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.