How statement and proof provenance work
The first chip identifies the source of the statement or construction; the second identifies the source of its local proof or verification.
- Literature-sourced: the exact statement appears in a cited source; only wording and notation differ.
- AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
- AI-generated: a genuinely novel statement formulated by AI, with no source for the claim itself.
These labels describe origin, not correctness: citations and verification chips remain separate evidence.
Matrix exponential and phi function actions — Examples
1 · Prerequisites
- Absolute and Conditional Convergence; Rearrangement; Products
- Algebraic Closure, Embeddings, and Separability
- Algebraic Extensions, Extension Degree, and Finite Fields
- Binary Operations, Monoids, Groups and Subgroups
- Bounded Linear Operators and Quotient Spaces
- Compactness in Metric Spaces
- Completeness, Completion, and Uniform Continuity
- Complex Norms and Realification
- Complexification, Realification and Real Structures
- Composition Series, the Jordan–Hölder Theorem and Solvable Groups
- Congruences, the Integers Modulo n and the Chinese Remainder Theorem
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Cosets, Index and Lagrange's Theorem
- Countability and Uncountability
- Cyclic Groups and Direct Products
- Determinants of Matrices over a Commutative Ring
- Diagonalisation and the Minimal Polynomial
- Divisibility, Euclidean Domains, Principal Ideal Domains and Unique Factorisation
- Divisibility, Greatest Common Divisors and Bézout's Identity
- Dual Spaces, Bilinear and Quadratic Forms, and Sylvester's Law of Inertia
- Eigenvalue Iterations and the QR Algorithm
- Eigenvalues, Eigenvectors and the Characteristic Polynomial
- Filters and Ultrafilters
- Finite Counting, Factorials and Binomial Coefficients
- Finite Dimensional Normed Spaces and Riesz Lemma
- Foundations of the Real Numbers for Analysis
- Group Actions, Orbits, Stabilisers and Cayley's Theorem
- Group Homomorphisms and the Isomorphism Theorems
- Ideals, Quotient Rings and the Isomorphism Theorems for Rings
- Inner Product Spaces, Gram-Schmidt, Projections and Adjoints
- Krylov Subspaces, Arnoldi and GMRES
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Linear Independence, Bases and Dimension
- Linear Transformations, Rank-Nullity and Quotient Spaces
- Matrices, the Matrix of a Linear Map, and Change of Basis
- Matrix exponential and phi function actions
- Metric Spaces
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Normal Subgroups and Quotient Groups
- Normed and Banach Spaces
- Order, Zorn's Lemma, and the Axiom of Choice
- Polynomial Rings, the Division Algorithm and Roots
- Power Series and Real-Analytic Functions
- Primes, Euclid's Lemma and the Fundamental Theorem of Arithmetic
- Properties of the Integral and the Working FTC
- Relations, Functions, and Quotients
- Rings, Subrings, Integral Domains and Fields
- Rⁿ as a Normed Space; Vector-Valued Functions
- Roots, Rational Powers, and Classical Inequalities
- Sequences and Limits
- Sequences and Series of Functions; Uniform Convergence
- Series: Convergence and the Nonnegative Tests
- Simple Field Extensions and the Construction of the Complex Numbers
- Splitting Fields
- Strongly Continuous Semigroups and Hille Yosida
- Suprema and Infima
- Sylow's Theorems, p-Groups and Nilpotent Groups
- Symmetric Groups, Cycle Decomposition and the Sign Homomorphism
- The Complex Exponential and Euler's Formula
- The Derivative and the Mean Value Theorems
- The Determinant of a Linear Operator, Cofactors and Cramer's Rule
- The Exponential Function
- The Fundamental Theorem of Algebra
- The Fundamental Theorem of Finite Abelian Groups
- The Galois Correspondence
- The Riemann Integral: Definition and Integrability
- The Spectral Theorem, Positive Operators and Singular Value Decomposition
- The ZFC Axioms and the Basic Set Constructions
- Topology of ℝ
- Triangularisation, Generalised Eigenspaces and Jordan Canonical Form
- Vector Spaces, Linear Subspaces, Span and Direct Sums
2 · Summary
The examples verify the phi-one augmented action at zero without a removable-singularity quotient, show how a one-vector Arnoldi projection can miss the slow mode of a stiff diagonal matrix, and compute an exact transient-growth example with a valid logarithmic-norm residual certificate. Their calculations use exact arithmetic; the theorem's separate finite-precision terms remain conditional on certified relation and reduced-action data.
3 · Logical flowchart
4 · Definitions, theorems and proofs
None yet.
5 · Examples, counterexamples and false statements
The value phi_1(0) is obtained directly from its series
Statement
For the zero matrix, verify directly that and that the augmented exponential returns this value without evaluating .
Facts & Assumptions
Given: , , and .
Phi recurrence and augmented-matrix action identities: the first coordinate of is , with no division by or a scalar.
Proof
Since and for every , the series in [F1] has only the term nonzero. Hence .
Here and , so and . Therefore ; [F2] identifies its first coordinate with . The quotient is undefined at , while the series and augmented action above are defined there.
A one-dimensional Arnoldi projection misses a slow mode of a stiff diagonal matrix
Statement
Let , , , and use one Arnoldi step (). Compute the projected exponential action, compare it exactly with , and evaluate the residual-integral bound.
Facts & Assumptions
Given: The stated real diagonal matrix, nonzero starting vector, time, and exact-arithmetic Arnoldi run with .
The Arnoldi process for building an orthonormal basis of a Krylov subspace and Before breakdown, Arnoldi produces an orthonormal Krylov basis and a rectangular upper-Hessenberg factorization: the first Arnoldi vector is , , and when the residual is nonzero.
Arnoldi projection for exponential and phi-function actions: for , the exact projected action is .
Arnoldi action error is the semigroup-weighted residual integral: with exact Arnoldi and exact reduced action, zero initial mismatch, and , the error is bounded by the semigroup-weighted integral of , where .
The phi-function family by everywhere-convergent series: the diagonal exponential acts entrywise by the scalar exponential series.
The Euclidean logarithmic norm of a complex matrix: is the largest eigenvalue of the Hermitian part .
The exponential is a continuous bijection from onto : the real exponential is injective on .
, and the complex exponential extends the real exponential: the complex exponential satisfies its addition law and agrees with the real exponential on real inputs.
The exponential function is smooth and : for real .
The chain rule, in one line from Carathéodory: if is differentiable at and is differentiable at , then is differentiable at with : differentiating a scalar exponential composed with a real affine map multiplies by that affine slope.
If is differentiable with integrable then ; and a bounded derivative makes Lipschitz: for a continuously differentiable real scalar function, its definite integral is the endpoint difference of an antiderivative.
A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion: a continuous real-valued function on a nondegenerate closed bounded interval is Riemann integrable.
Proof
We have and . Thus . The Arnoldi residual is , so its norm is and its normalization is .
By [F2], the projected action is . By [F4], the exact action is . Its exact error vector is , which is nonzero because [F7] identifies these real-argument complex exponentials with the real exponential, and with injectivity from [F6].
The matrix is Hermitian with largest eigenvalue , so [F5] gives . Here and the initial mismatch is zero. By [F3], the certificate is . By the addition law [F7] its integrand is , a continuous real function on and hence integrable by [F11]. The antiderivative follows from [F8] and [F9]; applying [F10] yields the bound . Thus the slow component is missed by the one-dimensional projection even though the residual certificate applies.
A nonnormal action grows transiently while its Arnoldi residual certificate remains valid
Statement
Let , , , and use one exact Arnoldi step. Compute the exact action and projection, its residual certificate, and the logarithmic-norm growth bound.
Facts & Assumptions
Given: The stated real matrix, starting vector, time, and exact-arithmetic Arnoldi run with .
The Arnoldi process for building an orthonormal basis of a Krylov subspace and Before breakdown, Arnoldi produces an orthonormal Krylov basis and a rectangular upper-Hessenberg factorization: Arnoldi starts with and represents for a nonzero residual.
Arnoldi projection for exponential and phi-function actions: the exact one-step exponential projection is .
The phi-function family by everywhere-convergent series and The scalar and matrix phi series converge absolutely: scalar and matrix exponentials are given by their absolutely convergent power series; in particular and .
The Euclidean logarithmic norm of a complex matrix and The logarithmic norm bounds forward and reverse matrix exponentials: is the largest eigenvalue of , and for .
Arnoldi action error is the semigroup-weighted residual integral: the exact action error is the initial mismatch term plus the oriented integral of ; its norm is bounded by the logarithmic-norm-weighted residual integral, with no added , , or reduced-action term when these are zero.
The exponential is positive and satisfies : for every real , and .
, and the complex exponential extends the real exponential: the complex exponential satisfies its addition law and agrees with the real exponential on real inputs.
The exponential function is smooth and : for real .
The chain rule, in one line from Carathéodory: if is differentiable at and is differentiable at , then is differentiable at with : differentiating an exponential composed with a real affine map multiplies by the affine slope.
If is differentiable with integrable then ; and a bounded derivative makes Lipschitz: for a continuously differentiable real scalar function, the definite integral equals the endpoint difference of an antiderivative.
A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion: every continuous real-valued function on a nondegenerate closed bounded interval is Riemann integrable.
Proof
With , and , so and . Therefore [F2] gives the projection , where [F8] identifies this scalar value with the real exponential.
Write , where and . For , ; if , multiplying by and using yields . Thus induction proves the formula for all . Substituting into [F3] and using absolute convergence to reindex gives . By [F8], the scalar complex value at is the real , and [F7] gives . Thus and the exact projection error is . For every , the factors in are at least , so , strictly for ; hence [F6] gives . Positivity and reciprocity in [F7] now give , so the action grows in norm from the unit initial vector.
The Hermitian part is , with eigenvalues and , hence by [F4] . The semigroup bound in [F4] is . In the residual estimate , so [F5] gives . By [F8], the integrand is , which is continuous on and integrable by [F12]. An antiderivative of is by [F9] and [F10]; [F11] then evaluates the bound as . For the exact residual identity in [F5], gives . The addition law [F8] makes the residual integrand the constant vector , whose coordinates are continuous and integrable by [F12]; [F11] gives , consistent with the exact error. The certificate remains valid in this nonnormal case, while the positive logarithmic norm allows transient growth.
Sources
- Awad H. Al-Mohy and Nicholas J. Higham, Computing the action of the matrix exponential, with an application to exponential integrators
- Jitse Niesen and Will M. Wright, A Krylov subspace algorithm for evaluating the phi-functions appearing in exponential integrators
- Nicholas J. Higham and Lijing Lin, Functions of Matrices: A Short Course
- Nicholas J. Higham, What Is the Logarithmic Norm?