Advanced Engineering Mathematics, 7th Edition

10.5 Matrix Exponential

INTRODUCTION

Matrices can be used in an entirely different manner to solve a system of linear first-order differential equations. Recall that the simple linear first-order differential equation x′ = ax, where a is a constant, has the general solution x = ce^at. It seems natural, then, to ask whether we can define a matrix exponential e^At, where A is a matrix of constants, so that e^At is a solution of the system X′ = AX.

Homogeneous Systems

We shall now see that it is possible to define a matrix exponential e^At so that the homogeneous system X′ = AX, where A is an n × n matrix of constants, has a solution

X = e^AtC.(1) ...