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Matrix differential equation using matlab

  1. Apr 28, 2012 #1
    For d X/d t=AX + XB+ C, where A, B, and C are the given 6*6 matrices,

    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?

  2. jcsd
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