Simultaneous Linear Equations

• A system of linear equations in commonly arises in various applications.

Equations in the same number of unknown are usually written as:

a11x1 + a12x2 + . . . + a1nxn = b1

a21x1 + a22x2 + . . . + a2nxn = b2
. . . .
an1x1 + an2x2 + . . . + annxn = bn

• where the aii’s are coefficients, bi’s are constants and xi’s are the
unknowns to be solved.
where the aii’s are coefficients, bi’s are constants and xi’s are the unknowns to be solved.
Simultaneous Linear Equations
The system of equations can be written more compactly in matrix form as AX = B, where A
the coefficient
• The systemmatrix, X the matrix
of equations of unknowns
can be and Bcompactly
written more the matrix ofinconstants.
matrix Shown belo
the literal
form asform
AX =ofB,
this matrixAequation.
where Note that ifmatrix,
is the coefficient we follow
X the
thematrix
matrix multiplication
of proc
and the equality
unknowns of matrices,
and we have
B the matrix the original system
of constants. of equation.
In the literal form:
a11 a12 ... a1n x1 b1
a21 a22 ... a2n x2 = b2
. . . . .
an1 an2 ... ann xn bn

For example, the system of 3 equations in 3 unknowns can be written in matrix form as sho
• Note that if we follow the matrix multiplication process and the
equality of matrices, we have the original
x + x + 3x = 12 1
system
1 3
of equation
x 12
1 2 3 1

3x1 + 2x2 + x3 = 10 3 2 1 x2 = 10
 Transpose of a Matrix
ANSPOSE OF A MATRIX
• The transpose of matrix A, written as AT, is formed by interchanging
the
e transpose of rows
matrixand columns
A, written as Aof
T A.
, is formed by interchanging the rows and columns of A.
r example:
A = a11 a12 a13 a11 a21
a21 a22 a23 AT = a12 a22
a13 a23
general, if A = [aij], then AT = [aji].
• In general, if A = [aij], then AT = [aji].

E INVERSE OF A MATRIX

the algebra, division of b by a is the same as multiplication by the reciprocal of a (or a-1), i.e.,
a = ba-1 = a-1b. Unless a is zero, there is always a unique reciprocal (or inverse) of a. The
SE OF A MATRIX
Inverse of a Matrix
bra, division of b by a is the same as multiplication by the reciprocal of a (or a-1), i.e.,
= a-1b. Unless a is zero, there is always a unique reciprocal (or inverse) of a. The
roperty•ofAnthe
square
inversematrix
is that A
aaof
-1 order
= a-1a = n1.isItcalled
will be nonsingular if therethat
shown in this section exist
for a unique
matrix
are matrices B of the same
(nonsingular) we canorder
find ann,inverse
such that
whichAB has=analogous
BA = I. properties:
• B is called the inverse of A and is also written as A-1 . If A-1 does not exist,
then
AA-1we
= Asay
-1
A matrix
= I A is singular.
• So, for any nonsingular matrix A, there exists an inverse A-1, such that
matrix A of order n is called nonsingular if there exist a unique matrix B of the same
ch that AB = BA = I. B is calledAA
-1 = A-1A = I
the inverse of A and is also written as A-1. If B does
Example:
hen we•say matrix A is singular.
1 2 a b 1 2 a b 1 0
ind the inverse of A =. 3 4 , Let A-1 = c d , then 3 4 c d = 0 1
matrix multiplication,
• By solving the simultaneous equations a+2c =1, b+2d=0, 3a+4c=0 &
3b+4d
a + 2c = 1 = 1, we
b +have
2d = 0aa == -2
-2, bb== 1,
1 c = 1.5 & d -2
= -0.5.
1 W
3a + 4c = 0 and 3b + 4d = 1 à c = 3/2 d = -1/2 à A-1 = 3/2 -1/2
QUIVALENT MATRICES
Equivalent Matrices
e have shown that we can write a system of linear equations in matrix form. If we combine
atrix of coefficients A and the matrix of constants B, we form an augmented matrix [A|B],
• If we combine the matrix of coefficients A and the matrix of constants
here for the example below, we have now a 3 x 4 matrix.
B, we form an augmented matrix [A|B]. For example.
x1 + x2 + 3x3 = 12 1 1 3 12
3x1 + 2x2 + x3 = 10 [A|B] = 3 2 1 10
4x1 + 2x2 + x3 = 11 4 2 1 11
• We can manipulate a system of equations by (1) exchanging positions,
(2) multiplying an equation by a constant, and (3) adding to an
equation another equation multiplied by a constant.
• That process aims to simplify the system of equation to a form where
can easily solve (or see) the unknown x’s
 ith no effect on the result, we can manipulate the system of equations by (1) exchange
process(2)
ositions, aims to simplify
multiply the by
an equation system of equation
a constant, toanother
and (3) add a formequation
where can easilybysolve
multiplied a (or
nknown
onstant Solution of Simultaneous Linear Equations
to x’s. We can do the same process for the augmented matrix, resulting to an
an equation.
alent matrix, where the A part is an upper triangular matrix (row echelon form) or
hat process aims to simplify the by Equivalent
system
ty matrix (reduced row echelon form). of equation to Matrices
a form where can easily solve (or see)
e unknown x’s. We can do the same process for the augmented matrix, resulting to an
• We can do the same process for the augmented matrix, resulting to an
quivalent matrix, where the A part is an upper triangular matrix (row echelon form) or is an
equivalent matrix,
1 arow
entity matrix (reduced a13where
12' echelon bthe
' form).1' A part is an upper1 triangular
0 0 matrix
b1"(row
echelon form) or is an identity matrix (reduced row echelon form).
0 1 a23' b2 ' 0 1 0 b2"
1 a12' a13' b1 ' 1 0 0 b
0 0 1 b3 , 0 0 1" 1 b3"
0 1 a23' b2 ' 0 1 0 b2"
0 0 1 b3 , 0 0 1 b3"
uivalent matrices, we can translate it back to the form of the system of equations, t
• we can translate it back to the form of the system of equations
s equivalent matrices, we can translate it back to the form of the system of equations, that
ves x1 + a12’x2 + a13’x3 = b1’ x1 = b 1 ”
x1 + a12’x2x+2 a+13a’x233 ’x
=b 3 1=
’ b2 ’ x1 = b1”x2 = b2”
x2 + a23’x3 =xb3 2=’ b3’ x2 = b2”x3 = b3”
x3 = b 3 ’ x3 = b 3 ”
 Solution of Simultaneous Linear Equations
System of linear equations R3/-5 R2ßàR3
X1 + 2x2 + 3x3 = 6 1 2 3 | 6
2X1 – 3x2 + 2x3 = 14 0 1 2 | 4
3X1 + x2 – x3 = 6 0 -7 -4 | 2
We form the augmented matrix R1-2R2 R3+7R2
1 2 3 | 6 1 0 -1 | -2
2 -3 2 | 14 0 1 2 | 4
3 1 -1 | -2 0 0 10 | 30
R2–2R1 R3–3R1 R3/10 R1+R3 R2-2R3
1 2 3 | 6 1 0 0 | 1
0 -7 -4 | 2 0 1 0 | -2
0 -5 -10 | -20 0 0 1 | 3
The solution is x1 = 1, x2 = -2, x3 = 3
Gaussian Elimination and Gauss-Jordan Reduction
• We perform elementary row operations on augmented matrix [A|B]
to reduce A to an upper triangular matrix, where the constants bi, are
also transformed to bi’. This gives the last value xn = b’n, and by back
substitution, the rest of the unknown up to x1 can be calculated. This
is called the Gaussian Elimination Method
• By the Gauss-Jordan method, (as in the last example) the array of
coefficients is reduced to an identity matrix with the resulting values
of b1’, b2’, .. bn’ automatically become the solution x1, x2, …, xn.
• We illustrate the procedure in the following system of equations
2x1 – 4x2 + x3 = -9
4x1 + 2x2 – 3x3 = 17
x1 – x2 + 5x3 = -11
Gaussian Elimination Gauss-Jordan Method

R1/2 2 -4 1 | -9 R1/2 2 -4 1 | -9
4 2 -3 | 17 4 2 -3 | 17
1 -1 5 | -11 1 -1 5 | -11

1 -2 0.5 | -4.5 1 -2 0.5 | -4.5

R2-4R1 4 2 -3 | 17 R2-4R1 4 2 -3 | 17
R3-R1 1 -1 5 | -11 R3-R1 1 -1 5 | -11

1 -2 0.5 | -4.5 1 -2 0.5 | -4.5

R2/10 0 10 -5 | 35 R2/10 0 10 -5 | 35
0 1 4.5 | -6.5 0 1 4.5 | -6.5

1 -2 0.5 | -4.5 R1+2R2 1 -2 0.5 | -4.5

 1 -2 0.5 | -4.5 R1+2R2 1 -2 0.5 | -4.5
0 1 -0.5 | 3.5 0 1 -0.5 | 3.5
R3-R2 0 1 4.5 | -6.5 R3-R2 0 1 4.5 | -6.5

1 -2 0.5 | -4.5 1 0 -0.5 | 2.5

0 1 -0.5 | 3.5 0 1 -0.5 | 3.5
R3/5 0 0 5 | -10 R3/5 0 0 5 | -10

1 -2 0.5 | -4.5 R1+0.5R3 1 0 -0.5 | 2.5

0 1 -0.5 | 3.5 R2+0.5R3 0 1 -0.5 | 3.5
0 0 1 | -2 0 0 1 | -2

x3 = -2 1 0 0 | 1.5
x2 = 3.5 + 0.5(-2) = 2.5 0 1 0 | 2.5
x1 = -4.5 + 2(2.5) -0.5(-2) = 1.5 0 0 1 | -2
 Matrix Inversion Based on Equivalence
• Any nonsingular n x n matrix can be reduced to an equivalent I, by
performing operations similar to what is done for a system of linear
equations.
• We refer to these as elementary row operations and consists of 3 types
• Interchange 2 rows
• Multiply a row by a constant
• Add c times a row to another row
• A nonsingular matrix A is a product of this processes that leads to I.
• By performing the same process to I, it will be reduced to A-1.
• To determine A-1, augment A with I to form [A|I], and perform the series
of elementary row operations that transform the matrix to [I|A-1].
 1 1 1 1 0 -1 | 2 -1 0
Example: Determine
0 1 2 | -1 1 0
theDetermine
inverse of A = 1 11 12 3 1 0 -1 | 2 -1 0
Example: R3 * -1 0 0 -1 | 1 -1 1
0 1 2 | -1 1 0
the inverse of A = 1 20 31 1
R3 * -1 0 0 -1 | 1 -1 1
1 1 1 0 |1 1 1 0 0 R1 + R3 1 0 -1 | 2 -1 0
R2 - R1 1 2 3 | 0 1 0 R1 + R2 - 2R3
R3 1
0 1
0 -1
2 |
| 2 -1
-1
0
1 0
1 1 1 | 1 0 0
R2 - R1 1 20 31 |1 0| 10 00 1 R2 - 2R3 0 10 20 |1 -1| 1-1 01 -1
0 1 1 | 0 0 1 0 0 1 | -1 1 -1
R1 - R2 1 1 1 | 1 0 0 1 0 0 | 1 0 -1
R1 - R2 1 10 11 |2 1| 0-1 01 0 1 00 01 |0 1| 01 -1-1 2
R3 - R2
0 10 21 |1 -1| 10 00 1 0 10 00 |1 1| -1-1 21 -1
R3 - R2 0 -11 1 | 0 0 1 0 0 1 | -1 1 -1
Check if AA = I
Check if AA-1 = I
1 1 1 1 0 -1 1 0 0
`1 3 2 0 0
1 1 12 1 01 -1-1 1= 0 01
`1 20 31 1 1 -1-1 21 -1 = 0 10 00 1
 0 0 1 -1 1 -1
Check if AA-1 = I
Solution of Simultaneous Equations by
1 1 1 1 0 -1 1 0 0
`1 2 3Matrix Inverse
1 -1 2 = 0 1 0
0 1 1 -1 1 -1 0 0 1
• A system of simultaneous linear equations can be written in matrix
form as AX = B.
• Pre-multiplying both sides
A system of simultaneous byequations
linear A-1, we have
can beAwritten
-1AX = A-1B or IX = A-1B
in matrix form as AX = B . Pre-
or X = A-1Bboth
multiplying . sides by the inverse of A, we have A-1AX = A-1B. or IX = A-1B or X = A-1B
means
• This that bythat
means determining the inverse
by determining of inverse
the the coefficient
of thematrix A, we can
coefficient determine the
matrix
-1
A, we can determine the matrix of unknown X using X = AB,-1Bor
of unknown X, and thus solve the system of equation using X = A

x1 a11' a12' a13' b1

x2 = a21' a22' a23' b2
x3 a31' a32' a33' b3

There are other means of obtaining the inverse matrix and those involve the use of anoth
 Solution of Simultaneous Equations by
Matrix Inverse: Example
• Given the simultaneous linear equations
x1 + x2 + x3 = 7 1 1 1 7
x1 + 2x2 + 3x3 = 8 A = 1 2 3 B= 8
x2 + x3 = 3 0 1 1 3
• From the previous example
1 0 -1
A-1 = 1 -1 2
-1 1 -1
• The solution to the the set of linear equations is
x1 1 0 -1 7 4
X = x2 = 1 -1 2 8 = 5
x3 -1 1 -1 3 -2
 Practice Problems
• Determine the inverse of the following matrix
1 2 3
A = 1 3 1
1 3 2

• Solve the following system of equations using Gaussian elimination.

3x1 + x3 + 2x3 = 4
2x1 + x3 + 2x3 = 2
x1 + 2x3 + 3x3 = 3