Chapter 2

Systems of Linear Equations

2.1

Two graphical interpretations of linear systems

Practical problems in many fields of study such as biology, chemistry, economics

or engineering can often be reduced to solving a system of linear equations, which
means that they involve only the first power of each variable; in particular, the unknowns are only multiplied by numbers. Linear algebra arose from attempts to find
systematic methods for solving these systems. In other words, the central problem
of linear algebra is to solve systems of n linear equations. Let us recall some basic
notions.
A linear combination of the variables x1 , . . . xn has the form
a1 x1 + as2 x2 + . . . an xn ,
where the real numbers a1 , . . . , an are the combinations coefficients. A linear equation in the unknowns or variables x1 , . . . xn has the form
a1 x1 + as2 x2 + . . . an xn = b,
where b R is the constant.
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An n-tuple (s1 , . . . , sn ) is a solution of the equation if substituting the numbers

s1 , . . . , sn for the variables gives a true statement. A system of linear equations
a11 x1 + a12 x2 + + a1n xn = b1
a21 x1 + a22 x2 + + a2n xn = b2
..
.
am1 x1 + am2 x2 + + amn xn = bm
has the solution (s1 , . . . , sn ) if that n-tuple is a solution of all of the equations in the
system. The solution of a linear system does not necessarily exist, and if it does,
it is not necessarily unique. The set of all the solutions of a given system of linear
equations is called the solution set. Notice that this set can be empty.
Finally, recall that two systems are said to be equivalent if each has the same set
of solutions.
Next, we are going to consider two alternative ways of regarding linear systems.
Example: Consider the following system of two equations with two unknowns

xy=0

x + 2y = 4
The following geometrical interpretation of linear systems is well-known. Every pair

of real numbers (x, y) verifying xy = 0, e.g., (0,0), (3, 3) or ( 2, 2), are solutions
of the first equation. If we represent such points in the plane XY, we obtain a straight
line, as shown in figure 2.1. In general, if we represent one equation (row) at a time by
a straight line in the XY plane, we find out that the intersection, if any, is the solution


4 4
,
is the solution of the system above.
to the system. In particular, the pair
3 3
Note that we can use this graphical procedure to solve systems with two unknowns.
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3
2

x+2y=4

(4/3,4/3)

xy=0

Figure 2.1: Graphical representation of a linear system, by rows.

An alternative way of writing the system, using vector notation, is

1 0
1
x + y
.
=
1
2
4
This expression tells us that the solution of the linear system is given by the (scalar)




coefficients x and y of the linear combination of vectors 11 and 1
that equals vec2


tor 04 . We can see in figure 2.2 that the right choices for the scalars are, obviously, the
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coordinates of the intersection point in figure 2.1, x = y = .
3
Note that this should NOT be used as a procedure for solving the system (as it
would be a trial and error method), but a way of understanding the meaning of a
solution in terms of linear combinations of certain vectors, which will be quite useful
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in future chapters.

4/3 * (1,1)

(1,1)

4/3 * (2,1)

(4,0)

(2,1)

Figure 2.2: Graphical representation of a linear system, by columns.

The first representation of the linear system as intersecting (or not...) lines in the
XY plane, or as intersecting planes in the 3D space, is more familiar that the one using
linear combinations of vectors, but for higher dimensions is easier to see a linear
combination of, say, four vectors in a 4-dimensional space than four intersecting hyperplanes in four dimensions. In addition, this way of visualising a linear system can
help answer the following question: does the following system

x y = b1

x + 2y = b2
have a solution for any pair of values b1 and b2 ? Or in terms of linear combinations, is
it possible to obtain every point of the XY plane using linear combinations of the two
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1
1

1
2

? As we will see later, the answer to this question only involves




vectors 11 and 1
.
2

vectors

and

Finally, recall that we can also represent the system as a matrix problem Ax = b :
z

}|

z }| { z }| {
{
1 x 0

=
2
y
4

with A the coefficient matrix and b the vector of constants.

2.2

Solving linear systems

Solving a system consists of finding the set of all solutions. There are different techniques for finding the solution set of a system. In this chapter we will focus on Gauss
method, a systematic technique to solve linear systems (you should be familiar with),
whose goal is to obtain a series of systems, one by one, each equivalent to the previous
one, to produce an upper triangular system by forward elimination, and then obtain the
solution by back substitution. The operations that can be used to obtain this collection
of equivalent systems are described in the following theorem.
Theorem (Gauss method): If a linear system is changed to another by one of these
operations:
1) swapping: an equation is swapped with another;
2) rescaling: an equation has both sides multiplied by a nonzero constant;
3) row combination: an equation is replaced by the sum of itself and a multiple of
another;
then the two systems have the same set of solutions.
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Example: Consider again the system:

xy=0

x + 2y = 4
whose solution is plotted in figure 2.1. If we replace the second equation, R2 , by the
row combination R2 R1 we obtain the system:

xy=0
3y = 4

Figure 2.3 shows that both systems are equivalent: they have the same solution.

3y=4
1

(4/3,4/3)

xy=0

Figure 2.3: Performing Gauss elementary operations does not change the solution set
of a linear system.
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In each row of a system, the first variable with a nonzero coefficient is the rows
leading variable. A system is in echelon form if each leading variable is to the right
of the leading variable in the row above (except for the leading variable in the first
row). In addition, we say that a system in echelon form is in reduced echelon form
if it also satisfies that the coefficient of each leading variable is a 1, and it is the only
non-zero coefficient of the corresponding equation.
Example: If we solve the following system by Gauss method, we have to carry out
the following operations:
x+y=0

x+y=0

x+y=0

R2 2R1

2x y + 3z = 3

R3 R1

x 2y z = 3

3y + 3z = 3

R3 R2

3y z = 3

3y + 3z = 3
4z = 0

Notice that this third system is in echelon form . After the elimination steps, we
have, from the third row, that z = 0; substituting this back into the second row we get
y = 1, and then substituting back into the first row we get x = 1. Thus, the solution
set has only one element, given by {(1, 1, 0)}.
Also, we can obtain a reduced echelon form system with the following operations:
x+y=0

x+y=0

x+y=0

1
R
3 2

3y + 3z = 3

R2+R3

1
R
4 3

y z = 1

4z = 0

x=1
R1R2

y = 1
z=0
7

y = 1
z=0

z=0

which directly provides the solution to the system (obviously, the same we found
before).

Example: Consider the following SLE and the indicated operations:

x + 3y = 1

x + 3y = 1

2x + y = 3

R3 2R1

2x + 2y = 2

x + 3y = 1

R2 2R1

5y = 5

4
R2
R3 5

4y = 4

5y = 5
0=0

This shows that one of the equations is redundant. From the second row we get y = 1,
and then substituting back into the first equation we get x = 2, so the solution set is
{(2, 1)}.

Example: Now consider the following system, where we carry out the operations:
x + 3y = 1

x + 3y = 1
R2 2R1

2x + y = 3

R3 2R1

2x + 2y = 0

5y = 5
4y = 2

The third row shows that y = 1/2 and the second one shows that y = 1, that is,
the system is inconsistent, or in other words, the solution set is empty.

As a summary,
a linear system with a unique solution has a solution set with one element.
a linear system with no solution has a solution set that is empty.
In these cases the solution set is easy to describe. Solution sets are a challenge to
describe only when they contain many elements. When this happens, the number
of possible solutions is infinite, as we can identify such situation using the following
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result. When a system has infinitely many solutions, then, when written in echelon form, not
all of the variables are leading variables.
Example: Consider the following system:
x+y=4

R 2R

1
2

2x + 2y = 8

x+y=4
0=0

This shows that any pair of real numbers (s1 , s2 ) satisfying the first equation also
satisfies the second. There are infinitely many solutions of the system.
The solution set can be described as follows:
{(s1 , s2 ) : s1 + s2 = 4} = {(s1 , s2 ) : s2 = 4 s1 } = {(s1 , s2 ) = (s1 , 4 s1 ), s1 R} =
{(0, 4) + s1 (1, 1)}
Particular solutions are obtained by assigning values to s1 ; for instance, (0,4), (1,3),


(2,6) and ( 3, 4 3) are particular solutions of the system.
A variable that we use to describe a family of solutions is a parameter.
In summary, for any system of linear equations, written in echelon form, exactly
three possibilities exist:
1. no solution; this occurs when some inconsistency between the equations is found;
2. a unique solution; this occurs when every variable is a leading variable;
3. infinitely many solutions; this occurs when there is at least one non-leading variable, so at least one parameter is involved.
As we already know, linear systems can be abbreviated by means of the so-called
augmented matrix, where we can perform the same operations as with the equations.
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Example: Consider again the system:

x+y=0
2x y + 3z = 3
x 2y z = 3
If we perform elementary operations on the augmented matrix of the system we obtain the (row) echelon form of that matrix as:

1 1

2 1

1 2

0
3
1

R2 2R1

R3 R1

1 1

0 3

0 3

0
3
1

R3 R2

1 1

0 3

0 0

0
3
4

and again the same solution set {(1, 1, 0)} is obtained (by back substitution).

2.2.1

The inverse of a matrix (using Gaussian elimination)

Suppose we want to solve a linear system, written in matrix form as Ax = b. We know

that, if A is non-singular, that is, it has an inverse, we can perform the operation
A1 Ax = A1 b

x = A1 b.

Gauss method can be used to determine easily the inverse of a non-singular matrix
A as follows.
Suppose the system we want to solve is Ax = b, with b = (1, 0, 0, . . . , 0) 0 . If we
multiply A1 b trivially we see that the result of this operation is the first column
of matrix A1 . If we do the same considering vector b = (0, 1, 0, . . . , 0) 0 , the product
A1 b will yield the second column of the inverse. If we repeat this procedure until
we multiply A1 b, with b = (0, 0, . . . , 0, 1) to obtain the last column of A1 , we will
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obtain the full inverse matrix. All these computations can be efficiently carried out if
we apply Gaussian elimination to calculate the reduced echelon form of the matrix

a11
.
.
(A|In ) =
.

an1

...

...

a1n
..
.

1
..
.

...

ann

...

0
..
.

that is a matrix with n rows and 2n columns, with A on the left and the identity matrix
of dimension n on the right.

Example: To compute the inverse of the matrix A =

1

1
0

1 1

1
1

1 0 1

0 1 0

0 0 1

1
0

1 0

1 1

R2 R1

R3 R1

1 1

1 1
1 0

R3 +R2

R R

1
3

1
0

1 0

1 1

Then, the inverse of A is the matrix on the right: A1

11

1 0 1

0 1 0

0 0 1

R R

1
2

1
we write:

1 0

1 1

0 0

=
1 1

0 1

0
.

2.3

The theory of linear systems

As we have seen, we can interpret the system of equations Ax = b in two ways. If we

concentrate on rows, s is a solution of the system if it lies in the intersection of all the
hyperplanes defined by the system of equations. If we concentrate on columns, the
solution s is a set of scalars that gives a representation of b as a linear combination of
the columns of the matrix A (which will play an important role in future chapters).
When such a solution exists, the system is said to be consistent; otherwise, it is inconsistent. It is easy to recognise an inconsistent system of equations from the echelon
form of its augmented matrix. A system is inconsistent when there is an equation that
reads 0x1 + + 0xn = c, for some non zero scalar c. In such situations, it is impossible
to express b as a linear combination of the columns of A.
A more difficult question is the following: under which conditions any vector
b Rn can be represented as a linear combination of the columns of A? To answer
this question, let us define the rank r of a matrix A as the number of non zero rows
when written in echelon form, or in other words, as the number of leading variables.
As you already know from previous courses, it can be proven that the linear system
Ax = b is consistent if and only if the rank of A equals the rank of the augmented matrix
(A|b).

2.3.1

Uniqueness and non-uniqueness of solutions

Now we turn our attention to the question of how many solutions a given consistent
system of equations has. From previous courses, you know as well that a consistent
system has a unique solution if and only if the rank of A equals the number of unknowns. Additionally, we will see that the solutions of a consistent linear system
Ax = b is intimately related to the solutions of the system Ax = 0.
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We say that a linear equation is homogeneous if it has a constant of zero:

a1 x1 + + an xn = 0.
If all of the equations in a linear system are homogeneous, it is called homogeneous
system.
Clearly, x1 = = xn = 0 is a solution to such a system, and it is called the trivial
solution. Any solution in which at least one variable has a nonzero value is called a
non-trivial solution.
Given any linear system, we can associate with it a homogeneous system, by setting the constant terms equal to zero. The following important result holds:
Proposition: If the system of equations Ax = b is consistent, then it has a unique
solution if and only if the associated homogeneous system Ax = 0 has only the trivial
solution. This happens exactly when r = n.
These facts can also be related in the following way:
Proposition: Let A be an n n matrix. The following are equivalent:
1. A is nonsingular (i.e., its determinant is different from zero).
2. Ax = 0 has only the trivial solution.
3. For every b Rn , the equation Ax = b has a unique solution.

Example: Consider the system

x+y+z=0
x + 2y z = 1
2x + y + 4z = 1
Let us illustrate the equivalence of the three statements.
The augmented matrix can be written in echelon form as
13

2 1
1

1

0
R3 2R1

0
R2 R1

1 1 1

0 1 2

0 0 0
R3 +R1

This shows that the rank of A and that of the augmented matrix equal 2, less than
the number of unknowns; therefore, the system is consistent and has infinitely many
solutions.
On the other hand, the associated homogeneous system is given by
x+y+z=0
x + 2y z = 0
2x + y + 4z = 0
and its solution set is described as
{(3s3 , 2s3 , s3 ), s3 R},
i.e., it has infinitely many solutions.
Finally, if we compute the determinant of matrix A, we get det(A) = 0.

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