LinearDiffEq

The LinearDiffEq class may be used for solving a system of linear differential equations that are ordinary and first-order with constant coefficients of the form d/dt y(t) = a * y(t) y(t) is the vector function of time and a is the coefficient matrix. The initial value vector y0 = y(0) must also be given. Note, higher-order differential equations may be converted to first-order by introducing additional variables. The above equation is the homogeneous case. Caveats: the following cases are not currently handled: (1) The non-homogeneous equation: d/dt y(t) = a * y(t) + f(t). (2) Complex or repeated eigenvalues.