Given B=\begin{bmatrix} 1 & 0 & 0 \\ 0 & 2 & -3 \\ 0 & 3 & 2 \end{bmatrix}
Solve $\frac{d\textbf{y}}{dt}=B\textbf{y}$
If B was Diagonal matrix it would be piece of cake but now I got this three equations
$\frac{dy_1}{dt}=y_1$
$\frac{dy_2}{dt}=2y_2-3y_3$
$\frac{dy_3}{dt}=3y_2+2y_3$
While I can solve the first one by just splitting the variables, I don't know how to solve the other two:
$y_1=Aexp(t)$
$y_2=?$, $y_3=?$
Thanks for any help.
$\mathbf y' = B\mathbf y\\ \mathbf y = e^{Bt}\mathbf y(0)$
$e^{Bt} = \sum \frac {B^nt^n}{n!}$
If $B = P^{-1}DP$ then $B^n = P^{-1}D^nP$
$e^{Bt} = P^{-1} e^{Dt} P\\ e^{Dt} = \begin{bmatrix} e^{\lambda_1 t}\\&e^{\lambda_2 t}\\&&e^{\lambda_3 t}\end{bmatrix}$
Sometimes it is easier to work with:
$P\mathbf y = e^{Bt}(P\mathbf y(0))$
$y_1 = C_1 e^t\\ y_2 = C_2 e^{2t}\cos 3t + C_3 e^{2t}\sin 3t\\ y_3 = C_3 e^{2t}\cos 3t - C_2 e^{2t}\sin 3t$
Alternatively:
$y_2' = 2y_2 - 3y_3\\ y_2'' = 2y_2' - 3y_3'\\ y_2'' = 2(2y_2 - 3y_3) - 3(3y_2 + 2y_3)\\ y_2'' = -5 y_2 - 12 y_3\\ y_3 = \frac 13(2y_2-y_2')\\ y_2'' = -5y_2 - 8y_2 + 4y_2'\\ y_2'' - 4y_2' + 13y_2 = 0$
and that is a 2nd order diff eq you should know how to solve