e2t −e−t

" # " #
x(1) (t) = e2t , x(2) (t) = 0 ,
e2t e−t
and
0
" #
x(3) (t) = e−t .
−e−t
It may also be verified that W [x(1) , x(2) , x(3) ] = −3.
Hence any solution of the system is given by x =
c1 x(1) + c2 x(2) + c3 x(3) and a fundamental matrix is

e2t −e−t 0
" #
Ψ(t) = e2t 0 e−t . ⊠
e2t e−t −e−t

§8 Homogeneous linear systems with constant coef-

ficients

Here we consider the situation when P(t) is the constant

real-valued matrix A. In this section we shall consider
only the homogeneous system, that is,

ẋ = Ax. (I.10)

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To proceed further, we need some linear algebra.

Definition. Let A be a square matrix. The scalar r is

an eigenvalue of A if there exists a vector w 6= 0 such
that Aw = r w. Any such w satisfying this equation is
called an eigenvector of A corresponding to r .

Theorem I.4. A scalar r is an eigenvalue of an n × n

matrix A if and only if

det(A − r In ) = 0,

where In is the n × n identity matrix.

This theorem shows we can find the eigenvalues by
setting up the matrix A − r In , working out its determi-
nant, and then finding the values of r which makes the
determinant zero.
For each eigenvalue r , we then find the corresponding
eigenvector w by solving (A − r In )w = 0. Note that
if an eigenvalue occurs m times, the eigenvector w that
is found will contain k arbitrary constants, where 1 ≤
k ≤ m. One can then obtain k eigenvectors by making
choices of the k parameters.

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