Linear Systems of Equations

Basic Properties of Linear Systems of Equations

Consider the following linear systems of equations and whether they have got
solutions.
(
2x1 − x2 = 1
1. -one solution (2, 3)
−x1 + x2 = 1
(
2x1 − x2 = 1
2. -no solutions
−2x1 + x2 = 0
(
2x1 − x2 = 1
3. -infinitely many solutions
−4x1 + 2x2 = −2

Definition. A system of linear equations is

1. consistent if there is at least one solution.

2. inconsistent if it has no solutions.

Example 1. Solve

 x1 − x2 = 3

−x1 + x2 + x3 = 2

x2 + x3 = 1


 x1 − x2 = 3

R2 +R1
−→ x3 = 5

x2 + x3 = 1

assign x3 =5
−→ x2 = −4 −→ x1 = −1

Note that we don’t care about the variable names, only about the coefficients.

1
Hence the solution procedure above can be written down compactly as:
  
1 −1 0  3
 −1 1 1  2 

0 1 1  1
  
1 −1 0  3
R2 →R2 +R1
−→  0 0 1  5 

0 1 1  1
  
1 −1 0  3
R3 →R3 −R2
−→  0 0 1  5 

0 1 0  −4
  
1 0 0  −1
R1 →R1 +R3
−→  0 0 1  5 

0 1 0  −4

Thus, the solution is

x1 = −1
x2 = −4
x3 = 5

To recap, the solution comprised the following steps:

1. Start with the linear system of equations


 x1 − x2 = 3

−x1 + x2 + x3 = 2

x2 + x3 = 1


2. Generated matrix   
1 −1 0  3

 −1 1 1  2 

0 1 1  1

3. Apply elementary row operations-

(a) swap two rows,
(b) multiply a row by a nonzero number,
(c) add a multiple of one row to another row.

4. Row equivalent matrix

  
1 0 0  −1

 0 1 0  −4 

0 0 1  5

2
 5. Go back to the original system

 x1 = −1

x2 = −4

x3 = 5


Example 2. Solve 
 x1 + 2x2 + 3x3 = 5

x1 + 3x2 + 3x3 = 7

2x1 + 4x2 + 6x3 = 10


First we generate a matrix

  
1 2 3  5

 1 3 3  7 

2 4 6  10
R2 → R2 − R1   
R3 → R3 − 2R1 1 2 3 
 5
−→  0 1 0 
 2 
0 0 0  0
  
1 0 3  4
R1 →R1 −2R2
−→  0 1 0  2 
0 0 0  0

Hence (
x1 + 3x3 = 4
x2 = 2
That is for any t ∈ R, (4 − 3t, 2, t) is a solution.
Example 3. The set of equations

 x1 + 2x2 + 3x3 = 5

x1 + 3x2 + 3x3 = 7

2x1 + 4x2 + 6x3 = 11


has no solution
     
1 2 3  5 1 2 3  5
 7  R3 →R 3 −2R1
 
 1 3 3  −→  1 3 3  7 

2 4 6  11 0 0 0  1

Recall- Elementary row operations

1. swap two rows,
2. multiply a row by a nonzero number,

3
 3. add a multiple of one row to another row.
Above, we used elementary row operations to get
  
1 −1 0  3
 −1 1 1  2 

0 1 1  1
  
1 −1 0  3
→  0 0 1  5 
0 1 1  1
  
1 −1 0  3
→  0 0 1  5 
0 1 0  −4
  
1 0 0  −1
→  0 0 1  5 
0 1 0  −4
  
1 0 0  −1
→  0 1 0  −4 
0 0 1  5
The right matrix is called reduced Echelon form.
Definition 4. A matrix is in Echelon Form if it has the following properties:
1. All nonzero rows are above any zero row
2. Each leading entry of a row is in a column to the right of the leading entry
in the row above it.
3. All entries in a column below a leading entry are zero.
Definition 5. A matrix is in reduced Echelon form if it is in Echelon form
and also satisfies:
4. The leading entry in each nonzero row is 1.
5. Each leading 1 is the only nonzero entry in its column.
Example 6. An Echelon Form:
   
3 −9 12 −9 6 15 1 1 −3 4 −3 2 5
R → 3 R1 
0 2 −4 4 2 −6 1 0 1 −2 2 1 −3
R2 → 12 R2
0 0 0 0 0 0 −→
0 0 0 0 0 0
 
1 0 −2 3 5 −4
R1 → R1 + 3R2 0 1 −2 2 1 −3
−→
0 0 0 0 0 0
which is a reduced Echelon form.
Theorem 7. Every matrix is row equivalent to exactly one reduced Echelon
matrix.

4
Vectors and Linear Systems of Equations
For the discussion of linear systems of equations, it is helpful to have more
than just one single point of view. To broaden the base of our discussion, we
talk about vectors and operations between vectors. This additional layer of
abstraction will lead to another perspective onto linear systems of equations.
For any n ∈ N = {1, 2, 3, . . . }, the set Rn is the set of n-dimensional vectors:
  
 x1
 

n  .. 
R =  .  : x1 , . . . , x n ∈ R .
 
xn
 

We define two operations on n-dimensional vectors. The addition and multipli-

cation by scalar in Rn are defined by

∀x1 , . . . , xn , y1 , . . . , yn ∈ R
     
x1 y1 x1 + y1
 ..   ..   ..
 . + . =

. 
xn yn xn + yn
∀c, x1 , . . . , xn ∈ R
   
x1 c · x1
c ·  ...  =  ... 
   

xn c · xn

The first operation adds two vectors together, the second operations scales
a vector by a some number. (You can find a list of algebraic properties of Rn is
p.27 of your book).
       
1 4 1+3·4 13
Example 8. +3· = = .
2 5 2+3·5 17
Problem 9. Characterize the solution set of
(
x1 − 2x3 + 3x4 + 5x5 = −4
x2 − 2x3 + 2x4 + x5 = −3

The equivalent matrix

  
1 0 −2 3 5  −4
0 1 −2 2 1  −3

is in reduced Echelon form. Here, x1 , x2 are basic variables (correspond to

pivot columns) and x3 , x4 , x5 are free variables. We write the basic variables
in terms of the free variables:

5
 


 x1 = 2s − 3t − 5r − 4
 x2 = 2s − 2t − r − 3



x3 = s

x4 = t





 x =r
5

where (parameters) s, t, r ∈ R (Recall that R denotes the set of real numbers).

This is called a parametric description of the solution set. We can also
write the solution in vector form:
           
x1 2s − 3t − 5r − 4 2 −3 −5 −4
x2   2s − 2t − r − 3  2 −2 −1 −3
           
x3  =  s  = s 1+t  0 +r  0 + 0  , s, r, t ∈ R.
           
x4   t  0  1   0   0 
x5 r 0 0 1 0

The above vectors are in R5 . So the set of solutions to the equations is:
  

 2s − 3t − 5r − 4 

2s − 2t − r − 3

 





 s  : s, r, t ∈ R .
 
t

   


 

r
 

Note that we can rewrite the original system (in R2 ):

           
1 0 −2 3 5 −4
x1 + x2 + x3 + x4 + x5 = .
0 1 −2 2 1 −3

Using algebraic properties of R2 (scalar multiplication and addition):

           
x1 0 −2x3 3x4 5x5 x1 − 2x3 + 3x4 + 5x5
+ + + + =
0 x2 −2x3 2x4 x5 x2 − 2x3 + 2x4 + x5

We see that the vector equation

           
1 0 −2 3 5 −4
x1 + x2 + x3 + x4 + x5 =
0 1 −2 2 1 −3

has the same set of solutions as the linear system whose augmented matrix is
  
1 0 −2 3 5  −4
.
0 1 −2 2 1  −3

Theorem 10. A vector equation x1 a1 +x2 a2 +· · ·+xn an = b has the same solu-

tion set as the linear system whose augmented matrix is a1 a2 · · · an b .
We can look at this in yet another way.

6
Definition 11. Given vectors v 1 , . . . , v k ∈ Rn , a linear combination of these
vectors is any vector of the form

c1 v 1 + · · · + ck v k

for some numbers c1 , . . . , ck ∈ R.

Given vectors v 1 , . . . , v k ∈ Rn , the span of v 1 , . . . , v k is the set of all possible
linear combinations of v 1 , . . . , v k .

span {v 1 , . . . , v k } = {c1 v 1 + · · · + ck v k : c1 , . . . , ck ∈ R} .

The concept of span is fundamental to the study of linear algebra. Its im-
portance cannot be overemphasized.


Theorem 12. The linear system with augmented matrix a1 a2 ··· an b
is consistent if and only if b ∈ span {a1 , . . . an }.
Be sure you study the terminology we have introduced until you understand
what this theorem says.
Exercise 13. We want to find out for which values of a ∈ R does the following
system has no solutions/one solution/infinitely many solutions

 x1 + x2 + ax3 = 0

x1 + ax2 + x3 = 0

ax1 + x2 + x3 = 0


the augmented matrix is  

1 1 a 0
 1 a 1 0 .
a 1 1 0
We used elementary row operations to get

R2 → R2 − R1  
R3 → R3 − aR1 1 1 a 0
−→  0 a−1 1−a 0 
0 1 − a 1 − a2 0
 
1 1 a 0
R3 →R3 +R2
−→  0 a−1 1−a 0 .
2
0 0 2−a−a 0

Notice that 2 − a − a2 = (a − 1)(a + 2). So:

• a 6= 1, −2: one solution (0, 0, 0).

• a = 1:     
1 1 1 0  −s − t 
 0 0 0 0  ⇒  s  : s, t ∈ R .
0 0 0 0 t
 

7
 • a = −2:
     
1 1 −2 0 1 1 −2 0 1 0 1 0
 0 −3 3 0 → 0 1 −1 0 → 0 1 −1 0 
0 0 0 0 0 0 0 0 0 0 0 0
  
 −s 
⇒ s : s∈R .
2
 

Note that we can rewrite the inequalities in R3 :

       
1 1 a 0
x1 1 + x2 a + x3 1 = 0 .
a 1 1 0

Using algebraic properties of R3 (scalar multiplication and addition):

       
1 1 a x1 + x2 + ax3
x1 1 + x2 a + x3 1 = x1 + ax2 + x3 
a 1 1 ax1 + x2 + x3
Theorem 14. A vector equation x1 a1 +x2 a2 +· · ·+xn an = b has the same solu-

tion set as the linear system whose augmented matrix is a1 a2 · · · an b .
In our problem the theorem says that the vector equation
       
1 1 a 0
x1 1 + x2 a + x3 1 = 0
a 1 1 0
has the same set of solutions as the linear system whose augmented matrix is
 
1 1 a 0
 1 a 1 0 .
a 1 1 0
We can look at this in yet another way.
Definition 15. Given vectors v 1 , . . . , v k ∈ Rn ,
span {v 1 , . . . , v k } = {c1 v 1 + · · · + ck v k : c1 , . . . , ck ∈ R} .
That is, the span of v 1 , . . . , v k is the set of all possible linear combinations of
v1 , . . . , vk .
Example 16. The set
   
1 0
span , = R2 .
0 1
     
 1 0  a
span 0 , 1 =  b  , a, b ∈ R
0 0 0
 

8
 The concept of span is fundamental to the study of linear algebra. Its im-
potence cannot be overemphasized.


Theorem 17. The linear system with augmented matrix a1 a2 ··· an b
is consistent if and only if b ∈ span {a1 , . . . an }.

Be sure you study the terminology we’ve introduced until you understand
what this theorem says.

Recap- We saw three equivalent ways to represent a linear system.

1. Linear equation:


 a11 x1 + a12 x2 + · · · + a1n xn = b1
 a21 x1 + a22 x2 + · · · + a2n xn

= b2
.. ..


 . .
am1 x1 + am2 x2 + · · · + amn xn = bm


Example:

4x1 + 2x2 + 3x3 = −2

x1 − 4x2 + x3 − 2x4 = 3
−x1 + 3x2 + x3 + 2x4 = 0

2. Augmented matrix:
 
a11 a12 · · · a1n b1
 a21 a22 · · · a2n b2 

= a1 a2 ··· an b
 
 .. .. .. ..
 . . . . 
am1 am2 ··· amn bm

Example:  
4 2 3 0 −2
 1 −4 1 −2 3 
−1 3 −1 2 0

3. Vector equation:
x1 a1 + x2 a2 + · · · + xn an
Example:
         
4 2 3 0 −2
x1  1  + x2 −4 + x3  1  + x4 −2 =  3 
−1 3 −1 2 0

We now represent a linear system in yet another way.

9


Definition 18. Given a m×n (m rows and n columns) matrix A = a1 a2 ··· an
with a1 , a2 , . . . , an ∈ Rm , and given x ∈ Rn , the matrix-vector product
 
x1
 x2 

 
Ax = a1 a2 · · · an  .  := x1 a1 + x2 a2 + · · · + xn an .
 .. 
xn

In our example
 
 x
0  1
        
4 2 3 4 2 3 0
x2 
1 −4 1 −2 
x3  = x 1
 1  + x 2
−4  + x 3
 1  + x 4
−2 
−1 3 −1 2 −1 3 −1 2
x4

Using this we can express a linear system as a matrix equation.

4. Matrix equation:

Ax = b
    
a11 a12 ··· a1n x1 b1
 a21 a22 ··· a2n   x 2   b2 
..   ..  =  .. 
    
 .. ..
 . . .  .   . 
am1 am2 ··· amn xn bn

Another example:
 
 x
0  1
  
4 2 3 −2
x2   
1 −4 1 −2 
x3  = 3 .
−1 3 −1 2 0
x4

We bring it into reduced row echelon form:

     
4 2 3 0 −2 0 18 −1 8 −14 1 0 0 6 31
exercise exercise
 1 −4 1 −2 3  −→  1 −4 1 −2 3  −→  0 1 0 0 −3  .
−1 3 −1 2 0 0 −1 0 0 3 0 0 1 −8 40

So the set of solutions is



 x1 = 31 − 6t

 x = −3
2
, t∈R
 x3 = −40 + 8t


x4 = t


10
or      
x1 31 −6
x2  −3
  =   + t 0 ,
 
x3   40  8 t ∈ R.
x4 0 1
In particular (t = 0)
 
  31  
4 2 3 0   −2
−3  
1 −4 1 −2 
 40  = 3 .
−1 3 −1 2 0
0
Also
 
  −6    
4 2 3 0   4 · (−6) + 2 · 0 + 3 · (8) + 0 · 1 0
0 
1 −4 1 −2 
8 = 1 · (−6) + −4 · 0 + 1 · 8 + (−2) · 1  = 0 .
−1 3 −1 2 (−1) · (−6) + 3 · 0 + (−1) · 8 + 2 · 1 0
1
Therefore
       
31 6 31 −6  
−3  0  −3 0 −2
A  + t   = A   + tA   =  3  .
 40  −8  40  8
0
0 1 0 1
The above is an important property which is called linearity
Theorem 19. Given a m × n matrix A, vectors u, v ∈ Rn , and scalars b, c ∈ R,
then
A (bu + cv) = bAu + cAv.
The following theorem summarizes how the properties of the matrix relate
to properties of linear systems of equations.
Theorem 20. Given a m × n matrix A. The following are equivalent.
1. We have Ax = b has a solution for any vector b ∈ Rm .
2. Any vector b ∈ Rm is a linear combination of the columns of A.
3. The columns of A span Rm .
4. A has a pivot (non-zero entry in the reduced Echelon form) in every row.


Proof. A m × n matrix means A = a1 a2 · · · an , each ai ∈ Rm .
(1) ⇐⇒ (2): Then
 
x1
 x2 

 
Ax = a1 a2 ··· an  .  = x1 a1 + x2 a2 + · · · + xn an .
 .. 
xn
Thus Ax = b if and only if b = x1 a1 + x2 a2 + · · · + xn an .

11
 (2) ⇐⇒ (3): For any b ∈ Rm we have
b = x1 a1 + x2 a2 + · · · + xn an
⇐⇒ b ∈ span {a1 , a2 , . . . , an } ,
and b ∈ span {a1 , a2 , . . . , an } for every b ∈ Rm if and
only if
span {a1 , a2 , . . . , an } = Rm .
(1) ⇐⇒ (4): Ax = b is consistent for every b ∈ Rm ⇐⇒ the
reduced echelon form of A has no zero rows ⇐⇒ A
has a pivot position in every row. (Take a look at the
end of section 1.4 in the textbook for more elaborated
explanation of this).

Homogeneous Systems of Equations

Problem 21. We will discuss systems with infinitely many solutions. Consider
the linear system of equations
 
1 0 0 6 2
 0 1 0 0 −3  .
0 0 1 −8 0
Then the set of solutions is


 x1 = 2 − 6t

 x = −3
2
, t∈R


 x3 = 8t
x4 = t


and the vector form of this set is

     
x1 2 −6
x2  −3 0
  =   + t ,
x3   0  8 t ∈ R.
x4 0 1
So there are infinitely many solutions. In particular, for t = 0, we get
 
  2  
1 0 0 6   2
0 1 0 0  −3 = −3
0
0 0 1 −8 0
0
Recall that
 
 x
a1n  1 
      
a11 a12 ··· a11 a12 a1n
 .. .. x
..   2  = x  ..  + x  ..  + · · · + x  .. 
 . . .  .  1 .  2 .  n . 
 .. 
am1 am2 ··· amn am1 am2 amn
xn

12
which equals (according to the definitions for multiplication by a scalar and
summation):  
x1 a11 + x2 a12 + · · · + xn a1n
=
 .. 
. 
x1 am1 + x2 am2 + · · · + xn amn
So
 
 −6    
1 0 0 6   1 · (−6) + 0 · 0 + 0 · 8 + 6 · 1 0
0 0  =  0 · (−6) + 1 · 0 + 0 · 8 + 0 · 1  = 0 .
1 0 0 
8
0 0 1 −8 0 · (−6) + 0 · 0 + 1 · 8 + (−8) · 1 0
1

Therefore
       
2 −6 2 −6  
−3  0  −3 0 2
A   + t   = A   + t A   =
        −3 .
0 8 0 8
0
0 1 0 1
| {z }
=0
 
−6
0
 8  is a solution to Ax = 0 for every t ∈ R.
Note that t  

1
Definition 22. Let A ∈ Rm×n be a matrix of size m × n. We call an equation
Ax = 0 a homogeneous equation.
Is every homogeneous equation consistent? Yes! Because x = 0 is always a
solution (0 is called the trivial solution).
A homogeneous equation Ax = 0 has a nontrivial solution if and only
if the equation has at least one free variable (and then it has infinitely many
solutions).
Problem 23. Solve
 
 x
2  1
  
1 2 1 6
x2   
1 2 −1 −4  x3  = −2
2 4 1 1 8
x4
   
1 2 1 2 6 1 2 1 2 6
Exercise
 1 2 −1 −4 −2  −→  0 0 −2 −6 −8 
2 4 1 1 8 2 4 1 1 8
   
1 2 1 2 6 1 2 0 −1 2
Exercise Exercise
−→  0 0 −2 −6 −8  −→  0 0 1 3 4 
0 0 −1 −3 −4 0 0 0 0 0

13
Here, x1 , x3 are basic variables and x2 , x3 are free variables. Then


 x1 = 2 − 2t + x4

 x =t
2
 x3 = 4 − 3r


x4 = r


The set of solutions is

      

 2 −2 1 

0 1 0
  
  + t   + r   : t, r ∈ R
−3
 4
   0 

0 0 1
 

Observe      

 −2 1 

1 0
   
t   + r   : t, r ∈ R
  

 0 −3 

0 1
 

is the set of solutions for the homogeneous equation Ax = 0.

Theorem 24. Given Ax = b consistent and p a solution (i.e., Ap = b). Then,
the solution set of Ax = b is the set of all vectors of the form w = p + v h , where
v h is any solution of the homogeneous equation Ax = 0.
Proof. We need to show that

p + v h : Av h = 0 = {x : Ax = b} .

⊆ For any solution of the homogeneous equation v h we have

A p + v h = Ap + Av h = b + 0 = b.

Thus
 subset or equal 
p + v h : Av h = 0 ⊆ p + v h : Ax = b .

⊇ Suppose Ax = b. Then


0 = Ax − Ap = A x − p .

Hence
x − p = vh ⇒ x = p + vh .
Therefore
 
p + v h : Av h = 0 ⊇ p + v h : Ax = b .

14
Problem 25. We take a look at a few examples for solution sets. We have
already seen examples with infinitely many solutions above.
Next, consider the system
    
1 3 1 x1 2
1 4 −2 x2  = −1
2 6 1 x3 3
 
1
The solution set is {0}, which is a set containing only one single vector.
1
Indeed, we see

     
1 3 1 2 1 3 1 2 1 3 1 2
Exercise Exercise
 1 4 −2 −1  −→  0 1 −3 −3  −→  0 1 −3 −3 
2 6 1 3 2 6 1 3 0 0 −1 −1

so this follows from back substitution.

Next, solve  
  x1  
1 2 1 2   6
1 2 −2 −4   = −2x 2
x3 
2 4 1 1 7
x4
   
1 2 1 2 6 1 2 0 −1 2
Exercise
 1 2 −1 −4 −2  −→  0 0 1 3 4 
2 4 1 1 7 0 0 0 0 −1
The system is inconsistent; the solution set is the empty set ∅ = {}.

Linear Dependence and Independence

Problem 26. Compare the solution set SA of Ax = 0 with the solution set
SB of Bx = 0, where
   
1 2 3 1 2 3
A = 0 1 1 , B = 0 1 1 .
1 0 1 0 0 1

We use elementary row operations to get the reduced Echelon forms

       
1 2 3 0 1 2 3 0 1 2 3 0 1 0 1 0
 0 1 1 0 → 0 1 1 0 → 0 1 1 0 → 0 1 1 0 
1 0 1 0 0 −2 −2 0 0 0 0 0 0 0 0 0
   
 −1 
⇒ SA = t −1 : t ∈ R
1
 

15
There are infinitely many solutions.
     
1 2 3 0 1 2 0 0 1 0 0 0
 0 1 1 0 → 0 1 0 0 → 0 1 0 0 
0 0 1 0 0 0 1 0 0 0 1 0
 
 0 
⇒ SB = 0
0
 

There is only the trivial solution.

Note: The nature of the solution set of Ax = 0 is a property of the matrix A
(and any matrix row equivalent to A). Can we characterize the property that
has distinguished A and Bin the preceding example? Recall
       
1 2 3 0
Ax = 0 ⇐⇒ x1 0 + x2 1 + x3 1 = 0 .
1 0 1 0
 
−1
So, Ax = 0 has the nontrivial solution x = −1 means that
1
       
1 2 3 0
(−1) 0 + (−1) 1 + (1) 1 = 0
1 0 1 0

is a non-trivial solution for the homogeneous vector equation. In a similar way

       
1 2 3 0
Bx = 0 ⇐⇒ x1 0 + x2 1 + x3 1 = 0 .
0 0 1 0

Thus, Bx = 0 has only the trivial solution x = 0 means that

       
1 2 3 0
0 · 0 + 0 · 1 + 0 · 1 = 0 .
0 0 1 0

is the only solution to the vector equation.

Thus:
     
 1 2 3 
1. The set of vectors 0 , 1 , 1 has the property that there are
1 0 1
 
coefficients c1 , c2 , c3 , not all zeros, such that
       
1 2 3 0
c1 0 + c2 1 + c3 1 = 0 .
1 0 1 0

16
      
 1 2 3 
2. The set of vectors 0 , 1 , 1 has the property that
0 0 1
 
       
1 2 3 0
x1 0 + x2 1 + x3 1 = 0 .
1 0 1 0
has only the trivial solution, x1 = x2 = x3 = 0.
Properties (1) , (2) are important enough to give a name.
Definition 27. Given {v 1 , . . . , v k } an indexed set of vectors in Rn , we say that

1. {v 1 , . . . , v k } is linearly dependent if there are scalars c1 , . . . , ck not all

zero such that c1 v 1 + · · · + ck v k = 0.
2. {v 1 , . . . , v k } is linearly independent if the vector equation such that
c1 v 1 + · · · + ck v k = 0 has only the trivial solution c1 = · · · = ck = 0.

By this definition:
     
 1 2 3 
1. 0 , 1 , 1 is linearly dependent.
1 0 1
 
     
 1 2 3 
2. 0 , 1 , 1 is linearly independent.
0 0 1
 

Simple examples.
1. {0} is linearly dependent.

Proof. One way to see this is the fact 5 · 0 = 0. Going further, for any
c ∈ R, c · 0 = 0.

2. {v} is linearly independent for every non-zero vector v.

Proof. If v is non-zero, then c · v = 0 only if c = 0.

Problem 28. Determine the values of h for which the indexed set
     
 1 −3 2 
Sh = 2 ,  1  ,  3 
1 4 h
 

is linearly independent. Using definitions,Sh is linearly independent if and only

if        
1 −3 2 0
x1 2 + x2  1  + x3  3  = 0 .
1 4 h 0

17
which is equivalent to
    
1 −3 2 x1 0
2 1 3  x2  = 0
1 4 h x3 0
That is, we need to solve

  R2 → R2 − 2R1  
1 −3 2 0 R3 → R3 − R1 1 −3 2 0
 2 1 3 0  −→  0 7 −1 0 
1 4 h 0 0 7 h−2 0
 
1 −3 2 0
R3 →R3 −R2
−→  0 7 −1 0 
0 0 h−1 0
Thus, Sh is linearly independent if and only if h 6= 1.

Linear Transformations
An m × n matrix defined a transformation T : Rn → Rm by

T (x) = Ax.
 
2 −1 1
Example 29. For A = , the transformation T : R3 → R2 is
1 3 −2
   
x1   x1  
2 −1 1 2x1 − x2 + x3
T  x2  =  x2 =
 .
1 3 −2 x1 + 3x2 − 2x3
x3 x3
For example,  
1    
2·1−1·2+1·3 3
T 2 = = .
1·1+3·2−2·3 1
3
Each matrix gives rise to a transformation. In fact, these transformations
have special properties and belong to a particularly interesting class of trans-
formations.
Definition 30. A transformation T : Rn → Rm which satisfies

1. T (u + v) = T (u) + T (v) for all u, v ∈ Rn .

2. T (cv) = cT (v) for all v ∈ Rn , c ∈ R.

is called a linear transformation.

Recall-All m×n matrices give rise to a linear transformation from Rn to Rm .
So to any matrix we have an associated linear transformation. What about the
other way around: can every linear transformation be represented by a matrix?
Let us take a look at the following example.

18
        
1 0 3 4
Problem 31. Let e1 = , e2 = , y1 = , y2 = . Assume
0 1 2 1
T : R2 → R2 is a linear transformation which satisfies

T (e1 ) = y1 and T (e2 ) = y2 .

 
x1
Determine T .
x2
Solution. We note that
     
x1 1 0
= x1 + x2 = x1 e1 + x2 e2 .
x2 0 1

Therefore, by linearity we get

 
x1
T = T (x1 e1 + x2 e2 ) = x1 T (e1 ) + x2 T (e2 )
x2

and by the assumption

 
x1
T = x1 y 1 + x2 y 2
x2
   
3 4
= x1 + x2
2 1
 
3x1 + 4x2
=
2x1 + x2

Problem 32. Note that

      
x1 3x1 + 4x2 3 4 x1
T = =
x2 2x1 + x2 2 1 x2
 

x1
= T (e1 ) T (e2 ) .
| {z } x2
standard matrix for T

This happens in general.

Theorem 33. Given a linear transformation T : Rn → Rm , there is a unique
m × n matrix A such that T (x) = Ax for all x ∈ Rn . In fact


A = T (e1 ) · · · T (en ) ,

and A is called the standard matrix for T .

In some sense, if we have the transformation already given, then we can
“probe” the matrix by feeding the standard vectors into the transformation.

Definition 34. Let T : Rn → Rm be a mapping (not necessarily linear).

19
 1. T is onto Rm if and only if each b ∈ Rm is the image of at least one
x ∈ Rn .
2. T is one-to-one if and only if each b ∈ Rm is the image of at most one
x ∈ Rn .
 
1 3 1
Example 35. T : R3 → R2 , T (x) = x.
2 7 3
• Is T onto R2 ?
   
1 3 1 b1 1 0 −2 7b1 − 3b2
T (x) = b ⇐⇒ →
2 7 3 b2 0 1 1 −2b1 + b2
Consistent for every b ∈ R2 . Therefore, yes, T is onto R2 .
• Is T one-to-one?
   
0 2  
0
T 0 = T −1 =
0
0 1
No, T is not one-to-one.
 
1 0
Example 36. T : R2 → R3 , T (x) = 0 1  x.
1 −1
• Is T onto R3 ?
   
1 0 b1 1 0 b1
T (x) = b ⇐⇒  0 1 b2  →  0 1 b2 
1 −1 b3 0 0 −b1 + b2 + b3
 
0
Inconsistent for b = 0. So, no, T is not onto R3 .
1
• Is T one-to-one?
From the above we know that T (x) = 0 has only the trivial solution,
x = 0. Thus, T is one-to-one according to the following theorem.
Theorem 37. A linear transformation T is one-to-one if and only if T (x) = 0
has only the trivial solution.
Proof. By linearity
T (v 1 ) = T (v 2 )
⇐⇒ 0 = T (v 1 ) − T (v 2 ) = T (v 1 − v 2 )
Then, T (x) = 0 has only the trivial solution if and only if
v 1 − v 2 = 0 ⇐⇒ v 1 = v 2 .

20
Recall: A linear transformation T : Rn → Rm is one-to-one if and only if
T (x) = 0 has only the trivial solution.
Proof. Suppose that T is one-to-one. We already know that T (0) = 0, so for
any so x 6= 0 we have T (x) 6= 0 . Hence the homogeneous system only has the
trivial solution. Now suppose that T (x) = 0 has only the trivial solution. Let
u, v ∈ Rn such that T (u) = T (v). By linearity

T (u − v) = T (u) − T (v) = 0.

So u − v is a solution of T (x) = 0 . But since T (x) = 0 only has the trivial

solution, we get u − v = 0 , that is u = v. So we conclude that T (u) = T (v)
already implies that u = v.This just means that u 6= vimplies T (u) 6= T (v),
that is, T is one-to-one.
3 2
Above,  onto and one-to-one mappings. We saw that T : R → R ,
 we defined
1 3 1
T (x) = x is onto R2 but not one-to-one.
2 7 3
   
1 3 1 1 0 −2
→
2 7 3 0 1 1

(has a pivot in every row, and a free variable).

 
1 0
Example 38. T : R2 → R3 , T (x) = 0 1  x. Is T onto R3 ? Is T one-to-
1 −1
one?
The reduced Echelon form is
   
1 0 1 0
0 1  → 0 1 .
1 −1 0 0
oneto one. For example, you
It doesn’t have a pivot in every row, so it is not 
0
can check that T (x) = b is inconsistent for b = 0. Since it doesn’t have a
1
free variable, we know that T (x) = 0 has only the trivial solution, x = 0. Thus,
T is one-to-one according to a theorem we have seen above:
Theorem 39. A linear transformation T is one-to-one if and only if T (x) = 0
has only the trivial solution.

Proof. By linearity

T (v 1 ) = T (v 2 )
⇐⇒ 0 = T (v 1 ) − T (v 2 ) = T (v 1 − v 2 )

21
Then, T (x) = 0 has only the trivial solution if and only if

v 1 − v 2 = 0 ⇐⇒ v 1 = v 2 .

The following theorem summarizes what we’ve done.

Theorem 40. Let T : Rn → Rm be a linear transformation, and let A be the
standard matrix for T . Then,

1. T maps Rn onto Rm if and only if the columns of A span Rm .

2. T is one-to-one if and only if the columns of A are linearly independent.

Proof. By the definitions:

1. T maps Rn onto Rm ⇐⇒ Ax = b is consistent for every b ∈ Rm ⇐⇒

the columns of A span Rm .
2. T is one-to-one ⇐⇒ Ax = 0 has only the trivial solution ⇐⇒ the
columns of A are linearly independent.

22