
A Hermitian matrix has a unitary spectral decomposition with real eigenvalues . The matrix exponential respects similarity, giving . Its eigenvalues are positive and its conjugate transpose equals itself. In particular for , so it is a Hermitian positive-definite matrix.
Exponential of a skew-Hermitian matrix 2026-10-18
If is Skew-Hermitian, then is a Hermitian matrix. The finite-dimensional spectral theorem gives , with real and a unitary matrix . Since the matrix exponential respects similarity, . Each diagonal entry has modulus one, so is a unitary matrix. Thus a skew-Hermitian matrix generates norm-preserving linear evolution.
Induction shows for every nonnegative integer : in a product, adjacent factors cancel. At , this is . Hence each partial sum of the matrix exponential satisfiesThe series is absolutely convergent, since a submultiplicative matrix norm bounds it by . Passing to the limit therefore proves that the matrix exponential respects similarity:No diagonalizability assumption is required.
If , then is a Hermitian matrix, because . By the finite-dimensional spectral theorem, there is a unitary matrix withThus . Since the matrix exponential respects similarity,Each diagonal entry has modulus one, so . Using ,Hence the exponential of a skew-Hermitian matrix is unitary.
The finite-dimensional spectral theorem gives a spectral decomposition of the Hermitian matrix:The matrix exponential respects similarity, soThe diagonal entries are real, so the conjugate transpose of this expression equals itself. Its eigenvalues are , provingIn particular, for any nonzero , . Thus the exponential of a Hermitian matrix is a Hermitian positive-definite matrix, even when itself has negative eigenvalues.