Chapter Three

Systems of Linear Equations

Dr. Asma Alramle

November 21, 2020

 In mathematics, a collection of linear equations involving the same set of variables is called a system of

linear equations

For example,

3x + 2y − z = 1

2x − 2y + 4z = 2

−x + 1/2y − z = 0

is a system of three equations in the three variables x, y, z

A solution to a linear system is values of variables such that all equations satisfied.

The solution for the above system is x = 1, y = −2, z = −2

Definition 1 A system of m linear equations with n unknowns written as:

a11 x1 + a12 x2 + ... + a1n xn = b1

a21 x1 + a22 x2 + ... + a2n xn = b2

(1)
...

am1 x1 + am2 x2 + ... + amn xn = bm

x1 , x2 , ...xn are unknowns. a11 , a12 , ...amn are the coefficients and b1 , b2 , ..., bm are the constants terms.

The system ?? can be written as a matrix equation:

AX = B

 A is an m × n matrix,X is a column
Where  vector
 withn
 entries
 and B is a column vector with m entries .
a11 a12 ... a1n x1 b1
     
     
 a21 a22 ... a2n   x2   b2 
A=  , X=  , B=
     

 ...  ...  ... 
     
 
     
am1 am2 ... amn xn bm

Definition 2 The augmented matrix of the system ?? of linear equations is

[A|B]

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A linear system may behave in any one of three possible ways:

1. The system has infinitely many solutions.

2. The system has a unique solution.

3. The system has no solution.

Geometric interpretation

Geometrically, solving a system of linear equations in two (or three) unknowns is equivalent to determining

whether or not a family of lines (or planes) has a common point of intersection. For a system involving

two variables each linear equation determines a line. Solution to a linear system must satisfy all of these

equations, the solution set is the intersection of these lines, and hence either a line, a single point, or the

empty set.

So, for the system of two equations: the unique solution means that the two lines are intersect, an infinite

number of solutions means that the lines are identical, has no solution means that the lines are paralles.

Definition 3 A linear system is called consistent if it has a solution. Otherwise, it is called inconsistent.

Solving systems of linear equations

1) Cramer’s rule

Cramer’s rule is used in solving system of a linear equation with the number of equations =the number of

unknowns. Consider a system of n linear equations for n unknowns represeted in matrix multiplication form

as follows:

AX = B  
x1
 
 
 x2 
where A is n × n matrix and |A| =6 0 and the vector X =   is the column vector of variables. Then
 
...
 
 
 
xn
the system has a unique solution are giving by:
det(Ai )
xi = det(A) i = 1, ..., n

where Ai is the matrix obtained by replacing the ith column of A by the column b.

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Example1:

2x + y + z = 3

x−y−z+0

x + 2y + z = 0

x = 1, y = −2, z = 3.

Example2:

2x + y + z = 1

x − y + 4z = 0

x + 2y − 2z = 3

Example3:

x − y + z = 10

x + 2y + 3z = 11

4x + 5y + 6z = 12

Solve the following systems:

1. 3x1 + 2x2 + x3 = 7

x1 − x2 + 3x3 = 3

5x1 + 4x2 − 2x3 = 1

(Solution: x1 = −3, x2 = 6, x3 = 4).

2. x1 − 2x2 − 3x3 = 3

x1 + x2 − x3 = 5

3x1 + 2x2 − = −4

(Solution: x1 = −4, x2 = 4, x3 = −5)

3. For what value(s) of k is the system inconsistent? (2 − k)x1 + kx2 = 4

kx1 + (3 − k)x2 = 3

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 Solution: k = 65 .

Definition 4 (Elementry row operations) Three types of elementary row operations can be performed

on matrices:

• Interchanging two rows,

• multiplying a row by a non-zero scalar,

• adding to one row a scalar multiple of another row ( add a nonzero multiple of one row to any other

row).

Definition 5 (Row equivalence) A Matrix A is row− equivalent to matrix B if B is obtained from A by

a sequence of elementary row operations.

One can transform a system of linear equations into an equivalent system by the elementry row opera-

tions.

if A and B are row−equivalent augmented matrices of two systems of linear equations, then the two systems

have the same solution sets.

These elementry operations will eliminate variables from the equations of the system.

2) Gaussian elimination method

Gaussian elimination is a method for solving matrix equation of the form

AX = B

In this method we row reduced the augmented matrix of the system until we arrive at a row equivalent

augmented matrix in row echelon form.

Definition 6 (Row-echelon form) A matrix in row echelon form if

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 • All nonzero rows are above any rows of all zeros (all zero, if any, belong at the bottom of the matrix)

• The leading coefficient ( the first nonzero entry) in nonzero row is 1.

• In consecutive nonzero rows, The first entry 1 in the lower row appears always strictly to the right of

the leading coefficient (1) of the row above it.

• All entries in a column below a leading entry are zeros.

 
 1 a0 a1 a2 a3 
 
for example, row echelon form  0 0 1 a4 a5 
 
0 0 0 1 a6

3) Gauss-Jordan elimination (Reduced row-echelon form).

In Gauss-Jordan method the row operations are continue until we obtain reduced row-echelon form.

Definition 7 ( Reduced row echelon form) A matrix in Reduced row echelon form if it satisfies:

• It is row echelon form.

• A column containing a first entry 1 has zeros everywhere else.

For
 example
 the matrices,
 1 0 
 
0 1

and

 
0 1 2 0 0 2
 
 
 0 0 0 1 0 3 
 
 
 0 0 0 0 1 4 
 
 
0 0 0 0 0

are in reduced rowechelon

 form, whereas the matrices

 1 0 0 
 
 0 1 0 
 
 
0 0 2

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  
 1 2 0 
 
and 
 0 1 0 

 
0 0 0

are not in reduced row echelon form, but are in row echelon form.

The zero matrix of any size is always in reduced row echelon form.

Examples

Use either Gaussian elimination or Gaussian-Jordan elimination to solve the given systems or show that no

solution exists

1. x1 + x2 = 0

x1 − x2 = 1

4x1 + 2x2 = 1

The augmented matrix of the system is

 
 1 1 0 
 
[A : B] = 
 1 −1 1 

 
4 2 1
1 −1
Then x1 = 2 and x2 = 2

2. 2x1 + x2 − x3 = 8

x1 − x2 − x3 = −3

2x1 + 3x2 + 5x3 = 7

x1 − 2x2 + 3x3 = −11

solution: x1 = 0, x2 = 4, x3 = −1

3. 2x1 + 2x2 = 0

− 2x1 + x2 + x3 = 0

3x1 + x3 = 0

solution x1 = x2 = x3 = 0

4. x1 − x2 + x3 = 1

x1 + x2 − x3 = 2

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 3 1
Then x1 = 2 and x2 = 2 + x3 , with x3 arbitrary.

5. x1 − x2 − x3 = 8

x1 − x2 + x3 = 3

− x1 + x2 + x3 = 4

INCONSISTENT

6. x1 + 2x2 + 2x3 = 2

x1 + x2 + x3 = 0

x1 − 3x2 − x3 = 0

Solution: x1 = −2, x2 = −2, x3 = 4

7. x1 + x3 − x4 = 1

2x2 + x + 3 + x4 = 3

x1 − x2 + x4 = −1

x1 + x2 + x3 + x + 4 = 2

solution x1 = 0, x2 = 1, x3 = 1, x4 = 0

8. Find the rational number t for which the following system is consistent and solve the system for this

value of t.

x1 + x2 = 2

x1 − x2 = 0

3x1 − x2 = t

we apply elementry row operation for the augmented matrix until we obtain the rowequivalent matrix

 
 1 1 2 
 
[A : B] = 
 0 1 1 

 
0 0 t−2

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 Hence if t 6= 2 the system is inconsistent. If t = 2 the system is consistent and the solution x1 =

1, x2 = 1

Example solve the linear system using Gaussian elimination and Gauss-Jordan elimination

2x + 6y + z = 7

x + 2y − z = −1 (2)

5x + 7y − 4z = 9

Solution

The augmented matrix

  of the system is

 2 6 1 7 
 
 1 2 −1 −1 
 
 
5 7 −4 9
−→ R12

−→ −2R1 + R2 and −5R1 + R3

1/2R2

3R2 + R3

2/11R3

We get

x1 + 2x2 x3 = −1

x2 + 3/2x3 = 9/2

x3 = 5 this gives x2 = −3 and x1 = 10.

Example: Find the set of solutions to the system of linear equations

2x1 + x2 − x3 = 8

−3x1 − x2 + 2x3 = −11 (3)

−2x1 + x2 + 2x3 = −3

Solution

1. R2 −→ R2 + 3/2R1

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 2. R3 −→ R3 + R1

3. R3 −→ R3 − 4R2 (echelon form.

4. R2 −→ R2 + 1/2R3

5. R1 −→ R1 − R3

6. R2 −→ 2R2

7. R3 −→ −R3

8. R1 −→ R1 − R2

9. R1 −→ 1/2R1

The solution is x1 = 2, x2 = 3, x3 = −1.

4 Mtrix solution (Using the inverse to solve systems)

Theorem 1 If the coefficient matrix A of a system of n equations in n unknowns is non-singular, then the

system AX = B has the unique solution given by X = A−1 B

 
 1 3 −2 5 
 
Example A = 
 3 5 6 7  
 
2 4 3 8

Example: Sovle the system of linear equations

2x1 − 9x2 = 15

3x1 + 6x2 = 16

Homogeneous systems

Definition 8 (Homogeneous systems) A system of linear equations ?? is called homogeneous if

b1 = b2 = ... = bm = 0. However, it is called non-homogeneous if bi 6= 0 for at least one i.

A homogeneous system has the following form

a11 x1 + a12 x2 + ... + a1n xn = 0

a21 x1 + a22 x2 + ... + a2n xn = 0

(4)
...

am1 x1 + am2 x2 + ... + amn xn = 0

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 Remark/ Nonhomogeneous systems can be consistent or inconsistent.

By contrast, a homogeneous system of linear equations

is always consistent, since x1 = 0, x2 = 0, ..., xn = 0 will satisfy each equation in the system. The solution

consisting of all zeros is called the trivial solution, otherwise is called nontrivial solution.

A homogeneous system either possesses only the trivial solution or possesses the trivial solution along

with infinitely many nontrivial solutions.

Theorem 2 A homogeneous system of m linear equations in n unknowns always has a nontrivial solution

if m < n (the number of equations is less than the number on unknowns).

Theorem 3 A homogeneous system of n linear equations in n unknowns AX = 0 has only the trivial solution

if and only if A is nonsingular. That is det(A) 6= 0

Theorem 4 A homogeneous system of n linear equations in n unknowns AX = 0 has nontrivial solution if

and only if A is singular. That is det(A) = 0

A nonhomogeneous system AX = B of n linear equations in n unknowns has precisely one solution when

det(A) 6= 0

Definition 9 The rank of a matrix A is the maximum number of linearly independent column (row) vectors

of A.

To compute rank of matrix

Apply
 elementry rowoperations to have row echelon form. The rank equals to the number of nonzero rows.

 1 2 1 
 
A=  −2 −3 1 

 
3 5 0
rank(A)=2

Properties

• The rank of m × n matrix is non-negative integer and rank(A) ≤ min(m, n)

• rank(A) = 0 ⇐⇒ A = 0

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 • If A is n × n square matrix then A is invertiable if and only if rank(A) = n

• rank(AAT ) = rank(AT A) = rank(A) = rank(AT )

Theorem 5 Asystem of linear equations with n variables has a solution if and only if

rank(coef f icientmatrix) = rank(augmentedmatrix)

Consider the system AX = b with n variables such that A is the coefficient matrix , [A|b] is the augmented

matrix, then the system has one of the following cases

1. If rank(A) = rank([A|B]) = n then the system has a unique solution.

2. If rank(A) = rank([A|B]) 6= n then the system has infinite solutions.

3. If rank(A) 6= rank([A|B]) then the system has no solution.

Examples

Find the rank of the followings:

 
 1 1 −1 3 
 
1. 
 2 −2 6 8 

 
3 5 −7 8
rank(A) = rank([A|b]) = 2

2. x1 + 3x2 − 2x3 = −7

4x1 + x2 + 3x3 = 5

2x1 − 5x2 + 7x3 = 19

rank(A) = rank([A|b]) = 2

Theorem 6 Let A be n × n and suppose that A is row equivalent to In . Then A is nonsingular and A−1

can be found by performing the same sequence of elementary row operations on In as were used to convert

A to In .

Examples
 
 1 2 
1. Show that A =  
1 1
is nonsingular, find A−1 , using the elementry row operations.

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