SystemsofEquations Handout

A FIRST COURSE
IN LINEAR ALGEBRA
An Open Text by Ken Kuttler
Systems of Linear Equations
Lecture Notes by Karen Seyarth
Adapted by
LYRYX SERVICE COURSE SOLUTION
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Systems of Linear Equations Page 1/44
Example
A system of linear equations:
x
1
2x
2
7x
3
= 1
x
1
+ 3x
2
+ 6x
3
= 0
variables: x
1
, x
2
, x
3
.
coecients:
1x
1
2x
2
7x
3
= 1
1x
1
+ 3x
2
+ 6x
3
= 0
constant terms:
x
1
2x
2
7x
3
= 1
x
1
+ 3x
2
+ 6x
3
= 0
Systems of Linear Equations Systems of Linear Equations Page 2/44
A Graphical Solution
Example
Use a graph to nd the solution to the following system of equations
x + y = 3
y x = 5
y=x+5
y=-x+3
(-1,4)
An Algebraic Solution
Example
x
1
= 3, x
2
= 1, x
3
= 0 is a solution to the system
x
1
2x
2
7x
3
= 1
x
1
+ 3x
2
+ 6x
3
= 0
as is x
1
= 6, x
2
= 0, x
3
= 1.
However, x
1
= 1, x
2
= 0, x
3
= 0 is not a solution to the system.
A solution to the system must be a solution to every equation in the
system.
The system above is consistent, meaning that the system has at least
one solution.
Example (continued)
x
1
+ x
2
+ x
3
= 0
x
1
+ x
2
+ x
3
= 8
is an example of an inconsistent system, meaning that it has no solutions.
Why are there no solutions?
Example
For any s a real number (written s R), then
x
1
= 3 + 9s, x
2
= 1 + s, x
3
= s
is a solution to the system
x
1
2x
2
7x
3
= 1
x
1
+ 3x
2
+ 6x
3
= 0
Verify this by substituting the expressions for x
1
, x
2
, and x
3
into the two
equations.
s is called a parameter, and the solution is written in terms of s
x
1
= 3 + 9s, x
2
= 1 + s, x
3
= s, where s R
Problem
Find all solutions to a system of m linear equations in n variables, i.e.,
solve a system of linear equations.
Denition
Two systems of linear equations are equivalent if they have exactly the
same solutions.
Example
The two systems of linear equations
2x + y = 2
3x = 3
and
x + y = 1
y = 0
are equivalent because both systems have the unique solution x = 1,
y = 0.
Elementary Operations
We will solve systems of linear equations by using Elementary Operations
to transform the system into an equivalent but much simpler system from
which we can read the solution.
The Elementary Operations are of 3 kinds:
Type I: Interchange two equations.
Type II: Multiply an equation by a nonzero number.
Type III: Add a (nonzero) multiple of one equation to a dierent
equation.
Systems of Linear Equations Elementary Operations Page 8/44
Theorem (Elementary Operations and Solutions)
Suppose you have a system of two linear equations
E
1
= b
1
E
2
= b
2
(1)
Then the following systems have the same solution set as (1):
1
E
2
= b
2
E
1
= b
1
2
E
1
= b
1
kE
2
= kb
2
for any scalar k, provided k = 0.
3
E
1
= b
1
E
2
+ kE
1
= b
2
+ kb
1
for any scalar k (including k = 0).
Solving a System with Elementary Operations
Example
Use Elementary Operations to solve the system
2x + y = 4
x 3y = 1
Solution: Add (2) times the second row to the rst row.
2x + y + (2)x (2)(3)y = 4 + (2)1
x 3y = 1
The result is an equivalent system
7y = 2
x 3y = 1
Example (continued)
The rst equation of the system,
7y = 2
tells us that
y =
2
7
Now, use this value in the second equation:
x 3y = x 3
_
2
7
_
= 1
Simplifying,
x = 1 +
6
7
=
13
7
The solution is x =
13
7
, y =
2
7
.
The method used here is called back substitution.
The Augmented Matrix
Represent a system of linear equations with its augmented matrix.
Example
The system of linear equations
x
1
2x
2
7x
3
= 1
x
1
+ 3x
2
+ 6x
3
= 0
is represented by the augmented matrix
_
1 2 7 1
1 3 6 0
_
(A matrix is a rectangular array of numbers.)
Note. Two other matrices associated with a system of linear equations are
the coecient matrix and the constant matrix.
_
1 2 7
1 3 6
_
,
_
1
0
_
Systems of Linear Equations The Augmented Matrix Page 12/44
Elementary Row Operations
For convenience, instead of performing elementary operations on a
system of linear equations, perform corresponding elementary row
operations on the corresponding augmented matrix.
Type I: Interchange two rows.
Example
Interchange rows 1 and 3.
_
_
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
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
_
_
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
_
_
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
_
_
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
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
_
_
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
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!
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.
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
_
_
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
.
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.
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.
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.
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.
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
_
_
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.
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.
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.
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.
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.
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.
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.
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.

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