Suppose that x(t)∈R3 obeys the differential equation
dtdx=Mx
where M is a constant 3×3 real matrix.
(i) Suppose that M has distinct eigenvalues λ1,λ2,λ3 with corresponding eigenvectors e1,e2,e3. Explain why x may be expressed in the form ∑i=13ai(t)ei and deduce by substitution that the general solution of (∗) is
x=i=1∑3Aieλitei
where A1,A2,A3 are constants.
(ii) What is the general solution of (∗) if λ2=λ3=λ1, but there are still three linearly independent eigenvectors?
(iii) Suppose again that λ2=λ3=λ1, but now there are only two linearly independent eigenvectors: e1 corresponding to λ1 and e2 corresponding to λ2. Suppose that a vector v satisfying the equation (M−λ2I)v=e2 exists, where I denotes the identity matrix. Show that v is linearly independent of e1 and e2, and hence or otherwise find the general solution of (∗).