I use the following way to solve it,

let X= X11 X12 X13 X14 X15 X16

X21 X22 X23 X24 X25 X26

X31 X32 X33 X34 X35 X36

X41 X42 X43 X44 X45 X46

X51 X52 X53 X54 X55 X56

X61 X62 X63 X64 X65 X66

then plug X into d X/d t=AX + XB+ C to get 36 equations as follows

d X11/d t=........;

d X12/d t=........;

d X13/d t=........;

.......................;

then solve these 36 equations by using mathlab command ode45.

The method I use is cumbersome.

Is there any easy way to solve d X/d t=AX + XB+ C?

Thanks!