Module 9: Stiff-Initial Value Systems
  Lecture 33: First order linear systems with constant coefficient
 

 

Consider the example given by

where

The eigen values of are the roots of the equation det and are found to be , and are distinct. The corresponding eigen vectors are

and . The general solution of is

.

For this problem, is identically zero, and the given initial vector can be expressed as the following linear combination of

We thus choose and , giving the solution

or

where .