Baker--Campbell--Hausdorff formula Created 2026-09-28 Updated 2026-10-06
The Baker--Campbell--Hausdorff formula expresses the local matrix logarithm of a product of exponentials as
Exponential map of a Lie group Created 2026-09-24 Updated 2026-10-14
For any Lie group, the Exponential map of a Lie group is defined by , where is the one-parameter subgroup with initial tangent vector . For a Matrix Lie group, it is the matrix exponential . Its differential at zero is the identity, so the inverse function theorem supplies a local exponential chart. A small transformation can therefore be encoded by a vector in the Lie algebra. See MIT 18.745, Lecture 7, Definition 7.2 and Theorem 7.5.
Local invertibility makes no promise about a global inverse. In the planar rotation example, for every integer , so the Exponential map of a Lie group is surjective onto but not injective. Restricting to gives unique angles for every rotation except . The omitted half-turn exposes the cut needed for this single angle chart.
Surjectivity can also fail, even in a connected Lie group. The matrix lies in the special linear group but has no real matrix logarithm: any logarithm must commute with , hence preserve each of its distinct real eigenvectors, where exponentiating a real scalar gives a positive number. See the exponential-surjectivity obstruction from distinct negative eigenvalues. These two examples distinguish two different global obstacles: repeated parameters and unreachable elements. The Exponential map of a Lie group remains locally effective in both settings.
Floquet growth rate Created 2026-10-06 Updated 2026-10-14
The Floquet growth rate measures the exponential trend of a periodic linear differential equation over many coefficient periods. A Floquet multiplier measures the factor per period ; the corresponding rate per unit time is
where is a Floquet exponent. Taking the real part removes the ambiguity in the complex logarithm.
For the scalar example under periodic solution, and the Floquet growth rate is , independently of . Indeed,
The instantaneous logarithmic derivative keeps oscillating even though its average over complete periods is exactly . Sampling at the same phase in each period removes the modulation altogether: .
Figure 1.
The multiplier gives a factor per period and its logarithm gives a rate per unit time
. Left: sampling at , , gives ; straight lines on the logarithmic scale have slopes per period. Right: the instantaneous logarithmic derivatives oscillate around the constant long-term rates . Details.
For the general finite-dimensional homogeneous linear differential equation , assume that is continuous on the real line and -periodic, with . Normalize its fundamental matrix by and set . The maximal asymptotic exponential rate, using any induced matrix norm, is
Here is the spectral radius, are the Floquet multipliers, and invertibility gives . This concerns growth of the solution operator; it does not say that every initial condition attains the maximum.[ref]
To prove the formula, write with . Periodicity and uniqueness give
Both and have uniformly bounded matrix norms on a period. Consequently differs from by at most fixed multiplicative factors. The spectral radius formula gives , proving the claimed limit without choosing a matrix logarithm.
For a particular nonzero initial condition , decompose into the generalized eigenspaces of over the complex numbers. The rate of is the largest among components that are nonzero. Generic data have a component in the dominant generalized eigenspaces and attain ; data contained in the sum of the subdominant generalized eigenspaces have a smaller rate. For example, with , the maximal rate is , while decays at rate . These invariant subspaces describe initial data at phase zero. Their transported versions can vary with time and satisfy .
A negative Floquet growth rate allows temporary amplification. For the constant non-normal matrix
the initial condition has Euclidean norm , which rises from to about at before eventually decaying. Its exponential rate is still : the Jordan block contributes a polynomial factor, whose logarithm divided by tends to zero. At a unit-modulus Floquet multiplier, such polynomial growth can even be unbounded with zero exponential rate; gives . Thus zero Floquet growth rate alone proves neither boundedness nor a periodic solution.
Floquet theory 2026-10-06
For a continuous periodic coefficient matrix , a fundamental matrix for , normalized by , obeys . The invertible matrix has a complex matrix logarithm; set and . Since commutes with , direct substitution gives and proves the factorization. A real logarithm is not required for this complex representation.
The eigenvalues of are Floquet multipliers. All solutions are bounded for forward time when every multiplier has modulus at most one and those on the unit circle have no nontrivial Jordan blocks. In a real undamped second-order scalar equation with no first-derivative term, the monodromy determinant is one. Distinct conjugate unit-modulus multipliers give bounded solutions; a nontrivial Jordan block at multiplier or gives an unbounded second solution even when one periodic or antiperiodic solution exists.
The matrix logarithm near the identity maps onto an open set of its real compact symplectic Lie algebra . Its inverse is the matrix exponential. These statements follow by applying the logarithm to and , and differentiating . Left translations provide manifold charts at every group element. In block form with and , giving real dimension .
Near the identity, the matrix logarithm of a unitary matrix is skew-Hermitian. Restrict the logarithm's operator norm below ; determinant one then forces its trace to be zero, since and no nonzero multiple of fits this bound. The matrix exponential gives the inverse chart on a ball in the displayed real Lie algebra, of dimension . Left translation supplies compatible charts on the whole special unitary group.
Matrix Lie group 2026-10-03
A matrix Lie group is a subgroup of a general linear group that is also a Lie group for its matrix topology. Near the identity, the matrix exponential and matrix logarithm give inverse coordinate charts whenever they are restricted to sufficiently small neighborhoods in the group and its tangent space.
For an odd prime , the matrix logarithm and matrix exponential are inverse maps between and . They imply that the th-power map carries bijectively onto . Direct multiplication gives , so the group is a powerful pro-p group. The quotient is the additive matrix space over , with constant index . The matrices topologically generate, by successive approximation through these quotients. The lower p-series is exactly , so the group is a uniform pro-p group and a torsion-free group. At the first congruence subgroup contains and is not uniform.
A uniform pro-p group is a finitely generated powerful pro-p group whose lower p-series , has constant successive indices. For odd , the powerful pro-p group condition means , with closed generated powers understood. For it means . For finitely generated powerful pro-p groups, uniformity is equivalent to being a torsion-free group.
It is convenient to use general matrix size , then put . Let . The required kernel is , the inverse limit of its finite p-group quotients. For odd , the convergent matrix logarithm and matrix exponential series
are inverse maps between and . The valuation bounds for ensure convergence and integrality. They give and hence a bijective power map : the unique root of is .
Direct matrix multiplication gives , so and it is a powerful pro-p group. Moreover
The elements topologically generate: their th powers give all matrix basis directions in , since . Successive correction of each matrix entry, followed by completeness, approximates every element by words in these generators.
Its lower p-series is exactly and the indices are constant; thus the group is a uniform pro-p group. Alternatively, the logarithm excludes nontrivial p-power torsion. Setting gives a uniform pro-p group kernel of dimension and generator number , with indices . This is the odd-prime principal p-adic congruence subgroup is uniform result. The odd-prime condition matters: is nontrivial order-two torsion in .
A Lie group is a group which is a finite-dimensional smooth Hausdorff second-countable manifold, with smooth multiplication and inversion. For the special unitary group, consider the real vector space
The diagonal entries of a skew-Hermitian matrix supply real parameters, and the entries above the diagonal supply ; the trace-zero condition removes one real parameter. Thus .
The matrix facts used to construct charts are these: the matrix exponential is analytic, its derivative at zero is the identity, and it has an analytic inverse matrix logarithm on a sufficiently small neighborhood of the identity. On those neighborhoods , , and . For a unitary matrix in that neighborhood, the spectral theorem writes with principal angles close to zero, and is skew-Hermitian.
Choose a norm ball of radius small enough to lie in the exponential's inverse domain. If is unitary, and in operator norm, then
so its trace is zero. Conversely gives and . Thus the logarithm identifies an open neighborhood of in , with its matrix subspace topology, with the open ball . Choosing a real linear identification turns this into a chart.
For every take the translated chart
Their overlap maps are wherever both charts are defined, so they are real analytic. They cover the group; the matrix topology is Hausdorff and second-countable. This constructs the real manifold directly, rather than merely counting equations. Matrix multiplication is polynomial in real/imaginary entries and inversion here is ; in the logarithm charts both are smooth. The logarithm charts for the special unitary group therefore prove
For it is the one-point group of dimension zero.
For , let the first column be , of unit norm. Every unit vector orthogonal to it is a scalar of modulus one times . The determinant of the resulting matrix is that scalar, so determinant one fixes it to . Hence
is bijective, with inverse given by taking the first column. The forward map is real polynomial in the four coordinates; composing with the local logarithm charts verifies smoothness into the constructed manifold. The inverse is a smooth matrix-coordinate projection and, in the usual embedded sphere charts, is smooth into . Thus , the explicit realization of SU(2) as the three-sphere.
Let and be overlapping local coordinates at . A tangent vector has components obeying the chain rule
The Jacobian matrix is evaluated at the same point, and is invertible. For a smooth curve with , define . Applying the chain rule to gives exactly this transformation law. Thus these components determine a well-defined velocity vector , independent of the chart. Equivalently it is the derivation on smooth functions. The two curve symbols used in the printed first paragraph refer to this same curve.
For real scalars , consider
For sufficiently small positive and negative , both factors belong to , so is a curve in with . The standard matrix exponential properties used here are , , and . The product rule gives . Every such linear combination is therefore a velocity at the identity.
More generally, the inclusion is an embedding, so its tangent map at is injective and linear. The general linear group is open in the vector space of all matrices; its tangent space at is consequently . We identify
Every tangent vector is the velocity of a curve in a manifold chart, so this subspace is precisely the set of the corresponding matrix velocities. The product construction is consistent with its vector-space operations.
Now use the stated logarithm-chart assumption. Near zero and , the matrix exponential and matrix logarithm are inverse smooth maps, with . Hence for any , belongs to for small : lies in the neighborhood which is the image of the logarithm. For , form the group commutator
Multiplying the exponential expansions gives
The convergent local series therefore gives . For small nonzero , the matrix belongs to the linear subspace . A finite-dimensional linear subspace is closed, so taking its limit proves
This is the matrix commutator from a logarithm chart argument. It identifies as the Lie algebra of a matrix Lie group, with the matrix commutator as its Lie bracket. In particular, no potentially nonsmooth square-root change of parameter is needed to turn the second-order commutator into a velocity.
The proof of the linearity of a uniform pro-p group has three distinct steps: pass to a finite-dimensional Lie algebra, integrate a faithful representation on a sufficiently small open subgroup, and extend it to the entire group. Working first on a small subgroup is essential because a faithful Lie algebra representation need not send the original integral lattice into the convergence domain of the matrix exponential.
Let be a uniform pro-p group and let be its intrinsic powerful Lie lattice. Then
is a finite-dimensional Lie algebra over a field of characteristic zero. The Ado theorem, the classical Lie-theoretic ingredient in this proof, supplies a faithful finite-dimensional Lie algebra representation
One must use a faithful representation rather than just the Adjoint representation, which annihilates the center of a Lie algebra.
Choose a p-adic lattice . Since is finitely generated as a module, the entries of the representing matrices of a module basis have bounded denominators. Hence for sufficiently large ,
For odd , the matrix exponential and p-adic logarithm converge and are inverse between and . Put ; under the uniform pro-p group and powerful Lie lattice correspondence it is the BCH group on . Define
Here denotes the inverse of the intrinsic logarithm identification, not an assumed matrix representation of . The Lie algebra homomorphism respects the convergent Baker--Campbell--Hausdorff formula, so
Thus is a continuous group homomorphism. If , taking the matrix logarithm gives , whence . Therefore is faithful and all its matrices preserve . This proves linearity of the open normal subgroup .
To finish, use the extension of a faithful representation from an open normal subgroup. Choose representatives of the finite left cosets , where . On the finite free module , define the action of by writing uniquely
and mapping the -th block to the -th block by . If and , then ; this proves the representation identity because . Each block matrix is invertible over , and the map is continuous because the finite coset permutation is locally constant and the remaining matrix entries are obtained continuously from .
If , its permutation of moves the identity coset, so its block representation is not the identity. If and its block representation is the identity, the block corresponding to is , and faithfulness of gives . Thus this induced representation is faithful. Choosing a basis of proves
The continuous injection is a topological embedding, since is compact and the target is Hausdorff. The trivial group is immediate. For uniform groups at , the same proof uses the usual stronger powerfulness condition and the convergence ball instead; the preceding questions concern odd .
For probability distributions and on a finite alphabet, their classical relative entropy in bits is
A zero- term contributes zero, including when ; a term with and makes the result . In that infinite case nonnegativity is immediate. Otherwise on the support of . For every , : the function has derivative and its minimum zero at . Apply this with to obtain
The last inequality uses normalization of . Thus . Equality requires wherever and no -mass outside that support, hence occurs precisely when .
For density matrices, use
when the support of a positive operator is contained in that of , and set it to otherwise. The data-processing inequality for quantum relative entropy states that for any quantum channel ,
Thus the relative entropy of the two output states cannot exceed that of the inputs.
For the states with a classical flag, omit indices of weight zero. On a positive-weight block, the matrix logarithms obey
on the relevant supports. The logarithms of cancel. Taking the trace block by block therefore gives the relative entropy of classically flagged states:
If support inclusion fails in a positive-weight block, both sides are infinite. A zero-weight block makes no contribution, even if its unweighted relative entropy is infinite.
Tracing out the flag is a quantum channel with operators , since . It sends the two flagged states to and . Applying the data-processing inequality for quantum relative entropy to this partial trace proves joint convexity of quantum relative entropy:
For a bipartite state, set and . Its quantum mutual information is
where is the Von Neumann entropy. The support of lies in . To justify this when marginals are singular, let project onto . Then ; positivity implies . Applying the same argument on proves the claimed support inclusion.
On that support, product eigenvectors show
The definition of the partial trace therefore gives
Consequently .
For completeness, nonnegativity of quantum relative entropy also follows from the classical proof above. Diagonalize in a basis , with eigenvalues , and put . These are two classical probability distributions. Scalar concavity of the logarithm applied to the spectral weights of gives whenever and support inclusion holds. Hence
The support-failure case is again infinite. Applying this to the product of the marginals proves without requiring an additional entropy inequality.
Fix the orientation of the Berezin integral by defining its measure as the linear functional that extracts the coefficient of ; all monomials of lower degree integrate to zero. In particular . This specifies the sign convention in the notation .
The Grassmann change-of-variables formula gives
For a unitary matrix, , so the combined measure is invariant. Diagonalize the Hermitian matrix by a unitary change of variables. If its eigenvalues are , the integrand factors as . Extracting its top coefficient proves the Grassmann Gaussian integral
The determinant identity also holds without Hermiticity by direct expansion; Hermiticity makes the diagonalization proof immediate.
Let . Integrating out the Grassmann variables first gives the exact polynomial expression
The requested factorization requires to be invertible, an assumption omitted from the question. Under it, use the formal perturbative matrix logarithm near :
Consequently
Expanding gives exactly the displayed coefficients , and hence . The logarithmic representation is a formal series, not a globally convergent logarithm for every : the determinant can have zeros. The original determinant integral remains well-defined for singular , but and the requested normalized expansion then cannot be formed.
There is a second convention to specify. The are real, so a complex Hermitian gives , where is real symmetric positive definite. Its Gaussian covariance matrix is . It equals only if is real symmetric. Thus
The effective Feynman rules are: a bosonic contraction joins indices with ; an -leg vertex carries ; sum all closed vacuum diagrams with their symmetry factors, including disconnected diagrams. The symmetrization is necessary because the commute: the trace tensor is cyclically invariant but need not be fully symmetric. The minus sign comes from expanding . Taking the logarithm of the normalized integral instead keeps only connected vacuum diagrams.
Equivalently, retain the fermions: an oriented contraction is , the mixed vertex has weight , and every closed fermion loop gives a minus sign. The same bosonic covariance joins its legs. Expanding these contractions recovers the trace vertices above. This is bosonic trace vertices from a finite fermionic determinant.
A Lie group is a finite-dimensional smooth manifold with a group structure for which multiplication and inversion are smooth. The group defined here is the compact symplectic group , rather than the full complex symplectic group. Also, the displayed matrix expression requires to be ; the printed size is incompatible with .
Since , we have . The matrix exponential commutes with conjugation, as follows term by term from its absolutely convergent power series. Consequently
To construct logarithm charts for the compact symplectic group, consider the real vector space
Differentiating the defining identities at gives precisely these conditions. Conversely if , is unitary and
so . These are the infinitesimal conditions of the compact symplectic Lie algebra.
Near , the convergent matrix logarithm series is smooth and inverse to the matrix exponential near zero. These local inverses respect transpose, conjugate transpose, and conjugation; also when both matrices are sufficiently close to . Shrink their neighborhoods accordingly. If there, unitarity gives
The symplectic identity is equivalent to , so, putting , it gives , equivalently . Thus this local logarithm restricts to a bijection between a neighborhood of in and an open neighborhood of zero in . Its inverse is the restricted matrix exponential. These restrictions are manifold charts; left multiplication translates them to every via . The chart overlaps are smooth compositions of multiplication, exponential and logarithm. The subspace topology is Hausdorff and second countable, inherited from the finite-dimensional matrix space, so these charts give a smooth manifold.
Closure under products and inverses follows from and unitarity. Matrix multiplication is polynomial in real and imaginary entries, and inversion on the unitary group is , a real linear operation. Their restrictions are smooth in the charts just constructed. Hence is a Lie group without needing a closed-subgroup theorem.
Write in blocks. The two infinitesimal conditions give
The skew-Hermitian matrix has real parameters; the complex symmetric matrix has complex parameters, hence real parameters. Therefore
For , any two-by-two matrix satisfies , so the group is . Explicitly,
The rows are orthonormal and the determinant is one; conversely unitarity and determinant one force this form. This is the SU(2) as the three-sphere parametrization. The map and its inverse, extraction of the first row, are smooth. Thus is diffeomorphic to .
A real Lie group is a group equipped with a finite-dimensional real smooth manifold structure, conventionally Hausdorff and second countable, for which multiplication and inversion are smooth.
Its tangent space at the identity is defined by smooth curves through : two curves represent the same tangent vector when their derivatives in a local chart agree at zero. For , left translation determines the left-invariant vector field
The commutator of these derivations on smooth functions is another left-invariant vector field, so define the Lie bracket
This construction supplies the Lie algebra structure. In a Matrix Lie group, and differentiating the two fields gives .
For the special linear group, differentiate the determinant along a curve through . Expansion of the determinant, or its differential , gives
The determinant differential is surjective at , so the level set has tangent space equal to its differential's kernel. Equivalently, every tangent matrix has zero trace, and every zero-trace matrix supplies a curve of determinant . Hence
with the matrix commutator bracket. The same calculation over gives the complex special linear Lie algebra ; as a real group, the complex group has that space viewed as a real Lie algebra.
The matrix exponential is the everywhere-convergent series
whose inverse matrix is . The matrix logarithm is locally defined near by
These maps are inverse on suitable neighbourhoods of zero and , giving a logarithmic chart of a matrix Lie group. A logarithm is not a globally single-valued inverse of the exponential.
Every invertible complex matrix nevertheless has at least one matrix logarithm. Put it in Jordan normal form. For a block , and , choose any complex scalar logarithm of and set
The finite logarithm and exponential identities in the nilpotent variable give . Combine the blocks and conjugate back. Thus the exponential map is surjective on , by existence of a logarithm for every invertible complex matrix.
A connected counterexample is . It is connected: polar decomposition of an invertible real matrix writes each element as , with and positive definite symmetric of determinant one; is connected and is connected to through .
But belongs to this group and is not for any real . Such an would commute with . Since has two distinct real eigenvalues, direct commutation makes a real diagonal matrix. Its exponential has positive diagonal entries, a contradiction. Therefore
This is an exponential-surjectivity obstruction from distinct negative eigenvalues; connectedness does not eliminate the obstruction.
A real Lie group is a finite-dimensional real smooth manifold with a group structure whose multiplication and inversion are smooth. Its tangent space at the identity element is the vector space of velocities of smooth curves through . For the general linear group it identifies with . The matrix exponential and local matrix logarithm are
The exponential is globally defined, and each matrix is invertible with inverse . The logarithm here is a local map near ; it is not a globally defined inverse on every real invertible matrix. The differential of at zero is the identity, and the two power series are inverse locally.
For a general , the assumed Exponential map of a Lie group with has a smooth local inverse by the inverse function theorem, giving a local exponential chart. Define the Lie bracket from local group commutators by
For small the group commutator lies in that chart. More explicitly, the map is smooth and has . Its mixed second differential at is a bilinear map of , proving bilinearity. Swapping the two group elements inverts the commutator, and near . Thus and . In the matrix group, expansion to the mixed term gives the familiar commutator .
For , let and define the Adjoint representation of a Lie group by . It is smooth and satisfies . Its derived representation is . Naturality of the Exponential map of a Lie group under conjugation gives
At , the derivative of the logarithm of the commutator is : the derivative of multiplication at adds tangent vectors, and . Differentiate in to conclude
To prove the Jacobi identity without assuming it in the bracket construction, first establish that the differential of a Lie group homomorphism preserves Lie brackets. For a homomorphism , the allowed exponential identity gives locally. Apply this identity to the group commutator and take the mixed derivative to obtain . In particular gives
Applying both sides to yields . Rearranging with antisymmetry proves
Neither injectivity of nor the existence of a global logarithm was used.
Finally let be a normal Lie subgroup of , with its corresponding Lie algebra . For each , conjugation restricts to , so its differential preserves : . Differentiate along to get for every and . Thus the Lie algebra of a normal Lie subgroup is an ideal of a Lie algebra. The assertion concerns a subgroup carrying the corresponding Lie-subgroup structure, for example any closed subgroup; no arbitrary abstract subgroup is being assigned a tangent space.
Introduce a parameter to keep track of total degree. The power series for the matrix exponential gives
Set and , where the commutator is . Expanding a second matrix exponential gives
Since
the two expressions agree through total degree two. More explicitly, applying the local matrix logarithm to the first expansion gives . This proves the displayed order of the Baker--Campbell--Hausdorff formula. The Lie algebra is closed under the commutator, so its displayed exponent lies in the same Lie algebra. The expansion is a formal power series identity, or a convergent identity sufficiently near the identity matrix; this argument does not assert unrestricted global convergence.
The next two terms of the Baker--Campbell--Hausdorff formula are the two cubic commutators:
Here means total degree at least four in . If one continues by one more degree, the quartic contribution is .
For the Pauli matrices, use the Pauli matrix multiplication law
Put . The antisymmetric term disappears when contracted with , so . Consequently every even power of equals , and every odd power equals . Splitting the matrix exponential into even and odd terms of its power series yields
The Pauli matrices are Hermitian matrices, and the components of are real, so . For real , the resulting matrix satisfies
Also and , so its two eigenvalues are . The eigenvalues of are therefore , whose product is one. Thus is a unitary matrix with determinant one: it belongs to the SU(2) group.
Multiplying the two exact Pauli matrix exponentials, and using , gives
In particular, the term has a minus sign. Its quadratic Taylor expansion is
Taking , , the Pauli matrix commutator identity gives . The quadratic exponent in the Baker--Campbell--Hausdorff formula is therefore . In , only the linear part of contributes to through degree two. The anticommutator gives , reproducing the exact product's quadratic expansion.
A Lie group is a group that is also a smooth manifold, with differentiable multiplication and inversion. A Lie algebra is a vector space with a bilinear alternating Lie bracket satisfying the Jacobi identity.
For a Matrix Lie group , put . If , the matrix commutator again lies in : the group commutator lies in , and the coefficient of in its matrix logarithm is . Bilinearity and antisymmetry are immediate, while associativity of matrix multiplication gives the Jacobi identity. Thus , with the commutator bracket, is the Lie algebra of a matrix Lie group .
The special linear group is the inverse image of the regular value under the smooth determinant map, and multiplication and inversion are smooth. Differentiating shows that
The Cayley-Hamilton theorem applied to a trace-zero two-by-two matrix gives
The exponential map of a matrix Lie group is the matrix exponential
Since , its image lies in . Put . The identity sums the series explicitly. If , with ,
If , the trace is , while if , with ,
Hence
But has trace . It is therefore outside the image, so the exponential map is not surjective.