Beruflich Dokumente
Kultur Dokumente
Topic 1
SYSTEMS OF LINEAR EQUATIONS AND MATRICES
Contents
1.1 Introduction to Systems of Linear Equations
1.2 Gaussian Elimination
1.3 Matrices and Matrix Operations
1.4 Inverses; Algebraic Properties of Matrices
1.5 Elementary Matrices and a Method for Finding
A 1
In mathematics and linear algebra, a system of linear equations is a set of linear equations such
as
x1 4 x2 x3 6
3 x1 x2 2 x3 7
2 x1 2 x2 3 x3 3
A standard problem is to decide if any assignment of values for the unknowns can satisfy all
three equations simultaneously, and to find such an assignment if it exists.
The existence of a solution depends on the equations, and also on the available values (whether
integers, real numbers, and so on).
There are many different ways to solve systems of linear equations, such as substitution,
elimination, matrix and determinants.
However, one of the most efficient ways is given by Gaussian elimination (matrix).
where
x , x , ..., x
1
a , a , ..., a
11
12
mn
are the
A x b where A is a mn
matrix, x is a column vector with n entries, and b is a column vector with m entries.
For any given system of linear equations:
A system of equations that has at least one solution is called consistent; if there is no solutions it
is said to be inconsistent.
A system of the form Ax 0 is called a homogeneous system of linear equations. The set of all
solutions of such a homogeneous system is called the nullspace of the matrix A.
a x a x ... a x 0
11
12
1n
a x a x ... a x 0
21
22
2n
a x a x ... a x 0
m1
m2
mn
then
we have a trivial
solution.
If the system is homogeneous and at least one xi 0 , then we have a nontrivial solution.
Since a homogeneous linear system always has the trivial solution; there are only 2
possibilities for its solution.
(a)
(b)
Theorem
A homogeneous system of linear equations with more unknowns than equations has infinitely
many solution.
Augmented Matrices
Linear Equations
matrix form
Augmented Matrix
a11
a21
am1
a12
a22
a1n
a2 n
am1
amn
b1
b2
bm
To find the solution(s) of a given system of linear equations, we have to reduce an augmented
matrix to row echelon form or reduced row-echelon form. The reduction is done by using
operations on the rows of the augmented matrix. The operations are called the elementary row
operations.
______________________________________________________________________________
Elementary Row Operation
An elementary row operations (ERO) on a matrix A is one of the following :
1. Multiply a row by a nonzero constant, c
cRi Ri
Ri Rj
cRi + Rj Rj
Elementary row operations are used to reduce an augmented matrix or matrix to row echelon
form or reduced row-echelon form.
Reducing the matrix to row echelon form is called Gaussian elimination and to reduced rowechelon form is called GaussJordan elimination.
Augmented
Matrices
Gaussian
elimination
row-echelon form (RE)
Gauss-Jordan
elimination
Figure 1
If a row does not consist entirely of zeroes, then the first nonzero number in the row is 1,
We call this a leading 1.
2.
If any two successive rows that do not consist entirely zeros, the leading 1 in the lower row
occurs farther to the right than the leading 1 in the higher row.
3.
In Reduced Row-Echelon, each column that contains a leading 1 has zeros everywhere
else.
0
0
0
1
0
0
1
0
1
,
Example 3:
0
0
2
7
0 ,
0
0
1
3
0
0
1
0
0
0
0
1
0
0
0
2
3
The solution set of a system of linear will be obtained once the augmented matrix is put in rowechelon form or reduced row-echelon form.
Example 4:
(a)
(b)
1
0
1
0
0 4
0 2
1 3
means by
x1 5
x2 2
x3 4
x3 3 x4 2, x2 2 x4 6, x1 4 x4 1
x3 2 3t , x2 6 2t , x1 1 4t
(c)
(d)
1
0
0
0
1
0
4 2
3 1
means no solution
x1 2 x2 3x3 5
(a)
2 x1 5 x2 3x3 3
8 x3 17
x1
Solution 5(a):
2
1
2 3 5
5 3 3
0 8 17
1
2 R1 R2 R2
0
1 2
3 5
0 1 3 7
0 2 5 12 2 R2 R3 R3
2 3 5
1 3 7
0 8 17
R1 R3 R3
1 2 3
5
0 1 3 7
0 0 1 2 (1) R3 R3
1 2 3 5 x1 2 x2 3x3 5
x2 3x3 7
0 1 3 7
0 0 1 2
x3 2
Back Substitution
x1 2 x2 3x3 5
x2 3 2 7
x2 3x3 7
x1 2 1 3 2 5
x3 2
x2 7 6 1
x1 5 2 6 1
x1 1 ,
x2 1
x3 2
10
2 x1 2 x2 2 x3 4
(b)
3x1 2 x2 x3 3
4 x1 3x2 2 x3 3
Solution 5(b):
2
2 2 4 1
R1 R1
3 2 1 3 2
4 3 2 3
1
1 1 2
3 2 1 3
4 3 2 3
1
1 1 2
0 5 4
4 3 2 3 4 R1 R3 R3
1 1 1 2
3 1
0 5 4
R R2
0 7 6 5 5 2
1 1 1
0 1 4
0 1 6
7
1 1 1
0 1 4
5
0 7 6
1
5 R3 R3
7
5
1 1 1
0 1 4
0 0 2
35
2
35
3 R3 R3
2
5
4
35
3R1 R2 R2
3 R R2 R3
3
5
7
1 1 1
0 1 4
5
0 0 1
5
2
Back Substitution
x1 x2 x3 2
4
3
2
5
5
x2
x2
4
3
x3
5
5
x2
x1 1 ,
x3 2
3 8 5
1
5 5 5
x2 1
x3 2
11
(a)
x1 2 x2 3x3 5
2 x1 5 x2 3x3 3 .
x
8 x3 17
1
Solution 6(a):
1 2 3 5 2 R1 R2 R2
2 5 3 3
1 0 8 17 R1 R3 R3
1 2 3 5 2 R2 R1 R1
0 1 3 7
0 0 1 2 (1) R3 R3
1 2 3 5
0 1 3 7
0 2 5 12 2 R2 R3 R3
1 0 9 19 9 R3 R1 R1
0 1 3 7
0 0 1 2 3R3 R2 R2
x1 1 ,
x2 1
1 0 0 1
0 1 0 1
0 0 1 2
x3 2
2 x1 2 x2 2 x3 4
(b)
Consider
3x1 2 x2 x3 3
4 x1 3x2 2 x3 3
Solve the system using Gauss-Jordan elimination method.
Solution 6(b):
2 2 2 4 1
R1 R1
3 2 1 3 2
4 3 2 3
1 1 1 2 3R1 R2 R2
3 2 1 3
4 3 2 3 4 R1 R3 R3
12
1 1 1 2 1
R2 R2
0 5 4 3 5
0 7 6 5
1 1
0 1
0 0
1
4
5
2
5
3
5
4
5
1 R2 R1 R1
5
R3 R3
2
1 1
0 1
0 7
1 0
0 1
0 0
x1 1 ,
Example 7:
(a) Solve
x yz0
x 2 y z 0
3x 4 y z 0
1
4
5
6
5
7 R2 R3 R3
5
1
5
4
5
1
x2 1
7 1
5 5 R3 R1 R1
3
5
4
2
R3 R2 R2
5
1 0 0 1
0 1 0 1
0 0 1 2
x3 2
Solution 7(a):
1 1 1 0
1 2 1 0
3 4 1 0
R1 R2 R2
3R1 R3 R3
1 1 1 0
R2 R3 R3
0
1
2
0
0 1 2 0
1 1 1 0
0 1 2 0
0 0 0 0
many solutions
Since last row is entirely zero entries, the homogeneous system has nontrivial solution (many
solutions).
From the last augmented matrix:
x1 x2 x3 0
x2 2 x3 0
13
Let x3 t ,
x2 2t 0
x2 2t
x1 2t t 0 x1 3t
x1 3t ,
(b) Solve
x2 2t
x3 t
x 2 y 5z 0
3x 2 y 2 z 0
4 x 4 y 5z 0
Solution 7(b):
1 2 5 0 3R1 R2 R2
3 2 2 0
4 4 5 0 4 R1 R3 R3
1 2 5 0
0 4 13 0
0 0 2 0
1
R2 R2
4
3 0
1 0
1 R R
3
2
2 3
13
0 1 4 0
0 0 2 0
1 2 5 0 R2 R3 R3
0 4 13 0
0 4 15 0
1 2
0 1
0 0
0
5
2R R R
2
1
1
13
0
2 0
3 0
1 0
13 R R R
2
2
2
4 3
13
0 1 4 0
3
1
R3 R1 R1
0
0 0
2
x1 0 ,
x2 0
, x3 0
1 0 0
0 1 0
0 0 1
0
0
14
In conclusion,
System of Linear
Equation
Homogeneous System
Non-Homogeneous
System
Consistent
Consistent
Exactly one
solution
Inconsistent
Exactly one
solution
Infinitely many
solution
Trivial
solution
Non-trivial
solution
Infinitely many
solution