Equation (3) brings out the connection between product integration of matrix-valued functions and the theory of ordinary linear differential equations.For a continuous matrix-valued function .4(0={a.yW} let us consider the system of homogeneous linear differential equations dyi/dx = yiau(*) + • • • 4-y»a»i(*), (4) .,.dyjdx
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P. R. Masani (1947) studied this question.
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