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Definition Given the homogeneous equation y = Ay, a matrix X(x) is a fundamental matrix
solution to this equation if the columns of X form a set of n linearly-independent solutions.
I Example
The homogeneous equation
1 1
y =
y
0 1
has eigenvalues 1 = 1 and 2 = 1, with corresponding eigenvectors
1
1
1
2
v =
and
v =
.
0
2
Then we have two linearly-independent solutions
x
1
e
1
x
y =e
=
and
0
0
y =e
1
2
=
ex
2ex
Somewhat surprising is the connection between any fundamental matrix solution and the matrix
exponential given by the following theorem:
One application of this theorem is the ability to calculate eAx as long as we can solve the homogeneous equation. This will be useful later.
I Example
Calculate eAx for the matrix
A=
1 1
0 1
.
(0) =
1 1
0 2
1 1/2
0 1/2
.
Thus we have
e
Ax
= X(x)X
(0) =
ex ex
0 2ex
1 1/2
0 1/2
=
ex
0
1 x
(e
2
x
ex )
.
This theorem also shows that the property of the matrix exponential function,
d Ax
e
= AeAx
dx
also extends to fundamental matrix solutions, since multiplying the above equation on the right by
the constant matrix X(0) gives
d Ax
e
X(0) = AeAx X(0)
dx
d Ax
e X(0) = AeAx X(0)
dx
d
(X(x)X 1 (0))X(0) = A(X(x)X 1 (0))X(0)
dx
d
X(x) = AX(x).
dx
(Recall that the derivative of a matrix X here just means the matrix whose components are the
)
derivatives of the components of X. We will denote this also by X.
The above formula X(x)
= AX(x) is true for all x, so in particular when x = 0 we have
A = X(0)X
(0)
which gives a way to recover the matrix A if we are only given a fundamental matrix solution X.
I Example
Does the matrix
e2x
ex
X=
2e2x ex
arise as a fundamental matrix solution for some system y = Ay? If so, find A.
.
X(0)
=
4 1
Then by the above formula X is a fundamental matrix solution for the system with coefficient
matrix
2 1
1/3 1/3
0 1
1
A = X(0)X (0) =
=
.
4 1
2/3 1/3
2 1
X =