Definition:Fundamental Matrix

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Definition

Let $\mathbf x' = A \left({t}\right) \mathbf x$ be a system of $n$ linear first order ODEs.

Let $\Phi \left({t}\right)$ be an $n \times n$ matrix function.


Then $\Phi \left({t}\right)$ is a fundamental matrix of the system $\mathbf x' = A \left({t}\right) \mathbf x$ if and only if:

it solves the matrix system $\mathbf X'=A(t) \mathbf X$
$\det \Phi \left({t}\right)$ is nonvanishing


Also see