Let X∈Rn×n be a symmetric matrix with eigenvalues λi and orthonormal eigenvectors ui. The spectral decomposition gives X=∑ni=1λiuiu⊤i. For a function f:R→R, define f(X):=∑ni=1f(λi)uiu⊤i. Let X,Y∈Rn×n be symmetric. Is it always true that eX+Y=eXeY? If not, under what conditions does the equality hold?
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