Decoupling by diagonalization

We will solve the inhomogeneous ODE system x˙=Ax+q\dot{\mathbf x} = A\mathbf x + \mathbf q.

First diagonalize A=VΛV1A=V\Lambda V^{-1}. Then substitute Vy=xV \mathbf y = \mathbf x in the ODE system to find

Vy˙=AVy+qVy˙=(VΛV1)Vy+q. \begin{align*} V \dot{\mathbf y} &= AV\mathbf y + \mathbf q \\ V \dot{\mathbf y} &= (V \Lambda V^{-1}) V \mathbf y + \mathbf q. \end{align*}

Multiply by V1V^{-1}

y˙=Λy+V1q. \begin{align*} \dot{\mathbf y} &= \Lambda \mathbf y + V^{-1} \mathbf q. \tag{1} \end{align*}

Since Λ\Lambda is a diagonal matrix, (1) is decoupled, so each variables derivative is a function of only that variable. Solve (1) for y\mathbf y, then compute x=Vy\mathbf x = V \mathbf y to reach the final solution.