Integrating a matrix

Is it possible to integrate a matrix?

I've been working through a problem and come up with $$\int_{t_0}^t \begin{pmatrix}\sin(s)\cdot\cos(\beta s)\\ \cos(s)\cdot\cos(\beta s)\end{pmatrix}ds$$

I'm integrating from $t_0$ to $t$

Can this be done or do we think I went wrong somewhere?