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Fundamental Matrix Solutions

Now that we can solve the homogeneous equation


y = Ay
we will develop some machinery that will become useful as we move toward techniques for solving
the nonhomogeneous equation.
Recall that the general solution to the homogeneous equation above has the form
y(x) = c1 y 1 + c2 y 2 + + cn y n
where y 1 , y 2 , . . . , y n are linearly independent solutions. The following definition gives a more concise
way of recording this data:

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

so a fundamental matrix solution is given by


 x

e
ex
X=
.
0 2ex

Somewhat surprising is the connection between any fundamental matrix solution and the matrix
exponential given by the following theorem:

Theorem If X is any fundamental matrix solution of the system


y = Ay
then X(0) is invertible and
eAx = X(x)X 1 (0).

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


.

Solution In the last example we found a fundamental matrix solution



 x
e
ex
X(x) =
0 2ex
for the system y = Ay. Then we compute

X(0) =
which has inverse
X


(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.


Solution If X was a fundamental matrix solution, then X(0) would be invertible. So we


first check if this is the case. We compute


1 1
X(0) =
2 1
Since det X(0) = 3 6= 0, X(0) is invertible, so we compute


1/3 1/3
1
X (0) =
2/3 1/3
We also compute

2e2x ex
4e2x ex
so we have


2
1

.
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 =

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