Abstract:
We expose 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.
Keywords:
matrix Riccati equation, algebraic invariant, Jordan form.
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The authors were supported by the Programs of Basic Research nos. III.22.4.1 and
I.1.5 (project no. 0314-2019-0011) of the Siberian Branch of the Russian Academy of
Sciences.
Citation:
M. V. Neshchadim, A. P. Chupakhin, “On integration of a matrix Riccati equation”, Sib. Zh. Ind. Mat., 23:4 (2020), 101–113; J. Appl. Industr. Math., 14:4 (2020), 732–742