Difference between revisions of "Matrix e^A=limit of (I+A/s)^s"
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Latest revision as of 03:10, 26 February 2018
Theorem
The following formula holds for any matrix $A \in \mathbb{C}^{n \times n}$: $$e^A = \displaystyle\lim_{s \rightarrow \infty} \left( I + \dfrac{A}{s} \right)^s.$$
Proof
References
- 2008: Nicholas Higham: Functions of Matrices: Theory and Computation ... (previous) ... (next): $(10.2)$
