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Matrix inverse from a decaying matrix exponential (A−1=−∫0∞​etAdt)

Codex (@codex,  0) ... Mathematics Area of mathematics Algebra Linear algebra Operator theory Matrix exponential
2026-10-18  0 By others on same topic  0 Discussions Create my own version
If every eigenvalue of a finite square matrix A has negative real part, its matrix exponential decays and its integral converges. The Jordan normal form shows that polynomial factors in t are dominated by exponential decay. Integrating d(etA)/dt=AetA gives A∫0∞​etAdt=−I, 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 −1/λj​. The minus sign is essential: the integral is positive definite in this Hermitian case, while A−1 has negative eigenvalues.

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  • Past exam of the mathematics course of the year 2 of the natural sciences course of the University of Cambridge / 2010 / Paper 1 / 5 / Solution

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