System of linear first order homogeneous PDEs

Definition
A system of first order linear homogeneous PDEs can be written in the general matrix form as

A0ut+A1ux+A2uy+A3uz=F,

where x,y,z,t are independent variables, u=(u1,,uN)T is an N-dimensional vector of unknown functions, and Ai are M×N matrices whose entries depend on the independent variables x,y,z,t. F is a vector also depending on x,y,z,t. Both M and N are positive integers satisfying MN.

Existence of solutions

See this answer of R. Bryant