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Fundamental matrix (linear differential equation)


In mathematics, a fundamental matrix of a system of n homogeneous linear ordinary differential equations

is a matrix-valued function whose columns are linearly independent solutions of the system. Then every solution to the system can be written as , for some constant vector (written as a column vector of height n).

One can show that a matrix-valued function is a fundamental matrix of if and only if and is a non-singular matrix for all .


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Wikipedia

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