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Matrix solution of homogeneous linear system with constant coefficients

Theorem : Let 1 , 2 ,..., n be n distinct real eigenvalues of the coefficient matrix A of the
homogeneous system X ' AX , and let E1 , E2 ,..., En be the corresponding eigenvectors. Then the
general solution of the homogeneous system is given by

X c1E1e1t c2 E2e2t ... cn Enent


Solution of non-homogeneous linear system with constant coefficients by matrix diagonalization
Exercise :
Reduction of an nth order equation to a system of first order equations
In matrix form, the given system with initial conditions can be expressed as

Problems

1. Reduce the second order equation x '' x ' 2 x 0 to a system of first order equations. Obtain the
solution of this system by diagonalization. Hence get the solution of the second order equation.

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