Matrix-valued Laplace transform

The Laplace transform of a matrix-valued function is obtained by transforming each entry. A constant matrix may be taken outside on the corresponding side of the integral; in particular, $\mathcal{L}\{AB\}=A\mathcal{L}\{B\}$ when $A$ is constant.

Forthe derivative rule givesand hence $Y(s)=(sI-A{)}^{-1}(y_0+G(s))$ wherever the transforms converge and $sI-A$ is invertible.