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Introduction to systems of linear equations

Basic terminology Methods of solving linear systems

Linear equations

Recall that in two dimensions a line in the rectangular xOycoordinate system can be represented by an equation of the form ax + by = c (a and b not both 0) and in three dimensions a plane in a rectangular xyzcoordinate system can be represented by an equation of the form

ax + by + cz = d (a, b, c not all 0). More generally, we dene a linear equation in n variables x1, x2, ..., xn to be one that can be expressed in the form a1x1 + a2x2 + ... + anxn = b where a1, a2, ..., an and b are constants, and the as are not all zero. Example 1 4x1 5x2 + 2 = x1 3x1 5x2 = 2 or x2 = 2

rearranged

6 x1 + x3

2x1 + x2 x3 = 2 6

rearranged

Example 2 Not linear equation 4x1 5x2 + 2 = x1x2 or 4x1 5 x2 + 2 = 0 sin x1 + x2 = 0 Observe that in a linear equation all the variables occur only to the rst power and do not appear, for example, as arguments of trigonometric, logarithmic or exponential function. Denition 3 The variables x1, x2, ..., xn are called unknowns.

System of linear equations

Denition 4 A nite set of linear equations is called a system of linear equations or, more briey, a linear system.

A general linear system on m equations in the n unknowns x1, x2, ..., xn can be written as

a11x1 + a12x2 + ... + a1nxn = b1 a21x1 + a22x2 + ... + a2nxn = b2 . am1x1 + am2x2 + ... + amnxn = bm

The double subscripting on the coecients aij of the unknowns gives their location on the system-the rst subscript indicates the equation in which the coecient occurs, and the second indicates which unknown it multiplies. Denition 5 A solution of a linear system in n unknowns x1, x2, ..., xn is a sequence of n numbers s1, s2, ..., sn that makes each equation in the system true for the substitution x1 = s1, x2 = s2, ..., xn = sn. More generally, a solution x1 = s1, x2 = s2, ..., xn = sn of a linear system with n unknowns can be written as

(s1, s2, ..., sn) which is called an ordered n-tuple. With this notation it is understood that all variables appear in the same order in each equation. Linear system in two unknowns arise in connection with intersection of lines. For examples Example 6 Two equations in two variables
(

5x + y = 3 2x y = 4
y
20 10

-5 -10 -20

the lines may intersect at only one point, in which case the system has exactly one unique solution. The system has the solution x = 1, y = 2. Example 7 Two equations in two variables
(

4x + 2y = 12 2x + y = 4
16 12 10 8 6 4 2 -4 -2 -2 -4 -6 2 4

y 14

The lines may be parallel and distinct, in which case there is not intersection. The system has not solution.

Example 8 Two equations in two variables


(

4x + 2y = 12 2x + y = 6
y 14
12 10 8 6 4 2 -4 -2 -2 -4 2 4 16

The lines coincide, in which case there are innitely many points of intersection and consequently innitely many solutions. Denition 9 A system of linear equation has either (a) exactly one solution ( consistent) or (b) innitely many solutions ( consistent) or (c) no solution ( inconsistent).

The same is true for a linear system of three equations in three unknown. Three equations in three unknown. Each equation determines a plane in 3-space.

20 10

z -4

4 y

-2 0 -2 0 0 -10 2 2

-4

4 x

no solution, three parallel planes


30 20

z 10 -4 -2 0 -2 -4 0 0 -10 2 2 4 4 y x

no solution, two parallel planes, no common intersection

30 20 z 10 -4 -2 0 -2 -4 20 0 4 -10 2 4

no solution, no common intersection


20 10

z
-4 -2 0 -2 -4 0 0 2 2 4 -10 4

no solution, two coincident planes, parallel with the third, no common intersection

40 20 10 5

0 -20 -40

-5

-10

one solution, the intersection is a point

-10

z
10

20 10 0 -100 0 -20

-10

10

innitely many solution, the intersection is a line

-10

z
10

10 0 -100 0 -20

-10

10

innitely many solution, two coincident panes, intersection is a plane

-10

z
10

10 0 -100 0 -20

-10

10

innitely many solution, three coincident panes

As the number of equations and unknowns in a linear system increases, so does the complexity of algebra involved in nding solutions. Denition 10 Two linear system with the same solution set are named equivalent systems. STRATEGY FOR SOLVING SYSTEM Replace one system with an equivalent system that is easier to solve. Example 11 Solve the linear system
( (

x 2y = 1 x + 3y = 3 x24=1 y=4

( (

x 2y = 1 y=4 x=9 . y=4

Geometrically this means that the two lines intersect in only one point. Matrix notation
( ( ( (

x 2y = 1 x + 3y = 3 1 2 1 1 3 3
!

1 2 1 3

coecient matrix

augmented matrix
!

x 2y = 1 x + 3y = 3 x 2y = 1 y=4 x=9 y=4


1 2 1 1 3 3
!

1 2 1 0 1 4
!

1 0 9 0 1 4

Example 12 Solve the linear systems:

a)

xy =1 2x + y = 6

b)

x+y =4 a) 3x + 3y = 6

4x 2y = 1 16x 8y = 4

Elementary Row Operations: 1. (Replacement) Add one row to a multiple of another row. 2. (Interchange) Interchange two rows. 3. (Scaling) Multiply all entries in a row by a nonzero constant. Denition 13 Row equivalent matrices: Two matrices where one matrix can be transformed into the other matrix by a sequence of elementary row operations. Fact about Row Equivalence: If the augmented matrices of two linear systems are row equivalent, then the two systems have the same solution set.

x1 2x2 + x3 = 0 1 2 1 0 4r1+r3r 2x2 8x3 = 8 2 8 8 0 4x + 5x + 9x = 9 4 5 9 9 1 2 3


x1 2x2 + x3 = 0 1 2 1 0 2x2 8x3 = 8 0 2 8 8 3x + 13x = 9 0 3 13 9 2 3
r2 r2 2

2r2 + r1 r x1 2x2 + x3 = 0 1 2 1 0 3r2 + r3 r3 x2 4x3 = 4 0 1 4 4 3x + 13x = 9 0 3 13 9 2 3 7r3 + r1 r1 x1 7x3 = 8 1 0 7 8 4r3 + r2 r2 x 4x3 = 4 0 1 4 4 2 x3 = 3 0 0 1 3 x1 = 29 1 0 0 29 x2 = 16 0 1 0 16 x =3 0 0 1 3 3

echelon matrix

reduced echelon matrix

Example 14 Echelon matrix


0 1 , 0 0 1 , 0 1 ,

0 0 1 1

1 0

0 0 0 1

0 0 0

0 1 , 0 1

0 0 0 0

0 0 0

Example 15 Reduced echelon matrix


1 0 0 1 0 0 1 0 0 0 1 0 , 0 0 1 , 0 1 0 , 0 0 1 0 0 0 0 0 0 1 0 0 1 0 0 0 1 0 , 0 1 0 . 0 0 0 0 0 0 0 Check: Is (29, 16, 3) a solution of the original system?


Two Fundamental Questions (Existence and Uniqueness) 1) Is the system consistent; (i.e. does a solution exist?) 2) If a solution exists, is it unique? (i.e. is there one & only one solution?) Example 16 Is this system consistent?

x1 2x2 + x3 = 0 2x2 8x3 = 8 4x + 5x + 9x = 9 1 2 3

In the last example, this system was reduced to the form:

x1 = 29 1 0 0 29 x2 = 16 0 1 0 16 reduced echelon matrix x =3 0 0 1 3 3

This is sucient to see that the system is consistent and unique.

Example 17 Is this system consistent?


3x2 6x3 = 8 x 2x2 + 3x3 = 1 1 5x 7x + 9x = 0 1 2 3

Row operation produce

0 3 6 8 1 2 3 1 r1r2 5r1+r3r3 1 2 3 1 0 3 6 8 5 7 9 0 5 7 9 0 1 2 3 1 0 3 6 8 0 3 6 5
0 1 2
r2 r2 3

1 0 1 0 0 0

13 3 8 3

1 2 3 1 3r2+r3r3 0 1 2 8 3 0 3 6 5

Equation notation of this matrix:

Last equation is never true. The original system is inconsistent! Example 18 In each part, determine whether the matrix is a row echelon matrix, reduce row echelon matrix form, both or neither.

x x = 13 1 3 3 x2 2x3 = 8 3 0x = 3 3

2 0 0 1

1 0 0 0

1 1 2 0 1 4

1 0 2 0 1 4

1 2 3 1 , 0 0 0 0 , 0 0 0 1

! 1 2 3 1 1 2 2 0 , 0 1 0 2 , 0 0 1 2 0 0 0 1

1 0 0 0 0 0 1 2

Example 19 For what values of h will the following system be consistent?


(

3x1 9x2 = 4 2x1 + 6x2 = h 3 9 4 2 6 h


4 3

r1 r1 3

1 3 2 6 h

4 3

2r1+r2r2

1 2 0 0 h+8 3

The second equation is 0x1 + 0x2 = h + 8 . System is 3 8 = 0 h = 8. consistent only if h + 3 3 Solution of linear system

basic variable: any variable that correspond to an unitary matrix column

free variable: all nonbasic variable. Final step in solving a consistent linear system: After the augmented matrix is in a reduced echelon form and the system is written down as a set of equations, solve each equation for the basic variables in terms of the free variables (if any) in the equation. Example 20 Solve the linear system
x1 + 6x2 + 3x4 = 0 x1 6x2 + x3 5x4 = 5 x 8x = 12 3 4

basic variables free variables

The general solution of the system provides a parametric description of the solution set. The free variables act as parameters. Example 21 Solve the linear system
3x2 6x3 + 6x4 + 4x5 = 5 3x1 7x2 + 8x3 5x4 + 8x5 = 9 3x 9x + 12x 9x + 6x = 15 1 2 3 4 5

Conclusion: Consistent system with free variablesinnitely many solutions. Example 22 Solve the linear system
3x1 + 4x2 = 3 2x1 + 5x2 = 5 2x 3x = 1 1 2

Conclusion: consistent system, no free variablesunique solution

Example 23 Solve the linear system


3x1 + 4x2 = 3 2x1 + 5x2 = 5 2x 3x = 4 1 2

Theorem 24 Existence and Uniqueness Theorem 1. A linear system is consistent if and only if the reduced echelon matrix has no row of the form
h

0 0 b

where b is nonzero.

2. If the linear system is consistent, then the solution contains either: (i) a unique solution (when there are no free variables) or (ii) innitely many solution (when there is at least one free variable)

Using row reduction to solve linear systems 1. write the augmented matrix of the system, 2. use the row reduction algorithm to obtain an equivalent augmented matrix in reduced form. 3. decide whether the system is consistent. If not, stop; otherwise go to the next step. 4. write the system of equations corresponding to the matrix obtained in step 2. 5. state the solution by expressing each basic variable in terms of the free variables and declare the free variables. Homogeneous linear systems Denition 25 A system of linear equations is said to be homogeneous if the constant terms are all zero.

Every homogeneous system of a linear equations is consistent because all such systems have the trivial solution, x1 = x2 = ... = xn = 0. If there are other solutions, they are called nontrivial solutions. There are only two possibilities for a homogeneous linear system:

the system has only trivial solution, the system has innitely many solutions in addition to the trivial solution. Exercise 26 Using elementary row operations solve the linear systems a)
(

x1 2x2 = 1 ,b) x1 + 3x2 = 3

x1 x2 = 1 , 2x1 + x2 = 6

c)

x1 + x2 = 4 ,d) 2x1 + 2x2 = 6

4x1 2x2 = 1 . 16x1 8x2 = 4

Exercise 27 Using elementary row operations solve the linear systems x1 + x2 + x3 = 9 a) 2x1 + 4x2 3x3 = 1 3x + 6x 5x = 0 1 2 3
x1 x2 x3 = 1 b) x1 x2 + x3 = 1 x +x +x =1 1 2 3

c)

x y z = 1 x + y + z = 3

xy+z =1

xyz =2 d) xy+z =8 x y 3z = 4

e)

x1 3x2 + x4 = 0 x2 + x3 x4 = 0

2x1 + x2 x3 = 0 g) 3x1 2x2 + x3 = 0 x x +x =0 1 2 3

2x1 + 3x2 x3 = 0 f) x2 + 2x3 3x4 = 0 2x 4x + x = 0 1 3 4

Exercise 28 Suppose that the augmented matrix for the linear system in the unknown x1, x2 and x3 has been reduced by elementary row operations to the given matrix. Solve the system.
0 1 2 0 , 0 1 4

1 0 0 0 0 0 0 1

1 0 3 1 1 5 1 4 2 , 0 0 0 0 , 0 0 0 0 0 0 0 0

Skills

determine whether a given equation is linear, determine whether a given n-tuple is a solution of a linear system, nd the augmented matrix of a linear system, nd the linear system corresponding to a given augmented matrix perform elementary row operations on a linear system and on its augmented matrix, determine whether a linear system is consistent or inconsistent nd the set of solutions to a consistent linear system nd the set of solutions to a homogeneous linear system