LINEAR EQUATION

SYSTEM
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LINEAR EQUATION SYSTEM
a11 x1  a12 x2  ...  a1n xn  b1
a21 x1  a22 x2  ...  a2 n xn  b2
...
Ax  b

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an1 x1  an 2 x2  ...  ann xn  bn

 a11 a12 a13 ... a1n b1 

Augmented  
matrix A  a21 a22 a23 ... a2 n b2 
 a31 a32 a33 ... a3n b3 
 
 ... ... ... ... ... ... 
a an 2 an 3 ... ann bn  2
 n1
GAUSS ELIMINATION (1)
 a11 a12 a13 ... a1n b1 
 
 a21 a22 a23 ... a2 n b2 
 a31 a32 a33 ... a3n b3 
  Eliminate

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 ... ... ... ... ... ... 
a an 2 an 3 ... ann bn 
 n1

 a11 a12 a13 ... a1n b1 

 
Upper triangular 0 a22 a23 ... a2 n b2 
matrix 0 0 a33 ... a3n b3 
 
 ... ... ... ... ... ... 
0 0 0 ... ann bn 
3

GAUSS ELIMINATION (2)
bn
ann xn  bn  xn 
ann

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bn 1  an 1,n xn
an 1,n 1 xn 1  an 1,n xn  bn 1  xn 1 
an 1,n 1
n
bk  a
j  k 1
kj xj
xk 
a kk
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Backward substitution 4
 2 x1  3x2  x3  5
EXAMPLE 1
4 x1  4 x2  3x3  3
Pivot element  2 x1  3x2  x3  1

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 2 3  1 5 2 3  1 5 
 4 4  3 3  0  2  1  7
   
 2 3  1 1 0 6  2 6 

* Replace 2nd eq. 

(2nd eq.) – 2x(1st eq.)
* Replace 3rd eq. 
5
(3rd eq.) + 1x(1st eq.)
EXAMPLE 1

2 3  1 5  1 2 1 2 
 0  2  1  7   0  2  1  7 

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   
0 6  2 6  0 0  5  15

* Replace 3rd eq.  x1  5

(3rd eq.) + 3x(2nd eq.) x2  2

Upper triangle
x3  3

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POSSIBILITIES (1)
 Linear equation system has three possibilities of solutions

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Many solutions No solution Unique solution

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1 1 1 0 1 1 1 0
 2 3 1 1   0 1  1 1 
   
3 1 2 1 0 0  3 3
x1  1; x2  0; x3  1

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1 1 2 4 1 1 2 4
 2  1 1 2   0  3  3  6 
   
1 2 3 6 0 0 0 0 
0 x1  0 x2  0 x3  0

1 1 2 4 1 1 2 4
 2  1 1 2   0  3  3  6 
   
1 2 3 7  0 0 0 1 
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0 x1  0 x2  0 x3  1
EXAMPLE 2
 Kirchhoff's current Law (KCL):
At any point of a circuit, the sum of the inflowing currents equals
the sum of out flowing currents.

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 Kirchhoff's voltage law (KVL):

In any closed loop, the sum of all voltage drops equals the
impressed electromotive force.
20 Ohms 10 Ohms
Q
i1 i3
10 Ohms

80V 90V

i2
9
P
15 Ohms
EXAMPLE #2
20 Ohms 10 Ohms
Q
i1 i3
 1 1 1 0 
 1 1  1 0 
80V 10 Ohms 90V  

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 0 10 25 90
i2  
P  20 10 0 80
15 Ohms

 Node P: i1 – i2 + i3 = 0
 Node Q: -i1 + i2 –i3 = 0

 Right loop: 10i2 + 25i3 = 90

 Left loop: 20i1 + 10i2 = 80

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LINEAR INDEPENDENCE
 Let a1, …, am be any vectors in a vector space V. Then an
expression of the form
c1a1 + … + cmam (c1, …, cm any scalars)

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is called linear combination of these vectors.

 The set S of all these linear combinations is called the

span of a1, …, am.

 Consider the equation: c1a1 + … + cmam = 0

 If the only set of scalars that satisfies the equation is c =
1
… = cm = 0, then the set of vectors a1, …, am are linearly
independent.
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LINEAR DEPENDENCE
 Otherwise, if the equation also holds with scalars c1, …,
cm not all zero (at least one of them is not zero), we call
this set of vectors linearly dependent.

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 Linear dependent  at least one of the vectors can be
expressed as a linear combination of the others.

 If c1 ≠ 0,
a1 = l2a2 + … + lmam where lj = -cj/c1

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EXAMPLE 3
 Consider the vectors:
i = [1, 0, 0], j = [0, 1, 0] and k = [0, 0, 1],

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and the equation: c1i + c2j + c3k = 0

 Then:
[(c1i1+c2j1+c3k1), (c1i2+c2j2+c3k2), (c1i3+c2j3+c3k3)] = 0
[c1i1, c2j2, c3k3] = 0
c1 = c 2 = c 3 = 0

 Consider vectors a = [1, 2, 1], b = [0, 0, 3], d = [2, 4, 0].

Are they linearly independent? 13
RANK OF A MATRIX
 There are some possibilities of solutions of linear
equation system:
 no solution, single solution, many solution.

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 Rank of matrix  a tool to observe the problems of
existence and uniqueness.

 The maximum number of linearly independent row

vectors of a matrix A is called the rank of A.

 Rank A = 0, if and only if A = 0.

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EXAMPLE 4

3 0 2 2 

A   6 42 24 54  

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 21  21 0  15

 Matrix A above has rank A = 2

 Since the last row is a linear combination of the two others

(six times the first row minus ½ times the second), which
are linearly independent.
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EXAMPLE 5

Linearly dependent Linearly independent

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b b b

a
d
c

Rank = 1 Rank = 2

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 EXAMPLE 6
Linearly dependent Linearly dependent Linearly dependent
Rank = 2 Rank = 2 Rank = 2

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c
c c

a b -b
b
-a

c = ka + sb a = (1/k)c - (s/k)b

b = (1/s)c - (k/s)a
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EXAMPLE 7

Linearly dependent
Rank = 1

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k
j f
d = pe
i d e

Linearly independent
Rank = 3

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SOME NOTES
 For a single vector a, then the equation ca = 0, is
satisfied if:

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c = 0, and a ≠ 0  a is linearly independent
 a = 0, there will be some values c ≠ 0  a is linearly
dependent.

 Rank A = 0, if and only if A = 0.

 Rank A = 0  maximum number of linearly
independent vectors is 0.
 If A = 0, there will be some values c1, …, cm which
are not equal to 0, then vectors in A are linearly
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dependent.
RANK OF A MATRIX (2)
 The rank of a matrix A equals the maximum number of
linearly independent column vectors of A.

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 Hence A and AT have the same rank.

 If a vector space V is such that it contains a linearly

independent set B of n vectors, whereas any set of n + 1
or more vectors in V is linearly dependent, then V has n
dimension and B is called a basis of V.

 Previous example: vectors i, j, and k in vector space R3.

R3 has 3 dimension and i, j, k is the basis of R3. 20
GENERAL PROPERTIES
OF SOLUTIONS
 A system of m linear equations has solutions if and only if the
coefficient matrix A and the augmented matrix Ã, have the

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same rank.

 If this rank r equals n, the system has one solution.

 If r < n, the system has infinitely many solutions.

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