[ODE] Unique solution of the matrix eq.

作者harry901 (蛋笨是的唸來過倒)

看板Math

標題[ODE] Unique solution of the matrix eq.

時間Sun Nov 20 23:05:06 2005

(a) Show that ∞ Z = - ∫ exp(At)Cexp(Bt)dt 0 is the unique solution of the matrix eq AX + XB = C whenever the integral exists. Where Z,A,B,C,X are all matrices. (b) Show that the integral for Z given in (a) exists if all eigenvalues of both A and B have negative real parts. -- 小武的照片歡迎來我的相本晃晃喔 ^_^ http://tinyurl.com/d289a 拍的不好請多包含 ^^" -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 218.169.11.178