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System of Linear Equations
When mathematics is used to solve a problem it often
becomes necessary to find a solution to a so-called system
of linear equations. Historically, linear algebra developed
from studying method for solving such equations. This
module introduces methods for solving system of linear
equations and includes examples of problems that reduce
to solving such equations. The techniques of this module
will be used throughout the remainder of the course.

Definition: A linear equation is an algebraic equation in


which each term is either a constant or the product of a
constant and the first power of a single variable.

Example: 𝑥 + 3𝑦 = 9.
The graph of this equation is a straight line in the 𝑥 − 𝑦
plane.

Note: Linear equations can have one or more variables.


Consider a system of two linear equations
𝑥 + 3𝑦 = 9

−2𝑥 + 𝑦 = −4
A pair of values of 𝑥 and 𝑦 that satisfy both the equations is
called a solution. It can be seen by substitution that
𝑥 = 3, 𝑦 = 2 is a solution to this system. A solution to such a
system will be a point at which the graphs of the two
equations intersect. The following examples illustrate that
three possibilities can arise for such system of equations.
There can be a unique solution, no solution, or many
solutions.

Unique Solution
𝑥 + 3𝑦 = 9
−2𝑥 + 𝑦 = −4

Lines intersect at 3,2 .

Unique solution, 𝑥 = 3, 𝑦 = 2.

x+3y=9

-2x+y=-4

(3,2)

No Solution

−2𝑥 + 𝑦 = 3

−4𝑥 + 2𝑦 = 2
Lines are parallel. No point of intersection.
-4x+2y=2

-2x+y=3

Many Solutions

4𝑥 − 2𝑦 = 6

6𝑥 − 3𝑦 = 9
Both equations have the same graph. Any point of the
graph is a solution.

4x-2y=6

6x-3y=9
Our aim in this module is to analyze larger system of
linear equation. The following is an example of a system of
three linear equations.
𝑥1 + 𝑥2 + 𝑥3 = 2
2𝑥1 + 3𝑥2 + 𝑥3 = 3
𝑥1 − 𝑥2 − 2𝑥3 = −6

A linear equation in three variables corresponds to a plane


in three-dimensional space. Solutions will be points that lie
on all three planes. As for systems of two equations there
can be a unique solution, no solution, or many solutions.

C
Three planes A, B and C intersects at a single point P.
P corresponds to a unique solution.
A

Planes A, B and C have no points in common.


There is no solution.
B

A Q

C
Three planes A, B and C intersects in a line PQ.
Any point on the line is a solution

As the number of variables increases, a geometrical


interpretation of such a system of equations becomes
increasingly complex. Each equation will represent a space
embedded in a larger space. Solutions will be points that lie
on all the embedded space. A geometrical approach to
visualizing solutions becomes impractical. We have to rely
solely on algebraic methods. We introduce a method for
solving systems, of linear equations called Gauss-Jordan
elimination.
Gauss-Jordan Elimination:

The general form of system of linear equations is


𝑎11 𝑥1 + 𝑎12 𝑥2 + ⋯ + 𝑎1𝑛 𝑥𝑛 = 𝑏1

𝑎21 𝑥1 + 𝑎22 𝑥2 + ⋯ + 𝑎2𝑛 𝑥𝑛 = 𝑏2


.

𝑎𝑚1 𝑥1 + 𝑎𝑚 2 𝑥2 + ⋯ + 𝑎𝑚𝑛 𝑥𝑛 = 𝑏𝑚
The matrix representation of the above system of linear
equations is
𝑥1 𝑏1
𝑥2 𝑏2
𝑎11 𝑎12 … . . 𝑎1𝑛
. .
𝑎21 𝑎22 … . . 𝑎2𝑛
. =
𝑎𝑚1 𝑎𝑚2 … . . 𝑎𝑚𝑛 .
𝑚×𝑛 . .
𝑥𝑛 𝑛×1 𝑏𝑚 𝑚×1

i.e., 𝐴𝑋 = 𝐵

𝐴 is called coefficient matrix.


𝑎11 𝑎12 … . . 𝑎1𝑛 𝑏1
The matrix 𝐴 𝐵 = 𝑎21 𝑎22 … . . 𝑎2𝑛 𝑏2
𝑎𝑚1 𝑎𝑚2 … . . 𝑎𝑚𝑛 𝑏𝑚

is the augmented matrix of the system of linear equations.


Definition: A matrix is in reduced echelon form if

1. Any row consisting entirely of zeros is grouped at the


bottom of the matrix.
2. The first non-zero element of each row is 1. This
element is called leading coefficient or pivot.
3. The leading coefficient of each row after the first is
positioned to the right of the leading coefficient of the
previous row.
4. All other elements in a column that contains a leading
coefficient are zero.

Note: If we give relaxation to the condition that leading


coefficient is 1 and to the point 4, then the form of the
matrix is called echelon form.
Example: The following matrices are all in reduced
echelon form.
1 0 8 1 0 0 7 1 4 0 0 1 2 3 0
0 1 2 , 0 1 0 3 , 0 0 1 0 , 0 0 0 1
0 0 0 0 0 1 9 0 0 0 1 0 0 0 0
The following matrixes are not in reduced echelon form.
1 2 0 4 1 2 0 3 0
0 0 0 0 0 0 3 4 0
0 0 1 3 0 0 0 0 1
Row of zeros First non-zero
not at bottom element is row 2
of matrix is not 1.

1 7 0 8
1 0 0 2
0 1 0 3
0 0 1 4
0 0 1 2
0 1 0 3
0 0 0 0
Leading 1 in row 3 not to Non zero element
the right of leading 1 in above leading 1 in row
row 2. 2

There are usually many sequences of row operation that


can be used to transform a given matrix to reduced echelon
form they all, however, lead to the same reduced echelon
form. We say that the reduced echelon form of a matrix is
unique.
Gauss-Jordan Elimination:

1. Write down the augmented matrix of the system of


linear equations.
2. Derive the reduced echelon form of the augmented
matrix using elementary row operations.
3. Write down the system of equations corresponding to
the reduced echelon form. This system gives the
solution.

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