It is a particular case of the linear complex case and, more in general, of the system of first order ODEs.
If is a real matrix, given a solution , the conjugate function is just the solution of the system whose initial value is the conjugate of that of .
By uniqueness of solutions, if we take any real initial condition, then
Solutions are then made by mixing quasi-polynomials by mean of complex number, so the results are linear combinations of real and imaginary parts of these quasi-polynomials:
Proposition
Let a system of first order linear equations, with a linear operator. Then, if has real eigenvalues with algebraic multiplicities and complex eigenvalues with multiplicities then every component of a solution has the form:
where , and are real polynomials with degree limited by the multiplicities.
In particular, consider the case where all eigenvalues are single. We would have:
with families of real constants. But there are too many.
How many of degrees of freedom do we have? Let's see.
The map is a complex solution of the equation if and only if the real and the imaginary part of are both real solutions. This is because of linearity and because is also a solution of the associated complex equation (the only one with initial value the complex conjugate of ).
Suppose has distinct eigenvalues, real eigenvalues and complex eigenvalues, such that . The general solution is
where we have chosen real eigenvectors for the real eigenvalues, and complex conjugate eigenvectors for the complex eigenvalue pairs. We observe that for being real
and therefore coefficients of complex conjugates eigenvectors must be complex conjugates. So, for real eigenvalues (with real eigenvector) is real, and we denote it by . And for the complex conjugates eigenvalues and , with of course complex conjugates eigenvectors, coefficients and must be conjugates. So we can write the solution as
and so
In conclusion, in equation (1) above, , , are "connected" in such a way that they only suppose degrees of freedom: they are linear functions of real and imaginary parts of and we have that the first s are real and the last are paired by conjugation .
Sometimes it is preferred other expression of the general solution. For the terms above can be rewritten as:
And this can be cleaned be means of a change of names and trigonometric properties into: