lin.diff.eqn: Solution of Autonomous Linear Differential Equations

In swihart/rmutil: Utilities for Nonlinear Regression and Repeated Measurements Models

Solution of Autonomous Linear Differential Equations

Description

lin.diff.eqn numerically solves a system of autonomous linear differential equations with given initial conditions by matrix exponentiation.

Usage

lin.diff.eqn(A, initial, t=1)

Arguments

A	A square matrix giving the coefficients of the equations.
initial	The vector of initial values of the system.
t	A scalar or vector of values of the independent variable for which solutions are sought.

Value

A matrix of solutions with one row for each value of t.

Author(s)

J.K. Lindsey

Examples

a <- matrix(c(1,0,1,0,0,0,0,0,-1),ncol=3,byrow=TRUE)
x <- c(5,7,6)
lin.diff.eqn(a,x,1)
# function giving the exact solution
exact <- function(t) c(8*exp(t)-3*exp(-t),7,6*exp(-t))
exact(1)

swihart/rmutil documentation built on Oct. 30, 2022, 9:33 a.m.