Lesson 2

𝑎11 ∙ 𝑥1 + 𝑎12 ∙ 𝑥2 + 𝑎13 ∙ 𝑥3 + ⋯ + 𝑎1𝑛 ∙ 𝑥𝑛 = 𝑏1

System of linear equations:
𝑎21 ∙ 𝑥1 + 𝑎22 ∙ 𝑥2 + 𝑎23 ∙ 𝑥3 + ⋯ + 𝑎2𝑛 ∙ 𝑥𝑛 = 𝑏2
𝑎31 ∙ 𝑥1 + 𝑎32 ∙ 𝑥2 + 𝑎33 ∙ 𝑥3 + ⋯ + 𝑎3𝑛 ∙ 𝑥𝑛 = 𝑏3
…
…
𝑎𝑚1 ∙ 𝑥1 + 𝑎𝑚2 ∙ 𝑥2 + 𝑎𝑚3 ∙ 𝑥3 + ⋯ + 𝑎𝑚𝑛 ∙ 𝑥𝑛 = 𝑏𝑚

𝑎11 𝑎12 ⋯ 𝑎1𝑛 𝑏1

Augmented matrix: 𝑎21
⋮
𝑎22
⋮
⋯ 𝑎2𝑛
⋯ ⋮
𝑏2
⋮
𝑎𝑚1 𝑎𝑚2 ⋯ 𝑎𝑚𝑛 𝑏𝑚
Row reduction Row equivalent
1 0 ∗ 0 0
0 1 ∗ 0 0
Reduced echelon form: 0 0 0 1 0
0 0 0 0 1
Pivot / Pivot columns

No / One / ∞ solutions
 Span/Udspænd

Definition of Span

𝑆𝑝𝑎𝑛 𝒗1 , … , 𝒗𝑝 is all the vectors that can be written as a linear combination

of the vectors 𝒗1 , … , 𝒗𝑝 :

𝒃 𝜖 𝑆𝑝𝑎𝑛 𝒗1 , … , 𝒗𝑝 ⇔ 𝑐1 𝒗1 + ⋯ + 𝑐𝑝 𝒗𝑝 = 𝒃 ⇔ Solution to Linear Equation System

 Geometric Description of Span
𝑆𝑝𝑎𝑛{𝒗1 }

𝒗𝟏
−3 2 𝑆𝑝𝑎𝑛 𝒗1 = Straight line in ℝ3
𝒗1 = 1 𝒗2 = 5
2 1 𝑆𝑝𝑎𝑛 𝒗1 , 𝒗2 = Plane in ℝ3

4
𝒃 = 0 ∉ 𝑆𝑝𝑎𝑛 𝒗1 , 𝒗𝟐 𝑆𝑝𝑎𝑛 𝒗1 , 𝒗2 , 𝒃 = ℝ3
Span 𝐮, 𝐯
5 𝑆𝑝𝑎𝑛{𝒗1 , 𝒗2 }

𝟓𝒗1

𝟑𝒗1
−7 𝒃 d
𝒗1
𝒅 = 8 = 3𝒗1 + 𝒗2 𝜖 𝑆𝑝𝑎𝑛 𝒗1 , 𝒗𝟐
𝒗2 𝟐𝒗2
7 𝟑𝒗2

𝑆𝑝𝑎𝑛 𝒗1 , 𝒗2 , 𝒅 = 𝑆𝑝𝑎𝑛 𝒗1 , 𝒗2
 𝑎11 𝑎12 ⋯ 𝑎1𝑛 𝑥1 𝑏1
𝑎21 𝑎22 ⋯ 𝑎2𝑛 𝑥2 𝑏2
𝐴𝒙 = ⋮ ⋮ ⋮ ∙ ⋮ = ⋮ =𝒃
𝑎𝑚1 𝑎𝑚2 ⋯ 𝑎𝑚𝑛 𝑥𝑛 𝑏𝑚
 2 x 3 matrix
1 2 −1 1 2 −1
Ex 1 𝐴= = 𝒂1 𝒂𝟐 𝒂𝟑 ; 𝒂1 = 𝒂2 = 𝒂3 = 𝜖 ℝ2
0 −5 3 0 −5 3

𝑥1
𝒙 = 𝑥2 𝜖 ℝ3
𝑥3
𝑥1
𝐴𝒙 = 𝒂1 𝒂𝟐 𝒂𝟑 𝑥2 = 𝑥 𝒂 + 𝑥 𝒂 + 𝑥 𝒂 = 𝑥 1 + 𝑥 2 + 𝑥 −1
1 1 2 2 3 3 1 2 3
𝑥3 0 −5 3
𝑥1 + 2𝑥2 − 𝑥3
= = 𝒃 𝜖 ℝ2
−5𝑥2 + 3𝑥3

𝑥1
1 2 −1 𝑥 𝑥1 + 2𝑥2 − 𝑥3
𝐴𝒙 = 2 = = 𝒃 𝜖 ℝ2
0 −5 3 𝑥3 −5𝑥2 + 3𝑥3

(i’te række i 𝐴)𝒙 = i’te række i 𝒃

 OBS:
#Columns in 𝑨 = #Rows in 𝒙

Vector
in ℝ𝒎

Note:
𝑎11 ∙ 𝑥1 + 𝑎12 ∙ 𝑥2 + 𝑎13 ∙ 𝑥3 + ⋯ + 𝑎1𝑛 ∙ 𝑥𝑛
𝐴=
𝑎21 ∙ 𝑥1 + 𝑎22 ∙ 𝑥2 + 𝑎23 ∙ 𝑥3 + ⋯ + 𝑎2𝑛 ∙ 𝑥𝑛
and 𝐴𝒙 = ∈ ℝ𝒎
⋮
𝑎𝑚1 ∙ 𝑥1 + 𝑎𝑚2 ∙ 𝑥2 + 𝑎𝑚3 ∙ 𝑥3 + ⋯ + 𝑎𝑚𝑛 ∙ 𝑥𝑛
Matrix equation: 𝐴𝒙 = 𝒃

Solve the matrix equation: 𝐴𝒙 = 𝒃

𝑥1
That is, find 𝒙 = 𝑥 so 𝐴𝒙 = 𝒃
2
 2 8 𝑥1 4
Ex 2 𝐴= ; 𝒙= 𝑥 ; 𝒃=
1 3 2 1

Matrix 2 8 𝑥1 4 Vector
Equation 𝐴𝒙 = 𝒃 ⇔ 𝑥 = ⇔ 𝑥1 𝒂1 + 𝑥2 𝒂2 = 𝒃 Equation
1 3 2 1

2𝑥1 + 8𝑥2 = 4 System of

⇔ Linear Equations
𝑥1 + 3𝑥2 = 1

Augmented 2 8 4 1 0 −2
matrix ~ ⟹ 𝑥1 = −2; 𝑥2 = 1
1 3 1 0 1 1

2 8 −2 2 8 4
⟹ 𝐴𝒙 = = −2𝒂1 + 𝒂2 = −2 + = =𝒃
1 3 1 1 3 1
Theorem 1.3
If 𝐴 is an m x n matrix with columns 𝒂𝟏 , 𝒂𝟐 , ⋯ , 𝒂𝒏 , and if 𝒃 is in ℝ𝑚 the matrix equation
𝐴𝒙 = 𝒃 OBS:
#Columns in 𝐴 = #Rows in 𝒙
has the same solution set as the vector equation #Rows in 𝐴 = #Rows in 𝒃

𝑥1 ∙ 𝒂𝟏 + 𝑥2 ∙ 𝒂𝟐 + ⋯ + 𝑥𝑛 ∙ 𝒂𝒏 = 𝒃

which, in turn, has the same solution set as the system of linear equations

𝑎11 ∙ 𝑥1 + 𝑎12 ∙ 𝑥2 + 𝑎13 ∙ 𝑥3 + ⋯ + 𝑎1𝑛 ∙ 𝑥𝑛 = 𝑏1

𝑎21 ∙ 𝑥1 + 𝑎22 ∙ 𝑥2 + 𝑎23 ∙ 𝑥3 + ⋯ + 𝑎2𝑛 ∙ 𝑥𝑛 = 𝑏2
⋮
𝑎𝑚1 ∙ 𝑥1 + 𝑎𝑚2 ∙ 𝑥2 + 𝑎𝑚3 ∙ 𝑥3 + ⋯ + 𝑎𝑚𝑛 ∙ 𝑥𝑛 = 𝑏𝑚

whose augmented matrix is

𝒂𝟏 𝒂𝟐 ⋯ 𝒂𝒏 𝒃
Note:

𝑥1 ∙ 𝒂𝟏 + 𝑥2 ∙ 𝒂𝟐 + ⋯ + 𝑥𝑛 ∙ 𝒂𝒏 = 𝒃

 𝒃 is a linear combination of the columns of 𝐴

 𝒃 ∈ 𝑆𝑝𝑎𝑛{𝒂𝟏 , 𝒂𝟐 , ⋯ , 𝒂𝒏 }

 𝐴𝒙 = 𝒃 has solutions if and only if 𝒃 ∈ 𝑆𝑝𝑎𝑛{𝒂𝟏 , 𝒂𝟐 , ⋯ , 𝒂𝒏 }

 1 3 4 𝑏1
Ex 3 𝐴 = −4 2 −6 = 𝒂1 𝒂𝟐 𝒂𝟑 ; 𝒃 = 𝑏2 ;
−3 −2 −7 𝑏3

Har 𝐴𝒙 = 𝒃 løsninger for alle 𝒃?

1 3 4 𝑏1 1 3 4 𝑏1 1 3 4 𝑏1
−4 2 −6 𝑏2 ~ 𝑟2 + 4𝑟1 0 14 10 4𝑏1 + 𝑏2 ~ 0 14 10 4𝑏1 + 𝑏2
−3 −2 −7 𝑏3 𝑟3 + 3𝑟1 0 7 5 3𝑏1 + 𝑏3 2𝑟3 − 𝑟2 0 0 0 2𝑏1 − 𝑏2 + 2𝑏3

Løsninger:
1
2𝑏1 − 𝑏2 + 2𝑏3 = 0 ⇒ Uendeligt mange løsninger  f.eks.: 𝒃 = 4
1
1
2𝑏1 − 𝑏2 + 2𝑏3 ≠ 0 ⇒ Ingen løsninger  f.eks.: 𝒃 = 4
2
Theorem 1.4
 Theorem 1.5

Fx.
2 −3 2 −3 2 −3 2 2 −3 −3 7 −6 1
+ = + = + =
−4 1 −1 0 −4 1 −1 −4 1 0 −9 12 3

5 3 4 5 3 4 23 −69
−3 = −3 = −3 =
0 1 1 0 1 1 1 −3
 Homogeneous Linear System: 𝐴𝒙 = 𝟎

Inhomogeneous Linear System: 𝐴𝒙 = 𝒃 ≠ 𝟎

Theorem 1.2: Existence an Uniqueness Theorem

A linear system is consistent if and only if the rightmost column of the

augmented matrix is not a pivot column – that is, if and only if an echelon
form of the augmented matrix has not rows of the form:
0 … 0 𝑏 with 𝑏 ≠ 0

If a linear system is consistent, then the solution set contains either:

i. A unique solution, when there are no free variables – that is, all except
the last column are pivot columns.
ii. Infinitely many solutions, when there is a least one free variable – that
is, at least one column besides the last one is not a pivot column.
 𝟎
Homogeneous matrix equation: 𝐴𝒙 = 𝟎 = ⋮
𝟎

 Allways the trivial solution: 𝒙 = 𝟎

 Nontrivial solution (𝒙 ≠ 𝟎) if and only if at least one free variable

 ∞ many solutions
non-pivot column
Ex 4: Homogeneous equation 𝐴𝒙 = 𝟎
3𝑥1 + 5𝑥2 − 4𝑥3 = 0 3 5 −4 𝑥1 0
−3𝑥1 − 2𝑥2 + 4𝑥3 = 0 ⟺ −3 −2 4 ∙ 𝑥2 = 0 = 𝟎
6𝑥1 + 𝑥2 − 8𝑥3 = 0 6 1 −8 𝑥3 0

3 5 −4 0 3 5 −4 0 3 0 −4 0 1 0 −4/3 0
−3 −2 4 0 ~ 0 3 0 0 ~ 0 1 0 0 ~ 0 1 0 0
6 1 −8 0 0 −9 0 0 0 0 0 0 0 0 0 0

4
⟹ 𝑥1 − 𝑥3 = 0; 𝑥2 = 0; 𝑥3 = 𝑥3
3

4 4
𝑥1 𝑥3
3 3
𝑥
 𝒙 = 2 = 0 = 𝑥3 0 = 𝑥3 𝒗  Straight line in ℝ3
𝑥3 𝑥3 1 𝑥3 𝜖 ℝ
 Ex 5: Inhomogeneous equation 𝐴𝒙 = 𝒃
3𝑥1 + 5𝑥2 − 4𝑥3 = 7 3 5 −4 𝑥1 7
−3𝑥1 − 2𝑥2 + 4𝑥3 = −1 ⟺ −3 −2 4 ∙ 𝑥2 = −1
6𝑥1 + 𝑥2 − 8𝑥3 = −4 6 1 −8 𝑥3 −4

4 4
3 5 −4 7 1 0 −4/3 −1 𝑥1 − 𝑥3 = −1 𝑥1 = −1 + ∙ 𝑡
−3 −2 4 −1 ~ 0 1 0 2 ⇒ 3 3
𝑥2 = 2 ⇒
6 1 −8 −4 0 0 0 0 𝑥2 = 2 + 0 ∙ 𝑡
𝑥3 = 𝑡 𝑥3 = 0 + 1 ∙ 𝑡
Parametric vector equation

4
−1
3
⇒ 𝒙 = 2 + 𝑡 0 = 𝒑 + 𝒗ℎ  Translated straight line in ℝ3
0 1
Inhomogeneous Homogeneous
solution solution
Ex 6: Homogeneous equation 𝐴𝒙 = 𝟎
𝑥1 0
10𝑥1 − 3𝑥2 − 2𝑥3 = 0 ⇔ 10 −3 −2 ∙ 𝑥2 = 0 = 𝟎
𝑥3 0
3 2
⇒ 10𝑥1 = 3𝑥2 + 2𝑥3 ⇒ 𝑥1 = 𝑥2 + 𝑥3 ; 𝑥2 , 𝑥3 𝑓𝑟𝑒𝑒
10 10

3 2 3 2
𝑥 + 𝑥3
10 2 10 10 10
⇒𝒙= 𝑥2 = 𝑥2 1 + 𝑥3 0 = 𝑥2 𝒖 + 𝑥3 𝒗  Plane in ℝ3
𝑥3 0 1

 Solutions to 𝐴𝒙 = 𝟎: 𝒙 ∈ 𝑆𝑝𝑎𝑛{𝒗𝟏 , 𝒗𝟐 , ⋯ , 𝒗𝒋 } if 𝑗 free variables

Null Space
Theorem 1.6

Let 𝒑 be a solution to the consistent inhomogeneous matrix equation 𝐴𝒙 = 𝒃.

Then the set of all solutions to 𝐴𝒙 = 𝒃 is the set of vectors 𝒘 = 𝒑 + 𝒗ℎ ,
where 𝒗ℎ is the solution set of the homogeneous equation 𝐴𝒙 = 𝟎.
𝑐1 ∙ 𝒗1 + 𝑐2 ∙ 𝒗2 + ⋯ + 𝑐𝑝 ∙ 𝒗𝑝 = 𝟎

𝒗1
𝒗2

𝒗3

𝒗𝑝
Definition
The vectors 𝒗1 , … , 𝒗𝑝 in ℝ𝑛 is linearly independent if the vector equation:
𝑐1 𝒗1 + ⋯ + 𝑐𝑝 𝒗𝑝 = 𝟎
only has the trivial solution, ie. 𝑐1 = 𝑐2 = ⋯ = 𝑐𝑝 = 0.

The vectors 𝒗1 , … , 𝒗𝑝 in ℝ𝑛 is linearly dependent if the vector equation:

𝑐1 𝒗1 + ⋯ + 𝑐𝑝 𝒗𝑝 = 𝟎
has a non-trivial solution, ie. 𝑐1 , 𝑐2 , … , 𝑐𝑝 not all zero.

That is, at least one vector is a linear combination of the others:

𝒗𝒋 = 𝑐1 ∙ 𝒗𝟏 + 𝑐2 ∙ 𝒗𝟐 + ⋯ + 𝑐𝑗−1 ∙ 𝒗𝒋−𝟏 + 𝑐𝑗+1 ∙ 𝒗𝒋+𝟏 + ⋯ + 𝑐𝑝 ∙ 𝒗𝒑
Linearly independence

a) 𝒗 ≠ 𝟎 → Linearly independent

b) 𝒗1 ≠ 𝑐 ∙ 𝒗2 → Linearly independent

c) 𝒗1 , 𝒗2 , … , 𝒗𝑝 ∈ ℝ𝑛 ; 𝑝 > 𝑛 → Linearly dependent

𝒗1 𝒗2 … 𝒗𝑝 𝟎  Max. n pivot (one in each row)  Min. 1 column not a Pivot column
At least one free parameter
 𝑐1 ∙ 𝒗𝟏 + 𝑐2 ∙ 𝒗𝟐 + ⋯ + 𝑐𝑝 ∙ 𝒗𝒑 = 𝟎 has infinitely many (nontrivial) solutions
 𝟎
Homogeneous matrix equation: 𝐴𝒙 = 𝟎 = ⋮
𝟎

 Allways the trivial solution: 𝒙 = 𝟎

 Nontrivial solution (𝒙 ≠ 𝟎) if and only if at least one free variable

 ∞ many solutions

When are the trivial solution the only solution?

𝐴 = 𝒗𝟏 𝒗𝟐 … 𝒗 𝒑 :
𝐴𝒙 = 𝑥1 ∙ 𝒗1 + 𝑥2 ∙ 𝒗2 + ⋯ + 𝑥𝑝 ∙ 𝒗𝑝 = 𝟎  Only the trivial solution
⇔ The columns of 𝑨 are linearly independent
 Todays words and concepts

Matrix equation
Homogeneous linear system

Multiplication properties
Linearly dependent

Trivial solution Non-trivial solution

Inhomogeneous linear system

Linear combination Linearly independent

Parametric vector equation

Matrix-vector multiplication