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Chapter 1. Systems of Linear Equations
Chapter 1. Systems of Linear Equations
ThienNV
Definition
A system of m linear equations and n variables ( unknowns):
a11 x1 + a12 x2 + · · · + a1n xn = b1
a x + a x + · · · + a x = b
21 1 22 2 2n n 2
(?) where aij , bi ∈ R
· · ·
a x + a x + · · · + a x = b
m1 1 m2 2 mn n m
a11 a12 ··· a1n
b1
a21 a22 ··· a2n
We say A = the coefficient matrix, b = b2 ,
· · · ··· ··· ··· ..
am1 am2 ··· amn .bm
a11 a12 ··· a1n b1
a21 a22 ··· a2n b2
Ā = [A|b] = A =
···
the augmented matrix.
··· ··· ··· ···
am1 am2 ··· amn bm
Example
(
x + y = 36
is a system of 2 linear equations and 2 variables with
2x + 4y = 100
the augmented matrix:
1 1 36
Ā =
2 4 100
Example
(
x1 − 3x2 + 3x3 + x4 = 9
is a system of 2 equations and 4 variables,
4x2 − x3 = 6
with the augmented matrix
1 −3 3 1 9
Ā =
0 4 −1 0 6
Example
( (
x + y = 36 x = 22
is consistent ( unique solution ).
2x + 4y = 100 y = 14
(
x + y = 36
is inconsistent (no solution).
2x + 2y = 100
Example
x + y − z = 1
Find the solution of 2x − y + z = 5 .
−x + 2y − 2z = −4
x
=2
which has infinite solutions of the form y = −1 + z = −1 + t .
z =t
Definition
The following operations, called elementary operations, can routinely be
performed on systems of linear equations (rows of matrix) to produce
equivalent systems.
1. Interchange two equations/rows.
2. Multiply one equation/row by a nonzero number.
3. Add a multiple of one equation/row to a different equation/row.
Theorem
Suppose that a sequence of elementary operations is performed on a
system of linear equations. Then the resulting system has the same set of
solutions as the original, so the two systems are equivalent.
Example
(
x + 2y = 1
Find the solution of the system .
2x + 3y = 5
The augmented matrix
1 2 1 −2R1 +R2 1 2 1
Ā = →
2 3 5 0 −1 3
−R2 1 2 1
→ .
0 1 −3
Definition
A matrix is said to be in row-echelon if it satisfies the following three
conditions:
(i) All zero rows (consisting entirely of zeros) are at the bottom.
(ii) The first nonzero entry from the left in each nonzero row is a 1,
called the leading 1 for that row.
(iii) Each leading 1 is to the right of all leading 10 s in all rows above it.
A row-echelon matrix is reduced row-echelon if it satisfies:
(iv) Each leading 1 is the only nonzero entry in its column.
Example
1 2 3 4
0 1 −2 1 1 0 0 0
1 2 3 4 0 1 0 0
0 1 0 1 0 0 1 3
0 0 1 0
0 0 2 3 0 0 0 1
0 0 0 0
not row-echelon row-echelon
reduced row-echelon.
but not reduced
Example
1 2 −6 8 1 0 −6 5
0 0 1 3 0 1 2 −3
0 1 −5 6 0 0 0 0
is not in row-echelon. is in reduced row-echelon.
Theorem
Every matrix can be brought to (reduced) row-echelon form by a sequence
of elementary row operations.
Example
2 1 3 −3
Consider the matrix B = 1 −1 2 5 .
−2 5 1 4
The matrix B can be brought to row-echelon as:
1 −1 2 5 1 −1 2 5
R1 ↔R2 −2R1 +R2 , 2R1 +R3
B −→ 2 1 3 −3 −→ 0 3 −1 −13
−2 5 1 4 0 3 5 14
1 −1 2 5 1 −1 2 5
−R2 +R3 1/3R2 ,1/6R3
−→ 0 3 −1 −13 −→ 0 1 −1/3 −13/3 .
0 0 6 27 0 0 1 27/6
Example
1 −2 −1 3
Consider the matrix C = 2 −4 1 0 .
1 −2 −1 −1
Rank of a matrix
Definition
The rank of matrix A is the number of leading 1s in any row-echelon
matrix to which A can be carried by row operations.
Example
1 1 −1 3
Find the rank of A = −1 4 5 −2.
1 6 3 4
Answer:
1 1 −1 3 1 1 −1 3
R1 +R2 , −R1 +R3
A −→ 0 5 4 1 −R−→
2 +R3 0 5 4 1
0 5 4 1 0 0 0 0
Hence rank(A) = 2.
ThienNV Chapter 1. Systems of Linear Equations February 24, 2021 13 / 22
Gaussian Elimination
Theorem
A system of m equations and n variables with coefficient matrix A and
augmented matrix Ā
The system is inconsistent if and only if rank(A) 6= rank(Ā).
The system has unique solution if and only if rank(A) = rank(Ā) = n.
The system has infinite solution if and only if
rank(A) = rank(Ā) < n. In this cases, the system has n − rank(A)
general solutions, the set of solutions described in parametric form
including n − rank(A) parameters.
Example
Find all values of m so that the system
x + y + 3z = 1
−x + 3y + 2z = 3
3x − y + 4z = m
Example
The augmented matrix is given for a system of equations. If the system is
consistent, find the general solution. Otherwise state that there is no
solution.
1 2 −3 −19
0 1 4 4
0 0 0 1
Answer: We can see rank(Ā) = 3, rank(A) = 2. The system has no
solution (inconsistent).
Example
The augmented matrix is given for a system of equations. If the system is
consistent, find the general solution. Otherwise state that there is no
solution.
1 2 −3 8
0 1 4 −3
0 0 0 0
Answer: The system has 3 equations and 3 variables and
Definition
A homogeneous system consists of m linear equations and n variables:
a11 x1 + a12 x2 + · · · + a1n xn = 0
a x + a x + · · · + a x = 0
21 1 22 2 2n n
(?) where aij ∈ R.
· · ·
a x + a x + · · · + a x = 0
m1 1 m2 2 mn n
Example
3x1 − x2 + x3 = 0
2x1 + 4x2 − 5x3 = 0 is a homogeneous system of 3 equations and 3
x1 + 2x2 − x3 = 0
variables.
Note.
1. A homogeneous system always has a trivial solution
(x1 , x2 , · · · , xn ) = (0, 0, · · · , 0).
2. If it has a non-trivial solution, then it has infinite solution.
Theorem
Given a homogeneous solution of m-equation and n-variables with the
coefficient matrix Am×n .
If rank(A) < n, then the system has infinite solutions (solutions can
be formed under n − rank(A) basic solutions).
If rank(A) = n, then the system has only trivial solution.
Example
x1 +2x2 −x3 +2x4 +x5 = 0
Solve the following system x1 +2x2 +2x3 +x5 = 0 .
2x1 +4x2 −2x3 +3x4 +x5 = 0
The coefficient matrix
1 2 −1 2 1 1 2 −1 2 1
−R1 +R2 , −2R1 +R3
A = 1 2 2 0 1 −→ 0 0 3 −2 0 .
2 4 −2 3 1 0 0 0 −1 −1
x1 = −2x2 + x3 − 2x4 − x5
1 2 −1
2 1
= −2t + 1/3s
→ 0 0 1 −2/3 0 .
x
0 0 0 1 1 2 =t
x3 = 2/3x4 = −2/3s
Rank(A) = 3.
x4 = −x5 = −s
The system has infinite
x5 =s
solution:
ThienNV Chapter 1. Systems of Linear Equations February 24, 2021 20 / 22
Homogeneous Systems
Example
Find all values of a such that the homogeneous system
x − 2y + z = 0
x − y + 3z = 0
2x + ay + 4z = 0
Exercises