Fundamental Matrices to a Linear Homogeneous System of First Order ODEs
Recall from the Fundamental Sets of Solutions to a Linear Homogeneous System of First Order ODEs page that a fundamental set of solutions to the linear homogeneous system $\mathbf{x} = A(t) \mathbf{x}$ on $J = (a, b)$ is a set of solutions $\{ \phi^{[1]}, \phi^{[2]}, ..., \phi^{[n]} \}$ on $J$ that are linearly independent.
We now define what is called a Fundamental matrix to a linear homogeneous system of first order ODEs.
Definition: If $\{ \phi^{[1]}, \phi^{[2]}, ..., \phi^{[n]} \}$ is a fundamental set of solutions to the linear homogeneous system of $n$ first order ODEs $\mathbf{x}' = A(t) \mathbf{x}$ on $J = (a, b)$ then the corresponding Fundamental Matrix is $\Phi = \begin{bmatrix} \phi^{[1]} & \phi^{[2]} & \cdots & \phi^{[n]} \end{bmatrix}$. |
Note that $\Phi$ is an $n \times n$ matrix and can be written explicitly as:
(1)We have previously considered the following linear homogeneous system of $2$ first order ODEs:
(2)We found that $\phi^{[1]} = \begin{bmatrix} e^t \\ 0 \end{bmatrix}$ and $\phi^{[2]} = \begin{bmatrix} 0 \\ e^{2t} \end{bmatrix}$ are solutions to this system and that $\{ \phi^{[1]}, \phi^{[2]} \}$ is a fundamental set of solutions to this system. The corresponding $2 \times 2$ fundamental matrix is given by:
(3)Note that we can obtain many different fundamental sets of solutions and hence we can obtain many different corresponding fundamental matrices to a system.