Suppose we have a convergent power series of matrices $$A=\sum_{n=0}^\infty a_nX^n,$$ for $X\in M_n(\mathbb{C})$. Is it true that if $v\in\mathbb{R}^n$ then $$Av=\sum_{n=0}^\infty a_n(X^nv)?$$ If no, under what conditions is it true?
I am asking this question because I am trying to prove that if $\lambda$ is an eigenvalue of $A$, then $e^\lambda$ is an eigenvalue of $\exp(A)$. Indeed, if $Av=\lambda v$ then $$\exp(A)v=\left(\sum_{n=0}^\infty\frac{1}{n!}A^n\right)v\stackrel{?}{=}\sum_{n=0}^\infty\frac{1}{n!}(A^nv)=\sum_{n=0}^\infty\frac{1}{n!}\lambda^nv=e^\lambda v.$$ But I am not sure if the second equality is justified. Otherwise, we can try to show that $$\det(\exp(A)-e^\lambda I)=0,$$ but this seems much harder.