= Stokes matrix
{c}
{title2=$Y_{j+1}=Y_jS_j$}
Two <sectorial fundamental solutions> of the same linear system differ on their overlap by a constant invertible right factor, since $(Y_j^{-1}Y_{j+1})'=0$. With a common formal normalization these factors encode the exponentially small ambiguities invisible to the <asymptotic expansion>. They are called <Stokes matrices>. Equivalently their inverses act on column vectors of solution coefficients; the convention must be specified when ordering products.
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