Eigenvalues of matrix exponential and its Jordan form

eigenvalues-eigenvectorsjordan-normal-formlinear algebramatricesmatrix exponential

Given a matrix $A$, we can write the Jordan decomposition as $$A=SJS^{-1}$$
My question is whether the followings now holds:
$$\text{eig}(e^{At})=\text{eig}(e^{Jt})$$
I've tried relating the determinant to the eigenvalues, but I'm not able to determine whether all of the eigenvalues are equivalent. How could I go about proving or disproving this?

Best Answer

With

$A = SJS^{-1}, \tag 1$

we have

$Se^{At}S^{-1} = S \left (\displaystyle \sum_0^\infty \dfrac{(At)^n}{n!} \right ) S^{-1}$ $= \displaystyle \sum_0^\infty \dfrac{(SAS^{-1}t)^n}{n!} = \sum_0^\infty \dfrac{(Jt)^n}{n!} = e^{Jt}; \tag 2$

that is, $e^{At}$ is similar to $e^{Jt}$; thus their characteristic polynomials are the same, since

$\det ( e^{Jt} - \lambda I) = \det (Se^{At}S^{-1} - \lambda SS^{-1}) = \det (S(e^{At} - \lambda I)S^{-1})$ $= \det (S) \det(e^{At} - \lambda I) \det (S^{-1}) = \det(e^{At} - \lambda I), \tag 3$

since

$\det(S) \det(S^{-1}) = \det (SS^{-1}) = \det(I) = 1; \tag 4$

since the characteristic polynomials are the same, the eigenvalues, being the roots of said polynomials, are also the same, that is

$\text{eig}(e^{At}) = \text{eig}(e^{Jt}), \tag 5$

$OE\Delta$.

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