Matrix differential equation - Wikipedia
https://en.wikipedia.org/wiki/Matrix_differential_equationA differential equation is a mathematical equation for an unknown function of one or several variables that relates the values of the function itself and of its derivatives of various orders. A matrix differential equation contains more than one function stacked into vector form with a matrix relating the functions to their derivatives. For example, a first-order matrix ordinary differential equation is
Matrix Differential Equations Jacobs - Xecunet
users.xecu.net › jacobs › DEterms of a diagonal matrix through a simple matrix multiplication formula. As a simple demonstration, take the matrix A = (1 2 −1 4) whose eigenvec-tors (2 1) and (1 1) have already been calculated. We begin by constructing a matrix P = (2 1 1 1) from these eigenvectors. Now, look what happens when we calculate the matrix product P−1AP. P ...