We execute 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… Click to show full abstract
We execute 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.
               
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