Lecture 2

1.1 Linear Systems and their solutions 1.2 Elementary Row Operations

Chapter 1

Linear Systems & Gaussian Elimination

1

Announcement Tutorial and lab balloting begins tomorrow Last chance to sign up virtual tutorial class Hardcopies of introductory handouts Watch introductory lecture on webcast Practice Session starts next week: SL1 lecture group: Tuesday SL2 lecture group: Thursday

Chapter 1

Linear Systems & Gaussian Elimination

2

Section 1.1
Linear Systems and their solutions
Objective • What is a linear equation and a linear system? • What is a general solution of a LE/LS? • What is the geometrical interpretation? • How to find a general solution of a LE? Other terminologies consistent/inconsistent LS
Chapter 1 Linear Systems & Gaussian Elimination 3

What is a linear equation?

Discussion 1.1.1
e.g. x + y = 1 y is hidden x=2 is represented algebraically by y = -3 x is hidden a linear equation in the variables x and/or y General form ax + by = c A line in the xy-plane

a, b, c represent some real numbers constants a and b are not both zero

Chapter 1

Linear Systems & Gaussian Elimination

4

xn also called the unknowns constants: a1.What is a linear equation? Definition 1. a2.2 A linear equation in 3 variables ax + by + cz = d geometrical meaning: plane A linear equation in 4 variables ax + by + cz + dw = e geometrical meaning: none A linear equation in n variables a1x1 + a2x2 + ··· + anxn = b variables: x1. x2.1. …. an and b coefficients Chapter 1 constant term 5 Linear Systems & Gaussian Elimination . ….

5z + 4.1 The following are (specific) linear equations: a) x + 3y = 7 b) x1 + 2x2 + 2x3 + x4 = x5 c) y = x – 0.3.5 d) x1 + x2 + ··· + xn = 1 a1x1 + a2x2 + ··· + anxn = b Chapter 1 Linear Systems & Gaussian Elimination 6 .What is a linear equation? Example 1.1.

2 The following are not linear equations: a) xy = 2 cross term not linear in q and f linear in sin(q) and cos(f) square terms b) sin(q) + cos (f) = 0.What is a linear equation? Example 1.2 c) x12 + x22 + ··· + xn2 = 1 d) x = e y function of y a1x1 + a2x2 + ··· + anxn = b Chapter 1 Linear Systems & Gaussian Elimination 7 .1.3.

b.3.3 ax + by + cz = d 0x + 0y + cz = d 0x + by + 0z = d ax + 0y + 0z = d x not all a.1. b. the plane is “slanting” Chapter 1 Linear Systems & Gaussian Elimination 8 . the plane passes through origin If a.What is a linear equation? z Example 1. c all non-zero. c are zero horizontal plane (^ z-axis) vertical plane (^ y-axis) vertical plane (^ x-axis) y represents a plane in the three dimensional space What if there is only one zero coefficient? If d = 0.

a2. s2. …. xn = sn variables: x1. x2 = s2. b a solution of the linear equation A linear equation has (infinitely) many solutions unless it has only one variable The set of all solutions: solution set An expression that give us all solutions: general solution Chapter 1 Linear Systems & Gaussian Elimination 9 . sn If the equation is satisfied.What is a general solution of a LE? Definition 1. xn constants: a1. an. …. x2. x1 = s1. ….4 a1x1 + a2x2 + ··· + anxn = b real numbers s1.1. ….

1 4x – 2y = 1 some solutions ⎧x =1 ⎨ y = 1.How to find a general solution of a LE? y x Example 1.5 ⎩ ⎧ x = −1 ⎨ y = −2.1.5 ⎩ ⎧ x = 1.5.5 ⎩ infinitely many solutions • pick a random value for x • substitute this value into the equation • solve the value of y representing all possible solutions general solution • set x = t (parameter) • substitute t for x in the equation • express y in terms of t Chapter 1 Linear Systems & Gaussian Elimination ⎧x =t ⎨ y = 2t − ⎩ 1 2 10 .5 ⎨ y = 2.

5 ⎨ y = 2.1.5.How to find a general solution of a LE? Example 1.5 ⎩ general solution • set x = t (parameter) • substitute t for x in the equation • express y in terms of t ⎧x =t ⎨ y = 2t − ⎩ 1 2 general solution (alternative) • set y = s (parameter) • substitute s for y in the equation • express x in terms of s Chapter 1 ⎧x = 1s+ 2 ⎨ ⎩y = s 1 4 Linear Systems & Gaussian Elimination 11 .5 ⎩ ⎧ x = 1.1 4x – 2y = 1 some solutions ⎧x =1 ⎨ y = 1.5 ⎩ ⎧ x = −1 ⎨ y = −2.

How to find a general solution of a LE? Additional example x–y+z=1 general solution • set x = t and y = s (parameters) • substitute t for x and s for y in the equation • express z in terms of t and s ⎧x ⎪ ⎨y ⎪z ⎩ Chapter 1 = t = s = 1−t + s Linear Systems & Gaussian Elimination 12 .

5. s) x x+y=1 Chapter 1 Linear Systems & Gaussian Elimination 13 .3(a) equation x+y=1 represents a line in xy-plane general solutions ⎧ x = 1 − s ⎨y = s ⎩ Rewrite: (x.Geometrical interpretation Example 1.1. s) represents coordinates of points on the line y (1 − s. y) = (1 – s.

Geometrical interpretation Example 1.3(b) equation x+y=1 regarded as x + y + 0z = 1 represents a plane in 3D space x+y=1 general solutions ⎧x ⎪ ⎨y ⎪z ⎩ = 1− s = s = t Rewrite: (x.5. t ) y x Chapter 1 Linear Systems & Gaussian Elimination 14 . z) = (1 – s. s.1. s. t) z represents coordinates of points on the plane (1 − s. y.

…. b2. xn + a1n x n = b1 + a2n xn = b2 + amn x n = bm Putting a few linear equations with common variables together a11. amn and b1.What is a linear system? Definition 1. x2. bm are real constants double indices Chapter 1 Linear Systems & Gaussian Elimination 15 .1.6 A system of linear equations (or a linear system) ⎧ a11 x1 + a12 x2 + ⎪ a x +a x + 12 2 ⎨ 21 1 ⎪ ⎩ am1 x1 + am2 x2 + m linear equations n variables x1. …. …. a12.

Applications of Linear Systems • • • • • • • Geometry Networks Heat distribution Chemistry Economics Linear programming Games Chapter 1 Linear Systems & Gaussian Elimination 16 .

x2 = s2.1. …. x1 = s1. …. xn = sn a solution of the linear system solution set and general solution of the system are defined similarly as before.What is a general solution of a LS? Definition 1. s2.6 ⎧ a11 x1 + a12 x2 + ⎪ a x +a x + 12 2 ⎨ 21 1 ⎪ ⎩ am1 x1 + am2 x2 + + a1n xn = b1 + a2n xn = b2 + amn xn = bm real numbers s1. sn If all the equations are satisfied. Chapter 1 Linear Systems & Gaussian Elimination 17 .

Solution of a LS Example 1. x3 = –1 is a solution x1 = 1. x2 = 8. x3 = 1 is not a solution Chapter 1 Linear Systems & Gaussian Elimination 18 . x2 = 2.7 ⎧ 4 x1 − x2 + 3x3 = −1 ⎨ 3x + x + 9 x = −4 2 3 ⎩ 1 x1 = 1.1.

1.Solution of a LS Remark 1. ⎧ x ⎨ 2x ⎩ + y + 2y = 4 = 6 flx+y=3 This system has no solution The two equations contradict each other Chapter 1 Linear Systems & Gaussian Elimination 19 .8 Not all systems of linear equations have solutions.

1.9 A system of linear equations no solution at least one solution inconsistent system ⎧ x + y ⎨ 2 x + 2y ⎩ Chapter 1 consistent system ⎧ 4 x1 − x2 + 3x3 = −1 ⎨ 3x + x + 9 x = −4 2 3 ⎩ 1 20 = 4 = 6 Linear Systems & Gaussian Elimination .What is a consistent/inconsistent LS? Definition 1.

10 Every system of linear equations has either • no solution • exactly one solution or • infinitely many solutions Chapter 1 Linear Systems & Gaussian Elimination 21 .1.Solution of a LS Remark 1.

Geometrical interpretation Discussion 1. the system ⎧ a1 x + b1y = c1 ⎨a x +by =c 2 2 ⎩ 2 represent two straight lines.11 In the xy-plane. 1) l1 and l2 are parallel lines ( l1 ) ( l2 ) The system has no solution l1 l2 Linear Systems & Gaussian Elimination 22 Chapter 1 .1.

1. ( l1 ) ( l2 ) 2) l1 and l2 are not parallel lines. The system has exactly one solution l1 l2 Chapter 1 Linear Systems & Gaussian Elimination 23 .11 In the xy-plane.Geometrical interpretation Discussion 1. the system ⎧ a1 x + b1y = c1 ⎨a x +by =c 2 2 ⎩ 2 represent two straight lines.

( l1 ) ( l2 ) 3) l1 and l2 are the same lines.1. the system ⎧ a1 x + b1y = c1 ⎨a x +by =c 2 2 ⎩ 2 represent two straight lines.11 In the xy-plane.Geometrical interpretation Discussion 1. The system has infinitely many solutions l1 l2 Chapter 1 Linear Systems & Gaussian Elimination 24 .

the system represent three lines. If the three lines are not parallel to each other.Geometrical interpretation Exercise 1 Q8 (Tutorial problem) ⎧ a1 x + b1y = c1 ⎪ ⎨a2 x + b2y = c2 ⎪a x + b y = c 3 3 ⎩ 3 ( l1 ) ( l2 ) ( l3 ) In the xy-plane. how many solutions does the system have? no solution Chapter 1 exactly one solution 25 Linear Systems & Gaussian Elimination .

( p1 ) ( p2 ) ( p3 ) Discuss geometrically when the system has no solution. the system ⎧ a1 x + b1y + c1 z = d1 ⎪ ⎨ a2 x + b2y + c2 z = d2 ⎪ a3 x + b3y + c3 z = d3 ⎩ represents three planes. Chapter 1 Linear Systems & Gaussian Elimination 26 .1. one solution and infinitely many solutions.12 (Related to Ex 1: Q9) In the three dimensional space.Geometrical interpretation Problem 1.

2 Elementary Row Operations Objective • What are the three elementary row operations? • How to perform ERO on an augmented matrix? • What is meant by row equivalence between two augmented matrices? Other terminologies augmented matrix of a LS Chapter 1 Linear Systems & Gaussian Elimination 27 .Section 1.

1 linear system m equations n variables ⎧ a11 x1 + a12 x 2 + ⎪ a x +a x + 12 2 ⎨ 21 1 ⎪ ⎩ am1 x1 + am 2 x 2 + + a1 n x n = b1 + a2 n x n = b2 + amn x n = bm augmented matrix ⎛ a11 ⎜ ⎜ a21 ⎜ ⎜a ⎝ m1 a12 a22 am 2 a1 n a2 n amn b1 ⎞ ⎟ b2 ⎟ ⎟ bm ⎟ ⎠ rectangular array m rows n+1 columns variables. + and = signs are not displayed Chapter 1 Linear Systems & Gaussian Elimination 28 .2.What is an augmented matrix of a LS? Definition 1.

What is an augmented matrix of a LS? Example 1.2.2 Consider the system of linear equations: ⎧ x1 ⎪ ⎨ 2 x1 ⎪ 3x1 ⎩ x2 + + 4 x2 + 6 x2 + 2 x3 − 3 x3 − 5 x3 = 9 = 1 = 0 The augmented matrix of the system: ⎛1 1 2 9⎞ ⎜ ⎟ 2 4 −3 1 ⎟ ⎜ ⎜ 3 6 −5 0 ⎟ ⎝ ⎠ Chapter 1 Linear Systems & Gaussian Elimination 29 .

Add a multiple of one row to another row. These are called elementary row operations. Multiply a row by a nonzero constant.2. 3. Chapter 1 Linear Systems & Gaussian Elimination 30 . Interchange two rows.What are the three elementary row operations? Definition 1.4 augmented matrix ⎛ a11 ⎜ ⎜ a21 ⎜ ⎜a ⎝ m1 a12 a22 am 2 a1 n a2 n amn b1 ⎞ ⎟ b2 ⎟ ⎟ bm ⎟ ⎠ Consider the following three operations on the augmented matrix: 1. 2.

How to perform elementary row operations? Definition 1.2.4 ⎛1 1 2 9⎞ ⎜ ⎟ 2 4 −3 1 ⎟ ⎜ ⎜ 3 6 −5 0 ⎟ ⎝ ⎠ Add 2 times of first row to second row ⎛ 3 3 6 27 ⎞ Multiply first row by 3 ⎜ 2 4 −3 1 ⎟ ⎜ ⎟ ⎜ 3 6 −5 0 ⎟ ⎝ ⎠ 2 2 4 | 18 ⎛1 1 2 9 ⎞ ⎜ ⎟ ⎜ 4 6 1 19 ⎟ ⎜ 3 6 −5 0 ⎟ ⎝ ⎠ only second row is changed Chapter 1 Linear Systems & Gaussian Elimination ⎛1 1 2 9⎞ ⎜ ⎟ 3 6 −5 0 ⎟ ⎜ ⎜ 2 4 −3 1 ⎟ ⎝ ⎠ 31 .

3. 3. Add a multiple of one equation to another equation.Why perform ERO ? Discussion 1. Interchange two rows. These are the basic steps for solving linear system. Add a multiple of one row to another row.2. Correspond to the following action on the system 1. Multiply an equation by a nonzero constant. Chapter 1 Linear Systems & Gaussian Elimination 32 . 2.3 Elementary row operations ⎧ a11 x1 + a12 x 2 + ⎪ a x +a x + 12 2 ⎨ 21 1 ⎪ ⎩ am1 x1 + am 2 x 2 + + a1 n x n = b1 + a2 n x n = b2 + amn x n = bm 1. Multiply a row by a nonzero constant. 2. Interchange two equations.

Why perform ERO ? Example 1. ⎧ x ⎪ ⎨ ⎪ 3x ⎩ y + − 4y + 9y + 3z − 4z = 0 = 4 = 3 (1) (4) (3) ⎛1 1 3 ⎜ ⎜0 − 4 − 4 ⎜3 9 0 ⎝ 0⎞ ⎟ 4⎟ 3⎟ ⎠ This is equivalent to adding –2 times of the first row of the matrix to the second row.5 ⎧ x ⎪ ⎨ 2x ⎪ 3x ⎩ + y − 2y + 9y + 3z + 2z = 0 = 4 = 3 (1) (2) (3) ⎛1 1 3 ⎜ ⎜2 − 2 2 ⎜3 9 0 ⎝ 0⎞ ⎟ 4⎟ 3⎟ ⎠ Add –2 times of Equation (1) to Equation (2) to obtain Equation (4). Chapter 1 Linear Systems & Gaussian Elimination 33 .2.

2. Chapter 1 Linear Systems & Gaussian Elimination 34 .5 ⎧ x ⎪ ⎨ ⎪ 3x ⎩ y + − 4y + 9y + 3z − 4z = 0 = 4 = 3 (1) (4) (3) ⎛1 1 3 ⎜ ⎜0 − 4 − 4 ⎜3 9 0 ⎝ 0⎞ ⎟ 4⎟ 3⎟ ⎠ Add –3 times of Equation (1) to Equation (3) to obtain Equation (5).Why perform ERO ? Example 1. ⎧x ⎪ ⎨ ⎪ ⎩ + y − 4y 6y + 3z − 4z − 9z = 0 = 4 = 3 (1) (4) (5) ⎛1 1 3 ⎜ ⎜0 − 4 − 4 ⎜0 6 − 9 ⎝ 0⎞ ⎟ 4⎟ 3⎟ ⎠ This is equivalent to adding –3 times of the first row of the matrix to the third row.

⎧x ⎪ ⎨ ⎪ ⎩ y + − 4y + 3z − 4z − 15z = 0 = 4 = 9 (1) (4) (6) ⎛1 1 3 ⎜ ⎜0 − 4 − 4 ⎜ 0 0 − 15 ⎝ 0⎞ ⎟ 4⎟ 9⎟ ⎠ This is equivalent to adding 6/4 times of the second row of the matrix to the third row.5 ⎧x ⎪ ⎨ ⎪ ⎩ y + − 4y 6y + 3z − 4z − 9z = 0 = 4 = 3 (1) (4) (5) ⎛1 1 3 ⎜ ⎜0 − 4 − 4 ⎜0 6 − 9 ⎝ 0⎞ ⎟ 4⎟ 3⎟ ⎠ Add 6/4 times of Equation (4) to Equation (5) to obtain Equation (6).2.Why perform ERO ? Example 1. Chapter 1 Linear Systems & Gaussian Elimination 35 .

This gives the solution of the linear system Chapter 1 Linear Systems & Gaussian Elimination 36 . – 4y – 4(–3/5) = 4 ⇔ y = –2/5.Why perform ERO ? Example 1. z = –3/5.5 ⎧x ⎪ ⎨ ⎪ ⎩ y + − 4y 3z + − 4z − 15z = 0 = 4 = 9 (1) (4) (6) row echelon form ⎛1 1 3 ⎜ ⎜0 − 4 − 4 ⎜ 0 0 − 15 ⎝ 0⎞ ⎟ 4⎟ 9⎟ ⎠ By Equation (6). Substituting y = –2/5 and z = –3/5 into Equation (1) x + (–2/5) + 3(–3/5) = 0 ⇔ x = 11/5. Substituting z = –3/5 into Equation (4).2.

6 Two augmented matrices are row equivalent (to each other) if one can be obtained from the other by a series of elementary row operations.5.2.2. In example 1. ⎛1 1 3 ⎜ ⎜2 − 2 2 ⎜3 9 0 ⎝ 0⎞ ⎟ 4⎟ 3⎟ ⎠ ⎛1 1 3 ⎜ ⎜0 − 4 − 4 ⎜3 9 0 ⎝ 0⎞ ⎟ 4⎟ 3⎟ ⎠ ⎛1 1 3 ⎜ ⎜0 − 4 − 4 ⎜0 6 − 9 ⎝ 0⎞ ⎟ 4⎟ 3⎟ ⎠ ⎛1 1 3 ⎜ ⎜0 − 4 − 4 ⎜ 0 0 − 15 ⎝ 0⎞ ⎟ 4⎟ 9⎟ ⎠ Any 2 of the augmented matrices are row equivalent Chapter 1 Linear Systems & Gaussian Elimination 37 .What is row equivalence ? Definition 1.

then the two systems have the same set of solutions.2. Linear System X same solutions Linear System Y Augmented Matrix of System X Chapter 1 row equivalent Augmented Matrix of System Y 38 Linear Systems & Gaussian Elimination .7 If augmented matrices of two linear systems are row equivalent.What can we say about 2 row equivalent LS ? Theorem 1.

8 All augmented matrices in Example 1. ⎧ x ⎪ ⎨ 2x ⎪ 3x ⎩ y + − 2y + 9y + 3z + 2z = 0 = 4 = 3 (1) (2) (3) ⎧ x ⎪ ⎨ ⎪ 3x ⎩ y + − 4y + 9y + 3z − 4z = 0 = 4 = 3 (1) (4) (3) ⎧x ⎪ ⎨ ⎪ ⎩ Chapter 1 + y − 4y 6y + 3z − 4z − 9z = 0 = 4 = 3 (1) (4) (5) ⎧x ⎪ ⎨ ⎪ ⎩ + y − 4y + 3z − 4z − 15z = 0 = 4 = 9 (1) (4) (6) 39 Linear Systems & Gaussian Elimination .2.What can we say about 2 row equivalent LS ? Example 1. ⎛1 1 3 ⎜ ⎜2 − 2 2 ⎜3 9 0 ⎝ 0⎞ ⎟ 4⎟ 3⎟ ⎠ ⎛1 1 3 ⎜ ⎜0 − 4 − 4 ⎜3 9 0 ⎝ 0⎞ ⎟ 4⎟ 3⎟ ⎠ ⎛1 1 3 ⎜ ⎜0 − 4 − 4 ⎜0 6 − 9 ⎝ 0⎞ ⎟ 4⎟ 3⎟ ⎠ ⎛1 1 3 ⎜ ⎜0 − 4 − 4 ⎜ 0 0 − 15 ⎝ 0⎞ ⎟ 4⎟ 9⎟ ⎠ So all systems of linear equations in Example 1.2.5 have the same solution.2.5 are row equivalent.

we only need to check that every elementary row operation applied to an augmented matrix will not change the solution set of the corresponding linear system.Problem 1.2. Add a multiple of one row to another Chapter 1 Linear Systems & Gaussian Elimination 40 . Interchange two rows 3.9 To see why Theorem 1. Multiply a row by a nonzero constant 2. 1.7 is true.2.

A linear system has either no solution. or infinitely many solutions. 4. exactly one solution. Chapter 1 Linear Systems & Gaussian Elimination 41 . Elementary row operations do not change the solution set of a linear system. 3.Let’s revise … 1. 2. A linear equation with two or more variables has infinitely many solutions. Two linear systems have the same solution set if their augmented matrices are row equivalent.

Sign up to vote on this title
UsefulNot useful

Master Your Semester with Scribd & The New York Times

Special offer for students: Only $4.99/month.

Master Your Semester with a Special Offer from Scribd & The New York Times

Cancel anytime.