MATH1850U: Chapter 1

LINEAR SYSTEMS
Introduction to Systems of Linear Equations (1.1; pg.2)
Definition: A linear equation in the n variables, x1 , x 2 , x n is defined to be an equation that can be written in the form:

a1 x1 + a 2 x2 + + a n xn = b where a1 , a 2 , a n and b are real constants. The ai are called the coefficients, and the variables xi are sometimes called the unknowns. If it cannot be written in this form, it

is called a nonlinear equation. Examples:

5 x1 6 x2 +10 x3 = 8 + x4

9 x1 x3 3x2 = 6 x4
7 x1 + x2 = x3 9

Application: Suppose that $100 is invested in 3 stocks. If A , B, and C, denote the number of shares of each stock that are purchased and they have units costs $5, $1.5, and $3 respectively, write the linear equation describing this scenario.

Definition: A solution of a linear equation a1 x1 + a2 x2 + + an xn = b is a sequence (or n-tuple) of n numbers s1 , s 2 , s n such that the equation is satisfied when we substitute x1 = s1 , x 2 = s 2 , x n = s n in the equation. The set of ALL solutions of the equation is called the solution set (or sometimes the general solution) of the equation. Example:

Definition: A finite set of linear equations in n variables, x1 , x 2 , x n , is called a system of linear equations or a linear system. A sequence of n numbers s1 , s 2 , s n

MATH1850U: Chapter 1 is a solution of the system of linear equations if x1 = s1 , x 2 = s 2 , x n = s n is a solution of every equation in the system. Example: Verify that x =1, y =1, z =1 is a solution of the linear system:
x 2 y +3z = 2 =4 3x + y y 2 z = 1

Question: Does every system of equations have a solution? Definition: A system of equations that has no solutions is said to be inconsistent. If there is at least of solution of the system, it is called consistent.

Example (one solution):

Example (no solutions):

Example (infinitely many solutions):

Question: What do the above cases correspond to geometrically?

Extension: Now lets say we have 3 equations in 3 unknownsthen what? How many solutions are possible? What is the geometric interpretation?

MATH1850U: Chapter 1

Ok, finally, lets extend this even furthern equations in n unknowns. Theorem: A system of linear equations has either no solution, exactly one solution, or infinitely many solutions. Ok, so we know what to expect in terms of solutions, but how do we solve so many equations in so many unknowns???

Definition: An arbitrary set of m equations in n unknowns

a11 x1 + a12 x2 + + a1n xn = b1 a 21 x1 + a 22 x2 + + a 2 n xn = b2 a m1 x1 + a m 2 x2 + + amn xn = bm

can be written more concisely in augmented matrix form:

a11 a 21 am1 a12 a 22 am 2 a1n a2 n amn b1 b2 bm

Example: Write the linear system in augmented matrix form:

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

MATH1850U: Chapter 1

1 Example: Suppose we have 0 0

2 1 0

8 5 1

3 2 . What is the solution to the system? 7

So how does this help???

Definition: You find solutions to systems of linear equations using three types of operations on an augmented matrix (or the system of equations itself, in brackets): Multiply a row (equation) through by a nonzero constant Interchange two rows (equations) Add a multiple of one row (equation) to another These are called Elementary Row Operations.

Example: Use elementary row operations to replace the system of equations with another system that has the same solution, but is easier to solve. Then solve the resulting system.

MATH1850U: Chapter 1
x1 + x2 + x3 = 2 x1 + x2 + 3x3 = 0 x1 + x2 4 x3 = 2

Gaussian Elimination (1.2; pg. 11)

Recall: The elementary row operations we studied earlier today are:

MATH1850U: Chapter 1 Multiply a row through by a nonzero constant Interchange two rows Add a multiple of one row to another

Definition: A matrix is said to be in reduced row-echelon form if it has the following 4 properties (if only the 1st 3 properties are satisfied, it is said to be in row-echelon form). 1. If a row does not consist entirely of zeroes, then the first nonzero number in the row is a 1. This is called a leading 1. 2. If there are any rows that consist entirely of zeroes, then they are grouped together at the bottom of the matrix. 3. In any two successive rows that do not consist entirely of zeroes, the leading 1 in the lower row occurs farther to the right than the leading 1 in the higher row. 4. Each column that contains a leading 1 has zeroes everywhere else.

Examples: Are these RREF, REF, or neither?

So, why are we doing this? Well, once youve got a system in one of these forms, finding the solution is super-easy.
2 3 Example: Consider 4 1 1 2 1 6 1 5 1 1 4 9 and 6 3 1 0 0 0 0 1 0 0 0 0 1 0 2 1 1 0

More Examples:

MATH1850U: Chapter 1
1 0 0 0 1 0 2 7 0

7
5 0 1 0 2 5 0 0 0 3

1 0 0 0 0 1
7 9 0 0

1 0 0 0

0 1 0 0

8 5 0 0

Terminology: A leading variable is a variable that has a leading 1 in its column and a free variable is a variable that has no leading 1 in its column. Example:
x1 + 2 x2 x3 = 1 x2 + 5 x3 = 2

Now that weve covered some important definitions, lets return to solving the system. Definition: Solving by reducing to row echelon form and then using back-substitution is called Gaussian Elimination. Solving by reducing to reduced-row echelon form is called Gauss-Jordan Elimination.

Gaussian Elimination Algorithm (to get matrix to row-reduced form): 1. Locate the 1st non-zero column...if it doesnt contain a leading 1, create a leading 1 using an elementary row operation. 2. Move the leading 1 to the top of that column by switching 2 rows. 3. Use the leading 1 to create 0s underneath it, using row operations. 4. Move onto the next column and repeat steps 1-4 working only with the rows below the ones that the algorithm has already been applied to.

MATH1850U: Chapter 1

Example (Gaussian Elimination): Solve the system

MATH1850U: Chapter 1