On Integration of a Matrix Riccati Equation
Journal of Applied and Industrial Mathematics(2021)
摘要
We execute the complete integration of the simplest matrix Riccati equation in the two- and three-dimensional cases for an arbitrary linear differential operator. The solution is constructed in terms of the Jordan form of an unknown matrix and the corresponding similarity matrix. We show that a similarity matrix is always representable as the product of two matrices one of which is an invariant of the differential operator.
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关键词
matrix Riccati equation,algebraic invariant,Jordan form
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