Topic 1: System of Equations

FIN2009 Management Mathematics

Department of Finance
National Taiwan University

Dr. Sandy Lai

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 Definition of a linear equation
The most general linear equation is,
a1 x1  a2 x2 an xn  b (1)
• where there are n unknowns, x1, x2 ,…, xn , and a1, a2 ,…, an , b are
all known numbers.
What makes the equation linear?
• Unknowns only occur in numerators.
• Unknowns are only to the first power.
• There are no products of unknowns.
Here are a couple of examples of linear equations.
• 6𝑥 8𝑦 10𝑧 3
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• 7𝑥
9
𝑥 1

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 The solution set of a single linear equation
What is the solution set of a single linear equation?
• A solution set for Eq. (1) is a set of numbers t1, t2 ,…, tn such
that if we set x1 = t1, x2 = t2 ,…, xn = tn, then Eq. (1) will be
satisfied.
The solution set to a single linear equation:
• If it contains at least two variables with non-zero
coefficients, we will have an infinite number of solutions.
• If there is one non-zero coefficient, then there will be a single
solution.
• If there is no non-zero coefficient, then there will be a single
solution if b =0 or no solution if b is not 0.

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Example: solution set to a single equation
Example 1: Find the solution set for 6x  8 y +10z = 3.
Solution:
3 3 4
𝑥 𝑡 , 𝑦 𝑠 , 𝑧 𝑡 𝑠
10 5 5
The variables that we got to choose for values (i.e., x and y) are
sometimes called free variables.

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 A system of linear equations
A system of linear equations is a collection of two or more
linear equations. The system may have
• the same number of equations as unknowns,
• more equations than unknowns, or
• fewer equations than unknowns.
A solution set to a system with n unknowns, x1, x2 ,…, xn, is a set
of numbers, t1, t2 ,…, tn, such that if we set x1 = t1, x2 = t2 ,…, xn =
tn, then all of the equations in the system will be satisfied.
• That is, the set of numbers t1, t2 ,…, tn is a solution to each of
the individual equations in the system.

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Example: A system of two equations with two
unknowns a single solution case
This system of equations has only one solution ( 3, 5).
• 2x + 3y = 9
• x  2 y =  13

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Example: A system of two equations with two
unknowns  no solution case
This system of equations can’t possibly have a solution.
• x  4 y = 10
• x4y=3

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Example: A system of two equations with two
unknowns infinitely many solutions case
This system of equations has infinitely many solutions.
•  2x+ y = 8
• 8x  4 y =  32

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A system of two equations with three unknowns
The solution to the system will represent the point(s) where all
the planes will intersect.
In the no solution case, there are no point(s) where all the
planes given by the equations of the system intersect.
• It can be that any two of the planes intersect, but there is no
point at which all of the planes intersect.
In the one solution case, the planes intersect at a point.
In the infinitely many solutions case, we can have one of two
scenarios:
• these planes intersect along a line, or
• the equations give the same plane.

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 A system of linear equations:
Three possibilities for solutions
So, in a system of two equations with two unknowns, we know
that we have one of three possible solutions. It turns out that
this is in fact the case for a general system.

Theorem 1: Given a system of n equations and m unknowns,

there will be one of three possibilities for solutions to the
system.
• 1. There will be no solution.
• 2. There will be exactly one solution.
• 3. There will be infinitely many solutions.

If there is no solution to the system, we call the system

inconsistent. If there is at least one solution to the system, we
call it consistent. 10
 A system of linear equations
A simplified way of writing the system of equations.
𝑎 𝑥 𝑎 𝑥 ⋯ 𝑎 𝑥 𝑏
𝑎 𝑥 𝑎 𝑥 ⋯ 𝑎 𝑥 𝑏
⋮
𝑎 𝑥 𝑎 𝑥 ⋯ 𝑎 𝑥 𝑏

• The unknowns are x1, x2 ,…, xm.

• The aij and bi are known numbers.
• The first subscript, i, of aij denotes the equation that the
subscript is in. The second subscript, j, denotes the unknown
that it multiples. For instance, a36 would be the coefficient of
x6 in the third equation.
Any system of equations can be written as an augmented
matrix.
• A matrix is just a rectangular array of numbers.
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 Augmented and coefficient matrices
Here is the augmented matrix for the general system.
𝑎 𝑎 … 𝑎 𝑏
𝑎 𝑎 … 𝑎 𝑏
⋮ ⋮ ⋱ ⋮ ⋮
𝑎 𝑎 ⋯ 𝑎 𝑏

If we don’t tack the bi’s, we will have the coefficient matrix of

the system:

𝑎 𝑎 … 𝑎
𝑎 𝑎 … 𝑎
⋮ ⋮ ⋱ ⋮
𝑎 𝑎 ⋯ 𝑎

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 Elementary row operations
To solve systems of equations, our main tools will be the three
elementary row operations.
Row Operation Equation Operation Notation
Multiply row i by the Multiply equation i by c Ri
constant c the constant c
Interchange rows i and j Interchange equations i Ri ↔ Rj
and j
Add c times row i to Add c times equation i Rj + c Ri
row j to equation j
• In the third operation, only row (equation) j actually
changes. When we say that we add c time a row to another
row, we really mean that we add corresponding entries of
each row.
• Question: Will elementary row operations change the
solution to a system of equations?
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 Reduced row-echelon
Definition 1: A matrix is said to be in reduced row-echelon form
if it satisfies all four of the following conditions.
• (1) If there are any rows of all zeros, then they are at the
bottom of the matrix.
• (2) If a row does not consist of all zeros, then its first non-zero
entry (i.e. the leftmost non-zero entry) is a 1. This 1 is called a
leading 1.
• (3) In any two successive rows, neither of which consists of all
zeroes, the leading 1 of the lower row is to the right of the
leading 1 of the higher row.
• (4) If a column contains a leading 1, then all the other entries of
that column are zero.
Definition 2: A matrix is said to be in row-echelon form if it
satisfies items (1) – (3) of the reduced row-echelon form definition.

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 Example: Reduced row-echelon form
The following matrices are all in reduced row-echelon form.

0 1 0 8
1 0 0 0 0 0 1 5
0 1 0 0 0 0 0 0
1 7 10 1 9 0 0 2
0 0 0 0 0 1 0 16
0 0 0 0 0 0 0 3
0 0 0 1 1

The following matrices are all in row-echelon form, but none are in
reduced row-echelon form.
1 6 9 1 0 1 8 10 5 3
0 0 1 4 5 0 1 13 9 12
0 0 0 1 2 0 0 0 1 1
0 0 0 0 0
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 Gauss-Jordan Elimination
Gaussian Elimination: Reduce the augmented matrix to row-
echelon form.
Gauss-Jordan Elimination: Reduce the augmented matrix to
reduced row-echelon form.

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 Example: Gauss-Jordan Elimination
Example: Use Gaussian Elimination and Gauss-Jordan Elimination
to solve the following system of linear equations.
2𝑥 𝑥 𝑥 4
𝑥 2𝑥 3𝑥 13
3𝑥 𝑥 1
Solution:
• Let’s start off by getting the augmented matrix for this system.
2 1 1 4
1 2 3 13
3 0 1 1

• Use row operations to change the matrix into row-echelon form.

2 1 1 4 1 2 3 13
𝑅 ↔𝑅
1 2 3 13 2 1 1 4
→
3 0 1 1 3 0 1 1
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 1 2 3 13 𝑅 2𝑅 1 2 3 13
2 1 1 4 𝑅 3𝑅 0 5 5 30
3 0 1 1 → 0 6 8 40
1 2 3 13 1 2 3 13
0 5 5 30 𝑅 0 1 1 6
0 6 8 40 → 0 6 8 40
1 2 3 13 1 2 3 13
𝑅 6𝑅
0 1 1 6 0 1 1 6
→
0 6 8 40 0 0 2 4
1 2 3 13 1 2 3 13
0 1 1 6 𝑅 0 1 1 6
0 0 2 4 → 0 0 1 2
1 2 3 13 𝑥 2𝑥 3𝑥 13
0 1 1 6 ⇒ 𝑥 𝑥 6
0 0 1 2 𝑥 2
So, x3 = 2. Plugging this into the second equation gives x2 = 4.
Plugging both values into the first equation gives x1 = −1.
This substitution process is called back substitution.
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We can further reduce the matrix into reduced row-echelon form.
1 2 3 13 𝑅 3𝑅 1 2 0 7
0 1 1 6 𝑅 𝑅 0 1 0 4
0 0 1 2 → 0 0 1 2
1 2 0 7 1 0 0 1
𝑅 2𝑅
0 1 0 4 0 1 0 4
→
0 0 1 2 0 0 1 2
1 0 0 1 𝑥 1
0 1 0 4 ⇒ 𝑥 4
0 0 1 2 𝑥 2
There are many paths we could take to do this problem. The path
we chose would affect the row-echelon form of the matrix.
However, there is only one reduced row-echelon form of a given
matrix no matter what path we chose to take to get to that point.

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 Example: No solution case
Example: Solve the following system of linear equations.
𝑋 2𝑋 3𝑋 2
𝑋 𝑋 2𝑋 3
2𝑋 𝑋 3𝑋 1
Solution:

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 Example: Infinitely many solutions case
Example: Solve the following system of linear equations.
𝑋 2𝑋 3𝑋 2
𝑋 𝑋 2𝑋 3
2𝑋 𝑋 3𝑋 7

Solution:

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 Example: A single solution case
Example: Solve the following system of linear equations.
3𝑥 4𝑥 10
5𝑥 8𝑥 17
3𝑥 12𝑥 12
Solution:

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 Homogeneous systems of linear equations
Definition 3: A system of n linear equations in m unknowns in
the following form is called a homogeneous system.

𝑎 𝑥 𝑎 𝑥 ⋯ 𝑎 𝑥 0
𝑎 𝑥 𝑎 𝑥 ⋯ 𝑎 𝑥 0
⋮
𝑎 𝑥 𝑎 𝑥 ⋯ 𝑎 𝑥 0

• The one characteristic that defines a homogeneous system is

the fact that all the equations are set equal to zero.
• It is clear that we will have at least one solution to the
homogeneous system of equations. That is,
𝑥 0 𝑥 0 𝑥 0 … 𝑥 0

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 A homogeneous system of linear equations:
Two possibilities for solutions
Theorem 1A: Given a homogeneous system of n equations and m
unknowns, there will be one of two possibilities for solutions to the
system.
• (1) There will be exactly one solution. This solution is called the
trivial solution: x1=0, x2=0, x3=0, … , xm=0.
• (2) There will be infinitely many non-zero solutions (in addition to
the trivial solution).
• In a “non-zero solution,” at least one of the xi’s in the solution
is not equal to zero.

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A homogeneous system of linear equations:
A special case
Theorem 2: Given a homogeneous system of n linear equations
in m unknowns, if m > n (i.e. there are more unknowns than
equations), there will be infinitely many solutions to the system.

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