Dear all
I want to know, is there any numerical solver (e.g. with spectral methods or other methods) in MATHEMATICA , MAPLE , MATLAB or other codes which are able to solve of eigenvalue matrix differential equations problems, numerically?
Our considered equations are also presented in attached file.
Best Regards
Dear Hashem, try to transform to a system of first order odes; then using e.g. Mathematica you can apply methods as described in this Wolfram document. Gianluca
http://reference.wolfram.com/language/tutorial/DSolveSystemsOfLinearODEs.html
ARPACK library computes a few eigenvalues/eigenvectors of large sparse or structured matrices. It is written in FORTRAN but for instance GNU Octave/MATLAB provide this functionality with "eig" and "eigs".
LAPACK fortran library provides the functionality for dense matrices, look at GNU Octave/MATLAB "eig" command.
With MAPLE: use with(linalg): , then define your matrix A with the "matrix" command, finally eigenvals(A); and eigenvects(A);
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