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(a) Show that the matrix differential equation dX/dt = AX + XB has the solution X(t) = e

Chapter 5, Problem 5.13

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QUESTION:

(a) Show that the matrix differential equation dX/dt = AX + XB has the solution X(t) = e AtX(0)e Bt . (b) Prove that the solutions of dX/dt = AX XA keep the same eigenvalues for all time

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QUESTION:

(a) Show that the matrix differential equation dX/dt = AX + XB has the solution X(t) = e AtX(0)e Bt . (b) Prove that the solutions of dX/dt = AX XA keep the same eigenvalues for all time

ANSWER:

Step 1 of 3

a) The given differential equation is .

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