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IN LINEAR ALGEBRA
An Open Text by Ken Kuttler
Systems of Linear Equations
Lecture Notes by Karen Seyarth
Adapted by
LYRYX SERVICE COURSE SOLUTION
_
2 1 0 5 3
2 0 3 3 1
0 5 6 1 0
1 4 2 2 2
_
_
_
_
0 5 6 1 0
2 0 3 3 1
2 1 0 5 3
1 4 2 2 2
_
_
Systems of Linear Equations Elementary Row Operations Page 13/44
Elementary Row Operations
Type II: Multiply a row by a nonzero number.
Example
Multiply row 4 by 2.
_
_
2 1 0 5 3
2 0 3 3 1
0 5 6 1 0
1 4 2 2 2
_
_
_
_
2 1 0 5 3
2 0 3 3 1
0 5 6 1 0
2 8 4 4 4
_
_
Systems of Linear Equations Elementary Row Operations Page 14/44
Elementary Row Operations
Type III: Add a (nonzero) multiple of one row to a dierent row.
Example
Add 2 times row 4 to row 2.
_
_
2 1 0 5 3
2 0 3 3 1
0 5 6 1 0
1 4 2 2 2
_
_
_
_
2 1 0 5 3
0 8 7 7 3
0 5 6 1 0
1 4 2 2 2
_
_
Systems of Linear Equations Elementary Row Operations Page 15/44
Row-Echelon Matrix
All rows consisting entirely of zeros are at the bottom.
The rst nonzero entry in each nonzero row is a 1
(called the leading 1 for that row).
Each leading 1 is to the right of all leading 1s in rows above it.
Example
_
_
0 1
0 0 0 1
0 0 0 0 1
0 0 0 0 0 0 0 1
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
_
_
where can be any number.
Systems of Linear Equations Row-Echelon Matrix Page 16/44
Reduced Row-Echelon Matrix
Row-echelon matrix.
Each leading 1 is the only nonzero entry in its column.
Example
_
_
0 1 0 0 0
0 0 0 1 0 0
0 0 0 0 1 0
0 0 0 0 0 0 0 1
0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0
_
_
where can be any number.
We use elementary row operations to carry a matrix to either row-echelon
or reduced row-echelon form.
Systems of Linear Equations Reduced Row-Echelon Matrix Page 17/44
Solving Systems of Linear Equations
Solving a system of linear equations means nding all solutions to the
system.
Method I: Gauss-Jordan Elimination
1
Use elementary row operations to transform the augmented matrix to
an equivalent (not equal) reduced row-echelon matrix. The
procedure for doing this is called the Gaussian Algorithm, also called
the Reduced Row-Echelon Form Algorithm.
2
If a row of the form [0 0 0 | 1] occurs, then there is no solution
3
Otherwise assign parameters to the nonleading variables (if any), and
solve for the leading variables in terms of the parameters.
Systems of Linear Equations Gauss-Jordan Elimination Page 18/44
Gauss-Jordan Elimination
Example
Solve the system
2x + y + 3z = 1
2y z + x = 0
9z + x 4y = 2
Solution:
_
_
2 1 3 1
1 2 1 0
1 4 9 2
_
_
_
_
1 2 1 0
2 1 3 1
1 4 9 2
_
_
_
_
1 2 1 0
0 3 5 1
0 6 10 2
_
_
_
_
1 2 1 0
0 3 5 1
0 0 0 0
_
_
_
_
1 2 1 0
0 1
5
3
1
3
0 0 0 0
_
_
1 0
7
3
2
3
0 1
5
3
1
3
0 0 0 0
_
_
Systems of Linear Equations Gauss-Jordan Elimination Page 19/44
Example (continued)
Given the reduced row-echelon matrix
_
_
1 0
7
3
2
3
0 1
5
3
1
3
0 0 0 0
_
_
the solution to the original system is given by
x =
2
3
7
3
s
y =
1
3
+
5
3
s
z = s
_
_
s R
Systems of Linear Equations Gauss-Jordan Elimination Page 20/44
Solving Systems of Linear Equations
Method II: Gaussian Elimination with Back-Substitution
1
Use elementary row operations to transform the augmented matrix to
an equivalent row-echelon matrix.
2
The solutions (if they exist) can be determined using
back-substitution.
Systems of Linear Equations Gaussian Elimination Page 21/44
Gaussian Elimination with Back Substitution
Example
Solve the system
2x + y + 3z = 1
2y z + x = 0
9z + x 4y = 2
Solution:
_
_
2 1 3 1
1 2 1 0
1 4 9 2
_
_
_
_
1 2 1 0
2 1 3 1
1 4 9 2
_
_
_
_
1 2 1 0
0 3 5 1
0 6 10 2
_
_
_
_
1 2 1 0
0 3 5 1
0 0 0 0
_
_
_
_
1 2 1 0
0 1
5
3
1
3
0 0 0 0
_
_
Systems of Linear Equations Gaussian Elimination Page 22/44
Example (continued)
This row-echelon matrix corresponds to the system
x + 2y z = 0
y
5
3
z =
1
3
, so
x = 2y + z
y =
1
3
+
5
3
z
,
and thus
x = 2(
1
3
+
5
3
z) + z =
2
3
7
3
z
y =
1
3
+
5
3
z
Setting z = s, where s R, gives us (as before):
x =
2
3
7
3
s
y =
1
3
+
5
3
s
z = s
Systems of Linear Equations Gaussian Elimination Page 23/44
Example
Solve the system
x + y + 2z = 1
y + 2x + 3z = 0
z 2y = 2
Solution:
_
_
1 1 2 1
2 1 3 0
0 2 1 2
_
_
_
_
1 1 2 1
0 1 1 2
0 2 1 2
_
_
_
_
1 1 2 1
0 1 1 2
0 2 1 2
_
_
_
_
1 0 1 1
0 1 1 2
0 0 3 2
_
_
_
_
1 0 1 1
0 1 1 2
0 0 1
2
3
_
_
_
_
1 0 0
5
3
0 1 0
4
3
0 0 1
2
3
_
_
The unique solution is x =
5
3
, y =
4
3
, z =
2
3
.
Check your answer!
Systems of Linear Equations Gaussian Elimination Page 24/44
Example
Solve the system
3x
1
9x
2
+ x
3
= 9
2x
1
+ 6x
2
x
3
= 6
x
1
+ 3x
2
x
3
= 2
Solution:
_
_
1 3 1 2
2 6 1 6
3 9 1 9
_
_
_
_
1 3 1 2
0 0 1 2
0 0 2 3
_
_
_
_
1 3 0 4
0 0 1 2
0 0 0 1
_
_
The last row of the nal matrix corresponds to the equation
0x
1
+ 0x
2
+ 0x
3
= 1
which is impossible!
Therefore, this system is inconsistent, i.e., it has no solutions.
Systems of Linear Equations Gaussian Elimination Page 25/44
General Patterns for Systems of Linear Equations
Example
Find all values of a, b and c (or conditions on a, b and c) so that the
system
2x + 3y + az = b
y + 2z = c
x + 3y 2z = 1
has (i) a unique solution, (ii) no solutions, and (iii) innitely many
solutions. In (i) and (iii), nd the solution(s).
Solution:
_
_
2 3 a b
0 1 2 c
1 3 2 1
_
_
_
_
1 3 2 1
0 1 2 c
2 3 a b
_
_
Systems of Linear Equations General Patterns Page 26/44
Example (continued)
_
_
1 3 2 1
0 1 2 c
2 3 a b
_
_
_
_
1 3 2 1
0 1 2 c
0 3 a + 4 b 2
_
_
_
_
1 3 2 1
0 1 2 c
0 3 a + 4 b 2
_
_
_
_
1 0 4 1 + 3c
0 1 2 c
0 0 a 2 b 2 3c
_
_
Case 1. a 2 = 0, i.e., a = 2. In this case,
_
_
1 0 4 1 + 3c
0 1 2 c
0 0 1
b23c
a2
_
_
_
_
1 0 0 1 + 3c 4
_
b23c
a2
_
0 1 0 c + 2
_
b23c
a2
_
0 0 1
b23c
a2
_
_
Systems of Linear Equations General Patterns Page 27/44
Example (continued)
_
_
1 0 0 1 + 3c 4
_
b23c
a2
_
0 1 0 c + 2
_
b23c
a2
_
0 0 1
b23c
a2
_
_
(i) When a = 2, the unique solution is
x = 1 + 3c 4
_
b 2 3c
a 2
_
, y = c + 2
_
b 2 3c
a 2
_
,
z =
b 2 3c
a 2
.
Systems of Linear Equations General Patterns Page 28/44
Example (continued)
Case 2. If a = 2, then the augmented matrix becomes
_
_
1 0 4 1 + 3c
0 1 2 c
0 0 a 2 b 2 3c
_
_
_
_
1 0 4 1 + 3c
0 1 2 c
0 0 0 b 2 3c
_
_
From this we see that the system has no solutions when b 2 3c = 0.
(ii) When a = 2 and b 3c = 2, the system has no solutions.
Systems of Linear Equations General Patterns Page 29/44
Example (continued)
Finally when a = 2 and b 3c = 2, the augmented matrix becomes
_
_
1 0 4 1 + 3c
0 1 2 c
0 0 0 b 2 3c
_
_
_
_
1 0 4 1 + 3c
0 1 2 c
0 0 0 0
_
_
and the system has innitely many solutions.
(iii) When a = 2 and b 3c = 2, the system has innitely many solutions,
given by
x = 1 + 3c 4s
y = c + 2s
z = s
where s R.
Systems of Linear Equations General Patterns Page 30/44
Uniqueness of the Reduced Row-Echelon Form
Theorem
The two linear systems of equations corresponding to two equivalent
augmented matrices have exactly the same solutions.
Theorem
Every matrix A is equivalent to a unique matrix in reduced row-echelon
form.
Systems of Linear Equations Uniqueness Page 31/44
Homogeneous Systems of Equations
Denition
A system of equations is called homogeneous if each equation in the
system is equal to 0. A homogeneous system has the form
a
11
x
1
+ a
12
x
2
+ + a
1n
x
n
= 0
a
21
x
1
+ a
22
x
2
+ + a
2n
x
n
= 0
.
.
.
a
m1
x
1
+ a
m2
x
2
+ + a
mn
x
n
= 0
where a
ij
are scalars and x
i
are variables.
Systems of Linear Equations Homogeneous Systems Page 32/44
The Trivial Solution
Notice that x
1
= 0, x
2
= 0, , x
n
= 0 is always a solution to a
homogeneous system of equations. We call this the trivial solution.
We are interested in nding the non trivial solutions to a homogeneous
system, if they exist.
Systems of Linear Equations Homogeneous Systems Page 33/44
Homogeneous Equations
Example
Solve the system
x
1
+ x
2
x
3
+ 3x
4
= 0
x
1
+ 4x
2
+ 5x
3
2x
4
= 0
x
1
+ 6x
2
+ 3x
3
+ 4x
4
= 0
_
_
1 1 1 3 0
1 4 5 2 0
1 6 3 4 0
_
_
_
_
1 0
9
5
14
5
0
0 1
4
5
1
5
0
0 0 0 0 0
_
_
The system has innitely many solutions, and the general solution is
x
1
=
9
5
s
14
5
t
x
2
=
4
5
s
1
5
t
x
3
= s
x
4
= t
or
_
_
x
1
x
2
x
3
x
4
_
_
=
_
_
9
5
s
14
5
t
4
5
s
1
5
t
s
t
_
_
, where s, t R.
Systems of Linear Equations Homogeneous Systems Page 34/44
Denition
If X
1
, X
2
, . . . , X
p
are columns with the same number of entries, and if
a
1
, a
2
, . . . a
r
R (are scalars) then a
1
X
1
+ a
2
X
2
+ + a
p
X
p
is a linear
combination of columns X
1
, X
2
, . . . , X
p
.
Example (continued)
In the previous example,
_
_
x
1
x
2
x
3
x
4
_
_
=
_
_
9
5
s
14
5
t
4
5
s
1
5
t
s
t
_
_
=
_
_
9
5
s
4
5
s
s
0
_
_
+
_
14
5
t
1
5
t
0
t
_
_
= s
_
_
9
5
4
5
1
0
_
_
+ t
_
14
5
1
5
0
1
_
_
Systems of Linear Equations Homogeneous Systems Page 35/44
Example (continued)
This gives us
_
_
x
1
x
2
x
3
x
4
_
_
= s
_
_
9
5
4
5
1
0
_
_
+ t
_
14
5
1
5
0
1
_
_
= sX
1
+ tX
2
,
where X
1
=
_
_
9
5
4
5
1
0
_
_
and X
2
=
_
14
5
1
5
0
1
_
_
.
The columns X
1
and X
2
are called basic solutions to the original
homogeneous system.
The general solution to a homogeneous system can be expressed as a
linear combination of basic solutions.
Systems of Linear Equations Homogeneous Systems Page 36/44
Example (continued)
Notice that
_
_
x
1
x
2
x
3
x
4
_
_
= s
_
_
9
5
4
5
1
0
_
_
+ t
_
14
5
1
5
0
1
_
_
=
s
5
_
_
9
4
5
0
_
_
+
t
5
_
_
14
1
0
5
_
_
= r
_
_
9
4
5
0
_
_
+ q
_
_
14
1
0
5
_
_
= r (5X
1
) + q(5X
2
)
where r , q R.
Systems of Linear Equations Homogeneous Systems Page 37/44
Example (continued)
The columns 5X
1
=
_
_
9
4
5
0
_
_
and 5X
2
=
_
_
14
1
0
5
_
_
are also basic solutions
to the original homogeneous system.
In general, any nonzero multiple of a basic solution (to a homogeneous
system of linear equations) is also a basic solution.
Systems of Linear Equations Homogeneous Systems Page 38/44
Example
Find all values of a for which the system
x + y = 0
ay + z = 0
x + y + az = 0
has nontrivial solutions, and determine the solutions.
Solution: Non trivial solutions occur when a = 0. Therefore the solutions
when a = 0 are given by
_
_
x
y
z
_
_
= s
_
_
1
1
0
_
_
, s R.
Systems of Linear Equations Homogeneous Systems Page 39/44
Rank
Denition
The rank of a matrix A, denoted rank A, is the number of leading 1s in
any row-echelon matrix obtained from A by performing elementary row
operations.
Example
Find the rank of A =
_
a b 5
1 2 1
_
.
Solution:
_
a b 5
1 2 1
_
_
1 2 1
a b 5
_
_
1 2 1
0 b + 2a 5 a
_
If b + 2a = 0 and 5 a = 0, i.e., a = 5 and b = 10, then rank A = 1.
Otherwise, rank A = 2.
Systems of Linear Equations Rank Page 40/44
What does the rank of an augmented matrix tell us?
Suppose A is the augmented matrix of a consistent system of m linear
equations in n variables, and rank A = r .
m
_
_
_
_
_
_
1
0 0 1
0 0 0 1
0 0 0 0 0
0 0 0 0 0
_
_
. .
n
. .
r leading 1
s
Then the set of solutions to the system has n r parameters, so
if r < n, there is at least one parameter, and the system has innitely
many solutions;
if r = n, there are no parameters, and the system has a unique
solution.
Systems of Linear Equations Rank Page 41/44
Solutions to a System of Linear Equations
Thus for any system of linear equations, exactly one of the following
holds:
1
the system is inconsistent;
2
the system has a unique solution, i.e., exactly one solution;
3
the system has innitely many solutions.
Systems of Linear Equations Rank Page 42/44
Example
Solve and discuss the system
3x
1
+ 6x
2
4x
3
9x
4
+ 3x
5
= 1
x
1
+ 2x
2
2x
3
4x
4
3x
5
= 3
x
1
2x
2
+ 2x
3
+ 2x
4
5x
5
= 1
x
1
2x
2
+ x
3
+ 3x
4
x
5
= 1
Solution: The augmented matrix is
_
_
1 2 2 2 5 1
3 6 4 9 3 1
1 2 2 4 3 3
1 2 1 3 1 1
_
_
_
_
1 2 0 0 13 9
0 0 1 0 0 2
0 0 0 1 4 2
0 0 0 0 0 0
_
_
There are 5 variables, and the rank of the augmented matrix is 3.
The system is consistent, thus the set of solutions has 5 3 = 2
parameters.
Systems of Linear Equations Rank Page 43/44
Example (continued)
From the reduced row-echelon matrix
_
_
1 2 0 0 13 9
0 0 1 0 0 2
0 0 0 1 4 2
0 0 0 0 0 0
_
_
x
1
= 9 + 2r + 13s
x
2
= r
x
3
= 2
x
4
= 2 4s
x
5
= s
_
_
r , s R
The solution has two parameters (r and s) as we expected.
Systems of Linear Equations Rank Page 44/44