Matrix Differential Equations Jacobs - Xecunet
users.xecu.net › jacobs › DESince P−1AP is a diagonal matrix, the matrix differential equation is now: (dv 1 dt dv2 dt) = (λ1 0 0 λ2)(v1 v2) = (λ1v1 λ2v2) If we now compare coordinates, we get two simple differential equations: dv1 dt = λ1v1 dv2 dt = λ2v2 These equations can be solved easily using separation of variables. v1(t) = c1eλ1t v2(t) = c2eλ2t where c1 and c2 are constants.
Matrix differential equation - Wikipedia
https://en.wikipedia.org/wiki/Matrix_differential_equationTo solve a matrix ODE according to the three steps detailed above, using simple matrices in the process, let us find, say, a function x and a function y both in terms of the single independent variable t, in the following homogeneous linear differential equation of the first order, To solve this particular ordinary differential equation system, at some point of the solution process we shall need a set of two initial values(corresponding to the two state variables at the starting p…