Decoupling by diagonalization
We will solve the inhomogeneous ODE system x˙=Ax+q.
First diagonalize A=VΛV−1. Then substitute Vy=x in the ODE system to find
Vy˙Vy˙=AVy+q=(VΛV−1)Vy+q.Multiply by V−1
y˙=Λy+V−1q.(1)Since Λ is a diagonal matrix, (1) is decoupled, so each variables derivative is a function of only that variable. Solve (1) for y, then compute x=Vy to reach the final solution.
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