𝑥=𝐴𝑥

briefly we need to find all Eigenvectors:

  1. find all Eigenvalues of the coefficient matrix 𝐴 by solving det(𝐴𝜆𝐼)
  2. for each 𝜆𝑖 find (𝐴𝜆𝑖𝐼)𝜉𝑖=0 where 𝐼 is identify matrix and 𝜉𝑖 is correspond Eigenvector
  3. if the 𝜆𝑖 is repeated eigenvalue (equivalent to repeated root), need to use (𝐴𝜆𝑖𝐼)𝜉𝑖+1=𝜉𝑖 to find the generalized eigenvector, this process also called Jordan Chain
  4. lastly construct the homogeneous solution 𝑥(𝑡)=𝐶𝑖𝜉𝑖𝑒𝜆𝑖𝑡