Linear and Riccati matrix equations (Q1120036)

The author proves that the matrix equation \(Y'=FY\) is solvable by quadratures, where F is an invertible, continuous \(n\times n\) matrix (elements are continuous functions of the same variable). He also proves that for any nonsingular matrices P,Q,R the equations \[ X'+XQX+XR=0,\quad X'+PX+QX+XR=0 \] are solvable by quadratures. The nonlinear triangular system \(X'=F(X)\) is solved by quadratures.