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How does one solve the matrix equation $AX+XB=C$ for $X$? It doesn't seem too difficult. I tried many times but failed.

I'm an adult student... I am now vexed about Gilbert Strang - An Introduction to Linear Algebra. I don't even understand a single word in Wikipedia: Sylvester equation. If you have ever use some nice workable materials or lecture notes? You can generously upload and share the links of the lecture notes and assignments. Different subjects/ topics are welcome, as long as you deem they are nice and workable.

The problem origins from a system of diff equation, using undetermined coefficients (matrix) to find the particular solution. Try $y_p=X\begin{pmatrix} e^{\alpha t} \\ e^{\beta t} \end{pmatrix}$

$\dot{y}+Ay=C\begin{pmatrix} e^{\alpha t} \\ e^{\beta t}\end{pmatrix}$

$\dot{y_p}=X\begin{pmatrix} \alpha & 0 \\ 0 & \beta \end{pmatrix} \begin{pmatrix}e^{\alpha t} \\ e^{\beta t}\end{pmatrix}$

substitute $\dot{y_p}$ and $y_p$ into the original differential equation..

$X\begin{pmatrix} \alpha & 0 \\ 0 & \beta \end{pmatrix}+AX=C$

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What you have there is a Sylvester equation for which many solution methods are known. –  J. M. Aug 25 '12 at 3:21
Are in interested in solving the matrix equation to solve the differential equation, or in its own right? –  Sasha Aug 25 '12 at 3:22
I think this question was asked here on math.SE before, but I can't find the link. –  user2468 Aug 25 '12 at 3:29
"I don't even understand a single word in Wikipedia" - fine... do you at least know what a Kronecker product is? Or, better yet, what part of the Wiki article do you not understand? –  J. M. Aug 25 '12 at 13:27
@JenniferDylan: I think the closest thing is this, but it's not exactly a duplicate, since it has no free term: math.stackexchange.com/questions/39906/… –  tomasz Aug 25 '12 at 15:21

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