lsode for matrix DGLs?

[Matthias Brennwald]

Dear all

I'd like to integrate a differential equation where dx/dt is a matrix, i.e.:

dx/dt = f(x,t)

where:
   x is a three dimensional array of size m x n x p
     (i.e. p matrices of size m x n stacked onto each other)
   t is a vector of length p
   f is a matrix of size m x n

The help information on lsode indicates that lsode only works for
matrix-sized x and vector-sized f. I'd be glad for any pointers, ideas or
even examples on how to integrate a matrix equation.

Cheers
Matthias