The Matrix Exponential
GILBERT STRANG: OK. We're still solving systems of differential equations with a matrix A in them. And now I want to create the exponential. It's just natural to produce e to the A, or e to the A t. The exponential of a matrix. So if we have one equation, small a, then we know the solution is an e to the A t, times the starting value. Now we have n equations with a matrix A and a vector y. And the solution should be, at time t, e to the A t, times the starting value. It should be a perfect match with this one, where this had a number in the exponent and this has a matrix in the exponent. OK. No problem. We just use the series for e to the A t. We plug in a matrix instead of a number. So the identity, plus A t, plus 1/2 A t squared, plus 1/6 of A t cubed, forever. It's the same. It's the exponential series. The most important series in mathematics, I think. And it gives us an answer. And that answer is a matrix. Everything here, every term, is a matrix. OK....