[ODE] Matrix DE Y'=AY+YB proof its solution.

[harry901 (蛋笨是的唸來過倒)]

Consider the matrix differential eq Y'=AY+YB, where A,B and Y are n*n matrices.
Show that the solution satisfying the initial condition Y(0)=C, where C is a
given n*n matrix, is given by
Y(t)=exp(At)Cexp(Bt)

Note here A,B,C and Y are all matrices.

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